AlgoOrder DOM-Triggered Stop and Stop Limit (DTSL)

Installing, running, and stopping DTSL

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

2. From CQG’s website, download and run the installation program for DTSL (AlgoOrder DTSL.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 DTSL 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 DTSL application runs in the background of the CQG software. The DTSL 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 DTSL orders.

Use this menu to stop the DTSL application.

DTSL parameters

Parameter	Description
Order Type	Default = Limit
Offset	Default = 2 ticks
Threshold	Default = 100 contracts

Monitoring and cancelling DTSL orders

Right-click the DTSL 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

• LimitPrice (initial order)

• Stop Price

• Total Quantity

• Filled Quantity

• Order Type

• Offset

• Threshold

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 DTSL icon in the system tray, then click Show Logs. The local folder that contains logs is opened: C:\Users\<name>\AppData\Local\CQG\AlgoOrder_DTSL\Logs

DTSL Profile Manager

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

DTSL Configuration Manager

Change naming, tooltip, and log settings using Configuration Manager. Right-click the DTSL 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.