SLArrival

Outright Futures, Futures Spreads. Limit order.

 

Benchmark: Stop Limit Arrival Price

Method: Deploys an Arrival Price Order when the market trades at a price level

 

Algo parameters in addition to [Side, Size, Price]

             Price Type [Required]

o    Last Trade Price – Deploy if a price level trades

o    Same – Deploy if market is bid (for buy orders) or offered (for sell orders)

o    Opposite - Deploy if market is bid (for sells) or offered (for buys)

          Same as Arrival Params