New version of the Eurex trading interface 1.6 released
The updated version of the Eurex trading system T7 3.0 Eurex trading interface acquired protective functionality against cross-trades — Self-Match Prevention (SMP).
In the standard order form it is now possible to indicate a special numerical ID and its value is monitored by the Eurex trading system. If a counter order has such an ID, the Eurex trading system will reduce the order volume by the appropriate volume of a new order.
On the QUIK user desktop this information will be indicated as an order replacement:
- A counter order in the Level2Quotes table will be indicated as a cancelled order;
- A new order will be generated and it will have the parameters of the previous order and a reduced volume.