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What is OCO Type and Tick Option Computation about?
The document describes the entities and relationships in an algorithmic trading system. It includes entities for securities, positions, orders, strategies, market data events, bars, ticks, trades, and quotes. Securities have attributes like name, market, and currency. Positions track quantity and market value. Strategies have a name, activation status, and allocation. Market data events contain date time stamps. Bars represent open, high, low, close prices over a time period. Ticks contain last trade detail
- Author
- XiuLi Wang
- Language
- EN