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Quantitative Finance · Begrippenlijst

Wat is Quote timer?

Definition 25.1 Networks, Hardware and Trading Infrastructure · Hoofdstuk 25 — Fixed Income and RFQ Platform Connectivity

A quote timer is the period, set by the platform or the client for each request for quote, during which dealers’ answers are collected and remain executable; an answer that arrives after it expires is not shown, and a price shown during it binds the dealer until the client trades, passes or the timer runs out.

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