CQG RICEBERG is a Randomized Iceberg.
Order types: MKT, LMT
Benchmark: Random Iceberg.
Method: Randomly size iceberg slices, replenishing once the prior slice is filled.
Parameters:
Name |
Tag number |
Format |
Comment |
TargetStrategy |
847 |
Int |
1002 - CQG RICEBERG |
ShowQuantity |
8051 |
Int |
Maximum child order size to show. |
PauseBetweenOrdersMs |
8053 |
Int |
Pause between order slices in milliseconds. |
UseMbo |
9360 |
Boolean |
Randomize child sizes based on market-by-order population. Default – false. |
RandMin |
9370 |
Int |
Minimum value for random sizing. |
RandMax |
9380 |
Int |
Minimum value for random sizing. |
TickOffset |
8402 |
Int |
Initial placement of child orders relative to best level. 0 means join best, -1 means one tick through the market. |
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. |