Mariner Backtesting - NYSE Floor

NYSE Order Algos

Below are order algorithms for the NYSE Floor exchange

gr8py name CloudQuant short name GUID Notes
Buy Limit FLOOR at Script Price   e6378baf-32b3-4e02-bf58-0c119aae83be Elite default limit logic

 

Lite default limit logic

 

Buy Limit FLOOR at Script Price LOC floor_loc_buy dcd42fdf-190c-420a-9fed-08b32210d11e Elite order logic

 

Lite order logic

 

Buy Limit FLOOR at Script Price LOO floor_loo_buy e9a2e0a0-ea3f-4b00-a29c-98ae628f78f5 Elite order logic

 

Lite order logic

 

Buy Market FLOOR MOC floor_moc_buy db7606ad-4a28-4d1f-9ee7-8f2987ca74b6 Elite order logic

 

Lite order logic

 

Sell Limit FLOOR at Script Price   56ddbea1-35f4-4b1d-a6f2-91e28ac37178 Elite default limit logic

 

Lite default limit logic

 

Sell Limit FLOOR at Script Price LOC floor_loc_sell ad4ec364-54c1-45b5-8d83-dbb9c81256ec Elite order logic

 

Lite order logic

 

Sell Limit FLOOR at Script Price LOO floor_loo_sell db1f87b2-7335-42c0-8bdb-eb225edf19c1 Elite order logic

 

Lite order logic

 

Sell Market FLOOR MOC floor_moc_sell a8afc758-184c-4dfa-8866-b35af4958f2f Elite order logic

 

Lite order logic