CQG OFFSETTICK

CQG OFFSETTICK deploys tick Payup logic at an offset to best levels.

Order types: MKT, LMT

 

Method: Deploys Payup logic at an offset to best levels.

Parameters:

Name

Tag number

Format

Comment

TargetStrategy

847

Int

1015 - CQG OFFSETTICK

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.

MaxChaseTicks

8202

Int

See CQG TICK algo

TradeTowardBehavior

8205

Char

See CQG TICK algo

ImbalanceRatio

8240

Float

See CQG TICK algo

EnableImbalance

8235

Boolean

See CQG TICK algo

OppositeSizeRatio

9120

Float

See CQG PAYUP algo.

OppositeSizeRaw

9130

Int

See CQG PAYUP algo.

TowardSizeRaw

9131

Int

When greater than zero market is considered to be moved toward algo order if inside market size is lower than this parameter’s value.

Default – 0.