v1.0, November 2021
This document contains the list of supported CQG types that can be used for defining a strategy on exchange (in WebAPI protocol - field ‘requested_cqg_type’ in message ‘ExchangeStrategy’).
|
Strategy name |
Requested CQG Type |
|
2x1 Ratio Call Spread versus buying Underlying |
2x1callspreadvsunderlyinglong |
|
2x1 Ratio Call Spread versus selling Underlying |
2x1callspreadvsunderlyingshort |
|
2x1 Ratio Put Spread versus buying Underlying |
2x1putspreadvsunderlyinglong |
|
2x1 Ratio Put Spread versus selling Underlying |
2x1putspreadvsunderlyingshort |
|
2x3x2 Ratio Call Butterfly |
2x3x2callbutterfly |
|
2x3x2 Ratio Call Butterfly versus long Underlying |
2x3x2callbutterflyvsunderlyinglong |
|
2x3x2 Ratio Call Butterfly versus short Underlying |
2x3x2callbutterflyvsunderlyingshort |
|
2x3x2x Ratio Put Butterfly |
2x3x2putbutterfly |
|
2x3x2x Ratio Put Butterfly versus long Underlying |
2x3x2putbutterflyvsunderlyinglong |
|
2x3x2x Ratio Put Butterfly versus short Underlying |
2x3x2putbutterflyvsunderlyingshort |
|
2-year Bundle |
2yearbundle |
|
2-year TED Spread |
2yearted |
|
3x1 Ratio Call Spread |
3x1callspread |
|
3x1 Ratio Call Spread versus long Underlying |
3x1callspreadvsunderlyinglong |
|
3x1 Ratio Call Spread versus short Underlying |
3x1callspreadvsunderlyingshort |
|
3x1 Ratio Put Spread |
3x1putspread |
|
3x1 Ratio Put Spread versus long Underlying |
3x1putspreadvsunderlyinglong |
|
3x1 Ratio Put Spread versus short Underlying |
3x1putspreadvsunderlyingshort |
|
3x2 Ratio Call Spread |
3x2callspread |
|
3x2 Ratio Call Spread long Underlying |
3x2callspreadvsunderlyinglong |
|
3x2 Ratio Call Spread short Underlying |
3x2callspreadvsunderlyingshort |
|
3x2 Ratio Put Spread |
3x2putspread |
|
3x2 Ratio Put Spread long Underlying |
3x2putspreadvsunderlyinglong |
|
3x2 Ratio Put Spread short Underlying |
3x2putspreadvsunderlyingshort |
|
3-year Bundle |
3yearbundle |
|
4-year Bundle |
4yearbundle |
|
5-year Bundle |
5yearbundle |
|
Back Spread Call |
backspreadcall |
|
Back Spread Put |
backspreadput |
|
Basis Spread |
basisspread |
|
Bear Call Spread |
bearcallspread |
|
Bear Put Spread |
bearputspread |
|
Blue Pack |
bluepack |
|
Bond Futures Spread |
interbonds |
|
Box Spread |
boxspread |
|
Bull Call Spread |
bullcallspread |
|
Bull Put Spread |
bullputspread |
|
Bundle |
bundle |
|
Butterfly Call Long |
butterflycalllong |
|
Butterfly Call Short |
butterflycallshort |
|
Butterfly Futures |
butterfly |
|
Butterfly Put Long |
butterflyputlong |
|
Butterfly Put Short |
butterflyputshort |
|
Calendar Call |
calendarcall |
|
Calendar Put |
calendarput |
|
Calendar Spread |
calendar |
|
Call Butterfly versus buying Underlying |
butterflycallvsunderlyinglong |
|
Call Butterfly versus selling Underlying |
butterflycallvsunderlyingshort |
|
Call Calendar 2x1 Ratio |
calendercall2x1 |
|
Call Calendar 2x1 Ratio versus Long Underlying |
calendercall2x1vsunderlyinglong |
|
Call Calendar 2x1 Ratio versus Short Underlying |
calendercall2x1vsunderlyingshort |
|
Call Calendar Fly |
calendercallfly |
|
Call Calendar Fly versus Long Underlying |
calendercallflyvsunderlyinglong |
|
Call Calendar Fly versus Short Underlying |
calendercallflyvsunderlyingshort |
|
Call Calendar Spread versus buying Underlying |
calendarcallvsunderlyinglong |
|
Call Calendar Spread versus selling Underlying |
calendarcallvsunderlyingshort |
|
Call Diagonal Calendar Spread |
calldiagonalcalendarspread |
|
Call Diagonal Calendar Spread versus buying Underlying |
diagonalcalendarspreadcallvsunderlyinglong |
|
Call Diagonal Calendar Spread versus selling Underlying |
diagonalcalendarspreadcallvsunderlyingshort |
|
Call Ladder versus buying Underlying |
christmastreecallvsunderlyinglong |
|
Call Ladder versus selling Underlying |
christmastreecallvsunderlyingshort |
|
Call Long |
calllong |
|
Call Short |
callshort |
|
Call Spread Swap |
callspreadswap |
|
Call Spread Swap versus Long Underlying |
callspreadswapvsunderlyinglong |
|
Call Spread Swap versus Short Underlying |
callspreadswapvsunderlyingshort |
|
Call Spread versus Call |
callspreadvscall |
|
Call Spread versus Call/Long Underlying |
callspreadvscallvsunderlyinglong |
|
Call Spread versus Call/Short Underlying |
callspreadvscallvsunderlyingshort |
|
Call Spread versus Put Spread |
callspreadvsputspread |
|
Call Spread versus Put Spread/Long Underlying |
callspreadvsputspreadvsunderlyinglong |
|
Call Spread versus Put Spread/Short Underlying |
callspreadvsputspreadvsunderlyingshort |
|
Call Spread versus Sell a Put |
callspreadvssellaput |
|
Call Spread versus sell Put versus Underlying |
callspreadvsputvsunderlying |
|
Call Spread versus Underlying |
callspreadvsunderlying |
|
Call Volatility Trade |
callvolatilitytrade |
|
Christmas Tree Call Long |
christmastreecalllong |
|
Christmas Tree Call Short |
christmastreecallshort |
|
Christmas Tree Put Long |
christmastreeputlong |
|
Christmas Tree Put Short |
christmastreeputshort |
|
Clean Dark Spread |
cleandarkspread |
|
Clean Spark Spread |
cleansparkspread |
|
Combo |
combo |
|
Combo versus Underlying |
combovsunderlying |
|
Condor |
condor |
|
Condor Call |
condorcall |
|
Condor Call versus buying Underlying |
condorcallvsunderlyinglong |
|
Condor Call versus selling Underlying |
condorcallvsunderlyingshort |
|
Condor Futures |
condorfutures |
|
Condor Put |
condorput |
|
Condor Put versus buying Underlying |
condorputvsunderlyinglong |
|
Condor Put versus selling Underlying |
condorputvsunderlyingshort |
|
Copper Pack |
copperpack |
|
Covered Call Write |
coveredcallwrite |
|
Custom UDS type |
custom |
|
Delta Neutral Call Ratio |
deltaneutralcallratio |
|
Diagonal Calendar Spread |
diagonalcalendarspread |
|
Diagonal Straddle Calendar Spread |
diagonalstraddlecalendarspread |
|
Diagonal Straddle Calendar Spread versus buying Underlying |
diagonalstraddlecalendarspreadvsunderlyinglong |
|
Diagonal Straddle Calendar Spread versus selling Underlying |
diagonalstraddlecalendarspreadvsunderlyingshort |
|
Dirty Dark Spread |
dirtydarkspread |
|
Dirty Spark Spread |
dirtysparkspread |
|
Emission Spread |
emissionspread |
