AlgoOrder DOM-Triggered (DT)

Installing, running, and stopping DT

1.  Open CQG software, and log on to trade.

2.  From CQG’s website, download and run the installation program for DT (AlgoOrder DT.msi).

If you plan on using the source code in any way, make sure to install the application and the source (Custom Setup).

3.  Go to Start > All Programs > CQG > AlgoOrder DT to register the type, so that it can be viewed in the software.

4.  In the CQG software, open a trading application. Note that the AlgoOrder type is now listed on the special orders menu.

The DT application runs in the background of the CQG software. The DT icon is visible in the system tray when it’s running.

Right-click that icon to open a menu of options, explained later in this topic, associated with DT orders.

 

Use this menu to stop the DT application.

DT parameters

Parameter

Description

Threshold

Default = 100 contracts

Max Attempts

Default = 10

 

Monitoring and cancelling DT orders

Right-click the DT icon in the system tray, then click Monitor to open the Monitor window. The window lists working orders with associated data:

      Algo Order ID

      Status

      FCM Account ID

      Account Name

      Instrument Name

      Side

      Type

      Limit Price

      Stop Price

      Total Quantity

      Filled Quantity

      Threshold

      Max Attempts

To cancel one or some of the working orders, select them and then click the Cancel Checked Orders button. You can also right-click the order.

To cancel all working orders, click the Cancel All Orders button. You can also right-click the order.

To obtain log files, right-click the DT icon in the system tray, then click Show Logs. The local folder that contains logs is opened: C:\Users\<name>\AppData\Local\CQG\AlgoOrder_DT\Logs

DT Profile Manager

Set parameter values using Profile Manager. Right-click the DT icon in the system tray, then click Profile Manager.

DT Configuration Manager

Change naming, tooltip, and log settings using Configuration Manager. Right-click the DT icon in the system tray, then click Configuration Manager.

Setting

Description

Long Name

Name that is displayed in the Special Orders drop-down list in CQG software.

Short Name

Short form of order type name used in the algo order ID and UENames (system uses first four characters).

Also used on the special orders menu in the software.

Balloon Tip Level

Determines lower level of importance that should be used to filter out events to be displayed as tool tips in the system tray area.

None: Nothing is displayed.

Info: All events are displayed.

Warning: Warning or error events are displayed.

Error: Only error events are displayed.

Log Level

Messages are delivered to the log file.

None: Nothing is logged.

Info: All events are logged.

Warning: Warning or error events are logged.

Error: Only error events are logged.

Log File Max Size

Determines maximum size of log file. When reached, a new log file is created.

Maximum allowed file size = 32768 KB or 32 MB.

Log Files Max Count

Determines the maximum number of log files. When reached, the oldest file is deleted before a new file is started.

Maximum allowed number of log files = 100.