Cross Matches with Another Order - Total Fill - Side
This diagram illustrates CME Globex messaging and book updates for an RFC order that trades 100% with another order.
During the Pre-Cross instrument state, another market participant responds to the RFQ and submits a Sell order that will match against one side of the Cross order. In this scenario tag 962-SideTimeInForce=3, 'Eliminate remaining quantity' cancels the remaining Sell side order. In this example, the duration of the states is configured by CME Group and the BMG is 60%.
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