Include market characteristics for trading strategy development

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    • Type: Bug
    • Resolution: Fixed
    • Priority: Major
    • ctsWD15, ctsWD17
    • Affects Version/s: ctsWD14
    • Component/s: cts
    • Environment:

      William Cox

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      Include indication of all tenders for an instrument clearing at the same price (as in DA),

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      Include indication of all tenders for an instrument clearing at the same price (as in DA),

      Certain market characteristics dictate aspects of trading strategy. For example, if the clearing use Double Auction approaches versus Order Book, the meaning and effect of low or negative bid differs.

      The set of Market Characteristics should be extended to enable realistic trading behavior and strategies.

            Assignee:
            williamcox
            Reporter:
            williamcox
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              Created:
              Updated:
              Resolved: