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CQG Trader User Guide

1. Show on every fil If you do not want to see this window for future fills clear the Show on every fill check box on the Fill Report window or change Notification preferences You can customize the columns included in Order Display Column preferences Managing Orders with DOMTrader and Order Ticket Page 103 Modifying Working Orders You can change the quantity and price of an order in the same way using both the DOMTrader and the DOM area on the Order Ticket To change the quantity 1 Click the order in the Buy or Sell column 2 Type a new quantity value or click a quantity button 3 ENTER To change the price 1 Click the order in the Buy or Sell column 2 Drag and drop it at a new price 3 If prompted to confirm click OK to apply the change CQG Trader User Guide Page 104 Canceling Working Orders You can cancel orders in the same ways on both the DOMTrader and Order Ticket To cancel an order using drag and drop 1 Select the working order cell 2 Drag the order cell off the window The order is displayed like this 214675 214650 3 Drop the order To cancel an order using right click Right click the working order or stack of working orders to delete them To cancel an order using the keyboard 1 Click the working order 2 Press the delete key To cancel an order or all orders using the cancel buttons The cancel buttons are at the bottom of the trading window e Click X
2. 3 If you are trading in units change Lots to Units if necessary It is only necessary if you are enabled to trade in units and you have not selected the U button Place Order FAN BUYING 500U 1000L EDAUS at 98750 Iceberg Limit DAY Day 2 in UA Trading 070707 Place order n Lots Enter visible ord EIN 100 4 Select the quantity that you want displayed 5 Click Yes You see the total quantity but only the visible quantity is reflected on the book In these images the total quantity is 1000 and the visible quantity is 100 Entering Orders Page 95 Entering DOM Triggered Stop DTS Orders A DTS order is any type of stop order that behaves like a stop order but is not triggered until the bid ask quantity falls below the order s trigger quantity DOM threshold All DTS orders are supported on all exchanges and are fully synthetic Must be enabled for symbol and account To place DTS orders Select a DTS order type from the stop management drop down menu 2 Press and hold the CTRL key The order type icon changes 3 Place your order This confirmation opens Place Order BUYING 20 EPZO at 122250 5 DOM Triggered Stop DAY Day Enter a DOM size threshold order won t be triggered until bidfask quantity Falls below itt Proceed 4 Select the DOM size threshold 5 Click Yes CQG Trader User Guide Page 96 Entering Trailing Limit Orders A trailing limit order t
3. The second tranche is a 15 year fixe 23 3 35 MNS UK 1 25 NOV 2027 IL GILT SOLD AT REA the Gilts plus 250 bps area 23 3 35 N UK DMO SOLD STGEDOMN 2027 IL GILTA E Leads are HSBC Lloyds TSB RBC and 23 3 35 Mus UK DMO SOLD STG600MN 2027 IL GILT ec bo Taane ee 23 3 26 N PORTUGAL Wire running comment from Aa Sn nn Eu EB ph 23 3 26 MNS BULLET PORTUGAL Wire running comm Re 23 3 22 M2k EURO aus ENHIRENE TOAL AG wants t JLAG dept werner S029 Prise taik is 23 3 22 MNS BULLET EURO CDS 1 Deutsche Post AG pps area and the leads are Credit Suisse 23 3 22 MNS BULLET EURO CDS 1 Deutsche Post AG _ On Monday ENI issued its El billio 23 222 Nek EURO CDS 2 The unit s will aim to achie l anuary 2018 The hand has a cmmon afal mn AAA RARI GIN ET FIA SMC es Tha seme urili sima Date 11 23 2010 04 24 Lastly Eurofima is to issue a E60 1 OF ns seg 05 00 OF 00 09 00 11 00 Click the arrow between the story list and story viewer to hide and show the viewer Click the arrow between the story list and story timeline to hide and show the timeline To open news click News on the menu bar and then click News CQG Trader User Guide Page 132 The Story List The story list displays the Dow Jones Market News Thomson Financial Hightower Report Interfax News and N2K Need to Know News in real time The three most recent stories are listed at the top of the story list even as you scroll down to pre
