|
Name |
Tag number |
Format |
Algos |
|
ActiveRangeTicks |
9521 |
Int |
CQG VOLA, CQG HEDGEDVOLA, CQG QUOTER, CQG ICEBERGQUOTER |
|
AllowIncomplete |
9073 |
Boolean |
CQG ARRIVALPRICE, CQG RTWAP, CQG SLARRIVAL, CQG ROLL, CQG TWAP, CQG VWAP, CQG ARRIVAL AI |
|
AveragingMethod |
8960 |
Char |
CQG VWAP |
|
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 |
|
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 |
|
GammaFactor |
9096 |
Float |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |
|
GroupID |
10001 |
String |
CQG FLOW, CQG HEDGEDVOLA, CQG ROLL |
|
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 |
|
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 |
|
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 |
|
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 |
|
NumSlices |
8831 |
Int |
CQG ICESLICER |
|
NumberOfLegs |
10002 |
Int |
CQG FLOW, CQG HEDGEDVOLA, 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 POSITIONBRKT, CQG ARRIVAL AI, CQG PAYUP AI, CQG OFFSETPAYUP AI, CQG FLOW, CQG HEDGEDVOLA |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
WakeIntervalSeconds |
8945 |
Float |
CQG ARRIVALPRICE, CQG SLARRIVAL, CQG ROLL, CQG ARRIVAL AI |