The CQGAlgorithmicOrderBuilder contains all shared components used, while developing the algorithmic order types (i.e., TWAP, OPO, PNCH, ICBG). It is yours to build upon and develop your own type quickly and efficiently.
You can start by studying the source codes for the available order types, to understand how you need to proceed.
In order to have the source codes, you'll need to choose the corresponding options while installing an AlgoOrder application. Therefore, if you haven't done so yet, please re-run the setup program and choose the source codes to be installed.
Depending on the custom order type you are trying to develop, you may implement one of the following approaches:
- Revise an algo order type's source code that best matches yours, or re-write it from scratch.
- Revise the CQGAlgorithmicOrderBuilder source code for total control.
Namespaces
| Namespace | Description |
|---|---|
| CQGAlgorithmicOrderBuilder |