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Quantitative Finance · Begrippenlijst

Wat is Order-entry port?

Definition 22.1 Networks, Hardware and Trading Infrastructure · Hoofdstuk 22 — Equities and Options Connectivity

An order-entry port is one logical connection, with its own session and credentials, through which a member sends orders, quotes or cancels to a venue’s gateway and receives their acknowledgements; venues sell ports by type (order entry, bulk quoting, purge or mass cancel, drop copy) and charge and limit them per port.

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