User Defined Strategy (UDS)

This function is composed of a UDS formula and UDS type preceded by the UDS identifier:

UDS (<UDS formula>, <UDS type>)

Example: UDS(C.EPZ317850 - 2 * C.EPZ317900 + C.EPZ317950, BflyCL)

<UDS formula>

A UDS formula is composed of multiple legs in this format:

l<addition or subtraction operator><ratio>*<CQG symbol>

<UDS type>

User-defined strategy

Abbreviation (user type)

User-defined strategy

Abbreviation (user type)

2x1 Ratio Spread Call / Buy U

2x1C_UL

Iron Condor

ICndr

2x1 Ratio Spread Call / Sell U

2x1C_US

Iron Condor / Buy U

ICndr_UL

2x1 Ratio Spread Put / Buy U

2x1P_UL

Iron Condor / Sell U

ICndr_US

2x1 Ratio Spread Put / Sell U

2x1P_US

Jelly Roll

JRoll

2x3x2 Ratio Butterfly Call

2x3x2BflyC

Ladder Call / Buy U

CTreeCL_UL

2x3x2 Ratio Butterfly Call / Buy U

2x3x2BflyC_UL

Ladder Call / Sell U

CTreeCL_US

2x3x2 Ratio Butterfly Call / Sell U

2x3x2BflyC_US

Ladder Put / Buy U

CTreePL_UL

2x3x2 Ratio Butterfly Put

2x3x2BflyP

Ladder Put / Sell U

CTreePL_US

2x3x2 Ratio Butterfly Put / Buy U

2x3x2BflyP_UL

Location Spread

LSpread

2x3x2 Ratio Butterfly Put / Sell U

2x3x2BflyP_US

Pack, Futures

Pack

3 Way: Call Spread vs a Put

CSpr_P

Pack: Blue

BluePack

3 Way: Put Spread vs a Call

PSpr_C

Pack: Copper

CopperPack

3 Way: Straddle vs a Call

Strd_C

Pack: Gold

GoldPack

3 Way: Straddle vs a Put

Strd_P

Pack: Green

GreenPack

3x1 Ratio Spread Call

3x1C

Pack: Orange

OrangePack

3x1 Ratio Spread Call / Buy U

3x1C_UL

Pack: Pink

PinkPack

3x1 Ratio Spread Call / Sell U

3x1C_US

Pack: Purple

PurplePack

3x1 Ratio Spread Put

3x1P

Pack: Red

RedPack

3x1 Ratio Spread Put / Buy U

3x1P_UL

Pack: Silver

SilverPack

3x1 Ratio Spread Put / Sell U

3x1P_US

Pack: White

WhitePack

3x2 Ratio Spread Call

3x2C

Ratio Risky

RRatio

3x2 Ratio Spread Call / Buy U

3x2C_UL

Ratio Risky / Sell U

RRatio_US

3x2 Ratio Spread Call / Sell U

3x2C_US

Ratio Spread, Call

RatioC

3x2 Ratio Spread Put

3x2P

Ratio Spread, Put

RatioP

3x2 Ratio Spread Put / Buy U

3x2P_UL

Reversal/Conversion

Rev

3x2 Ratio Spread Put / Sell U

3x2P_US

Risky Swap

RSwap

Back Spread, Call

BackC

Risky Swap / Buy U

RSwap_UL

Back Spread, Put

BackP

Risky Swap / Sell U

RSwap_US

Basis Spread

Basis

Risky Time Spread

RTime

Bear Call Spread

BearC

Risky Time Spread / Sell U

RTime_US

Bear Put Spread

BearP

Semi-Underlying, Long

SemiUL

Bond Futures Spread

InterBonds

Semi-Underlying, Short

SemiUS

Box Spread

Box

Skinny Butterfly Call

SkinBflyC

Bull Call Spread

BullC

Skinny Butterfly Call / Buy U

SkinBflyC_UL

Bull Put Spread

BullP

Skinny Butterfly Call / Sell U

SkinBflyC_US

Bundle, Futures

Bndl

Skinny Butterfly Put

SkinBflyP

Butterfly Call / Buy U

BflyCL_UL

Skinny Butterfly Put / Buy U

SkinBflyP_UL

Butterfly Call / Sell U

BflyCL_US

Skinny Butterfly Put / Sell U

SkinBflyP_US

Butterfly Call, Long

BflyCL

Spread Call / Sell U

BullC_US

Butterfly Call, Short

BflyCS

Spread Call vs Call

BullC_C

Butterfly Put / Buy U

BflyPL_UL

Spread Call vs Call / Buy U

BullC_C_UL

Butterfly Put / Sell U

BflyPL_US

Spread Call vs Call / Sell U

BullC_C_US

Butterfly Put, Long

BflyPL

Spread Call vs Spread Put

BC_BP

Butterfly Put, Short

BflyPS

Spread Call vs Spread Put / Buy U

BC_BP_UL

Butterfly, Futures

Bfly

Spread Call vs Spread Put / Sell U

BC_BP_US

Calendar 2x1 Ratio Call

Cal2x1C

Spread Call vs sell Put

BullC_P

Calendar 2x1 Ratio Call / Buy U

Cal2x1C_UL

Spread Call vs sell Put / Sell U

BullC_P_US

Calendar 2x1 Ratio Call / Sell U

