Bundle Mode

What is it?

Bundle Mode allows users to:

• Bundle multiple trades, to be simultaneously placed as orders. This is especially useful for hedged trades, like the basis trade.

• Test margin requirements of different portfolios before executing.

How does Bundle Mode work?

You add orders to a bundle. These orders are all placed (but not necessarily filled) simultaneously. You can set fill conditions on a per order basis in the bundle.

It is especially powerful algorithmically, because you can add other operations outside WCM in the atomic bundle.