4. Y In order to enter manual fills go to Setup gt Preferences gt Order amp Position Settings and select the Enable Manual Fills check box Click this button to indicate the next order you place is a manual fill Learn how to enter a manual fill Special orders button ER OCO BRET Bracket Mode e OCO A multi part order If one part of the order is executed then all other parts are cancelled e BRKT A type of order places order OPO where filling for example a buy order triggers a sell OCO a profit target order and a stop loss order If one of those orders is filled then the other order is cancelled You must be enabled for these smart order types Learn how to place an OCO order Learn how to place a bracket order Compression button H Symbols HUE NGE RBE HOE PLE and NGH can be compressed which means that ticks can be viewed in a quantity different from the exchange default The default value for compression is five Click the compression button to turn compression on and off Data is aggregated in the opposite direction of the market Bids are aggregated down and asks are aggregated up The daily high price is rounded up and the daily low price is rounded down Actual ticks and not compressed ticks are used for the offset value for stop limit orders Order types are also determined by actual ticks Orders with fixed prices are visible CQG Trader User Guide Page 19 Split M
5. 242K 42565 15M 498K Units Units v Enable trading in units C Program Files x86 COG COG Trader Bin COGTConf View Select this check box to trade in units rather than lots Click the button to locate the xml conversion file you ll be using to define units Click the View button to open the conversion table Note that this button is active only if a valid conversion table is selected and the Enable check box is selected CQG Trader User Guide Page 52 Order Display Columns Order Display Columns JT AWN Select the Order Tab All Order Tabs Working Accounts Summaries QtyU Symbol Order Price Fill Price Type Limit Price E Limit Order Place Time Order Id Unfilled UnfiledU Filled Filled U Status User FCM Acct Name Acct Dur e From the drop down menu select the order tab you want to customize e Select the check boxes for the columns you would like displayed e Unselect the check boxes for the columns you wish to remove Use the Clear button to unselect them all e Use the Move to Top Move Up and Move Down buttons to change the order of the columns Setting Trading Preferences 111 Move to Top Move Up Move Down Clear Page 53 Setting Order Placement Preferences These settings allows to you choose whether to use the DOMTrader or the Order Ticket for order placement which columns and buttons to display on the trading applications and which o
6. 3 ENTER The headlines for that time are displayed in the story list CQG Trader User Guide Page 138 Filtering News Stories COG Trader has provided over two dozen pre set filters for you These filters include Currency Energy Food Financial Grain Metals Shipping and Technical Filters are based on the keywords provided in the news stories Energy Comments Fiber You can also enter your own keywords for headlines in the Show field Your own words are saved at the top of the drop down menu You can remove them by clicking the X Comments Currency Currency Comments Energy Energy Comments Fiber Fiber Forestry Financial Financial Comments All Sources Cow Jones Market News Thomson Financial e The Hightower Rep Interfax Mews News Page 139 To filter by keyword 1 Click the dropdown arrow for the Show filter 2 Click the desired filter Headlines for stories with that keyword are displayed in the story list Keywords are located at the end of stories on the story viewer You can also double click these keywords to filter news stories To filter by custom keywords 1 Type a keyword or keywords in the Show drop down field You can use AND and OR to further define your search 2 Click Enter on your keyboard Headlines for stories with that keyword are displayed in the story list To filter by news source 1 Click the dropdown arrow for the Sources filter Sourc
7. Entering exchange traded spreads Currently CQG Trader supports eCBOT reduced tick spreads only A calendar spread is a simultaneous buy and sell orders for the same commodity with different delivery months Reduced tick spreads are a version of the calendar spread has a smaller minimum tick size movement than that available in other strategies or outright markets The format for reduced tick calendar spreads is lt symbol root gt lt R gt lt strategy leg gap gt lt month gt lt year gt The strategy leg gap 1 2 3 4 5 6 or 12 or by demand Example US 5 Year Treasury Note FVAR1V11 represents FVAV11 FVAX11 Entering currencies The format for cash currencies indices and reports is X lt symbol gt Example X FXEURUSD Euro USA Entering options The format for options on futures is C lt symbol gt lt month code gt lt year gt lt strike price gt for calls and or P lt symbol gt lt month code gt lt year gt lt strike price gt for puts The strike price is 2 5 digits Example C SPZ111500 December 2011 1500 call on the S amp P 500 futures contract An alternate format is C lt symbol gt _ lt month code gt lt year gt lt strike price gt for calls and with P for puts Example C SP_U11 1500 September 2011 1500 call on the S amp P 500 futures contract For at the money for the nearby month type C or P the symbol and For at the money for some other month type C or P the symbol the month the yea
8. OTE amp P L can be displayed as a percentage of the account summary Save this sample xml file to your machine as a way to get started creating your own conversion file Preferences Added three additional notification options Notify when an order hasn t been 10 acknowledged in J Notify when a market order hasn t been 13 5 __ filed in ee Notify when an order hasn t been canceled in 10 Added a second option to fill mode Display strategy fills as strategies in exported fils report About this Document Page 3 Added Key Action Help shortcut keys profiles Trading Preferences COG Updated Related Documents COG Tradable Symbols Symbology for Exchange Traded Strategies COG Order Type Matrix CQG Trader User Guide Page 4 Customer Support Please contact your FCM for account related information such as order status position and risk setup For assistance using CQG Trader please contact CQG customer support Support can be reached by phone from Sunday 2 30 p m CT through Friday 5 00 p m CT These hours also apply to Live Chat United States United Kingdom France Germany Japan Russia Singapore Sydney 1 800 525 1085 44 0 20 7827 8270 33 0 1 74 18 07 81 49 0 69 6677 7558 0 81 0 3 3286 6877 7 495 795 2409 65 6494 4911 61 2 9235 2009 E mail websuptOcgg com 24 hours a day 7 days a week If you have questions about CQG documentation
9. SIZESADDIEVIAU ON SE en ii 67 DOMITader MO GCS ee een er a 68 Trading Units Versus LOLS carne 69 Entering Orders u ae a a a aaa 73 Placing Orders on the Order Ticket aa 74 Placing Orders On the DOMTFSgE Rai 76 Entering Orders Using HeadsUB ccc cece cece cee eeeeeeeeeeeeeeeeeeeeeeeseeeeeaeggaaes 81 Entering Orders with COMMENMS ccccccee cece cece eeeeeseeeeeeeeeeeeeeeeeseeeegnggaaes 82 ENTEROS Wee Orders nenne 84 Entering Manual Flis ida 85 Entering Order Cancels Order OCO OrdeFS ooocccccccccccnnnnaccccnncnnnnnnn cnn 86 Entering Bracket OTTO Sisi ds ido 87 Entering Iceberg Ode been 94 Entering DOM Triggered Stop DTS OrdeFS oocccccccccccccnnnnnncccnccnnnnnnn cnn 95 Entering Trailing Limit Orders occccccccccnnccccnnnnnnnnn cnc 96 Enter ing Bate Orders ii 97 Managing Orders with DOMTrader and Order Ticket uuuauuunuunnnnnnnnnnnnn 99 Identifying Order Type Icons ssssssssssnennnnnnnnnnneeennnnnnnnnnnnnnnnnn nennen nun 99 Viewing Order Status aan 100 FIRE na as 102 Modifying WOrking OA Sii 103 Cancelling Working Orders ac 104 Orders and Reports amina 107 Hiding the Orders and Reports Pane ooocccccccccccccccccccnnnnnnnccnnnn nn nnnnn rr 107 Orders and Reports Components ssssrerrsrrrrerrsrrrrerrrrsrrrrerrrrerrrrerrrrrrrene 108 WOKING WIEN COLINAS Sas 114 EXPONO Data AAA AAA 115 WOKING WIEN UNES ao een 116 Managing Orders and Positions uuuuu
10. please contact the help author About this Document Page 5 COG Trader CQG Trader is a powerful tool for quickly viewing market activity placing orders and managing orders and positions To become a productive CQG Trader user it is recommended that you invest some time in learning and understanding how the tool works This document provides the information you need Please note that the images are examples only and may look different from your system Please note that images are examples only and are meant to demonstrate and expose system behavior They do not represent actual trading situations Viewing Connection Status You can check the status of your system connections at any time Click the CQG Trader icon on the status bar bottom right of your screen Normal 3 Connection status Instrument Metadata at Cm Sere ope js normal Data Server al gg ge is normal Order Routing at isip me app er oo is normal 11 25 58 hh Issues Connection status 136201 Instrument Metadata at eye Meee is unavailable Data Server at Hehe a ogee fen is unavailable Order Routing at 1 je ee ee eee 87 is normal Data Server at nl is unavailable 12 56 30 sk The status closes when you move your mouse away from the message You can set CQG Trader to display the dialog every time the connection status changes CQG Trader User Guide Page 6 Changing Your Password Your password must be between one and thirty two charact
