The MatchRules component is used to specify the details of order matching rules for specified product group or complex.


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.

Used In