Client-side Algo Orders Samples
- Time-Weighted Average Price (TWAP)
- Order-Place-Order (OPO)
- Puncher (PNCH)
- Icebergs (ICBG)
- Volume Triggered Cancel (VTC)
- Scaling Bracket (SB)
- DOM Triggered (DT)
- DOM Triggered ST/STL (DTSL)
- Replicator (REP)
- AlgoOrder MIT
AlgoOrders are small applications that run in the background on your PC and register an order type in CQG Integrated Client. The algorithmic order types are then listed as smart order types available for use in CQG IC order routing interfaces to place corresponding orders. Once an order is placed, the AlgoOrder applications handle the order and execute it according to its algorithm.
CQG provides AlgoOrders source code for you to make the changes you need. The source codes include the AlgoOrders Builder module, which contains common objects for developing applications. Simply reuse these common objects to quickly and efficiently build your new algorithmic order.
AlgoOrders documentation is accessible in both offline (downloadable file) and online versions. Two types of online documentation are available:
- For traders using predefined AlgoOrders applications.
- For developers who wish to customize or rewrite an AlgoOrders module.
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