11. purchases amp sales This window displays purchases and sales and a transaction log that tracks cash adjustments for the account Open Positions Purchases amp Sales l Account Summary CQG Trader User Guide Page 113 Reports pane account summary This window displays balances of account related categories Open Positions Purchases amp Sales Account Summary EUR USD Total USD Margin Excess 3 123 123 123 07 we a E mea Ss rts ee T a re a i re e o pS ee A on ee o ee a aa a en Ben ene u So ety vai TT Ea L pna a eo TT B lt u pS Fe Bm m B O eS o ne oo A o u me Se Please note that if you have all accounts selected then accounts are listed vertically and the balances are listed horizontally To show all accounts right click the Accounts pane title bar and then select All Accounts Number Name FCM All Account All Account N Margin Excess Total Margins Value and Total Purchasing Power rows are displayed ifthey are enabled in Notification preferences Depending on those preferences these values can be updated automatically or manually by clicking the Account Summary tab Automatic updates occur only if the Account Summary window is active The values are updated when you switch to the Account window from another window when a fill fill busted or fill cancelled transaction occurs when a day statement environment change occurs w
12. Buys to cancel all buy orders for current symbol for this account e Click X Sells to cancel all sell orders for current symbol for this account e Click X Allto cancel all orders for current symbol for this account e Click X Global to cancel all orders for all accounts Go to Setup gt Preferences gt Display Configuration and select the Enable liquidate and reverse buttons check box to view the cancel buttons Managing Orders with DOMTrader and Order Ticket Page 105 To liquidate multiple positions Click X All Liq All to cancel all orders and liquidate all positions for the current account Go to Setup gt Preferences gt Display Configuration and select the Enable liquidate and reverse buttons check box to view this button CQG Trader User Guide Page 10 7 Orders and Reports The Orders and Reports pane allows you to cancel replace and modify orders as well as view comprehensive order and position data There are three components to the Orders and Reports pane the Working Orders window at the top and the Orders and Reports windows at the bottom Use the tabs to move between the Orders and Reports windows Hiding the Orders and Reports Pane If you would like to display only the trading window and the quote board you can hide the Orders and Reports pane 1 Click View 2 Click View Orders amp Reports to clear the flag Orders Mews Help View Orders amp Reports N Add DOMTrader view View Messages
13. CQG Trader User Guide Page 108 Orders and Reports Components The top of the window the working orders pane stays the same The bottom of the window displays either order information filled parked cancelled and exceptions or reports information open positions purchases and sales and account summary CODGW2 OTE P L 96 278 13 x Show Orders All Symbols OENOZO Unfilled Filled 10 0 Working Orders Status Working Order Price Type Limit Price Limit Order Place Time 214425 LMT 32992000 11 29 20103 24PM SC155G Symbol ENQZO O CXL RPL MKT es Buy 10 Working orders pane lt gt Open Positions Purchases amp Sales Account Summary Date Symbol 4 Long Short Currency Price OTE UPL MYO x IR CLEF1 2 USD 8145 8 820 00 X ER EDAU1 1 USD 99210 250 00 x HR ENQZO 1 USD 214450 5 00 Xx ER EPZO 60 USD 120962 67 850 00 x IR TYAzO 1 USD 125145 609 38 x IR USAZO 1 USD 125050 31 25 Reports pane 15 24 59 You choose whether to view information for all symbols or for a particular symbol based on the symbol in focus on your trading application Show Orders all Symbols O EPZO Select the account or all accounts using the Account Selector Orders and Reports Page 109 Working orders pane This pane displays information for all open orders Select the All Symbols button to see details for orders for all symbols or select a symbol button to s
