Message: StrategyDefinitionRequest

File: WebAPI/strategy_2.proto

Description

Request to define a strategy as a contract.

Limits: The request rate is 10000 per 24 hours by default.

Prerequisites: user must have a special entitlement to define and use a synthetic strategy. There are no special entitlements for an exchange strategies (UDS).

Response: StrategyDefinitionReport.

Used in

InformationRequest

Fields

strategy_definition

Type: strategy_definition_2.StrategyDefinition

Description: Strategy to define.

account_id

Type: sint32

Description: Account ID in the CQG trade routing system. Some exchanges require an account ID in the process of defining a UDS. For those exchanges this is a required field.

Source: trading_accounts_2.Account.account_id.

exchange_extra_attributes

Type: shared_1.NamedValue

Description: Exchange specific extra attributes. List of supported attributes can be found in document ExchangeExtraAttributesForStrategyDefinition.md.

is_simulated

Type: bool

Description: Indicates whether the exchange strategy should be defined in simulation mode. Applicable for exchange strategies only.

allow_non_tradable_strategy

Type: bool

Description: This field is meaningful only for synthetic strategies. By default, WebAPI server allows creating only tradable synthetic strategies. If you want to use a synthetic strategy for synthetic calculations (for example, spread-bar calculations), set this field to True.