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Jefferies

ID31034

List of user-defined fields for Jefferies.

Field
Name
Type
Req'd
Comments
Pedigree
9254

Specified lifetime for orders, i.e. 25 = 25 minutes. Integer value.

9257

End time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM

Integer Value.

9258

Specify the type of market footprint orders are permitted to take on.

Integer value.

9250

Price Goal.

9255

Minimum block size allowed when searching for liquidity levels. Integer Value.

9256

Start time in HHMM format for Jefferies trading strategies. i.e. 1300 = 1:00 PM

Integer Value

9253

Price move tolerance. Used to create a firm limit price from a specified price target. Strictly positive double value.

9252

The acceptable market impact that strategy orders are allowed to induce.

Signed integer value.

9251

Volume limit orders are permitted to approach while trading.

Integer value from 0 – 100.

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