The Autospreader Configuration dialog box provides you with the parameters and settings to configure a synthetic spread and control its behavior as it trades. The dialog box opens after clicking Create or Edit in the Autospreader Manager. In these panes you can configure the legs of your spread, indicate how to build the synthetic book, […]
When an Autospreader order is entered, all potential outright orders, including all quoting and all possible hedge orders, are position risk-checked before being submitted into the market. If any of the potential orders fails the risk check, no orders are placed and the whole synthetic spread order is pulled. Once your Autospreader order passes the […]
Use Autospreader Rules to design your own custom spreading logic and features and add them to a spread. While the default Autospreader Server uses conventional spreading logic, the custom rules that you design will override or add to this default spread engine behavior. The rules that you create can be added at three critical points […]
Use Autospreader® to create and trade your own synthetic calendar, inter-product, or inter-exchange spreads. You can define the legs of the spread, then preview the implied market for the spread based on the outright legs. When entering orders in the implied market, Autospreader works the legs to achieve the spread setting parameters. The Autospreader widget […]
The spread definition fields apply to the entire synthetic spread. Use the configuration settings to select a contract and begin configuring spread behavior in each leg of your synthetic spread instrument. Name The name of the synthetic spread. The name that you enter appears in the MD Trader® and Market Grid widgets when trading the […]
In addition to providing you with the basic spread definition and configuration settings, the Autospreader Configuration dialog provides you with the ability to control the quoting and hedging behavior of orders submitted for your synthetic spread. Quoting settings include: Active Quoting Lean on Indicative Minimum Lean Quantity Queue Holder Convert Quote to Hedge Hedging order […]
Overview TT provides some common quoting and hedging rules that you can add to your spread configuration. You can also create a rule or select a rule that was shared with you by your administrator. To create or add a rule, click the + button in the Rules field. For a description of each TT […]
After configuring the legs of the spread and selecting your price display or formula, the spread prices display in the Spread Preview pane. This ladder shows the number of current bids and offers at each price level in the market, which allows you to preview what is displayed in the MD Trader® Spread pane before […]