Hey, @BlueMark 
SETSqx orders are executed via Direct Market Access which our intermediary uses as a primary routing option. Due to this, the execution of orders can only occur during the open auctions of the day at 8 AM, 9 AM, 11 AM, 2 PM and 4:35 PM if there is sufficient liquidity at the time. You can read more about the SETSqx on LSE’s official page here.