CQG SMARTMARKET

CQG SMARTMARKET uses pre-configured Payup logic in attempt to save implicit trading costs of directly buying at the bid or selling at the offer.

 

Order types: MKT, STP

 

Method: Technically it’s a CQG PAYUP algo with TheoQueue payup model and JoinIfStable on miss behavior.

Note: this algo doesn’t have any algo specific parameters except for TargetStrategy(847) value.

Parameters:

 

Name

Tag number

Format

Comment

TargetStrategy

847

Int

1021 - CQG SMARTMARKET