14. E r kl E la Ey STL adh a DE eee If an order is being placed using drag and drop the order type is determined by whether the price is above or below the market and which column buy or sell the order is dropped into Cancel buttons These buttons below the DOM ladder are used to cancel groups of orders The number of orders that will be canceled is displayed on the button in parentheses Buys Al Lig All Global Sells X Buys cancel all buy orders for current symbol for this account X Sells cancel all sell orders for current symbol for this account X All cancel all orders for current symbol for this account X Global cancel all orders for all accounts X All Lig All cancel all orders and liquidate all positions for the current account Go to Setup gt Preferences gt Display Configuration and select the Enable liquidate and reverse buttons check box to view the cancel buttons To hide the buttons click the arrow button under the buttons DOMTrader Page 29 Size buttons The size buttons at the bottom of the DOMTrader allow you to change the quantity that is used when you place orders The quantity values are set in preferences 1 1 5 10 20 60 100 1 am 5m tom zom som The entry box displays the current order quantity In increment decrement mode e Click a button to add that number of lots to the order size in the entry field For example if the order size is 1 click 5 to chan
15. Er 451 I 127000 604 126310 43 126280 382 126270 739 126260 450 126250 502 126240 577 Ooo A E es ee When you scroll up or down the DOMTrader and your working orders are no longer visible this bar is displayed Click the square to jump to the order Click this square each time you want to jump to the next order that is out of view CQG Trader User Guide Page Al Setting Trading Preferences Preferences include e Order and Position Settings govern order behavior such as whether stops or stop limits should be used as a default what the default visible size value should be for iceberg orders and what the maximum values for order and position size should be to minimize risk e Display Configuration parameters govern if and how elements are displayed on the trading applications quote board and Orders and Reports window e Order Placement settings govern the choice of trading application the display buttons and columns and the enablement of order placement options e Notifications allow you to identify when and how you are notified of events relating to your system and orders To set preferences click Setup and then click Preferences CQG Trader User Guide Page 42 Setting Order amp Position Preferences These settings allow you to select a default stop type set parameters for smart order types establish offset and range select risk parameters identify the quantity for the size b
16. click the check box to clear it If the columns are not in the order you want to see them use the Move to Top Move Up and Move Down keys to move the selected column up or down in the list 7 Click OK Changing the column width Click and drag the border between the column you want to change and either column next to it to resize a column The Orders tab is divided into two sections with a splitter between them so the Working Orders are always visible You can drag the splitter to make the Working Orders list taller or to expand the section below it that contains Filled Parked Canceled and Exception tabs Each of these tabs display the same columns Buy Sell Quantity Qty Symbol Order Price Type Limit Price Limit Place Time Order ID Order Unfilled Status User Sys ID FCM Account Filled Fill Price and Duration When the Orders tab ts visible the notifications are enabled for the non working orders When the Reports tab is selected the notifications are enabled for the report Working Orders always has notifications enabled To sort by a column 1 Click a column heading The sort indicator triangle reflects the current sort order 2 To change the order click the column heading again The sort indicator triangle switches to the opposite direction and the items in the list are re sorted You cannot sort by all columns Orders and Reports Page 115 Exporting data The data in the Orders and Reports p
