Name

Tag number

Format

Comment

TargetStrategy

847

Int

1006 - CQG SNIPE

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.

PauseBetweenOrdersMs

8053

Int

Pause between order slices in milliseconds.

TickOffset

8402

Int

Initial placement of child orders relative to Price. 0 means no change, -1 means one tick worse. 

Default – 0.

SizeFactor

8404

Float

When greater than zero size launched upon trigger will be of quantity (SizeFactor * opposite inside size) but not greater than algo’s quantity yet to be sent.

Default – 0.0.

PayupModel

9105

Char

See CQG PAYUP algo above.

ModelSensitivity

9111

Float

See CQG PAYUP algo above.

OppositeSizeRatio

9120

Float

See CQG PAYUP algo above.

OppositeSizeRaw

9130

Float

See CQG PAYUP algo above.

OnMiss

9106

Char

See CQG PAYUP algo above.

MaxChaseTicks

8202

Int

See CQG PAYUP algo above.