两个合约如果相关性够高,那么必然大方向上last price会走的很紧,然后由于bid-ask的存在,某一个时间...
2-3的延时,优化的办法就是连接所有行情前置并且优选,在实际的环境中这块延时在你把交易服务器托管到交...
What happens to a sell order that doesn't have enough bid matches on it's ask price? Related 9 Why is the bid-ask spread considered a cost? 15 Can a trade happen "in between" the bid and ask price? 2 Why does a small number of bid/ask quotes not cause stock price to fluctuate...
作者: $Lending Club(LC)$bid的量巨大 ask的量巨小 而且bid price order一直在成交…这是什么意思?强力做空吗?
to obtain the best possible results for its clients, either when executing client orders or receiving and transmitting orders for execution in relation to financial instruments. The Policy sets out a general overview on how orders are executed, and the factors as stated below, that can affect ...
Stop Loss and Take Profit orders can only be executed for an open position, but not for pending orders; history charts are drawn only for BID prices in the terminal. At that, a part of orders shown in charts is drawn for ASK prices. To enable displaying of the latest bar ASK price, ...
request - ask (a person) to do something; "She asked him to be here at noon"; "I requested that she type the entire manuscript" send for, call - order, request, or command to come; "She was called into the director's office"; "Call the police!" ...
wherein the allocation is accomplished by an automated process executed by the computerized order management system; allocating the symbol to a floor broker ID, wherein the allocation is accomplished by an automated process executed by the computerized order management system; transmitting an order mess...
FIG. 2 illustrates an example order entry method that may be executed to perform order entry during an electronic trading process; and FIGS. 3-12 show exemplary trade order actions. DETAILED DESCRIPTION Various embodiments disclosed herein relate to order entry. In the electronic trading process, ...
order book for that stock.An order cannot be filled at a price outside the best bid or offer. While the bid or offer can change, another one will be shown, and then transactions can't occur outside those levels until all those shares are gone and then a new bid/ask price is ...