{"id":42929,"date":"2026-06-22T21:41:56","date_gmt":"2026-06-23T02:41:56","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/autospreader-rules-reference-2\/"},"modified":"2026-06-22T21:41:56","modified_gmt":"2026-06-23T02:41:56","slug":"autospreader-rules-reference-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/autospreader-rules-reference-2\/","title":{"rendered":"Autospreader Rules \u306e\u53c2\u7167"},"content":{"rendered":"<div>\n<h3>\u30ec\u30c3\u30b0\u5c5e\u6027<\/h3>\n<p>\u4ee5\u4e0b\u306e\u30ec\u30c3\u30b0\u5c5e\u6027\u3092\u8868\u793a\u3059\u308b\u306b\u306f\u3001\u6761\u4ef6\u307e\u305f\u306f\u64cd\u4f5c\u30c6\u30ad\u30b9\u30c8 \u30dc\u30c3\u30af\u30b9\u306b\u3001\u300c.\u300d\u306b\u7d9a\u3044\u3066\u30ec\u30c3\u30b0\u8b58\u5225\u5b50\u3092\u5165\u529b\u3057\u307e\u3059 (ThisLeg \/ Leg \/ Leg#)\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u5c5e\u6027\u540d<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>BidQuantity<br \/>AskQuantity<\/td>\n<td>\u30de\u30fc\u30b1\u30c3\u30c8 \u30c7\u30fc\u30bf\u6307\u5b9a\u306e\u30ec\u30c3\u30b0\u306e\u5e02\u5834\u306e\u73fe\u5728\u306e\u58f2\u5024\u307e\u305f\u306f\u8cb7\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>AvailableLeanQuantity<\/td>\n<td>\u5b9a\u7fa9\u30ea\u30fc\u30f3\u4fa1\u683c\u307e\u3067\u3059\u3079\u3066\u3001\u5e02\u5834\u679a\u6570\u306e\u5408\u8a08\u3092\u793a\u3059\u3001Autospreader \u304c\u7b97\u51fa\u3059\u308b\u6570\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>BidQuantityAtIndex(#)<br \/>AskQuantityAtIndex(#)<\/td>\n<td>\u30de\u30fc\u30b1\u30c3\u30c8 \u30c7\u30fc\u30bf\u6570\u5024\u3092\u5165\u529b\u3057\u3066\u3044\u305a\u308c\u304b\u306e\u30b5\u30a4\u30c9\u306e\u4fa1\u683c\u5e2f\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\u300c\uff11\u300d\u306f\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u793a\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001 BidQuantityAt(1) = \u8cb7\u30b5\u30a4\u30c9\u306e\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306e\u679a\u6570\u3002\u307e\u305f\u306f BidQuantityAt(2) = \u8cb7\u30b5\u30a4\u30c9\u306e2\u756a\u76ee\u306e\u4fa1\u683c\u5e2f\u306e\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>BidPrice<br \/>AskPrice<\/td>\n<td>\u6307\u5b9a\u306e\u30ec\u30c3\u30b0\u306e\u5e02\u5834\u306e\u73fe\u5728\u306e\u58f2\u5024\u307e\u305f\u306f\u8cb7\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>BidPriceAtIndex(#)<br \/>AskPriceAtIndex(#)<\/td>\n<td>\u6570\u5024\u3092\u5165\u529b\u3057\u3066\u3044\u305a\u308c\u304b\u306e\u30b5\u30a4\u30c9\u306e\u4fa1\u683c\u5e2f\u3092\u5b9a\u7fa9\u3057\u307e\u3059\u3002\u300c\uff11\u300d\u306f\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u793a\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001 BidPrice(1) = \u8cb7\u30b5\u30a4\u30c9\u306e\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306e\u4fa1\u683c\u3002AskPriceAt(2) = \u58f2\u30b5\u30a4\u30c9\u306e2\u756a\u76ee\u306e\u4fa1\u683c\u5e2f\u306e\u4fa1\u683c\u3002\u5c5e\u6027\u306f\u3059\u3079\u3066\u306e\u4fa1\u683c\u5e2f\u3067\u306e\u5dee\u5206\u3092\u7121\u8996\u3057\u307e\u3059\u3002\u5165\u529b\u5024\u306f\u3001\u6700\u826f\u8cb7\u5024\u307e\u305f\u306f\u6700\u826f\u58f2\u5024\u304b\u3089\u306e\u30c6\u30a3\u30c3\u30af\u6570\u3067\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>XCurrentQuoteOrderWorkingPrice<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306e\u7d04\u5b9a\u5f85\u3061\u6ce8\u6587\u4fa1\u683c\u3002\u3059\u3079\u3066\u306e\u6307\u5b9a\u30ec\u30c3\u30b0\u3067\u3001\u4e00\u5ea6\u306b\u5b9f\u884c\u3067\u304d\u308b\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306f1\u3064\u306e\u307f\u3067\u3059\u3002Autospreader \u3067\u5b9a\u7fa9\u3055\u308c\u308b\u3088\u3046\u306b\u3001\u3053\u306e\u5c5e\u6027\u306f\u3001Autospreader \u306b\u3088\u308a\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u512a\u5148\u3055\u308c\u305f\u5024\u3001\u53d6\u5f15\u6240\u306b\u9001\u4fe1\u4e2d\u306e\u5024\u3001\u307e\u305f\u306f\u53d6\u5f15\u6240\u306b\u78ba\u8a8d\u3055\u308c\u305f\u5024\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>CurrentQuoteOrderWorkingQuantity<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u3067\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306e\u7d04\u5b9a\u5f85\u3061\u6ce8\u6587\u679a\u6570\u3002\u3059\u3079\u3066\u306e\u6307\u5b9a\u30ec\u30c3\u30b0\u3067\u3001\u4e00\u5ea6\u306b\u5b9f\u884c\u3067\u304d\u308b\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306f1\u3064\u306e\u307f\u3067\u3059\u3002Autospreader \u3067\u5b9a\u7fa9\u3055\u308c\u308b\u3088\u3046\u306b\u3001\u3053\u306e\u5c5e\u6027\u306f\u3001Autospreader \u306b\u3088\u308a\u30dd\u30b8\u30b7\u30e7\u30f3\u3092\u512a\u5148\u3055\u308c\u305f\u679a\u6570\u3001\u53d6\u5f15\u6240\u306b\u9001\u4fe1\u4e2d\u306e\u679a\u6570\u3001\u307e\u305f\u306f\u53d6\u5f15\u6240\u306b\u78ba\u8a8d\u3055\u308c\u305f\u679a\u6570\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>CurrentQuoteOrderFillQuantity<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u3067\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u3068\u95a2\u9023\u3057\u305f\u7d04\u5b9a\u5f85\u3061\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>DirectBidQuantityAtIndex(#)<br \/>DirectAskQuantityAtIndex(#)<\/td>\n<td>\u3044\u305a\u308c\u304b\u306e\u53d6\u5f15\u5074\u306e\u6c17\u914d\u5024\u5e2f\u306b\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u679a\u6570\u3092\u5165\u529b\u3057\u307e\u3059\u3002\u300c\uff11\u300d\u306f\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u793a\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001 DirectBidQuantityAtIndex(1) = \u8cb7\u30b5\u30a4\u30c9\u306e\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306e\u679a\u6570\u3002\u307e\u305f\u306f DirectAskQuantityAtIndex(2) = \u58f2\u30b5\u30a4\u30c9\u306e2\u756a\u76ee\u306e\u6c17\u914d\u5024\u30ec\u30d9\u30eb\u306e\u679a\u6570\u3002\u5165\u529b\u5024\u306f\u3001\u6700\u826f\u8cb7\u5024\u307e\u305f\u306f\u6700\u826f\u58f2\u5024\u304b\u3089\u306e\u30c6\u30a3\u30c3\u30af\u6570\u3067\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>DirectBidPrice<br \/>DirectAskPrice<\/td>\n<td>\u7279\u5b9a\u306e\u6c17\u914d\u5024\u5e2f\u306e\u8cb7\u5024\u3068\u58f2\u5024\u30021\u3064\u4ee5\u4e0a\u306e\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u58f2\u5024\/\u8cb7\u5024\u304c\u3042\u308b\u4fa1\u683c\u5e2f\u306e\u307f\u8003\u616e\u306b\u3044\u308c\u307e\u3059\u3002\u6c17\u914d\u5024\u304c\u6307\u5b9a\u3055\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u306f\u3001\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u58f2\u5024\u3068\u8cb7\u5024\u304c\u3042\u308b\u6700\u9ad8\u58f2\u5024\u3068\u6700\u9ad8\u8cb7\u5024\u306b\u306a\u308a\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>DirectBidPriceAtIndex(#)<br \/>DirectAskPriceAtIndex(#)<\/td>\n<td>\u5024\u3092\u5165\u529b\u3057\u3066\u3001\u30c0\u30a4\u30ec\u30af\u30c8\u8cb7\u5024\u3068\u30c0\u30a4\u30ec\u30af\u30c8\u58f2\u5024\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\u300c1\u300d\u306f\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u793a\u3057\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001 DirectBidPriceAtIndex(1) = \u8cb7\u30b5\u30a4\u30c9\u306e\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306e\u4fa1\u683c\u3002\u307e\u305f\u306f DirectAskPriceAtIndex(2) = \u58f2\u30b5\u30a4\u30c9\u306e2\u756a\u76ee\u306e\u6c17\u914d\u5024\u5e2f\u306e\u4fa1\u683c\u3002\u5165\u529b\u5024\u306f\u3001\u6700\u826f\u8cb7\u5024\u307e\u305f\u306f\u6700\u826f\u58f2\u5024\u304b\u3089\u306e\u30c6\u30a3\u30c3\u30af\u6570\u3067\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>DirectBidQuantity<br \/>DirectAskQuantity<\/td>\n<td>\u7279\u5b9a\u306e\u677f\u60c5\u5831\u306e\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024 (\u677f\u60c5\u5831\u304c\u63d0\u4f9b\u3055\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u306f\u3001\u6700\u9ad8\u8cb7\u5024\u3068\u6700\u9ad8\u58f2\u5024\u306e\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u58f2\u679a\u6570\u3068\u8cb7\u679a\u6570\u3067\u3001\u6700\u5c0f1\u3064\u4ee5\u4e0a\u306e\u975e\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u8cb7\u5024\u3068\u58f2\u5024\u304c\u3042\u308a\u307e\u3059)\u3002<\/td>\n<\/tr>\n<tr>\n<td>High\/Low<\/td>\n<td>\u73fe\u5728\u306e\u53d6\u5f15\u30bb\u30c3\u30b7\u30e7\u30f3\u307e\u305f\u306f\u6e05\u7b97\u30bb\u30c3\u30b7\u30e7\u30f3\u306e\u9ad8\u5024\u3068\u5b89\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>LeanPrice<\/td>\n<td>\u3042\u308b\u30ec\u30c3\u30b0\u306e\u73fe\u5728\u306e\u30ad\u30e3\u30c3\u30b7\u30e5 \u30ea\u30fc\u30f3\u4fa1\u683c\u3092\u793a\u3057\u307e\u3059\u3002Autospreader \u306f\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u3092\u767a\u6ce8\u3059\u308b\u524d\u306b\u3001\u30ea\u30fc\u30f3\u4fa1\u683c\u3092\u898b\u7a4d\u3082\u308a\u307e\u3059\u3002\u4f8b\u3048\u3070\u3001\u679a\u6570\u304c\u30ea\u30fc\u30f3\u4fa1\u683c\u306b\u5229\u7528\u3067\u304d\u306a\u3044\u5834\u5408\u306f\u3001Autospreader \u306f\u6700\u7d42\u306e\u6c17\u914d\u5024\u5e2f\u306e\u4fa1\u683c\u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>MinimumLeanQuantity<\/td>\n<td>\u305d\u306e\u4ed6\u306e\u30ec\u30c3\u30b0\u306b\u9069\u7528\u3059\u308b\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306e\u4fa1\u683c\u3068\u679a\u6570\u3092\u7b97\u51fa\u3059\u308b\u969b\u3001\u6307\u5b9a\u306e\u30ec\u30c3\u30b0\u306e\u677f\u60c5\u5831\u3092 Autospreader \u304c\u691c\u7d22\u3059\u308b\u8a73\u7d30\u306e\u7a0b\u5ea6 (\u6df1\u3055) \u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002\u6ce8: \u3053\u308c\u304c\u552f\u4e00\u306e Autospreader \u5c5e\u6027\u306e\u30e6\u30fc\u30b6\u30fc\u6307\u5b9a\u5024\u3067\u3059\u3002\u305d\u306e\u4ed6\u3059\u3079\u3066\u306e\u5024\u306f Autospreader Server \u306b\u3088\u308a\u751f\u6210\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>LastTradedPrice<\/td>\n<td>\u30b9\u30d7\u30ec\u30c3\u30c9 \u30ec\u30c3\u30b0\u306e\u76f4\u8fd1\u5024\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>LastTradedQuantity (\u76f4\u8fd1\u679a\u6570)<\/td>\n<td>\u76f4\u8fd1\u5024\u306e\u76f4\u8fd1\u679a\u6570\u307e\u305f\u306f\u305d\u306e\u5897\u5206\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>MinimumPriceIncrement<\/td>\n<td>\u7279\u5b9a\u306e\u9650\u6708\u306e\u6700\u5c0f\u53d6\u5f15\u53ef\u80fd\u5897\u5206\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>PreviousSettlePrice<\/td>\n<td>\u4ee5\u524d\u306e\u53d6\u5f15\u30bb\u30c3\u30b7\u30e7\u30f3\u306e\u6e05\u7b97\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>Ratio (\u6bd4\u7387)<\/td>\n<td>\u7279\u5b9a\u306e\u30ec\u30c3\u30b0\u3067\u5fc5\u8981\u306a\u9650\u6708\u6570\u3092\u5b9a\u7fa9\u3057\u3066\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u306e1\u3064\u306e\u5b8c\u5168\u306a\u5358\u4f4d\u3092\u69cb\u6210\u3057\u307e\u3059\u3002\u3053\u306e\u5024\u306f\u3001\u95a2\u9023\u3059\u308b\u5408\u6210\u9298\u67c4\u306e\u5b9a\u7fa9\u3067\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>TotalDesiredQuantity<\/td>\n<td>\u5408\u8a08\u76ee\u6a19\u30b9\u30d7\u30ec\u30c3\u30c9\u679a\u6570\u3092\u6e80\u305f\u3059\u305f\u3081\u306e\u3001\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u5408\u8a08\u306b\u5fc5\u8981\u306a\u9298\u67c4\u6570\u3092\u793a\u3057\u305f\u6570\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>TotalRemainingQuantity<\/td>\n<td>\u5408\u8a08\u76ee\u6a19\u30b9\u30d7\u30ec\u30c3\u30c9\u679a\u6570\u3092\u6e80\u305f\u3059\u305f\u3081\u306e\u3001\u6307\u5b9a\u30ec\u30c3\u30b0\u306b\u5fc5\u8981\u306a\u5408\u8a08\u6b8b\u679a\u6570\u3092\u793a\u3059\u6570\u5024\u3002\u3053\u306e\u6b04\u306f\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u8a08\u7b97\u3057\u307e\u3059\u3002(TotalDesiredQuantity) &#8211; (TotalFilledQuantity)\u3002<\/td>\n<\/tr>\n<tr>\n<td>TotalHedgesSent<\/td>\n<td>\u3059\u3079\u3066\u306e\u767a\u6ce8\u6e08\u307f\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u5408\u8a08\u6ce8\u6587\u679a\u6570\u3092\u793a\u3059\u6570\u5024\u3002\u65e2\u5b58\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u679a\u6570\u3092\u5909\u66f4\u3059\u308b\u30dd\u30b9\u30c8 \u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u306b\u3088\u308a\u3001TotalHedgesSent \u5024\u306b\u5f71\u97ff\u304c\u53ca\u307c\u3055\u308c\u305f\u308a\u5909\u66f4\u3055\u308c\u307e\u305b\u3093\u3002<\/td>\n<\/tr>\n<tr>\n<td>TotalHedgesFilled<\/td>\n<td>\u7d04\u5b9a\u6e08\u307f\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u679a\u6570\u306e\u7d2f\u7a4d\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>PreviousQuoteOrderWorkingPrice<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u4ee5\u524d\u306b\u7d04\u5b9a\u5f85\u3061\u3057\u3066\u3044\u305f\u30ad\u30e3\u30c3\u30b7\u30e5\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td>PreviousQuoteOrderWorkingQuantity<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u4ee5\u524d\u306b\u7d04\u5b9a\u5f85\u3061\u3057\u3066\u3044\u305f\u30ad\u30e3\u30c3\u30b7\u30e5\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>Side (\u30b5\u30a4\u30c9)<\/td>\n<td>\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u8cb7\u3044\u6642\u3068\u58f2\u308a\u6642\u3092\u6c7a\u5b9a\u3059\u308b\u8cb7\u5024\u3068\u58f2\u5024\u3002\u3053\u306e\u5024\u306f\u3001\u95a2\u9023\u3059\u308b\u5408\u6210\u9298\u67c4\u306e\u5b9a\u7fa9\u3067\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002\u30b9\u30d7\u30ec\u30c3\u30c9\u8a2d\u5b9a\u306b\u57fa\u3065\u3044\u3066\u3001\u30ec\u30c3\u30b0\u3054\u3068\u306b Autospreader Server \u306b\u3088\u308a\u8fd4\u3055\u308c\u305f\u5024\u3002\u300c1\u300d\u306f\u58f2\u308a\u3001\u300c2\u300d\u306f\u8cb7\u3044\u3092\u793a\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>SpreadDisclosedQuantity<\/td>\n<td>\u30ea\u30ed\u30fc\u30c9\u6ce8\u6587\u6a5f\u80fd\u3092\u4f7f\u7528\u3057\u305f\u5834\u5408\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u6ce8\u6587\u306e\u516c\u958b\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>Volume (\u51fa\u6765\u9ad8)<\/td>\n<td>\u305d\u306e\u9298\u67c4\u306e\u5408\u8a08\u53d6\u5f15\u679a\u6570\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<div>\n<h4>Spread-only<\/h4>\n<p>\u4ee5\u4e0b\u306e\u8868\u306e\u30ec\u30c3\u30b0\u5c5e\u6027\u306f\u30011\u3064\u306e\u30ec\u30c3\u30b0\u306e\u305f\u3081\u306e\u3082\u306e\u3067\u306f\u306a\u304f\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u5168\u4f53\u306b\u4ed8\u968f\u3057\u307e\u3059 (\u305f\u3060\u3057\u30ec\u30c3\u30b0\u8b58\u5225\u5b50\u30ad\u30fc\u30ef\u30fc\u30c9  (ThisLeg \/ Leg \/ Leg ##) \u3092\u8ffd\u52a0\u3059\u308b\u5fc5\u8981\u306f\u3042\u308a\u307e\u305b\u3093)\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u5c5e\u6027\u540d<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>DesiredSpreadPrice<\/td>\n<td>Autospreader \u30b9\u30d7\u30ec\u30c3\u30c9\u753b\u9762\u307e\u305f\u306f [\u9298\u67c4\u60c5\u5831] (Market Grid) \u3092\u4f7f\u3063\u3066\u30b9\u30d7\u30ec\u30c3\u30c9\u6ce8\u6587\u3092\u767a\u6ce8\u3057\u305f\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td>DesiredSpreadQuantity<\/td>\n<td>Autospreader \u30b9\u30d7\u30ec\u30c3\u30c9\u753b\u9762\u307e\u305f\u306f [\u9298\u67c4\u60c5\u5831] (Market Grid) \u3092\u4f7f\u3063\u3066\u767a\u6ce8\u3057\u305f\u30b9\u30d7\u30ec\u30c3\u30c9\u6ce8\u6587\u306e\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>CompletelyFilledSpreadUnits<\/td>\n<td>\u300c\u30de\u30c3\u30c1\u30f3\u30b0\u300d\u7d04\u5b9a\u30af\u30a9\u30fc\u30c8 \u4f3c\u57fa\u3065\u3044\u305f\u30b9\u30d7\u30ec\u30c3\u30c9\u6ce8\u6587\u306e\u7d04\u5b9a\u679a\u6570\u3068\u30011\u3064\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\u5358\u4f4d\u3092\u5b8c\u4e86\u3059\u308b\u30d8\u30c3\u30b8 \u30ec\u30c3\u30b0\u679a\u6570\u3002\u30b9\u30d7\u30ec\u30c3\u30c9\u300c\u5358\u4f4d\u300d (\u30b9\u30d7\u30ec\u30c3\u30c9\u8a2d\u5b9a\u306e\u5b9a\u7fa9\u3069\u304a\u308a\u306e) \u306f\u3001\u4e00\u81f4\u3059\u308b\u30af\u30a9\u30fc\u30c8\u3068\u30d8\u30c3\u30b8 \u30ec\u30c3\u30b0\u304c\u5b8c\u5168\u306b\u7d04\u5b9a\u3059\u308b\u307e\u3067\u306f\u3001\u5b8c\u5168\u306b\u7d04\u5b9a\u3057\u307e\u305b\u3093\u3002<\/td>\n<\/tr>\n<tr>\n<td>NumberOfLegs<\/td>\n<td>\u5408\u6210\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u30ec\u30c3\u30b0\u5897\u5206\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>NumberOfQuotingLegs<\/td>\n<td>\u30b9\u30d7\u30ec\u30c3\u30c9\u8a2d\u5b9a\u3067\u6709\u52b9\u5316\u6e08\u307f\u306e\u30a2\u30af\u30c6\u30a3\u30d6 \u30af\u30a9\u30fc\u30c8\u3092\u3082\u3064\u30ec\u30c3\u30b0\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>User-Defined Variable<\/td>\n<td>\u8d77\u52d5\u6642\u5c02\u7528\u306e\u5909\u6570\u3068\u3057\u3066\u30b5\u30dd\u30fc\u30c8\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u3064\u307e\u308a\u3053\u308c\u3089\u306e\u5909\u6570\u306f\u3001\u5024\u3067\u306f\u52d5\u7684\u306b\u5909\u5316\u3057\u306a\u3044\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u306e\u5909\u6570\u3092\u5ba3\u8a00\u3057\u3066\u305d\u3053\u304b\u3089\u5024\u3092\u8a2d\u5b9a\u3059\u308b\u65b9\u6cd5\u3092\u8aac\u660e\u3057\u307e\u3059\u3002\u30eb\u30fc\u30eb\u3084 Autospreader \u8a2d\u5b9a\u3067\u306e\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u306e\u5909\u6570\u8a2d\u5b9a\u306e\u4f7f\u7528\u306b\u3064\u3044\u3066\u306e\u8a73\u7d30\u3084\u3001\u5ba3\u8a00\u306b\u3064\u3044\u3066\u306e\u8a73\u7d30\u306f\u3001<a href=\"asr-autospreader-rules-configuration-custom-variable.html#cust-var\">\u30ab\u30b9\u30bf\u30e0\u5909\u6570<\/a> \u3092\u53c2\u7167\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table><\/div>\n<div>\n<h4>\u30af\u30a9\u30fc\u30c8\u3068\u30d7\u30ec\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u5c02\u7528<\/h4>\n<p>\u4ee5\u4e0b\u306e\u8868\u306e\u5909\u6570\u306f\u3001\u30af\u30a9\u30fc\u30c8\u3068\u30d7\u30ec\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u5c02\u7528\u3068\u3057\u3066\u793a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u307e\u305f\u3053\u308c\u3089\u306f\u3001\u30eb\u30fc\u30eb\u304c\u9069\u7528\u3055\u308c\u3066\u3044\u308b\u30ec\u30c3\u30b0\u306b\u9650\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><strong>\u6ce8<\/strong>: \u3053\u308c\u3089\u306e\u5c5e\u6027\u306b\u30a2\u30af\u30bb\u30b9\u3059\u308b\u306b\u306f\u3001\u30ec\u30c3\u30b0\u8b58\u5225\u5b50\u30ad\u30fc\u30ef\u30fc\u30c9 \u300c<strong>ThisLeg<\/strong>\u300d \u3092\u8ffd\u52a0\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u30af\u30a9\u30fc\u30c8 \u30eb\u30fc\u30eb\u7528:<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u5c5e\u6027\u540d<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>CalculatedQuoteOrderQuantity<\/td>\n<td>\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30eb\u30fc\u30eb\u3092\u7b97\u51fa\u3059\u308b\u524d\u306b Autospreader \u304c\u7b97\u51fa\u3057\u305f\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>CalculatedQuoteOrderPrice<\/td>\n<td>\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30eb\u30fc\u30eb\u3092\u7b97\u51fa\u3059\u308b\u524d\u306b Autospreader \u304c\u7b97\u51fa\u3057\u305f\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td><\/td>\n<td><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u30d7\u30ec\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u7528:<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u5c5e\u6027\u540d<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>TriggeringFillPrice<\/td>\n<td>\u30d7\u30ec\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u304c\u7b97\u51fa\u3055\u308c\u308b\u3088\u3046\u306b\u3059\u308b\u306b\u306f\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u7d04\u5b9a\u304c\u5fc5\u8981\u3067\u3059\u3002\u3053\u306e\u6b04\u306f\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306e\u7d04\u5b9a\u5024\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>TriggeringFillQuantity<\/td>\n<td>\u30d7\u30ec\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u304c\u7b97\u51fa\u3055\u308c\u308b\u3088\u3046\u306b\u3059\u308b\u306b\u306f\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u7d04\u5b9a\u304c\u5fc5\u8981\u3067\u3059\u3002\u3053\u306e\u6b04\u306f\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u306e\u7d04\u5b9a\u679a\u6570\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>CalculatedHedgeOrderQuantity<\/td>\n<td>\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30eb\u30fc\u30eb\u3092\u7b97\u51fa\u3059\u308b\u524d\u306b Autospreader \u304c\u7b97\u51fa\u3057\u305f\u30d8\u30c3\u30b8\u6ce8\u6587\u679a\u6570\u3002<\/td>\n<\/tr>\n<tr>\n<td>CalculatedHedgeOrderPrice<\/td>\n<td>\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u30eb\u30fc\u30eb\u3092\u7b97\u51fa\u3059\u308b\u524d\u306b Autospreader \u304c\u7b97\u51fa\u3057\u305f\u30d8\u30c3\u30b8\u6ce8\u6587\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td>Delta<\/td>\n<td>\u6307\u5b9a\u306e\u30ec\u30c3\u30b0\u306e\u7d04\u5b9a\u3092\u53d7\u4fe1\u5f8c\u3001Autospreader \u306f\u3001\u5225\u306e\u30ec\u30c3\u30b0\u3068\u6bd4\u3079\u3066\u3001\u5b8c\u5168\u306a\u30d8\u30c3\u30b8\u3068\u306e\u5dee\u7570 (\u9650\u6708\u6570) \u3067\u3042\u308b \u30c7\u30eb\u30bf\u3092\u7b97\u51fa\u3057\u307e\u3059\u3002\u6307\u5b9a\u3057\u305f\u30ec\u30c3\u30b0\u306e\u30c7\u30eb\u30bf\u306f\u3001\u5225\u306e1\u3064\u306e\u30ec\u30c3\u30b0\u306b\u6bd4\u8f03\u3057\u305f\u3068\u304d\u306e\u307f\u7b97\u51fa\u3067\u304d\u307e\u3059\u3002\u305d\u3057\u3066\u30b9\u30d7\u30ec\u30c3\u30c9 \u30ec\u30c3\u30b0\u304c\u5e02\u5834\u3067\u7d04\u5b9a\u5f85\u3061\u3092\u7dad\u6301\u3059\u308b\u9650\u308a\u3001\u518d\u8a08\u7b97\u3092\u884c\u3044\u7d9a\u3051\u307e\u3059\u3002 <!-- \n\n<p>For example, consider a 3 x 5 spread with 2 fills in the front leg and 4 fills in the back leg. Delta for the front leg in comparison to the back leg is: 4 back leg fills * 3\/5 ratio - 2 front leg fills = 0.4 (debit). Delta for the back leg in comparison to the front leg is: 2 front leg fills * 3\/5 spread ratio - 4 back leg fills = 0.67 (credit).<\/p>\n\n\n                \n\n<p>So, in order to \"balance\" the legs (i.e., achieve the perfect 3 x 5 spread ratio), the Autospreader Strategy Engine has to either subtract the 0.4 delta (front leg debit) or add the 0.67 delta (back leg credit) when calculating hedge and quote order quantities. To place a quote order in this example, the Autospreader Strategy Engine will walk the depth in the back leg market and add the back leg delta in order to calculate the quote order quantity in the front leg. If there are 7 contracts to lean on in the back leg market, the Autospreader Strategy Engine will produce the CalculatedQuoteOrderQuantity as (7 contracts + 0.67 back leg credit) * 3\/5 spread ratio = 4.6. After rounding up, the Autospreader Strategy Engine will place a quote order for 5 contracts.<\/p>\n\n --><\/td>\n<\/tr>\n<\/tbody>\n<\/table><\/div>\n<div>\n<h4>\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u5c02\u7528<\/h4>\n<p>\u4ee5\u4e0b\u306e\u30d7\u30ed\u30d1\u30c6\u30a3\u306f\u3001\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u5c02\u7528\u3068\u3057\u3066\u793a\u3055\u308c\u3001\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8 \u30eb\u30fc\u30eb\u304c\u9069\u7528\u3055\u308c\u3066\u3044\u308b\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u305f\u3081\u306e\u3082\u306e\u3067\u3059\u3002\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u3068\u306f\u7570\u306a\u308a\u30011\u3064\u306e\u30ec\u30c3\u30b0\u306b\u8907\u6570\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u5b58\u5728\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p><strong>\u6ce8<\/strong>: \u3053\u308c\u3089\u306e\u5c5e\u6027\u306b\u30a2\u30af\u30bb\u30b9\u3059\u308b\u306b\u306f\u3001\u30ec\u30c3\u30b0\u8b58\u5225\u5b50\u30ad\u30fc\u30ef\u30fc\u30c9 \u300c<strong>ThisLeg<\/strong>\u300d \u3092\u8ffd\u52a0\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u5c5e\u6027\u540d<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>CurrentHedgeOrderWorkingPrice<\/td>\n<td>\u53d6\u5f15\u6240\u306b\u3088\u308a\u78ba\u8a8d\u3055\u308c\u305f\u6307\u5b9a\u306e\u30ec\u30c3\u30b0\u3067\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<tr>\n<td>CurrentHedgeOrderWorkingQuantity<\/td>\n<td>\u53d6\u5f15\u6240\u306b\u3088\u308a\u78ba\u8a8d\u3055\u308c\u305f\u6307\u5b9a\u30ec\u30c3\u30b0\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u679a\u6570\u3002\u3053\u306e\u6b04\u3068 \u300cInitialHedgeOrderQuantity\u300d (\u9001\u4fe1\u6642\u306b\u8a2d\u5b9a\u3055\u308c\u305f\u9759\u7684\u5024) \u3092\u6bd4\u8f03\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>PreviousHedgeOrderWorkingPrice<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u4ee5\u524d\u306b\u7d04\u5b9a\u5f85\u3061\u3057\u3066\u3044\u305f\u30ad\u30e3\u30c3\u30b7\u30e5\u4fa1\u683c\u3002<\/td>\n<\/tr>\n<td>PreviousHedgeOrderWorkingQuantity<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u4ee5\u524d\u306b\u7d04\u5b9a\u5f85\u3061\u3057\u3066\u3044\u305f\u30ad\u30e3\u30c3\u30b7\u30e5\u679a\u6570\u3002<\/td>\n<tr>\n<td>InitialHedgeOrderQuantity<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u6700\u521d\u306e\u9001\u4fe1\u6642\u306e\u679a\u6570\u3002\u3053\u306e\u6b04\u3068 \u300cCurrentHedgeOrderWorkingQuantity\u300d \u3092\u6bd4\u8f03\u3057\u307e\u3059 (\u3053\u308c\u306f\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u5909\u66f4\u3055\u308c\u308b\u5ea6\u306b\u7d99\u7d9a\u3057\u3066\u66f4\u65b0\u3055\u308c\u307e\u3059)\u3002<\/td>\n<\/tr>\n<tr>\n<td>InitialHedgeOrderPrice<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u6700\u521d\u306e\u9001\u4fe1\u6642\u306e\u4fa1\u683c\u3002\u3053\u306e\u6b04\u3068 \u300cCurrentHedgeOrderWorkingPrice\u300d \u3092\u6bd4\u8f03\u3057\u307e\u3059 (\u3053\u308c\u306f\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u5909\u66f4\u3055\u308c\u308b\u5ea6\u306b\u7d99\u7d9a\u3057\u3066\u66f4\u65b0\u3055\u308c\u307e\u3059)\u3002<\/td>\n<\/tr>\n<tr>\n<td>TimeElapsedSinceHedgeAddOrChange (in ms)<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u5909\u66f4\u306e\u524d\u306e\u78ba\u8a8d\u304b\u3089\u3001\u3059\u3067\u306b\u7d4c\u904e\u6e08\u307f\u306e\u30df\u30ea\u79d2\u6570\u3092\u793a\u3059\u6570\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>TimeElapsedSinceHedgeOrderAdd (in ms)<\/td>\n<td>\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u767a\u6ce8\u304b\u3089\u3059\u3067\u306b\u7d4c\u904e\u6e08\u307f\u306e\u30df\u30ea\u79d2\u6570\u3092\u793a\u3059\u6570\u5024\u3002<\/td>\n<\/tr>\n<tr>\n<td>NumberOfReQuotes<\/td>\n<td>\u30d8\u30c3\u30b8 \u30ec\u30c3\u30b0\u306b\u9001\u4fe1\u3055\u308c\u305f\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u5408\u8a08\u6570\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table><\/div>\n<\/p><\/div>\n<div>\n<h3 id=\"rules-desc\">TT Autospreader \u30eb\u30fc\u30eb<\/h3>\n<p>TT \u306f\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u53d6\u5f15\u306b\u4e00\u822c\u7684\u306b\u4f7f\u7528\u3055\u308c\u308b\u4e00\u7d44\u306e Autospreader \u30eb\u30fc\u30eb\u3092\u63d0\u4f9b\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<table class=\"table table-striped table-bordered\" border=\"1\">\n<thead>\n<tr>\n<th>\u30eb\u30fc\u30eb<\/th>\n<th>\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>(TT) All or None (\u5168\u3066\u307e\u305f\u306f\u7121\u3057)<\/td>\n<td>[Pre-Quote] \u30d8\u30c3\u30b8\u5e02\u5834\u306e\u679a\u6570\u304c\u5fc5\u9808\u306e\u30d8\u30c3\u30b8\u679a\u6570\u3092\u4e0b\u56de\u3063\u305f\u5834\u5408\u3001\u30af\u30d5\u30a9\u30fc\u30c8\u6ce8\u6587\u306f\u5e02\u5834\u304b\u3089\u64a4\u56de\u3055\u308c\u307e\u3059\u3002\u5341\u5206\u306a\u30d8\u30c3\u30b8 \u5e02\u5834\u306e\u679a\u6570\u304c\u623b\u308b\u3068\u3001\u30af\u30d5\u30a9\u30fc\u30c8\u6ce8\u6587\u306f\u518d\u767a\u6ce8\u3055\u308c\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>(TT) Basic Slop (\u30d9\u30fc\u30b7\u30c3\u30af \u30b9\u30ed\u30c3\u30d7)<\/td>\n<td>[\u30d7\u30ec\u30af\u30a9\u30fc\u30c8] \u5e0c\u671b\u3059\u308b\u7d04\u5b9a\u306e\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u767a\u6ce8\u4fa1\u683c\u306e\u4e0a\u9650\u3068(\u307e\u305f\u306f)\u4e0b\u9650\u306e\u4fa1\u683c\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002Autospreader\u00ae \u306f\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u4fa1\u683c\u304c\u30b9\u30ed\u30c3\u30d7\u7bc4\u56f2\u5185\u306b\u3042\u308b\u9593\u306f\u3001\u30af\u30a9\u30fc\u30c8\u6e08\u306e\u30a2\u30a6\u30c8\u30e9\u30a4\u30c8\u30ec\u30c3\u30b0\u5024\u3092\u518d\u8a2d\u5b9a\u3057\u306a\u3044\u306e\u3067\u3001\u7d04\u5b9a\u5f85\u3061\u30b9\u30d7\u30ec\u30c3\u30c9\u6ce8\u6587\u306e\u500b\u3005\u306e\u30ec\u30c3\u30b0\u306b\u3066\u3001\u904e\u5270\u30af\u30a9\u30fc\u30c8\u304c\u767a\u751f\u3057\u306a\u3044\u3088\u3046\u306b\u3001\u30ea\u30b9\u30af\u3092\u6700\u5c0f\u9650\u306b\u3068\u3069\u3081\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li><i>InsideSlopTicks<\/i>: \u30b9\u30d7\u30ec\u30c3\u30c9\u306b\u5bfe\u3057\u3066\u8a31\u5bb9\u3067\u304d\u308b\u6700\u60aa\u5024\u3092\u793a\u3059\u30c6\u30a3\u30c3\u30af\u6570\u3092\u793a\u3057\u307e\u3059\u3002<\/li>\n<li><i>OutsideSlopTicks<\/i>: \u30b9\u30d7\u30ec\u30c3\u30c9\u306b\u5bfe\u3057\u3066\u8a31\u5bb9\u3067\u304d\u308b\u6700\u826f\u5024\u3092\u793a\u3059\u30c6\u30a3\u30c3\u30af\u6570\u3092\u793a\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Cancel\/New Quote (\u53d6\u6d88\/\u65b0\u898f\u30af\u30a9\u30fc\u30c8)<\/td>\n<td>[\u30d7\u30ec\u30af\u30a9\u30fc\u30c8] \u3053\u306e\u30eb\u30fc\u30eb\u306f\u3001\u53d6\u6d88\/\u5dee\u66ff\u30e1\u30c3\u30bb\u30fc\u30b8\u306e\u4ee3\u308f\u308a\u306b\u3001\u65b0\u898f\u6ce8\u6587\u306e\u5f8c\u306b\u53d6\u6d88\u8981\u6c42\u3092\u9001\u4fe1\u3059\u308b\u3088\u3046\u306b\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u7d04\u5b9a\u5f85\u3061\u6ce8\u6587\u306e\u4fee\u6b63\u3092\u30b5\u30dd\u30fc\u30c8\u3057\u3066\u3044\u306a\u3044\u3059\u3079\u3066\u306e\u53d6\u5f15\u6240\u3067\u5fc5\u9808\u3067\u3059\u3002<\/td>\n<\/tr>\n<p><!-- 17.3.1 --><\/p>\n<tr>\n<td>\uff08 TT \uff09Hedge Price Limit (\u30d8\u30c3\u30b8\u4fa1\u683c\u5236\u9650)<\/td>\n<td>[\u30d7\u30ec\u30d8\u30c3\u30b8] \u8a08\u7b97\u3057\u305f\u30d8\u30c3\u30b8\u6ce8\u6587\u4fa1\u683c\u304c\u3001\u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u901a\u3058\u3066\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u306e\u30c6\u30a3\u30c3\u30af\u6570\u3088\u308a\u5927\u304d\u3044\u5834\u5408\u306f\u3001\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u9650\u5ea6\u3067\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u9001\u4fe1\u3057\u307e\u3059\u3002\u3053\u306e\u30eb\u30fc\u30eb\u306f\u4e0d\u5e73\u7b49\u306e\u4e57\u6570\u3092\u6301\u3064\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u305f\u3081\u306b\u8a2d\u8a08\u3055\u308c\u3066\u3044\u3066\u3001\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u53d6\u5f15\u6240\u306e\u4fa1\u683c\u5e2f\u3067\u62d2\u5426\u3055\u308c\u306a\u3044\u3088\u3046\u306b\u3057\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>TickLimit<\/i>: \u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u901a\u3058\u3066\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u767a\u6ce8\u3067\u304d\u308b\u6700\u5927\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n        <\/tr>\n<tr>\n<td>(TT) Hedge Round (\u30d8\u30c3\u30b8 \u30e9\u30a6\u30f3\u30c9)<\/td>\n<td>[\u30d7\u30ec\u30d8\u30c3\u30b8] \u30d8\u30c3\u30b8\u30ec\u30c3\u30b0\u306b\u6700\u4f4e\u3067 1\u3064\u9650\u6708\u5168\u90e8\u304c\u5fc5\u8981\u3067\u3042\u308b\u3068\u8a08\u7b97\u3059\u308b\u3068\u3001\u65e2\u5b9a\u3067 Autospreader\u00ae \u306f\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u9001\u4fe1\u3057\u307e\u3059\u3002\u30d8\u30c3\u30b8 \u30e9\u30a6\u30f3\u30c9\u306b\u3088\u308a\u3001\u30d8\u30c3\u30b8\u6ce8\u6587\u306e\u9001\u4fe1\u3092\u5e0c\u671b\u3059\u308b\u5834\u5408\u306e\u975e\u30d8\u30c3\u30b8 \u30c7\u30eb\u30bf\u3092\u6307\u5b9a\u3067\u304d\u307e\u3059\u3002\u5168\u9650\u6708\u306e\u300cHedgePercent\u300d\u306b\u3088\u308a\u975e\u30d8\u30c3\u30b8\u3055\u308c\u3066\u3044\u308b\u5834\u5408\u306f\u3001\u65b0\u898f\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u767a\u6ce8\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>HedgePercent<\/i>: \u65b0\u898f\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u9001\u4fe1\u3059\u308b\u5168\u9650\u6708\u306e\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Inside Smart Quote (\u30a4\u30f3\u30b5\u30a4\u30c9 \u30b9\u30de\u30fc\u30c8 \u30af\u30a9\u30fc\u30c8)<\/td>\n<td>[\u30d7\u30ec\u30af\u30a9\u30fc\u30c8] \u4ee5\u4e0b\u306e\u5834\u5408\u3001\u30af\u30a9\u30fc\u30c8\u306e\u5909\u66f4\u3092\u6291\u5236\u3057\u307e\u3059\u3002(1) \u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306b\u8fd1\u3065\u3044\u3066\u3044\u308b\u5834\u5408\u3001\u304b\u3064 (2) \u65b0\u6ce8\u6587\u4fa1\u683c\u304c\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u4fa1\u683c\u306b\u5341\u5206\u306b\u8fd1\u304f\u306a\u3044\u5834\u5408\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>distFromInside<\/i>: \u5e02\u5834\u306b\u5bfe\u3057\u3066\u518d\u30af\u30a9\u30fc\u30c8\u306e\u56de\u907f\u3092\u8a66\u307f\u308b\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u304b\u3089\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Inside Smart Quote with LIMIT (\u6307\u5024\u3092\u542b\u3080\u30a4\u30f3\u30b5\u30a4\u30c9 \u30b9\u30de\u30fc\u30c8 \u30af\u30a9\u30fc\u30c8)<\/td>\n<td>[\u30d7\u30ec\u30af\u30a9\u30fc\u30c8] \u4ee5\u4e0b\u306e\u5834\u5408\u3001\u30af\u30a9\u30fc\u30c8\u306e\u5909\u66f4\u3092\u6291\u5236\u3057\u307e\u3059\u3002(1) \u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u306b\u8fd1\u3065\u3044\u3066\u3044\u308b\u5834\u5408\u3001(2) \u65b0\u6ce8\u6587\u4fa1\u683c\u304c\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u4fa1\u683c\u306b\u5341\u5206\u306b\u8fd1\u304f\u306a\u3044\u5834\u5408\u3001\u304b\u3064 (3) \u73fe\u5728\u306e\u6ce8\u6587\u4fa1\u683c\u304c\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u4fa1\u683c\u304b\u3089\u5927\u304d\u304f\u96e2\u308c\u3066\u3044\u306a\u3044\u5834\u5408\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li><i>distFromInside<\/i>: \u5e02\u5834\u306b\u5bfe\u3057\u3066\u518d\u30af\u30a9\u30fc\u30c8\u306e\u56de\u907f\u3092\u8a66\u307f\u308b\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u304b\u3089\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<li><i>limit<\/i>: \u5e02\u5834\u306b\u5bfe\u3057\u3066\u518d\u30af\u30a9\u30fc\u30c8\u306e\u518d\u958b\u3092\u8a66\u307f\u308b\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u304b\u3089\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Liquidity Based Backoff Tick ((TT) \u6d41\u52d5\u6027\u30d9\u30fc\u30b9\u306e\u30d0\u30c3\u30af\u30aa\u30d5 \u30c6\u30a3\u30c3\u30af)<\/td>\n<td>[\u30d7\u30ec\u30d8\u30c3\u30b8] \u8a08\u7b97\u3057\u305f\u30d8\u30c3\u30b8\u4fa1\u683c\u306e\u6210\u884c\u679a\u6570\u304c\u300cQtyThreshold\u300d(\u679a\u6570\u3057\u304d\u3044\u5024) \u3088\u308a\u5927\u304d\u3044\u304b\u540c\u7b49\u306e\u5834\u5408\u3001\u8a08\u7b97\u6e08\u307f\u306e\u30d8\u30c3\u30b8\u4fa1\u683c\u304b\u30891\u30c6\u30a3\u30c3\u30af\u5f8c\u9000\u3055\u305b\u307e\u3059\u3002\u901a\u5e38\u306f [\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8] \u30eb\u30fc\u30eb\u300c(TT) \u6d41\u52d5\u6027\u30d9\u30fc\u30b9\u306e\u30da\u30a4\u30a2\u30c3\u30d7 \u30c6\u30a3\u30c3\u30af\u300d\u3068\u9023\u643a\u3057\u3066\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>QtyThreshold<\/i>: \u65b0\u898f\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u767a\u6ce8\u6642\u306b\u3001\u3053\u306e\u30eb\u30fc\u30eb\u304c\u30c6\u30a3\u30c3\u30af\u5f8c\u9000\u306e\u5b9f\u884c\u3092\u8a31\u53ef\u3059\u308b\u679a\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Liquidity Based Payup Tick ((TT) \u6d41\u52d5\u6027\u30d9\u30fc\u30b9\u306e\u30da\u30a4\u30a2\u30c3\u30d7 \u30c6\u30a3\u30c3\u30af)<\/td>\n<td>[Post-Hedge] \u5e02\u5834\u306e\u53cd\u5bfe\u5074\u306e\u3001\u7d04\u5b9a\u5f85\u3061\u30d8\u30c3\u30b8\u4fa1\u683c\u304b\u30891\u30c6\u30a3\u30c3\u30af\u306e\u4fa1\u683c\u5e2f\u3067\u3001\u51fa\u6765\u9ad8\u304c\u300cQtyThreshold\u300d\u3092\u4e0b\u56de\u3063\u305f\u5834\u5408\u3001\u73fe\u5728\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u4fa1\u683c\u304b\u30891\u30c6\u30a3\u30c3\u30af\u3092\u30da\u30a4\u30a2\u30c3\u30d7\u3057\u307e\u3059\u3002\u901a\u5e38\u306f [\u30d7\u30ec\u30d8\u30c3\u30b8] \u30eb\u30fc\u30eb \u300c(TT) \u6d41\u52d5\u6027\u30d9\u30fc\u30b9\u306e\u30d0\u30c3\u30af\u30aa\u30d5 \u30c6\u30a3\u30c3\u30af\u300d\u3068\u9023\u643a\u3057\u3066\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002\u300cNumberOfPayups\u300d\u306f\u3001\u30da\u30a4\u30a2\u30c3\u30d7 \u30ed\u30b8\u30c3\u30af\u3092\u57f7\u884c\u3059\u308b\u56de\u6570\u3067\u3042\u308a\u3001\u3053\u308c\u306f\u6700\u521d\u306e\u30d8\u30c3\u30b8\u4fa1\u683c\u304b\u3089\u57f7\u884c\u3055\u308c\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li><i>QtyThreshold<\/i>: \u3053\u306e\u30eb\u30fc\u30eb\u304c\u4f7f\u7528\u3092\u8a31\u53ef\u3059\u308b\u30da\u30a4\u30a2\u30c3\u30d7 \u30c6\u30a3\u30c3\u30af\u3067\u306e\u6700\u5c0f\u679a\u6570\u3002<\/li>\n<li><i>NumberOfPayups<\/i>: \u30da\u30a4\u30a2\u30c3\u30d7 \u30ed\u30b8\u30c3\u30af\u3092\u57f7\u884c\u3059\u308b\u56de\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Max Order Move<\/td>\n<td>[\u30d7\u30ec\u30af\u30a9\u30fc\u30c8] \u3053\u306e\u30eb\u30fc\u30eb\u306f\u30011\u64cd\u4f5c\u3067\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u79fb\u52d5\u3067\u304d\u308b\u7bc4\u56f2\u306b\u5236\u9650\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002\u3053\u308c\u304c\u30c8\u30ea\u30ac\u30fc\u3055\u308c\u308b\u3068\u3001\u6b21\u306e\u6ce8\u6587\u64cd\u4f5c\u304c\u7bc4\u56f2\u5185\u306b\u623b\u308b\u307e\u3067\u3001\u7d04\u5b9a\u5f85\u3061\u6ce8\u6587\u3092\u5f15\u304d\u307e\u3059\u3002\u3053\u306e\u6709\u52b9\u306a\u7bc4\u56f2\u3068\u306f [MaxOrderMoveThreshold] \u3067\u6307\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>MaxOrderMoveThreshold<\/i>: \u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c1\u64cd\u4f5c\u3067\u79fb\u52d5\u3067\u304d\u308b\u3001\u6700\u5927\u306e\u4fa1\u683c\u5e2f\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<p><!