Name

Tag number

Format

Comment

TargetStrategy

847

Int

1004 - CQG SLICEBERG

PriceType

9510

Char

Price Type

•      2 - Last Trade Price – Deploy if a price level trades

•      5 - Opposite - Deploy if market is bid (for sells) or offered (for buys)

•      6 - Same – Deploy if market is bid (for buy orders) or offered (for sell orders)

ShowQuantity

8051

Int

Maximum child order size to show.

Value range: [1; algo order size].

PauseBetweenOrdersMs

8053

Int

Pause between order slices in milliseconds.

Min allowed value – 0.

Default – 0.

There is no upper limit for this parameter.

UseMbo

9360

Boolean

Randomize child sizes based on market-by-order population.

Default – false.

RandMin

9370

Int

Minimum value for the random sizing.

Default – 0.

Value range: [0, algo order size].

Shall be less than or equal to RandMax.

RandMax

9380

Int

Maximum value for the random sizing.

Default – 0.

Value range: [0, algo order size].

Shall be greater than or equal to RandMin.

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.