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Pairs - Ratio

Execute two stock orders simultaneously - use the Ratio algo to set up the pairs order.

Number Description
1

Choose the Ratio 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 Ratio (required) - Ratio per pair order.
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.

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