Aggregation allows you to place a single order for similar instruments in two or more exchanges and let the system find the market with the best bid or offer.
Extended notation format: AGGR(linear expression, [calculation mode], [tick size], [trade ratio], [roll-over])
Examples:
AGGR(TYA?&ZNE?<Y?, L1, 1/2 of 1/32, 1:1:1, 1)
AGGR(BTC10&CUS10&GVXP10, L1, 1/2 of 1/32, 1:1:1, 1) */
Common notation format: AGGR(symbol&symbol).
Example: AGGR(TYA&ZNE)
|
Field |
Description |
|
Calc Mode |
Identifies how you would like the strategy calculated, by legs or currency. Auto = Displays difference in price between symbols. L1, L2, L3, etc. = Displays price based on tick value of leg selected. CUR = Displays the price based on the full currency values of the legs. Default = Auto. |
|
Tick Size |
Select Auto or a tick size from the drop-down menu. Auto (default) = Uses L1 tick size for strategy tick size. |
|
Trade Ratio |
Order quantity for each leg. |
|
Rollover |
If turned on, when one leg expires, all legs roll over to the same month. Allowed values: OFF = Same month rollover is turned off. ON = Same month rollover is turned on. Default = OFF. |
To create aggregation QFormulas