When not stated otherwise in the dedicated algo paragraph following instruments are supported for algos:
•Futures
•Exchange traded native strategies
•Options
•Equities – currently supported only through Lime.
This does not mean that all products from these instrument sets can be executed algorithmically. Please contact CQG for the actual list of supported products.
Instruments from following Exchanges are currently available for CQG Algos but not every algo is available for every Exchange, see the table below:
|
Exchange |
Comment |
|
CME |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available for FX Futures and Options and some Interest Rate contracts. |
|
CFE |
|
|
FairX |
|
|
ICE US Exchanges |
|
|
ICE EU Exchanges |
|
|
Eurex |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
IDEM |
CQG POSITIONBRKT, CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
MEFF |
CQG POSITIONBRKT, CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
Euronext |
|
|
LME |
CQG POSITIONBRKT and CQG SMARTMARKET are not available |
|
SFE (ASX) |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
OSE |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
HKFE |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
SGX |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
BM&F |
CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
KRX |
CQG POSITIONBRKT, CQG ICESLICER, CQG SLSWEEPER and CQG SLSNIPEBERG are not available |
|
NND |
|
CQG AI algos (CQG ARRIVAL AI, CQG OFFSETPAYUP AI and CQG PAYUP AI) at the moment. are available for CME Exchange.