T7 simulation focus day
T7 simulation focus day Automated Corridor Expansion Volatility Model (Xetra)
Due to today's delay of the T7 simulation, the schedule of the ‘Automated Corridor Expansion Volatility Model’ focus day has been adjusted as follows.
Furthermore, an additional focus day ‘Automated Corridor Expansion Volatility Model’ has been scheduled for 19.10.2021.
ISIN 1: DE000ETN0032
Reference price: 11,5€
Please enter LIMIT ORDERS in the price range of 10,5€ - 12,5€ only.
Testcycle: Start during Continuous Trading (14:00 CEST) – end in Continuous Trading
ISIN 2: DE000A0Q8NE4
Reference price: 55€
Please enter LIMIT ORDERS in the price range of 49€ - 61€ only.
Testcycle: Start during Continuous Trading (15:00 CEST) – going into Extended Volatility Interruption, end in Continuous Trading
The configuration parameters of the ACE volatility model are published in the reference data.
Prior to the planned volatility interruption participants are recommended to enter persistent and non-persistent orders in the respective product.
Furthermore, Cash Markets Operations reserves the right to delete client orders on an ad hoc basis if this is needed to ensure the Focus Day test scenario.
More details on the focus days are available in the Simulation Guide, available on the website.