Take a real orders file produced at the time when SEATS was operational (choose a 1995 period for example). Do the following:
· Try regenerate the trades for all types of orders using the qualifiers in the tutorial
· Compare generated trades with those in the file. Try to find reasons for mismatches. Discuss with your tutor. Beware: off market trades are not produced as a result of order matching and should be ignored. The tutorial displays some of the qualifiers used for these off market trades.
· Make sure you download orders files that correspond to the period when the qualifiers were in use
If you find any new qualifiers, try find documentation for them or discuss with your tutor
Here is a description of some of
the qualifiers and their history.