Name

Tag number

Format

Comment

TargetStrategy

847

Int

1017 - CQG SLSWEEPER

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)

IWontTicks

8818

Int

If set to a negative number, the unfilled balance of this order will go to market if, after a partial fill, the market moves against by the specified number of ticks.

If this number is a positive number, the algo performs as if it were a market-if-touched.

If zero, go to market functionality is turned off.

Default – 0.

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.

PayupModel

9105

Char

See PayUp Algo above.

ModelSensitivity

9111

Float

See PayUp Algo above.

OppositeSizeRatio

9120

Float

See PayUp Algo above.

OppositeSizeRaw

9130

Int

See PayUp Algo above.

OnMiss

9106

Char

See PayUp Algo above.

MaxChaseTicks

8202

Int

See PayUp Algo above.

MaxShowQuantity

210

Int

Show quantity of exchange-side iceberg order.

Default - not set.