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Support for Implied Prices

Overview

MEFF incorporates implied pricing functionality to generate additional liquidity and provide the opportunity for price improvement.

  • The exchange disseminates and matches first generation implied in and implied out prices on individual stock futures only.
  • The exchange does not distinguish implied prices from direct prices.
  • The X_TRADER® Implied Engine does not calculate implied prices for MEFF.

Configuring Implied Prices

MEFF Gateways do not offer any configuration related to implied prices.