Support Board
Date/Time: Mon, 30 Jun 2025 14:48:01 +0000
Post From: ICEBERG order for synthetic and exchanged traded spreads and SPAN margins
[2021-06-24 07:36:28] |
Good Man - Posts: 5 |
1 I can place iceberg orders on cqg Qtrade,TT and Interactive brokers, so they should be available also through the API you use to interface with them. Iceberg order are basic for professional trading so I it would be fundamental to have them. 2 TT has an autospreader which I have also used in the past, so it should be possible. 3 Cqg can compute the margins correctly, also for non exchange traded spreads, even if legging in. Will you be able to do the same? You need to use the cme span api to computer whatif margins. |