Does anyone have any idea what the message to trade ratio is in equity index futures on Eurex? I'm not interested in flooding the order book with pointless quotes/messages but am seeing some clown doing exactly that and am finding it hard to get an answer from the exchange. Thanks
This is the first time I heard about messaging ratio & message to trade ratio I can't find the definition from Investopedia. someone, please explain these terms.
it's called Order to Trade Ratio (OTR) You can find more information here under "Limit Parameter": https://www.eurex.com/ex-en/rules-regs/order-to-trade-ratio Be aware that these limits are subject to discretion depending on what you do and how you trade. Also be aware that you will be subject to your brokers limits when you're not an exchange member yourself. Contact your broker first (I hope it's not Interactive Brokers)