Autospreader |
Autospreader Queue Holder functionality, when used together with Reload, was improved so that after a partial fill (1) Queue Holder orders will never increase (to maintain that order's position in queue) and (2) when repricing towards the market, Autospreader will submit an order equal to the disclosed quantity instead of the disclosed remaining quantity. |
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Autospreader |
Autospreader now reports the actual spread fill price instead of conservatively rounding to the nearest tick price. |
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Order Book |
Added columns to the Floating Order Book (FOB) to improve the management of parent algos on working child orders. |