Page History
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| StrategyParameterName | StrategyParameterType | TargetStrategy | Comments | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
TargetStrategy | String | Chameleon | Viper | TWAP | Iguana | BenchmarOrFixingBenchmarkOrFixing | Limit | Stop | Custom | Rex | - |
FixingSource | String | - | - | - | - | M | - | - | - | - | Allowed Values:
|
FixingDate | LocalMktDate, UTCDateOnly | - | - | - | - | M | - | - | - | - | YYYYMMDD |
FixingTime | String | - | - | - | - | M | - | - | - | - | HH:MM (on the hour and half-hour) |
FixingTimeZone | String | - | - | - | - | M | - | - | - | - | Allowed Values:
|
TriggerPrice | Price | O | O | O | - | - | - | - | O | - | - |
TriggerSide | Int | C | C | C | - | - | - | - | C | - | Required if TriggerPrice is specified. Allowed Values:
|
Aggressiveness | Int | M | - | - | - | - | - | - | - | O | Allowed Values:
|
InternalLiquidity | Char | M | M | M | O | O | - | - | O | - | Allowed Values:
|
AutoClipSize | Char | - | M | - | - | - | - | - | - | - | Allowed Values:
|
Interval | Int | - | M | - | - | - | - | - | - | - | - |
InternalMatch | Char | O | O | M | O | - | - | - | O | - | Allowed Values:
|
FillBalance | Char | O | O | - | - | - | - | - | - | - | Allowed Values:
|
RapidFill | Char | O | O | - | O | - | - | - | - | - | Allowed Values:
|
ExtendedOnPause | Char | - | - | O | - | - | - | - | - | Allowed Values:
| |
PipSlippage | Price | O | O | O | O | - | - | - | O | - | - |
AlgoStopPrice | Price | O | O | O | O | - | - | O | O | - | - |
AlgoStopPriceSide | Int | C | C | C | C | - | - | C | C | - | Required if AlgoStopPrice is specified. Allowed values for
Other stategies
|
AverageLimitRate | Price | O | O | O | O | - | - | - | - | - | - |
SizeToWork | Qty | O | O | - | O | - | - | - | - | - | - |
TWAPMode | Char | O | O | - | O | - | - | - | - | - | Allowed Values:
|
VenueSelection | String | O | O | O | M | - | - | - | - | - | Either a Group or Venues can be chosen. Groups: only 1 can be selected:
Venues: multiple Venues can be selected as a comma separated list.
|
AutoExecution | Char | - | - | - | - | - | - | - | - | O | Allowed Values:
|
PortfolioOrder | Int | - | - | - | - | - | - | - | - | O | Allowed Values:
|
WMR_EOM | Char | - | - | - | - | O | - | - | - | - | Allowed Values:
|
WMR_SWAP | Char | - | - | - | - | O | - | - | - | - | Allowed Values:
|
Options | Int | - | - | - | - | - | - | - | - | O | Allowed Values:
|
FillType | Char | - | - | - | - | - | M | O | - | - | Allowed Values:
|
TrailingStop | Price | - | - | - | - | - | - | O | - | - | - |
MidPercentage | Int | O | - | - | - | - | - | - | - | - | - |
ReferenceID | String | - | - | - | - | O | - | - | - | - | - |
ReferenceSpot | Price | - | - | - | - | O | - | - | - | - | - |
ForwardPoints | Price | - | - | - | - | O | - | - | - | - | - |
ForwardFix | Price | - | - | - | - | O | - | - | - | - | - |
USDNeutralAmount | Char | - | - | - | - | - | - | - | - | O | Allowed Values:
|
SyncPercentage | Int | - | - | - | - | - | - | - | - | O | - |
CustomParam1 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam2 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam3 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam4 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam5 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam6 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam7 | String | - | - | - | - | - | - | - | O | - | - |
CustomParam8 | String | - | - | - | - | - | - | - | O | - | - |
...
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