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| Fix Tag | Value | Description | Supported by Whisperer as: |
|---|---|---|---|
| 59 | 0 | DAY (This is also the default if no value is entered for the tag) | GTC |
| 59 | 3 | Immediat or Cancel (IOC) | IOC |
| 59 | 6 | Good Till Date (GTD) | Not presently supported |
| 59 | A | Good for Time (GFT) | Not presently supported |
Anchor Reuters Iceberg Strategy Reuters Iceberg Strategy
Reuters Iceberg Strategy
| Reuters Iceberg Strategy | |
| Reuters Iceberg Strategy |
SUPPORTED in Whisperer Server since version 2021.19.WC.A
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To specify an Iceberg add 2 KeyValue pair objects to the submitOrder method 'params' parameter.
KeyValue Objects
Key | Value |
|---|---|
style | iceberg |
reutersMAPIIcebergStrategyParameters | comma separated list of Reuter's Iceberg Strategy Parameters as per the table below |
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Reuter's Iceberg Strategy Parameters
Key | Values | |
|---|---|---|
Tip specification | T | If Defined use D |
First Tip Quantity | Q1 | Used when Tip specification is 'Defined' |
Second Tip Quantity | Q2 | Used when Tip specification is 'Defined' |
Third Tip Quantity | Q3 | Used when Tip specification is 'Defined' |
minimum random tip | Qmin | Used when Tip specification is 'Random' |
maximum random tip | Qmax | Used when Tip specification is 'Random The upper bound for the randomly chosen quantity |
refresh delay | D | If not specified then no delay is used and refreshes will be immediate
The ID number of the chosen delay range. The current list can be obtained via the MDFD servers in ITDM (FID -10775) of the Configuration DataMode |
Java API Iceberg Examples:
A Random Iceberg with tips between 2 and 4 million showing each time.
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Overview
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