Autospreader Documentation
- What’s New In Autospreader
- Autospreader
- Manager Dialog Box
- Configuration Dialog Box
- MD Trader Overview
-
Hedge Manager
- The Hedge Manager Window
- The Working Orders Pane Field Descriptions
- The Rules Pane Field Descriptions
- Hedge Manager Context Menus
- Hedge Rule Builder Overview
- Launching Hedge Rule Builder
- The Hedge Rule Builder Window
- Do Not Hedge Rule
- Formula Building Blocks
- Creating and Editing Rules
- Working with the Rules Library
- Activating and Deactivating Hedge Rules
- Understanding Pre and Post Hedge Rules
-
Creating Spreads
- Creating Spreads
- Creating a Spread using the Market Grid
- Creating a Spread using Drag-and-Drop
- Adding Legs to an Existing Spread
- Deleting Legs from an Existing Spread
- Opening an Existing Spread
- Replacing an Expired Contract
- Activating a Custom Pricing Model
- Protecting your Spreads
- Understanding Quoting Mode Options
- Specifying a Minimum Hedge Quantity
-
Trading Spreads
- Trading Spreads
- Pre-Trade Risk-Checking
- Trading on an Autospreader Strategy Engine
- Trading in the Market Grid
- Changing Customers
- Overriding the Tick Size
- Freezing Autospreader Orders
- Using Reload Orders
- Using Sniper Orders
- Using Queue Holder
- UsingPayup Ticks
- Using Dynamic Payup Ticks
- Using Do Not Hedge
- Inside Smart Quote
- Using Smart Quote Limit
- Using Basic Slop
- Using Advanced Slop
- Trading Yield Spreads
- Messages
Hedge Rule Builder Overview
The Hedge Manager window includes Hedge Rule Builder, which helps you create simple or complex rules using a drag-and-drop interface. Hedge Rule Builder provides a collection of building blocks that helps you specify actions to take on a hedge order. The following Hedge Rule Builder window shows a formula that pays up one tick to try to fill a hedge order if it has been in the market for more than five seconds.
Hedge Rule Builder window
Hedge Rule Builder provides additional functionality and flexibility you can use to:
- Assemble basic or complex rules using an intuitive drag-and-drop approach.
- Create more detailed and specific formulas that can react to multiple triggers using prices and quantities.
- Create a library of rules that you can re-use with the same or different spreads, so you can create a formula once and apply to any spread.
For example, you can create a rule that triggers after a hedge order has rested in the market for five seconds (first trigger), which then determines how far away the leg is from the inside market (second trigger). Based on the condition, the rule either uses payup ticks (first action) or crosses the inside market (second action).
Hedge Rule Builder window
Follow these procedures to use the Hedge Rule Builder: