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| StrategyParameterName | StrategyParameterType | TargetStrategy | Comments | Amendable | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TargetStrategy | String | Adaptive | AquaPov | AquaVwap | Float | BenchmarkOrFixing | InternalTracker | Panther | Sliceberg | Twap | - | Y N ( BenchmarkOrFixing) |
FixingSource | String | - | - | - | - | M | - | - | - | - | Allowed Values:
| N |
FixingDate | LocalMktDate, UTCDateOnly | - | - | - | - | M | - | - | - | - | YYYYMMDD | N |
FixingTime | String | - | - | - | - | M | - | - | - | - | HH:MM (on the hour and half-hour) | N |
FixingTimeZone | String | - | - | - | - | M | - | - | - | - | Allowed Values:
| N |
DiscretionPrice | Price | - | - | - | - | - | - | - | O | - | - | Y |
ExecutionStyle | Int | - | - | - | M | - | - | - | - | O | Allowed Values:
| Y |
ShownSize | Qty | - | - | - | - | - | - | - | O | - | - | Y |
TrackingStyle | String | M | M | M | O | O | - | - | O | - | Allowed Values:
| Y |
LiquiditySource | String | O | O | O | O | - | O | O | O | O | Venues:
| Y |
AQUAUrgency | String | - | O | - | - | - | - | - | - | - | Allowed Values:
| Y |
UrgencyDisabled | Char | - | - | O | - | - | - | - | - | - | Allowed Values:
| N |
Speed | String | O | - | - | - | - | - | - | - | - | Allowed Values:
| Y |
WouldLevelType | String | - | - | - | - | - | - | - | - | O | Allowed Values:
| Y |
WouldIfGoodLevel | Price | - | - | - | - | - | - | - | - | O | - | Y |
StopTriggerLevel | Price | - | - | - | - | - | - | - | - | O | - | Y |
FillNow | Boolean | O | O | O | O | O | O | O | O | O | Allowed Values:
| Y - Refer to FillNow Normalisation for more info. |
The table below sets out the standard Order field that may need to be used to further define the algo.
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