CQG ICEPEGGER is an Exchange iceberg peg.
Order types: MKT, LMT
Available only for instruments traded at Exchanges which support iceberg orders natively.
Method: Deploys and maintains a series of order TickOffset from the inside market of ShowQuantity size
Parameters:
|
Name |
Tag number |
Format |
Comment |
|
TargetStrategy |
847 |
Int |
1016 - CQG ICEPEGGER |
|
ShowQuantity |
8051 |
Int |
Maximum child order size to show. |
|
PauseBetweenOrdersMs |
8053 |
Int |
Pause between order slices in milliseconds. |
|
TickOffset |
8402 |
Int |
Initial placement of child orders relative to best level. 0 means join best, -1 means one tick through the market. Default – 0. |