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Discretionary order

A displayed limit order carrying a hidden extra amount it is willing to pay, letting it reach across the spread without showing that price.

You display a price and privately authorise a better one. The order sits in the book at the displayed level but will trade up to the discretionary limit when contra flow arrives.

Think of it as an iceberg-order for price rather than size: the market sees a passive buyer at 20.00 and does not see that the buyer will actually pay 20.03.

Example: display a buy at 20.00 with three cents of discretion. Another trader posts an offer at 20.02 inside the spread; your order reaches out and takes it. Anyone reading level-2 to estimate real demand at 20.00 has understated it by three cents per share.

Related: pegged-order, hidden-order, sweep-to-fill

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