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Pairs - Net Returns

Lets you execute two stock orders simultaneously. Use Net Returns to unwind a deal.

Number	Description
1	Select TR to choose the Net Return pairs algo.
2	(optional) Set a start time
3	(optional) Set an end time
4	Volume Limit - (optional) Max rate of volume
5	Pair ID (required) - Unique ID for the day. Must be unique per pair, per date. Specify on both legs of the pair. Limited to 28 characters.
6	Balance (optional) - Share Balanced Cash Balanced Ratio Balanced
7	Execution Style (optional) - Active TWAP Aggressive Custom
8	Leg Threshold - Expressed as a percentage by for values up to 99. Values of 100 or greater will be interpreted as a share amount.
9	Pair Benchmark (required) - PNC Open Arrival Price
10	Pair Spread ($) (optional) - Positive or negative values accepted.
11	Pair Spread Operator (required) - greater than or equal to; less than or equal to.

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