diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs index 46e7830..9ccac01 100644 --- a/crates/fidc-core/src/broker.rs +++ b/crates/fidc-core/src/broker.rs @@ -8735,8 +8735,12 @@ where | MatchingType::MinuteBestCounterparty | MatchingType::Vwap | MatchingType::Twap - ) || (matches!(self.matching_type, MatchingType::CurrentBarClose | MatchingType::NextBarOpen) + ) || (self.matching_type == MatchingType::CurrentBarClose && self.intraday_execution_start_time.is_some()) + || (self.matching_type == MatchingType::NextBarOpen + && self.intraday_execution_start_time.is_some() + && self.volume_limit + && self.volume_capacity_mode == VolumeCapacityMode::ExecutionObservation) } pub(crate) fn drives_resting_quote_clock(&self) -> bool {