-- 16.7.1 --><\/p>\n<tr>\n<td id=\"prevent-overfill\">(TT) Prevent Overfill with Reload (\u30ea\u30ed\u30fc\u30c9\u3092\u4f7f\u3063\u305f\u904e\u5270\u7d04\u5b9a\u306e\u56de\u907f)<\/td>\n<td>[Pre-Quote] [Autospreader Reload] \u3092\u4f7f\u7528\u3057\u305f\u969b\u3001\u3053\u306e\u30eb\u30fc\u30eb\u306f\u3001\u904e\u5270\u7d04\u5b9a\u306e\u53ef\u80fd\u6027\u304c\u767a\u751f\u3059\u308b\u307e\u3067\u3001[<strong>Active Quoting<\/strong>] (\u30a2\u30af\u30c6\u30a3\u30d6 \u30af\u30a9\u30fc\u30c8) \u304c\u6709\u52b9\u5316\u3055\u308c\u305f\u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u3059\u3079\u3066\u306e\u30ec\u30c3\u30b0\u3092\u30af\u30a9\u30fc\u30c8\u3057\u307e\u3059\u3002\u3053\u306e\u6642\u70b9\u3067\u30eb\u30fc\u30eb\u306f\u3001\u6ce8\u6587\u304c\u5b8c\u5168\u7d04\u5b9a\u3059\u308b\u307e\u3067\u3001\u3059\u3079\u3066\u304b\u3064\u6700\u521d\u306e\u30ec\u30c3\u30b0\u3092\u6291\u5236\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td id=\"quote-throttle\">(TT) Quote Throttle (\u30af\u30a9\u30fc\u30c8 \u30b9\u30ed\u30c3\u30c8\u30eb)<\/td>\n<td>[Pre-Quote] \u6ce8\u6587\u304c\u30df\u30ea\u79d2\u3067\u7279\u5b9a\u306e\u30b9\u30ed\u30c3\u30c8\u30eb\u5185\u3067\u3059\u3067\u306b\u5909\u66f4\u3055\u308c\u3066\u3044\u308b\u5834\u5408\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u4fa1\u683c\u3068\u679a\u6570\u306e\u5909\u66f4\u3092\u6291\u5236\u3057\u307e\u3059\u3002\u30eb\u30fc\u30eb\u306f\u3001\u30e6\u30fc\u30b6\u30fc\u304c\u300cInsideThrottle\u300d(\u5e02\u5834\u306b\u307e\u305f\u306f\u5897\u52a0\u679a\u6570\u306b\u5411\u304b\u3063\u3066\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u4fa1\u683c\u3092\u5909\u66f4) \u3068\u300cOutsideThrottle\u300d(\u5e02\u5834\u306b\u307e\u305f\u306f\u5897\u52a0\u679a\u6570\u304b\u3089\u96e2\u308c\u3066\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u4fa1\u683c\u3092\u5909\u66f4) \u306b\u5225\u306e\u5024\u3092\u6307\u5b9a\u3067\u304d\u307e\u3059\u3002<\/td>\n<\/tr>\n<tr>\n<td>(TT) Quote Best Bid\/Ask (\u6700\u826f\u8cb7\u5024\/\u58f2\u5024\u306e\u30af\u30d5\u30a9\u30fc\u30c8)<\/td>\n<td>[\u30d7\u30ec \u30af\u30a9\u30fc\u30c8] \u30a4\u30f3\u30b5\u30a4\u30c9\u8cb7\u5024\/\u58f2\u5024\u304b\u3089\u5b9a\u7fa9\u6e08\u307f\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u306e\u7bc4\u56f2\u5916\u306b\u4fa1\u683c\u304c\u3042\u308b\u5834\u5408\u3001\u30af\u30a9\u30fc\u30c8\u3092\u53d6\u308a\u6d88\u3057\u307e\u3059\u3002\u65e2\u5b9a\u5024\u306f\u30a4\u30f3\u30b5\u30a4\u30c9\u8cb7\u5024\/\u58f2\u5024\u3067\u306e\u30af\u30a9\u30fc\u30c8\u306e\u307f\u306b\u306a\u308a\u307e\u3059\u3002<\/td>\n<\/tr>\n<p><!-- 16.1.1 --><\/p>\n<tr>\n<td>(TT) Send Hedge as Market Order ((TT) \u6210\u884c\u6ce8\u6587\u3067\u30d8\u30c3\u30b8\u3092\u767a\u6ce8)<\/td>\n<td>[\u30d7\u30ec\u30d8\u30c3\u30b8] \u30b9\u30d7\u30ec\u30c3\u30c9\u306e\u30ec\u30c3\u30b0\u306b\u3053\u306e\u30eb\u30fc\u30eb\u304c\u6709\u52b9\u306b\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u308b\u5834\u5408\u3001\u30eb\u30fc\u30eb\u306f\u6210\u884c\u6ce8\u6587\u3068\u3057\u3066\u3059\u3079\u3066\u306e\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u767a\u6ce8\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u30ec\u30c3\u30b0\u5316\u306e\u56de\u907f\u306b\u5f79\u7acb\u3061\u307e\u3059\u3002<\/td>\n<\/tr>\n<p><!-- 17.1.1 --><\/p>\n<tr>\n<td>(TT) \u6210\u884c\u306b\u5909\u66f4\u306b\u57fa\u3065\u3044\u305f\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570<\/td>\n<td>[\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8] \u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u3001\u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u5e02\u5834\u304b\u3089\u306e\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3092\u8d85\u904e\u3059\u308b\u5834\u5408\u306f\u3001\u3053\u306e\u30eb\u30fc\u30eb\u306f\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u5909\u66f4\u3057\u3066\u5e02\u5834\u306e\u30af\u30ed\u30b9\u3092\u8a66\u307f\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li><strong>TicksAway<\/strong>: \u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u304b\u3089\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<li><strong>MarketTicks<\/strong>: \u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u901a\u3058\u305f\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u4fa1\u683c\u8a2d\u5b9a\u3059\u308b\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<\/ul>\n<p><strong>\u6ce8<\/strong>: \u8ca0\u306e\u30c6\u30a3\u30c3\u30af\u5024\u306f\u53cd\u5bfe\u306e\u5e02\u5834\u304b\u3089\u306e\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u306b\u30d8\u30c3\u30b8\u4fa1\u683c\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u30020 \u306f\u53cd\u5bfe\u306e\u5e02\u5834\u306b\u7b49\u3057\u3044\u30d8\u30c3\u30b8\u4fa1\u683c\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002\u6b63\u306e\u5024\u306f\u53cd\u5bfe\u306e\u5e02\u5834\u3078\u306e\u30d8\u30c3\u30b8\u4fa1\u683c\u306e\u30c6\u30a3\u30c3\u30af\u6570\u3092\u8a2d\u5b9a\u3059\u308b\u306b\u306f\u3001<\/td>\n<\/tr>\n<p><!