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Why is Locked Qty always equals or less than leaves qty ?
Mahesh Kumaraguru <>
6 Aug 2010 11:16AM ET Hanno,
Why is Locked Qty always equals or less than leaves qty ?
Lets take the case of an market on close Order with OrderQty=1000 reaching a pre-assigning engine where it gets matched for LockedQty=600, then LeavesQty = 1000 - 600 = 400
Am I correct ?
Regards,
K. Mahesh
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> This allows to model Carlos' scenario but also many others where part or all of the order is temporarily not considered for matching or not accessible to the submitter. LockedQty is always equal to or less than LeavesQty. Orders could be locked and released and partially match multiple times during the trading day. In the more general case, OrdStatus could hence also be "Partially Filled" when locking occurs but would not change to this status due to locking.
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Why is Locked Qty always equals or less than leaves qty ?
Mahesh Kumaraguru 6 Aug 2010 11:16AM ET
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