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Jefferies Multi Scale

Three-tiered "holder" strategy - use algorithms within this work flow.

 

Number Description
1

Select MS to use the Multi Scale algo.

2

(optional) Set a start time

3

(optional) Set an end time

4

Base Algo (required)– percent of volume for parent (base) algo. Must be different from Algo2 and Algo3 values:

  • Volume 5%
  • Volume 10%
  • Volume 15%
  • Volume 20%
  • Volume 25%
  • Volume 30%
  • DARKSeek
  • Seek Passive
  • Seek Active
  • Seek Aggressive
  • BLITZ
  • VWAP Day
  • Custom 1
  • Qty Scale
  • Patience
5 Base Algo Max Quantity(optional) – Max quantity for parent (base) algo. Rounded down to the closest lot size.
6 Algo2 Price – Required if Algo2 is defined. Used to trigger Algo2 and must be different from limit price and Algo3 price. 00.00
7

Underlying Algo2 – Different from Base Algo and Algo3:

  • Volume 5%
  • Volume 10%
  • Volume 15%
  • Volume 20%
  • Volume 25%
  • Volume 30%
  • DARKSeek
  • Seek Passive
  • Seek Active
  • Seek Aggressive
  • BLITZ
  • VWAP Day
  • Custom 1
  • Qty Scale
  • Patience
8 Algo2 Max Quantity (optional) – Max quantity for algo2. Rounded down to closest lot size.
9 Algo3 Price - Required if Algo3 is defined. Used to trigger Algo3 and must be different from Base Algo price and Algo2 price. 00.00
10

Underlying Algo3 – Different from Base Algo and Algo2:

  • Volume 5%
  • Volume 10%
  • Volume 15%
  • Volume 20%
  • Volume 25%
  • Volume 30%
  • DARKSeek
  • Seek Passive
  • Seek Active
  • Seek Aggressive
  • BLITZ
  • VWAP Day
  • Custom 1
  • Qty Scale
  • Patience

To use Jefferies algos, select JEFFALGO as the routing destination.

Important Disclosures