Cal2x1C_US

Spread Put / Buy U

BearP_UL

Calendar 2x1 Ratio Put

Cal2x1P

Spread Put vs Put

BearP_P

Calendar 2x1 Ratio Put / Buy U

Cal2x1P_UL

Spread Put vs Put / Buy U

BearP_P_UL

Calendar 2x1 Ratio Put / Sell U

Cal2x1P_US

Spread Put vs Put / Sell U

BearP_P_US

Calendar Call

CalC

Spread Put vs sell Call

BearP_C

Calendar Fly Call

CalFlyC

Spread Put vs sell Call / Buy U

BearP_C_UL

Calendar Fly Call / Buy U

CalFlyC_UL

Spread Swap Call

SwapC

Calendar Fly Call / Sell U

CalFlyC_US

Spread Swap Call / Buy U

SwapC_UL

Calendar Fly Put

CalFlyP

Spread Swap Call / Sell U

SwapC_US

Calendar Fly Put / Buy U

CalFlyP_UL

Spread Swap Put

SwapP

Calendar Fly Put / Sell U

CalFlyP_US

Spread Swap Put / Buy U

SwapP_UL

Calendar Put

CalP

Spread Swap Put / Sell U

SwapP_US

Calendar Spread Call / Buy U

CalC_UL

Straddle / Buy U

StradL_UL

Calendar Spread Call / Sell U

CalC_US

Straddle / Sell U

StradL_US

Calendar Spread Put / Buy U

CalP_UL

Straddle Calendar Spread

SCal

Calendar Spread Put / Sell U

CalP_US

Straddle Clnd Sprd / Buy U

SCal_UL

Calendar Spread, Futures

Cal

Straddle Clnd Sprd / Sell U

SCal_US

Christmas Tree Call, Long

CTreeCL

Straddle Fly

StradFly

Christmas Tree Call, Short

CTreeCS

Straddle Fly / Buy U

StradFly_UL

Christmas Tree Put, Long

CTreePL

Straddle Fly / Sell U

StradFly_US

Christmas Tree Put, Short

CTreePS

Straddle vs Call

Strad_C

Clean Dark Spread

CDark

Straddle vs Call / Buy U

Strad_C_UL

Clean Spark Spread

CSpark

Straddle vs Call / Sell U

Strad_C_US

Combo

CmbS

Straddle vs Put

Strad_P

Combo / Buy U

CmbS_UL

Straddle vs Put / Buy U

Strad_P_UL

Condor Call

CndrC

Straddle vs Put / Sell U

Strad_P_US

Condor Call / Buy U

CndrC_UL

Straddle vs Strangle

SD_SG

Condor Call / Sell U

CndrC_US

Straddle vs Strangle / Buy U

SD_SG_UL

Condor Put

CndrP

Straddle vs Strangle / Sell U

SD_SG_US

Condor Put / Buy U

CndrP_UL

Straddle, Long

StradL

Condor Put / Sell U

CndrP_US

Straddle, Short

StradS

Condor, Futures

Condor

Strangle

Strang

Covered Call Write

CovCW

Strangle / Buy U

Strang_UL

Delta Neutral Call Ratio

DNeutC

Strangle / Sell U

Strang_US

Diag Calendar Spread Call

DCalC

Strangle Spread

StrSpr

Diag Calendar Spread Put

DCalP

Strangle Spread / Buy U

StrSpr_UL

Diag Clnd Call Sprd / Buy U

DCalC_UL

Strangle Spread / Sell U

StrSpr_US

Diag Clnd Call Sprd / Sell U

DCalC_US

Strangle, Long

StrangL

Diag Clnd Put Sprd / Buy U

DCalP_UL

Strangle, Short

StrangS

Diag Clnd Put Sprd / Sell U

DCalP_US

Strip

Strip

Diag Straddle Clnd Spread

DSCal

Synthetic Call, Long

SynCallL

Diag Strdl Clnd Sprd / Buy U

DSCal_UL

Synthetic Call, Short

SynCallS

Diag Strdl Clnd Sprd / Sell U

DSCal_US

Synthetic Offpeak Spread

Offpick

Dirty Dark Spread

DDark

Synthetic Put, Long

SynPutL

Dirty Spark Spread

DSpark

Synthetic Put, Short

SynPutS

Emission Spread

ESpread

Synthetic Underlying Long

SynUL

Fence, Long

FenceL

Synthetic Underlying Short

SynUS

Fence, Short

FenceS

Time Spread

TSpread

Guts

Guts

Volatility Trade, Call

CallVT

Guts / Buy U

Guts_UL

Volatility Trade, Put

PutVT

Guts / Sell U

Guts_US

 

 

Inter-commodity spread

InterComm

 

 

Iron Butterfly / Buy U

IBflyS_UL

 

 

Iron Butterfly / Sell U

IBflyS_US

 

 

Iron Butterfly Gut, Long

IBGutL

 

 

Iron Butterfly Gut, Short

IBGutS

 

 

Iron Butterfly, Long

IBflyL

 

 

Iron Butterfly, Short

IBflyS

 

 

 

 

This function can be accessed only in the Toolbox.

This function has no parameters.

User-Defined Strategies (UDS)