Как можно емко назвать Uncrossing Trade для LSE? Определение, которое используется в интернете, немногословно: This is used for the single uncrossing trade, detailing the total executed volume and uncrossing price as a result of a SETS auction.
LSE использует Uncrossing algorithm, который, как я понимаю, определяет цену:
7.2.5 Uncrossing algorithm
The execution price generated for an auction will be the price that:
maximises the executable volume
if more than one execution price would result in the same executable volume, minimises the surplus volume at the execution price
if more than one execution price would result in the same surplus volume at the execution price, reflects the balance of pressure on the order book
if the balance of pressure on the order book is even, reflects the reference price in the security
if there is no reference price, is the lowest price
Вот полный документ: http://www.londonstockexchange.com/prod ... system.pdf
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