|
Name |
Tag number |
Format |
Algos |
|
AllowIncomplete |
9073 |
Boolean |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |
|
AveragingMethod |
8960 |
Char |
CQG VWAP |
|
CostModel |
9072 |
Char |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |
|
|
|
|
|
|
EconomicModel |
9065 |
Char |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |
|
EnableImbalance |
8235 |
Boolean |
CQG OFFSETTICK, CQG TICK |
|
EndTime |
8152 |
UTCTimestamp |
CQG ARRIVALPRICE, CQG ICESLICER, CQG POV, CQG
RTWAP, CQG SLARRIVAL,
CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI |
|
GroupID |
10001 |
String |
CQG ROLL |
|
HedgeTicks |
9601 |
Int |
CQG ROLL |
|
IWontTicks |
8818 |
Int |
CQG ICESLICER, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE |
|
IWouldPrice |
8816 |
Float |
CQG ARRIVALPRICE, CQG RTWAP, CQG SLARRIVAL, CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI |
|
ImbalanceRatio |
8240 |
Float |
CQG OFFSETTICK, CQG TICK |
|
ImpactModel |
9070 |
Char |
CQG ARRIVALPRICE, CQG RTWAP, CQG SLARRIVAL, CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI |
|
IntervalInSeconds |
8820 |
Int |
CQG ICESLICER, CQG RTWAP, CQG TWAP |
|
LegIndex |
10000 |
Int |
CQG ROLL |
|
MaxChaseTicks |
8202 |
Int |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG OFFSETTICK, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TICK, CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI
|
|
MaxDurationInMinutes |
9030 |
Float |
CQG ARRIVALPRICE, CQG ICESLICER, CQG POV, CQG
RTWAP, CQG SLARRIVAL,
CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI
|
|
MaxShowQuantity |
210 |
Int |
CQG ICESLICER, CQG SLSNIPEBERG, CQG SLSWEEPER |
|
MinDuration |
9095 |
Float |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |
|
ModelSensitivity |
9111 |
Float |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI |
|
NumSlices |
8831 |
Int |
CQG ICESLICER |
|
NumberOfLegs |
10002 |
Int |
CQG ROLL |
|
OnMiss |
9106 |
Char |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI |
|
OppositeSizeRatio |
9120 |
Float |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG OFFSETTICK, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TICK, CQG TWAP, CQG VWAP, CQG ROLL
|
|
OppositeSizeRaw |
9130 |
Int |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG OFFSETTICK, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TICK, CQG TWAP, CQG VWAP, CQG ROLL
|
|
OrderSizeOverride |
8840 |
Int |
CQG RTWAP, CQG TWAP |
|
PauseBetweenOrdersMs |
8053 |
Int |
CQG ICEPEGGER, CQG RICEBERG, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSNIPE
|
|
PayupModel |
9105 |
Char |
CQG ARRIVALPRICE, CQG ICESLICER, CQG OFFSETPAYUP, CQG PAYUP, CQG POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TWAP, CQG VWAP, CQG ROLL
|
|
PercentOfVolume |
9080 |
Float |
CQG ARRIVALPRICE, CQG POV, CQG SLARRIVAL, CQG VWAP, CQG ROLL, CQG ARRIVAL AI |
|
PriceType |
9510 |
Char |
CQG SLARRIVAL, CQG SLICEBERG, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER
|
|
RandMax |
9380 |
Int |
CQG RICEBERG, CQG RTWAP, CQG SLICEBERG
|
|
RandMin |
9370 |
Int |
CQG RICEBERG, CQG RTWAP, CQG SLICEBERG |
|
ScheduleSlicingMethod |
8970
|
Char |
CQG VWAP |
|
ShowQuantity |
8051 |
Int |
CQG ICEPEGGER, CQG ICESLICER, CQG RICEBERG, CQG SLICEBERG, CQG SLSNIPEBERG, CQG SLSWEEPER
|
|
SizeFactor |
8404 |
Float |
CQG SLSNIPE, CQG SLSNIPEBERG, CQG SNIPE |
|
StartTime |
8151 |
UTCTimestamp |
CQG ARRIVALPRICE, CQG ICESLICER, CQG POV, CQG
RTWAP, CQG SLARRIVAL,
CQG TWAP, CQG VWAP, CQG ROLL, CQG ARRIVAL AI |
|
StopTicks |
9602 |
Int |
CQG POSITIONBRKT |
|
Target1PriceTicks |
9610 |
Int |
CQG POSITIONBRKT |
|
Target1QtyPct |
9611 |
Float |
CQG POSITIONBRKT |
|
Target2PriceTicks |
9612 |
Int |
CQG POSITIONBRKT |
|
Target2QtyPct |
9613 |
Float |
CQG POSITIONBRKT |
|
Target3PriceTicks |
9614 |
Int |
CQG POSITIONBRKT |
|
Target3QtyPct |
9615 |
Float |
CQG POSITIONBRKT |
|
TickOffset |
8402 |
Int |
CQG ARRIVALPRICE, CQG ICEPEGGER, CQG OFFSETPAYUP, CQG OFFSETTICK, CQG PEG, CQG
POV, CQG RICEBERG, CQG RTWAP, CQG SLARRIVAL, CQG SLSNIPE, CQG SLSNIPEBERG, CQG SLSWEEPER, CQG SNIPE, CQG TWAP, CQG VWAP, CQG ROLL, CQG OFFSETPAYUP AI |
|
TimeHorizonDays |
8935 |
Int |
CQG VWAP |
|
TowardSizeRaw |
9131 |
Int |
CQG OFFSETTICK, CQG TICK |
|
TradeTowardBehavior |
8205 |
Char |
CQG OFFSETTICK, CQG TICK |
|
UseMbo |
9360 |
Boolean |
CQG RICEBERG, CQG RTWAP, CQG SLICEBERG |
|
WakeIntervalSeconds |
8945 |
Int |
CQG POV, CQG
VWAP |
|
WakeIntervalSeconds |
8945 |
Float |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |