Welcome Guest, you are in: Login
CTS Futures
Market Data

T4 Desktop
User Guide
Scripting Guide
Release Notes

Mobile and Web
T4 Mobile for Android
T4 Mobile for iOS
T4 Mobile for Browser
T4 WebTrader

T4 Admin Guide

API 4.7 Guide

Original text

Original text


Strategy Editor-Advanced Pricing


    Advanced Pricing Tab

  1. Price Parameters Leg: Leg to use for the strategy's Price Parameters (i.e. TickValue, Numerator, Denominator).

    By default, the strategy automatically uses the price parameters of the first defined leg (i.e. Leg 1).

  2. Price Parameters Method: The method to use to set up Price Parameters (i.e. TickValue, Numerator, Denominator) for the spread market.

    The Auto method indicates that the price parameters will be automatically selected from the defined Price Parameters Leg.

    The Override method allows the manual override of price parameters. The override price parameters are defaulted to -1. If any override price parameter is not modified from -1, the corresponding price parameter from the selected Price Parameters Leg will be used.")

  3. Price Code Disabled: Enables/Disables Price Code conversions for formatting display prices.

    By default, PriceCode is enabled to display prices in traditional form. When disabled for special cases (e.g. yield calculations), the Numerator and Denominator overrides are used to control the price display.")
  4. Include Leg Implied Prices: Whether to include implied prices from leg spreads into the leg outright bid and offer books. Implied prices from an underlying leg market are only included if such leg supports trading implieds.
  5. Sampling Rate: The rate (in milliseconds) at which strategy quotes are built from the quotes of the underlying leg markets. Minimum value = 0 ms. Maximum value = 20 ms. Default value = 0 ms (asynchronous).
  6. Subscription Rate: Subscription rate of depth/trade updates for the strategy legs:

      Values allowed:

      Fast (DepthBuffer.FastTrade)

      Normal (DepthBuffer.SmartTrade).

      Slow (DepthBuffer.SlowTrade).

      Please note that FastTrade can lead to significant CPU requirements under fast markets.

  7. Trade Matching Interval: Maximum time interval (in milliseconds) between adjacent leg trades in order to match a strategy trade. Default: 50 milliseconds. Minimum=1.

    Please note a higher value will result in increased trade matching and more demanding cpu requirements.

  8. Due to Spread Matching: When enabled, strategy trade matching (for charts and asynchronous trades) also includes implied leg trades from spreads. Note that exchange-provided implied leg trade prices may be off market. This may generate noise in charts. Default = Disabled.")

Trade how you want, where you want

support@ctsfutures.com (312) 939 0164

2 Pierce Pl, Suite 200, Itasca, IL 60143

© 2009-2023 Cunningham Trading Systems LLC All rights reserved.