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. |