MDP 3.0 - Mid-Session Order Quantity Update for BrokerTec
- CME Group
For BrokerTec US and EU Repo orders where the allowable order quantities change at mid-session, 10:00 AM ET client systems can leverage the following attributes in Reference Data API to determine the start-up and intra-day minimum quantities:
Product or Instrument | Attribute Name | Description |
Instrument | minGlobexOrdQty | Minimum value allowed for a single order. |
Instrument | maxGlobexOrdQty | Maximum value allowed for a single order. |
Instrument | minIncrementalOrder | Minimum incremental order. |
Instrument | minIntraGlobexOrdQty | MidSession value allowed for a single order. |
Instrument | maxIntraGlobexOrdQty | MidSession Maximum value allowed for a single order. |
Instrument | minIntraIncrementalOrder | MidSession Minimum incremental order. |
A new trade date roll will reset the originally defined order quantities for the next trading session open.
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