In this example, the Cross order matches with an existing order prior to being executed at 100% BMG.
Assume the New Order Cross (tag 35-MsgType=s) message contains tag 962-SideTimeInForce=3 (Eliminate) remaining quantity.
In this example, the Cross order matches with an existing order prior to being executed at 100% BMG.
Assume the New Order Cross (tag 35-MsgType=s) message contains tag 962-SideTimeInForce=3 (Eliminate) remaining quantity.