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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.