|
Name |
Tag number |
Format |
Algos |
|
ActiveRangeTicks |
9521 |
Int |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
AdjustVolumeCurves |
9074 |
Boolean |
CQG VWAP, CQG CLOSER |
|
AllowIncomplete |
9073 |
Boolean |
CQG ARRIVALPRICE, CQG
RTWAP, CQG SLARRIVAL, CQG
ROLL, CQG TWAP, CQG
VWAP, CQG ARRIVAL AI, CQG CLOSER |
|
AveragingMethod |
8960 |
Char |
CQG VWAP, CQG CLOSER |
|
BusinessDaysOverride |
9503 |
Float |
CQG VOLA, CQG
HEDGEDVOLA |
|
CompeteDelayMs |
9523 |
Int |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
CostModel |
9072 |
Char |
CQG ARRIVALPRICE, CQG
SLARRIVAL, CQG ROLL, CQG
ARRIVAL AI |
|
DontRetreatWithMarket |
8405 |
Boolean |
CQG ICEPEGGER, CQG
PEG, CQG ICEROLLER
|
|
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, CQG
FLOW, CQG
CLOSER |
|
GammaFactor |
9096 |
Float |
CQG ARRIVALPRICE, CQG
SLARRIVAL, CQG ROLL, CQG
ARRIVAL AI |
|
GroupID |
10001 |
String |
CQG FLOW, CQG
HEDGEDVOLA, CQG ROLL, CQG ICEROLLER |
|
GrowthRatePercent |
9502 |
Float |
CQG VOLA, CQG
HEDGEDVOLA |
|
HedgeTicks |
9601 |
Int |
CQG ROLL |
|
IWontTicks |
8818 |
Int |
CQG ICESLICER, CQG
SLSNIPE, CQG SLSNIPEBERG, CQG
SLSWEEPER, CQG SNIPE |
|
IWouldPrice |
8816 |
Price |
CQG ARRIVALPRICE, CQG
RTWAP, CQG SLARRIVAL, CQG
TWAP, CQG VWAP, CQG
ROLL, CQG ARRIVAL AI, CQG CLOSER |
|
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, CQG
FLOW |
|
LegIndex |
10000 |
Int |
CQG FLOW, CQG
HEDGEDVOLA, CQG ROLL, CQG ICEROLLER |
|
LimitVolatilityPercent |
9500 |
Float |
CQG VOLA, CQG
HEDGEDVOLA |
|
MaxBackTicks |
9523 |
Int |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
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 POSITIONBRKT, CQG
ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI, CQG
FLOW, CQG HEDGEDVOLA, CQG CLOSER, CQG ICEROLLER |
|
MaxConsecutiveRejects |
9525 |
Int |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
MaxDurationInMinutes |
9030 |
Float |
CQG ARRIVALPRICE, CQG
ICESLICER, CQG POV,
CQG
RTWAP, CQG SLARRIVAL, CQG
TWAP, CQG VWAP, CQG
ROLL, CQG ARRIVAL AI, CQG
FLOW |
|
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 POSITIONBRKT, CQG
ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI, CQG
FLOW, CQG HEDGEDVOLA, CQG ICEROLLER |
|
NumSlices |
8831 |
Int |
CQG ICESLICER |
|
NumberOfLegs |
10002 |
Int |
CQG FLOW, CQG
HEDGEDVOLA, CQG ROLL, CQG ICEROLLER |
|
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 POSITIONBRKT, CQG
ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI, CQG
FLOW, CQG HEDGEDVOLA, CQG CLOSER, CQG ICEROLLER |
|
OnStopTrigger |
9604 |
Char |
CQG POSITIONBRKT, CQG
FLOW |
|
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, CQG POSITIONBRKT, CQG
FLOW, CQG HEDGEDVOLA, CQG CLOSER, CQG ICEROLLER |
|
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, CQG POSITIONBRKT, CQG
