Just as a last thought - really, there is no "physical market" for CFDs. CFDs are contracts taken up withh 3rd parties, who will hedge their exposure in the "physical equity market"
That leads me to beleive that your DMA is provided by a 3rd party who find it easier to let clients execute their own orders and hedge on a flow basis.
In this case - each 3rd party may have different rules/limitations of their systems.
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