Outright Futures, Futures Spreads, and Options. Market or Limit order.
Benchmark: Series of Peg orders
Method: Sends a series of Peg orders through the Iceberg mechanism.
Algo Parameters in addition to [Side, Size, Price]
•Show Quantity [Required]
o Maximum child order size to show
•Pause Between Orders
o Pause between order slices in milliseconds
•Tick Offset [Default – 0]
o Initial placement of child orders relative to best level. 0 means join best, -1 means lead the market or go one tick through the market depending on market width.