Description
The MatchRules component is used to specify the details of order matching rules for specified product group or complex.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 1235 | NoMatchRules | N | Number of match rules | |
| → | 1142 | MatchAlgorithm | N |
The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar |
| → | 574 | MatchType | N | The point in the matching process at which this trade was matched. |
| → | 2569 | MatchRuleProductComplex | N |
Can be used to limit match rule to specific product suite. |
| → | 2570 | CustomerPriority | N |
Can be used to give customer orders priority for the given matching algorithm. |