Nasdaq order book11/19/2022 ![]() ![]() If shares remain unexecuted after routing they are posted on the Nasdaq book. Prior to 9:30 a.m., NYSE- and NYSE MKT-listed security orders will be sent to the primary for the open.įirst attempts to execute against orders available on the Nasdaq book at a price equal to or better than the NBBO. Prior to 9:30 a.m., NYSE- and NYSE MKT-listed security orders will be sent to the primary for the open.Īfter 9:30 a.m., ET, DOTM behaves as STGY. DOTZ behaves as DOTI but does not route to BX.Īfter 9:30 a.m., ET, DOTA behaves as SCAN. ![]() If still unfilled, the order will route to NYSE or NYSE MKT where the order will remain until it is executed or cancelled. If unfilled, it will then route to BX where it will also attempt to execute at the NBBO or better. QTFY acts the same as TFTY but checks the Nasdaq book before routing.Īttempts to execute against orders in the Nasdaq book at a price equal to or better than the NBBO. All orders using the TFTY strategy must have a limit price. Thrifty (TFTY) accesses BX, low-priced liquidity venues, PSX and NYSE. QSAV behaves similar to SAVE but checks the Nasdaq book before routing.īehaves like SAVE in that it accesses BX, PSX, Nasdaq, all other protected quotes and additional destinations before posting unexecuted shares to the Nasdaq book, but routes out after posting if the Nasdaq book is subsequently locked or crossed. Once the order is posted to the Nasdaq book, if it is subsequently locked or crossed, the system will not route out again. SAVE accesses BX, PSX, Nasdaq, NYSE, all other protected quotes and additional destinations. ![]() Simultaneously accesses Nasdaq and low cost liquidity venues.īehaves similarly to QDRK, but additionally accesses the BX, EDGA and BATS-Y exchanges. ![]()
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