Support for Cross Orders
TT Gateway Behavior
The LSE Gateway supports cross orders during the Pre-Open and No-cancellation market state as well as during open trading.
The gateway determines what products are available for cross orders based on a non-configurable GAL setting programmed in the Order Server. When a cross order is selected in the X_TRADER® 7.17 Order Pane for a product, the LSE Gateway notifies X_TRADER that the product supports cross orders and enables X_TRADER to display the LSE-specific fields in the Wholesale Order window.
Cross Orders in X_TRADER®
To submit LSE cross orders in X_TRADER, refer to: Introduction to Wholesale Trading/
Traders enter cross orders into the system using the Order Pane in the X_TRADER® 7.17 Market Window and can enter the following in the Customer Defaults window (or in the Order Pane for each cross order):
- Account number
- Account type
Completed cross trades appear as “regular” trades in the Type column of the X_TRADER® Time and Sales window.