What is it about?
Immediate or Cancel (IOC) orders are widely used in the EBS FX markets to seek for balance between free-option risk of limit order and non-execution risk of market order. We present the examples of strategic use of IOC orders in terms of order by order.
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This page is a summary of: We Missed It Again! Why Do So Many Market Orders in High-Frequency FX Trading Fail to be Executed?, January 2015, Elsevier,
DOI: 10.1016/b978-0-12-802205-4.00013-0.
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