Name

Tag number

Format

Comment

TargetStrategy

847

Int

1014 - CQG ICESLICER

StartTime

8151

UTCTimestamp

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

UTCTimestamp

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.

This parameter value is not limited.

IntervalInSeconds

8820

Int

Slice entry interval in seconds, zero means all at once.

Min value – 0.

Default – 0.

Currently there is no upper 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.

Min value – 1.

Default – 1.

There is no upper limit for this parameter.

The algorithm may launch fewer slices if this parameter is set too high relative to the algo order size.

MaxShowQuantity

210

Int

Show quantity of exchange-side iceberg order.Default - not set.

Value range: [0; algo order size].

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.