FLOW, CQG HEDGEDVOLA, CQG CLOSER, CQG ICEROLLER |
|
OrderSizeOverride |
8840 |
Int |
CQG RTWAP, CQG
TWAP, CQG FLOW |
|
PauseBetweenOrdersMs |
8053 |
Int |
CQG ICEPEGGER, CQG
RICEBERG, CQG SLICEBERG, CQG
SLSNIPE, CQG SLSNIPEBERG, CQG
SLSNIPE, CQG ICEBERGQUOTER, CQG ICEROLLER |
|
PauseOnRejectMs |
9524 |
Int |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
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, CQG POSITIONBRKT, CQG
FLOW, CQG HEDGEDVOLA, CQG ICEROLLER |
|
PercentOfVolume |
9080 |
Float |
CQG ARRIVALPRICE, CQG
POV, CQG SLARRIVAL, CQG
VWAP, CQG ROLL, CQG
ARRIVAL AI, CQG
CLOSER |
|
PriceType |
9510 |
Char |
CQG SLARRIVAL, CQG
SLICEBERG, CQG SLSNIPE, CQG
SLSNIPEBERG, CQG SLSWEEPER |
|
QuotingModel |
9520 |
Char |
CQG VOLA, CQG
HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
RandMax |
9380 |
Int |
CQG RICEBERG, CQG
RTWAP, CQG SLICEBERG |
|
RandMin |
9370 |
Int |
CQG RICEBERG, CQG
RTWAP, CQG SLICEBERG |
|
RiskFreeRatePercent |
9501 |
Float |
CQG VOLA, CQG
HEDGEDVOLA |
|
ScheduleSlicingMethod |
8970
|
Char |
CQG VWAP |
|
ShowQuantity |
8051 |
Int |
CQG ICEPEGGER, CQG
ICESLICER, CQG RICEBERG, CQG
SLICEBERG, CQG SLSNIPEBERG, CQG
SLSWEEPER, CQG VOLA, CQG ICEBERGQUOTER, CQG
HEDGEDVOLA, CQG
ICEROLLER |
|
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, CQG
FLOW |
|
StopTicks |
9602 |
Int |
CQG POSITIONBRKT, CQG
FLOW |
|
StopPayupTicks |
9603 |
Int |
CQG POSITIONBRKT, CQG
FLOW |
|
Target1PriceTicks |
9610 |
Int |
CQG POSITIONBRKT, CQG
FLOW |
|
Target1QtyPct |
9611 |
Float |
CQG POSITIONBRKT |
|
Target1OrderType |
9616 |
Char |
CQG POSITIONBRKT, CQG
FLOW |
|
Target1TrailTicks |
9617 |
Int |
CQG POSITIONBRKT, CQG
FLOW |
|
Target1OnTrigger |
9618 |
Char |
CQG POSITIONBRKT, CQG
FLOW |
|
Target2PriceTicks |
9612 |
Int |
CQG POSITIONBRKT |
|
Target2QtyPct |
9613 |
Float |
CQG POSITIONBRKT |
|
Target2OrderType |
9619 |
Char |
CQG POSITIONBRKT |
|
Target2TrailTicks |
9620 |
Int |
CQG POSITIONBRKT |
|
Target2OnTrigger |
9621 |
Char |
CQG POSITIONBRKT |
|
Target3PriceTicks |
9614 |
Int |
CQG POSITIONBRKT |
|
Target3QtyPct |
9615 |
Float |
CQG POSITIONBRKT |
|
Target3OrderType |
9622 |
Char |
CQG POSITIONBRKT |
|
Target3TrailTicks |
9623 |
Int |
CQG POSITIONBRKT |
|
Target3OnTrigger |
9624 |
Char |
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, CQG
FLOW, CQG
ICEROLLER |
|
TimeHorizonDays |
8935 |
Int |
CQG VWAP |
|
TowardSizeRaw |
9131 |
Int |
CQG OFFSETTICK, CQG
TICK |
|
TradeTowardBehavior |
8205 |
Char |
CQG OFFSETTICK, CQG
TICK |
|
TrailingStopPayupTicks |
9625 |
Int |
CQG POSITIONBRKT, CQG
FLOW |
|
UseMbo |
9360 |
Boolean |
CQG RICEBERG, CQG
RTWAP, CQG SLICEBERG |
|
WakeIntervalSeconds |
8945 |
Int |
CQG POV,
CQG
VWAP , CQG
CLOSER |
|
WakeIntervalSeconds |
8945 |
Float |
CQG ARRIVALPRICE, CQG
SLARRIVAL, CQG ROLL, CQG
ARRIVAL AI |