42 Order E, Dark Limit Buy MIN 200 of 300 @ 10.01 is entered. Result: Order C assigned: Limit 9.99, Booked Price 10.01. Order D assigned: Limit/Booked Price 10.01. Order E interacts with Order C & D (100 shares each), partially filling @ 10.01. Order E rests in book with 100 shares @ 10.00; now trades board lot. Updated Book NBBO: (10.00, 10.02) ID Order Type Volume Bid Offer Volume Order Type ID E Dark Limit 200 MIN 300 10.01 10.01 100 Midpoint Peg C E Dark Limit 100 10.01 10.01 100 Midpoint Peg D A Displayed Limit 1000 10.00 10.02 1000 Displayed Limit B 14.3.4 Active Sell-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 Buy 100 @ 10.02 is entered. Order D, Dark Midpoint Peg Buy 100 @ 10.01 is entered. Order E, Dark Limit Sell, MIN 200 of 400 @ 10.01 is entered. Result: Order C assigned: Limit 10.02, Booked Price 10.01. Order D assigned: Limit/Booked Price 10.01. Order E interacts with Order C & D (100 shares each), partially filling @ 10.01. Order E rests in book with MIN 200 shares @ 10.00; now trades board lot. Updated Book NBBO: (10.00, 10.02) ID Order Type Volume Bid Offer Volume Order Type ID C Midpoint Peg 100 10.01 10.01 200 MIN 400 Dark Limit E D Midpoint Peg 100 10.01 10.01 200 Dark Limit E A Displayed Limit 1000 10.00 10.02 1000 Displayed Limit B 14.3.5 Active Dark Limit with MIS & MinQty Dark Limit Order with both Minimum Interaction Size (MIS) and Minimum Quantity (MIN) instruction interacts with a contra-side order and then rests in the order book.
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