CQG PEG deploys and maintains and order with given tick offset from the inside market.
Order types: MKT, LMT
Method: Deploys order with a specific number of ticks from the inside market, and maintains that distance as the market moves away, but not toward.
Parameters:
|
Name |
Tag number |
Format |
Comment |
|
TargetStrategy |
847 |
Int |
1011 - CQG PEG |
|
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. |