Some algos work time can be limited with duration parameters which are listed in the table below:
|
Name |
Tag number |
Format |
Comment |
|
StartTime |
8151 |
Time after which the algo will begin execution. No slices will be released before this time. Replaced with ‘Now’ acquired by CQG Algo Engine when this parameter is in the past or not present. Unless stated otherwise, can be updated to different value before algo execution has started; value change is ignored after algo start. Default – Now. | |
|
EndTime |
8152 |
Time that, when set, represents the Computed End Time. Cannot be specified together with MaxDurationInMinutes. Automatically replaced with order’s symbol specific end of trading day when set to time after trading day end. Default: symbol specific end of trading day. | |
|
MaxDurationInMinutes |
9030 |
Float |
If set, this value is added to StartTime to yield the Computed End Time. At the Computed End Time, all slices in the market will be paid up. Non-working size will be cancelled. MaxDurationInMinutes cannot be specified together with End Time. If neither this value, nor End Time are set, the Computed End Time will default to order’s symbol specific end of trading day. Computed End Time will be set to order’s symbol specific end of trading day the when StartTime + MaxDurationInMinutes is after trading day end. |
When none of duration parameters are specified CQG Algo Engine will start algo execution immediately with order execution end time set to symbol specific trading day end.
By the algo end time all working slices will be paid up. Non-working size will be cancelled.
There is a 60 second allowance period for algo order to complete execution of all paid up slices. After that period is elapsed all non-executed working slices will be cancelled.