Matching Algorithm Overview

  • 18 Oct 2016
  • By CME Group

Watch this video to learn how resting orders are matched with aggressing orders using these CME Group algorithms: Allocation, FIFO, FIFO with LMM, FIFO with Top Order and LMM, Pro-Rata, Configurable, Threshold Pro-Rata, Threshold Pro-Rata with LMM.

For additional technical details, see the Client Systems Wiki.

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