Execute two stock orders simultaneously - use the Ratio algo to set up the pairs order.
Number | Description |
---|---|
1 |
Choose the Ratio algo. |
2 |
(optional) Set a start time |
3 |
(optional) Set an end time |
4 |
Volume Limit - (optional) Max rate of volume |
5 | Pair ID (required) - Unique ID for the day. Must be unique per pair, per date. Specify on both legs of the pair. Limited to 28 characters. |
6 |
Balance (optional) -
|
7 |
Execution Style (optional) -
|
8 | Leg Threshold - Expressed as a percentage by for values up to 99. Values of 100 or greater will be interpreted as a share amount. |
9 |
Pair Ratio (required) - Ratio per pair order. |
10 | Pair Spread ($) (optional) - Positive or negative values accepted. |
11 | Pair Spread Operator (required) - greater than or equal to; less than or equal to. |
To use Jefferies algos, select JEFFALGO as the routing destination.