Thread: New LIFFE algo

LIFFE are in the process of patenting a new fill algorithm on STIRs, they're hoping to launch it in June/July but it may be as late as December, depending on whether they reckon LIFFE connect will cope with it. Idea is to stop a lot of the shenanigans that go on at the moment (*cough* RSJ *cough*), and no, I don't know the algorithm.

This information is not secret, but neither is it well known, which is why I am posting it.

thanks darling, could it be though, a case of be careful what you wish for?

about 2 years ago they talked about implying into butterflies.... so, my guess is they do that. yet another tiny bit of edge taken!
the chances of it helping locals is zero. all they care about is the banks.... zzzzzz

It's definitely the order allocation algorithm. Maybe they're doing implying into/out of everything to, for all I know, ice stylee, but if so I don't see that being a bad thing (for me ).