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PLACE_BID or PLACE_OFFER size on ECN ?
 Post subject: PLACE_BID or PLACE_OFFER size on ECN ? Post rating: 0   New post Posted: Wed 08 Aug, 2012, 16:50 
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Joined: Mon 23 Jul, 2012, 02:02
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Location: United States, Durham, NC
What is the minimum size for a PLACE_BID or PLACE_OFFER Order which will appear on the ECN Depth of Market?

In observing the EUR/USD ECN in program code in a strategy module, some of the smallest sizes I have observed at the inside BID or OFFER are about 0.1 million or $100k.


 

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