CQG ICESLICER is Exchange iceberg slicer.
Order types: LMT
Available only for instruments traded at Exchanges which support iceberg orders natively.
Benchmark: Exchange iceberg.
Method: Sends a group of exchange-side iceberg orders with a specified show quantity
Parameters:
|
Name |
Tag number |
Format |
Comment |
|
TargetStrategy |
847 |
Int |
1014 - CQG ICESLICER |
|
StartTime |
8151 |
Time after which the algo will begin execution. No slices will be released before this time. Replaced with UTC Now acquired by CQG Algo Engine when this parameter is in the past or not present. Can be updated to different value before algo execution has started; value change is ignored after algo start. Default – Now. | |
|
EndTime |
8152 |
Time that, when set, represents the Computed End Time. Cannot be specified together with MaxDurationInMinutes. Automatically replaced with order’s symbol specific end of trading day when set to time after trading day end. Default: symbol specific end of trading day. | |
|
MaxDurationInMinutes |
9030 |
Float |
If set, this value is added to StartTime to yield the Computed End Time. At the Computed End Time, all slices in the market will be paid up. Non-working size will be cancelled. MaxDurationInMinutes cannot be specified together with End Time. If neither this value, nor End Time are set, the Computed End Time will default to order’s symbol specific end of trading day. Computed End Time will be set to order’s symbol specific end of trading day the when StartTime + MaxDurationInMinutes is after trading day end. |
|
IWontTicks |
8818 |
Int |
If set to a negative number, the unfilled balance of this order will go to market if, after a partial fill, the market moves against by the specified number of ticks. If this number is a positive number, the algo performs as if it were a market-if-touched. If zero, go to market functionality is turned off. Default – 0. |
|
IntervalInSeconds |
8820 |
Int |
Slice entry interval in seconds, zero means all at once. Default – 0. Currently there is no limit for this parameter value for this algo but it is not reasonable to use values greater than algo duration. |
|
NumSlices |
8831 |
Int |
The number of slices to send, slices will be sized linearly with respect to this parameter. Default – 1. |
|
MaxShowQuantity |
210 |
Int |
Show quantity of exchange-side iceberg order. Default - not set. |
|
PayupModel |
9105 |
Char |
See CQG PAYUP algo. |
|
ModelSensitivity |
9111 |
Float |
See CQG PAYUP algo. |
|
OppositeSizeRatio |
9120 |
Float |
See CQG PAYUP algo. |
|
OppositeSizeRaw |
9130 |
Float |
See CQG PAYUP algo. |
|
OnMiss |
9106 |
Char |
See CQG PAYUP algo. |
|
MaxChaseTicks |
8202 |
Int |
See CQG PAYUP algo. |