The CQG Algorithmic Order Builder module provides the building blocks for your next custom-built algorithmic order.
The builder contains source code for all shared components and is yours to build upon and develop your own order types quickly and efficiently.
You can start by studying the source code to understand how you need to proceed.
Customization can be done at the order type level or at the builder level. That is, you can revise existing application code or rewrite application code, and you can revise the builder code itself.
In order to access source code, you need to choose that option when installing the application. Rerun setup if necessary.
Mechanics
•A standalone Algorithmic Order Application (AOA) defines and registers the algorithmic order in CQG IC. The new order type becomes available for the user to choose in CQG IC order placing interfaces.
•The trader places orders from CQG IC, while AOA is still running in the background.
•AOA receives the order and places the necessary legs for it as pre-defined in its algorithm and the order details received from the CQG IC trading interface.
•CQG IC interprets each leg as a separate order. The UEName can be used to identify order types in Orders and Positions window in CQG IC.
•The Monitor module can be used to monitor and cancel active Algorithmic Orders.
•Once all its legs are placed, the AO life cycle ends.
Note: Restarting AOA cancels all active algorithmic orders.