-- 17.1.1 --><\/p>\n<tr>\n<td>(TT) Time Based Go To Market (\u6210\u884c\u306b\u5909\u66f4\u306b\u57fa\u3065\u3044\u305f\u6642\u9593)<\/td>\n<td>[\u30dd\u30b9\u30c8\u30d8\u30c3\u30b8] \u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u3001\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u306e\u30df\u30ea\u79d2\u6570\u4ee5\u4e0a\u306b\u30ec\u30c3\u30b0\u3055\u308c\u3066\u3044\u308b\u5834\u5408\u3001\u3053\u306e\u30eb\u30fc\u30eb\u306f\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u5909\u66f4\u3057\u3066\u5e02\u5834\u306e\u30af\u30ed\u30b9\u3092\u8a66\u307f\u307e\u3059\u3002\u30eb\u30fc\u30eb\u304c\u8a55\u4fa1\u3055\u308c\u308b\u3088\u3046\u306b\u3001\u5e02\u5834\u306e\u66f4\u65b0\u304c\u884c\u308f\u308c\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li><strong>TimeInMS<\/strong>: \u30ec\u30c3\u30b0\u6e08\u307f\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u7d04\u5b9a\u5f85\u3061\u3067\u304d\u308b\u30df\u30ea\u79d2\u6570\u3002<\/li>\n<li><strong>MarketTicks<\/strong>: \u53cd\u5bfe\u30a4\u30f3\u30b5\u30a4\u30c9 \u30de\u30fc\u30b1\u30c3\u30c8\u3092\u901a\u3058\u305f\u30d8\u30c3\u30b8\u6ce8\u6587\u3092\u4fa1\u683c\u8a2d\u5b9a\u3059\u308b\u8ffd\u52a0\u30c6\u30a3\u30c3\u30af\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Minimum Increment Quote (\u6700\u5c0f\u5897\u5206\u30af\u30a9\u30fc\u30c8)<\/td>\n<td>[Pre-Quote] Autospreader \u304c\u3001\u30e6\u30fc\u30b6\u30fc\u304c\u5b9a\u7fa9\u3057\u305f [<strong>minIncrement<\/strong>] \u5024\u306e\u6700\u3082\u8fd1\u3044\u4e57\u6570\u306b\u3001\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u679a\u6570\u306e\u7aef\u6570\u3092\u5207\u308a\u6368\u3066\u308b\u3088\u3046\u306b\u3057\u307e\u3059\u3002\u3053\u306e\u30eb\u30fc\u30eb\u306f\u3001Autospreader \u304c\u6709\u52b9\u306a\u679a\u6570\u3092\u9001\u4fe1\u3059\u308b\u3088\u3046\u306b\u3001\u56db\u6368\u4e94\u5165\u306e\u679a\u6570\u5024\u3092\u3082\u3064\u9650\u6708\u306b\u5fc5\u8981\u3067\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>minIncrement<\/i>: \u6700\u5c0f\u8a31\u5bb9\u6ce8\u6587\u679a\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) Minimum Increment Hedge (\u6700\u5c0f\u5897\u5206\u30d8\u30c3\u30b8)<\/td>\n<td>[Pre-Hedge] Autospreader \u304c\u3001\u30e6\u30fc\u30b6\u30fc\u304c\u5b9a\u7fa9\u3057\u305f [<strong>minIncrement<\/strong>] \u5024\u306e\u6700\u3082\u8fd1\u3044\u4e57\u6570\u306b\u3001\u30d8\u30c3\u30b8\u6ce8\u6587\u679a\u6570\u306e\u7aef\u6570\u3092\u5207\u308a\u6368\u3066\u308b\u3088\u3046\u306b\u3057\u307e\u3059\u3002\u3053\u306e\u30eb\u30fc\u30eb\u306f\u3001Autospreader \u304c\u6709\u52b9\u306a\u679a\u6570\u3092\u9001\u4fe1\u3059\u308b\u3088\u3046\u306b\u3001\u56db\u6368\u4e94\u5165\u306e\u679a\u6570\u5024\u3092\u3082\u3064\u9650\u6708\u306b\u5fc5\u8981\u3067\u3059\u3002<\/p>\n<p>\u4ee5\u4e0b\u306e\u5909\u6570\u3067\u306f\u3001\u5024\u3092\u5165\u529b\u3059\u308b\u304b\u65e2\u5b9a\u5024\u3092\u4f7f\u7528\u3057\u307e\u3059:<\/p>\n<ul>\n<li><i>minIncrement<\/i>: \u6700\u5c0f\u8a31\u5bb9\u6ce8\u6587\u679a\u6570\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) \u30af\u30d5\u30a9\u30fc\u30c8 \u30af\u30ed\u30b9\u56de\u907f<\/td>\n<td>\n<p>[\u30d7\u30ec \u30af\u30a9\u30fc\u30c8] \u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u610f\u56f3\u7684\u306b\u5e02\u5834\u3092\u30af\u30ed\u30b9\u3057\u306a\u3044\u3088\u3046\u306b\u3057\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u6ce8\u6587\u304c\u53d6\u5f15\u6240\u306b\u9001\u4fe1\u4e2d\u306e\u9593\u306b\u5e02\u5834\u304c\u52d5\u304f\u53ef\u80fd\u6027\u304c\u3042\u308b\u306e\u3067\u3001\u6ce8\u6587\u304c\u5373\u6642\u306b\u7d04\u5b9a\u3057\u3066\u3057\u307e\u3046\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u8cb7\u6ce8\u6587\u3067\u3001\u8a08\u7b97\u3057\u305f\u30af\u30a9\u30fc\u30c8\u4fa1\u683c\u304c\u58f2\u5024\u3092\u30af\u30ed\u30b9\u3059\u308b\u3068\u3001\u3053\u306e\u30eb\u30fc\u30eb\u306f\u58f2\u5024\u304b\u30891\u30c6\u30a3\u30c3\u30af\u96e2\u308c\u305f\u3068\u3053\u308d\u306b\u30af\u30a9\u30fc\u30c8\u4fa1\u683c\u3092\u8abf\u6574\u3057\u307e\u3059\u3002<\/p>\n<p>\u30af\u30a9\u30fc\u30c8\u6ce8\u6587\u304c\u58f2\u6ce8\u6587\u3067\u3001\u8a08\u7b97\u3057\u305f\u30af\u30a9\u30fc\u30c8\u4fa1\u683c\u304c\u58f2\u5024\u3092\u30af\u30ed\u30b9\u3059\u308b\u3068\u3001\u3053\u306e\u30eb\u30fc\u30eb\u306f\u58f2\u5024\u304b\u30891\u30c6\u30a3\u30c3\u30af\u96e2\u308c\u305f\u3068\u3053\u308d\u306b\u30af\u30a9\u30fc\u30c8\u4fa1\u683c\u3092\u8abf\u6574\u3057\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n<tr>\n<td>(TT) \u30d8\u30c3\u30b8 \u30af\u30ed\u30b9\u56de\u907f<\/td>\n<td>\n<p>[\u30d7\u30ec \u30d8\u30c3\u30b8] \u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u610f\u56f3\u7684\u306b\u5e02\u5834\u3092\u30af\u30ed\u30b9\u3057\u306a\u3044\u3088\u3046\u306b\u3057\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u6ce8\u6587\u304c\u53d6\u5f15\u6240\u306b\u9001\u4fe1\u4e2d\u306e\u9593\u306b\u5e02\u5834\u304c\u52d5\u304f\u53ef\u80fd\u6027\u304c\u3042\u308b\u306e\u3067\u3001\u6ce8\u6587\u304c\u5373\u6642\u306b\u7d04\u5b9a\u3057\u3066\u3057\u307e\u3046\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<p>\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u8cb7\u6ce8\u6587\u3067\u3001\u8a08\u7b97\u3057\u305f\u30d8\u30c3\u30b8\u4fa1\u683c\u304c\u58f2\u5024\u3092\u30af\u30ed\u30b9\u3059\u308b\u3068\u3001\u30eb\u30fc\u30eb\u306f\u58f2\u5024\u304b\u30891\u30c6\u30a3\u30c3\u30af\u96e2\u308c\u305f\u3068\u3053\u308d\u306b\u30d8\u30c3\u30b8\u4fa1\u683c\u3092\u8abf\u6574\u3057\u307e\u3059\u3002<\/p>\n<p>\u30d8\u30c3\u30b8\u6ce8\u6587\u304c\u58f2\u6ce8\u6587\u3067\u3001\u8a08\u7b97\u3057\u305f\u30d8\u30c3\u30b8\u4fa1\u683c\u304c\u8cb7\u5024\u3092\u30af\u30ed\u30b9\u3059\u308b\u3068\u3001\u30eb\u30fc\u30eb\u306f\u8cb7\u5024\u304b\u30891\u30c6\u30a3\u30c3\u30af\u96e2\u308c\u305f\u3068\u3053\u308d\u306b\u30d8\u30c3\u30b8\u4fa1\u683c\u3092\u8abf\u6574\u3057\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table><\/div>\n","protected":false},"excerpt":{"rendered":"<p>\u30ec\u30c3\u30b0\u5c5e\u6027 \u4ee5\u4e0b\u306e\u30ec\u30c3\u30b0\u5c5e\u6027\u3092\u8868\u793a\u3059\u308b\u306b\u306f\u3001\u6761\u4ef6\u307e\u305f\u306f\u64cd\u4f5c\u30c6\u30ad\u30b9\u30c8 \u30dc\u30c3\u30af\u30b9\u306b\u3001\u300c.\u300d\u306b\u7d9a\u3044\u3066\u30ec\u30c3\u30b0\u8b58\u5225\u5b50\u3092\u5165\u529b\u3057\u307e\u3059 (ThisLeg \/ Leg \/ Leg#)\u3002 \u5c5e\u6027\u540d \u8aac\u660e BidQuantityAskQuant [&hellip;]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[905],"class_list":["post-42929","doc","type-doc","status-publish","hentry","docs-category-reference-autospreader-rules"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42929","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42929\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=42929"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=42929"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}