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Order types in the Korean Stock Exchange
Jack Huang / E*TRADE
23 Aug 2005 4:45PM ETHi,
Which FIX tags and values should I use for the following order type in the KSE?
Pre-hour Session (7:30 ~ 8:30)
1. Pre-market closing price order – An order that can be executed only at closing price of previous trading day.
After-hour Session (15:10 ~ 18:00)
1. After-market closing price order(15:10 ~ 15:30) – An order that can be executed on at closing price of the day
2. After-market periodic auction(15:30 ~ 18:00) – For this type of orders, the exchange collects all bids and offers placed for 30 min. and matches at a single price in every 30 min. – 16:00, 16:30, 17:00, 17:30 and 18:00
Does KSE have a FIX link?
Thanks in advance,
Jack
Order types in the Korean Stock Exchange
Jack Huang / E*TRADE 23 Aug 2005 4:45PM ET
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