Name

Tag number

Format

Comment

TargetStrategy

847

Int

1029 - CQG ICEBERGQUOTER

ShowQuantity

8051

Int

Maximum child order size to show.

Value range: [1; algo order size].

If value is greater than algo order size it will be capped by order size.

PauseBetweenOrdersMs

8053

Int

Pause between order slices in milliseconds.

Min value – 0.

Default – 0.

There is no upper limit for this parameter.

QuotingModel

9520

Char

Quoting model:

•      0 – JoinOrBetterOrCross

Try to be best and allow opposite side crossing.

•      1 – SniperCrossOnly

Send order only when opposite side price matches.

•      2 – JoinOrBetter

Try to be best but don't cross opposite side.

•      3 – JoinOnly

Only join current best on same side.

Default – 0 (JoinOrBetterOrCross).

ActiveRangeTicks

9521

Int

Tells algo to not work order that is farther from best more than this number of ticks

Default – 2.

Allowed value range is [0, 1000].

MaxBackTicks

9522

Int

Maximum number ticks to step back from child price computed by algo.

Default – 0.

Allowed value range is [0, 1000].

CompeteDelayMs

9523

Int

Number of milliseconds to delay price improvement since latest price worsening.

Min value – 0.

Default – 1000.

There is no upper limit for this parameter.

PauseOnRejectMs

9524

Int

Number of milliseconds to pause quoting after receiving a reject on a child order.

Min value – 0.

Default – 1000.

There is no upper limit for this parameter.

MaxConsecutiveRejects

9525

Int

Maximum allowed number of consecutive rejects received on child order.

Algo will be terminated if that number is reached.

Min value – 0.

Default – 5.

There is no upper limit for this parameter.