Recent content by dalimar

Very sure, basically it takes any incoming order and compares it to current limit orders in the market, and if it can't match tries to see where it would create implied prices, and from this can produce a match, the evidence is the fact that you get different behaviour between market and limit...

The interesting trick on Liffe is that you can construct with a few calendar spreads a market such that a price will display on most vendors due to their calculation of implied on implied prices, that is executable, but only with a limit order, because the market order executes through to the...

problem is the withevent comment, but as all your doing is creating a cancelall, you don't need to worry about it, drop the withevents, try Dim EccoApp as New Ecco.Application Dim OB as New EccoApp.Orderbook OB.CancelAll or something similar, basically you should be able to do this in a...