|
Fence Long |
fencelong |
|
Fence Short |
fenceshort |
|
Gold Pack |
goldpack |
|
Green Pack |
greenpack |
|
Guts |
guts |
|
Guts versus buying Underlying |
gutsvsunderlyinglong |
|
Guts versus selling Underlying |
gutsvsunderlyingshort |
|
Iron Butterfly Gut Long |
ironbutterflygutlong |
|
Iron Butterfly Gut Short |
ironbutterflygutshort |
|
Iron Butterfly Long |
ironbutterflylong |
|
Iron Butterfly Short |
ironbutterflyshort |
|
Iron Butterfly versus buying Underlying |
ironbutterflyvsunderlyinglong |
|
Iron Butterfly versus selling Underlying |
ironbutterflyvsunderlyingshort |
|
Iron Condor |
ironcondor |
|
Iron Condor versus buying Underlying |
ironcondorvsunderlyinglong |
|
Iron Condor versus selling Underlying |
ironcondorvsunderlyingshort |
|
Jelly Roll |
jellyroll |
|
Location Spread |
locationspread |
|
Orange Pack |
orangepack |
|
Pack |
pack |
|
Pink Pack |
pinkpack |
|
Purple Pack |
purplepack |
|
Put Butterfly versus buying Underlying |
butterflyputvsunderlyinglong |
|
Put Butterfly versus selling Underlying |
butterflyputvsunderlyingshort |
|
Put Calendar 2x1 Ratio |
calenderput2x1 |
|
Put Calendar 2x1 Ratio versus Long Underlying |
calenderput2x1vsunderlyinglong |
|
Put Calendar 2x1 Ratio versus Short Underlying |
calenderput2x1vsunderlyingshort |
|
Put Calendar Fly |
calenderputfly |
|
Put Calendar Fly versus Long Underlying |
calenderputflyvsunderlyinglong |
|
Put Calendar Fly versus Short Underlying |
calenderputflyvsunderlyingshort |
|
Put Calendar Spread versus buying Underlying |
calendarputvsunderlyinglong |
|
Put Calendar Spread versus selling Underlying |
calendarputvsunderlyingshort |
|
Put Diagonal Calendar Spread |
putdiagonalcalendarspread |
|
Put Diagonal Calendar Spread versus buying Underlying |
diagonalcalendarspreadputvsunderlyinglong |
|
Put Diagonal Calendar Spread versus selling Underlying |
diagonalcalendarspreadputvsunderlyingshort |
|
Put Ladder versus buying Underlying |
christmastreeputvsunderlyinglong |
|
Put Ladder versus selling Underlying |
christmastreeputvsunderlyingshort |
|
Put Long |
putlong |
|
Put Short |
putshort |
|
Put Spread Swap |
putspreadswap |
|
Put Spread Swap versus Long Underlying |
putspreadswapvsunderlyinglong |
|
Put Spread Swap versus Short Underlying |
putspreadswapvsunderlyingshort |
|
Put Spread versus Put |
putspreadvsput |
|
Put Spread versus Put/Long Underlying |
putspreadvsputvsunderlyinglong |
|
Put Spread versus Put/Short Underlying |
putspreadvsputvsunderlyingshort |
|
Put Spread versus Sell a Call |
putspreadvssellacall |
|
Put Spread versus sell Call versus Underlying |
putspreadvscallvsunderlying |
|
Put Spread versus Underlying |
putspreadvsunderlying |
|
Put Straddle versus Sell a Call or a Put |
putstraddlevssellacalloraput |
|
Put Volatility Trade |
putvolatilitytrade |
|
Ratio Risky |
ratiorisky |
|
Ratio Risky versus Short Underlying |
ratioriskyvsunderlyingshort |
|
Ratio Spread Call |
ratiospreadcall |
|
Ratio Spread Put |
ratiospreadput |
|
Red Pack |
redpack |
|
Reversal/Conversion |
reversal |
|
Risky Swap |
riskyswap |
|
Risky Swap versus Long Underlying |
riskyswapvsunderlyinglong |
|
Risky Swap versus Short Underlying |
riskyswapvsunderlyingshort |
|
Risky Time Spread |
riskytimespread |
|
Risky Time Spread versus Short Underlying |
riskytimespreadvsunderlyingshort |
|
Semi-Underlying Long |
semi-underlyinglong |
|
Semi-Underlying Short |
semi-underlyingshort |
|
Silver Pack |
silverpack |
|
Simple Inter Commodity Spread |
simpleintercommodityspread |
|
Skinny Call Butterfly |
skinnycallbatterfly |
|
Skinny Call Butterfly versus long Underlying |
skinnycallbatterflyvsunderlyinglong |
|
Skinny Call Butterfly versus short Underlying |
skinnycallbatterflyvsunderlyingshort |
|
Skinny Put Butterfly |
skinnyputbatterfly |
|
Skinny Put Butterfly versus long Underlying |
skinnyputbatterflyvsunderlyinglong |
|
Skinny Put Butterfly versus short Underlying |
skinnyputbatterflyvsunderlyingshort |
|
Straddle Calendar Spread |
straddlecalendarspread |
|
Straddle Calendar Spread versus buying Underlying |
straddlecalendarspreadvsunderlyinglong |
|
Straddle Calendar Spread versus selling Underlying |
straddlecalendarspreadvsunderlyingshort |
|
Straddle Fly |
straddlefly |
|
Straddle Fly versus Long Underlying |
straddleflyvsunderyinglong |
|
Straddle Fly versus Short Underlying |
straddleflyvsunderyingshort |
|
Straddle Long |
straddlelong |
|
Straddle Short |
straddleshort |
|
Straddle versus buying Underlying |
straddlevsunderlyinglong |
|
Straddle versus Call |
straddlevscall |
|
Straddle versus Call versus long Underlying |
straddlevscallvsunderlyinglong |
|
Straddle versus Call versus short Underlying |
straddlevscallvsunderlyingshort |
|
Straddle versus Put |
straddlevsput |
|
Straddle versus Put versus long Underlying |
straddlevsputvsunderlyinglong |
|
Straddle versus Put versus short Underlying |
straddlevsputvsunderlyingshort |
|
Straddle versus Sell a Call |
straddlevssellacall |
|
Straddle versus Sell a Put |
straddlevssellaput |
|
Straddle versus selling Underlying |
straddlevsunderlyingshort |
|
Straddle versus Strangle |
straddlevsstrangle |
|
Straddle versus Strangle/Long Underlying |
straddlevsstranglevsunderlyinglong |
|
Straddle versus Strangle/Short Underlying |
straddlevsstranglevsunderlyingshort |
|
Strangle |
strangle |
|
Strangle Long |
stranglelong |
|
Strangle Short |
strangleshort |
|
Strangle Spread |
stranglespread |
|
Strangle Spread versus Long Underlying |
stranglespreadvsunderlyinglong |
|
Strangle Spread versus Short Underlying |
stranglespreadvsunderlyingshort |
|
Strangle versus buying Underlying |
stranglevsunderlyinglong |
|
Strangle versus selling Underlying |
stranglevsunderlyingshort |
|
Strip |
strip |
|
Synthetic Call Long |
syntheticcalllong |
|
Synthetic Call Short |
syntheticcallshort |
|
Synthetic Offpeak Spread |
syntheticoffpeakspread |
|
Synthetic Put Long |
syntheticputlong |
|
Synthetic Put Short |
syntheticputshort |
|
Synthetic Underlying Long |
syntheticunderlyinglong |
|
Synthetic Underlying Short |
syntheticunderlyingshort |
|
Time Spread |
timespread |
|
White Pack |
whitepack |