市场结构
Exchange mark-price discretion
A venue liquidates from an index or mark instead of the last trade.
研究文章和参考条目以英语发布。导航提供七种语言。
Overview
A venue liquidates from an index or mark instead of the last trade.
Why it matters
Constituents, clamps and overrides determine the trigger.
What to check
Reconstruct the mark at the exact liquidation timestamp.