Supported CQG Types for Exchange Strategy

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’).

Supported types

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