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  1. OASIS Energy Interoperation TC
  2. ENERGYINTEROP-740

Include market characteristics for trading strategy development

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    Details

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

      William Cox

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

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

      Description

      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.

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            • Assignee:
              WilliamCox William Cox
              Reporter:
              WilliamCox William Cox
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                Updated:
                Resolved: