41 ID Order Type Volume Bid Offer Volume Order Type ID D Dark Limit 200 MIS 50 10.01 10.01 200 Midpoint Peg C B Dark Limit 200 MIS 300 10.01 10.02 1000 Displayed Limit B ID Order Type Volume Bid Offer Volume Order Type ID A Displayed Limit 1000 10.00 14.3.2 Active Sell-Side Dark Limit with MIS Dark Limit Order with a Minimum Interaction Size (MIS) instruction interacts with a contra-side order and then partially rests in the order book. NBBO = (10.00, 10.02) ID Order Type Volume Bid Offer Volume Order Type ID A Displayed Limit 1000 10.00 10.02 1000 Displayed Limit B Action: Order C, Dark Midpoint Peg Buy 200 @ 10.02 is entered. Order D, Dark Limit Sell, MIS 200 of 500 @ 10.01 is entered. Result: Order C assigned: Limit 10.00, Booked Price 10.01. Order D interacts with Order C, partially filling @ 10.01 (satisfying MIS 200). Order D rests in book: 300 shares at Booked Price 10.01. Updated Book NBBO: (10.00, 10.02) ID Order Type Volume Bid Offer Volume Order Type ID C Midpoint Peg 200 10.01 10.01 200 MIS 500 Dark Limit D A Displayed Limit 1000 10.00 10.01 200 MIS 300 Dark Limit D 10.02 1000 Displayed Limit B 14.3.3 Active Buy-Side Dark Limit with MinQty Dark Limit Order with a Minimum Quantity (MinQty) instruction interacts with a contra-side order and then partially rests in the order book. NBBO = (10.00, 10.02) ID Order Type Volume Bid Offer Volume Order Type ID A Displayed Limit 1000 10.00 10.02 1000 Displayed Limit B Action: Order C, Dark Midpoint Peg Sell 100 @ 9.99 is entered. Order D, Dark Midpoint Peg Sell 100 @ 10.01 is entered.
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