NxST_MATCHALGORITHM(36) - Matching Algorithms
| #define | Value | Comments |
|---|---|---|
| NxSTMA_FIFO | 0 | FIFO |
| NxSTMA_CONFIGURABLE | 1 | Configurable |
| NxSTMA_PRORATA | 2 | Pro-Rata |
| NxSTMA_ALLOCATION | 3 | Allocation |
| NxSTMA_FIFOwLMM | 4 | FIFO with LMM |
| NxSTMA_THRESH | 5 | Threshold Pro-Rata |
| NxSTMA_FIFOwTOP | 6 | FIFO with Top Order and LMM |
| NxSTMA_THRESHwLMM | 7 | Threshold Pro-Rata with LMM |
| NxSTMA_EURODOLLAR | 8 | Pro-Rata Allocation for Eurodollar Futures |