17. current help topic To save favorite topics ar Favorites ne Click the Favorites button to save the currently displayed help topic to your help favorites list CQG Trader User Guide Page 149 Opening the Keyboard Shortcut List Select Help gt Key Actions to open a quick reference guide for keystroke entry on the DOMTrader Click the Print button to print the list In order to trade using your keyboard go to Setup gt Preferences gt Order Placement and select Enable Keyboard Trading Opening the Tradable Symbols List Select Help gt Symbols List to open the latest list of tradable symbols Account permissions and routing options determine whether your account is able to trade these symbols Check with your FCM to find out what exchanges your account can access and what your account permissions are Opening the About window Choose Help gt About This window contains FCM contact information your user number and the version number and copyright information for CQG Trader CQG Trader User Guide
18. green This is a rare but it happens when there is no instrument state available to allow the application to determine the open high and low so far in the day and a single tick arrives Then that tick is both the new high and the new low so you see the same price underlined in red and green TR AHO 105165 105210 105100 105210 50 Double click a quote board cell to use that symbol on the trading application Viewing Quote Data Page 127 To enter a symbol in the Quote Board 1 2 Click a cell to select it The selected cell is outlined in red Enter the symbol If you are authorized for that symbol and if the symbol is currently trading the information for that symbol is displayed If you are not authorized for a symbol you enter the background color of the symbol turns red and a Message appears telling you that you are not enabled to view that symbol Double click a cell in the Quote Board to change this cell s symbol to match the symbol that is displayed on the active tab in the DOMTrader Pane To rename a Quote Board ie Either double click the current name on the tab or right click the tab and click Rename Tab The current name is highlighted in dark gray Type the new name of the window ENTER The name is saved only if you ENTER after typing it so if you want to cancel the change click anywhere else on the window to exit the edit mode The maximum length of the name is 150 characters CQG
19. have the ability to place sweep orders on the DOMTrader This feature allows traders to place an order with a quantity totaling the aggregated depth quantity Go to Setup gt Preferences gt Order Placement gt Order Placement Methods to enable sweep orders To place a sweep order 1 Click a quantity in the DOM column and drag it to the appropriate order column Before you release the mouse button the order quantity and price are displayed like this Oo 119650 a a es gt 119600 1 ee w 119575 113550 ine 119500 og 6521194787416 119450 93 DR 1129495 ___ Note that the quantity is equal to the aggregate bid or ask depth 662 116 206 115 149 76 The quantity continues to update as long as you do not release the mouse button 2 Release the mouse button The order appears in the order column Entering Orders Page 85 Entering Manual Fills l 2 m S Click the Manual Fills button EN It turns orange like this E Enter an order The Add Manual Fill window opens populated with the order details han Manual Fill Account UA Trading WW 070707 v Action Quantity Symbol Price Currency Bought y 25 Lots y EDAUS y 98755 USD Fill Time 6 8 2012 Jv 12 31 25PM lt Verify that the side quantity symbol and price are accurate If you are trading in units select Units Action Quantity Bought 25 Enter the fi
20. in DOM ladder below best bid and the price above the best ask ir Compress to hide market gap price rows are hidden if they are between the best bid and best ask Compress to hide empty prices price rows are hidden if they are between rows with DOM values All bids and asks are displayed without gaps E E This tool is displayed by default To remove it go to Trading Preferences gt Order Placement gt Enable Split Market tool Expand button onl Ol role a en If the DOMTrader is sized so that not all of the buttons are visible an expand button appears on the right side Clicking this button displays the hidden components To display the hidden component s click it then click the DOMTrader to the left of the expand button The hidden component replaces one of the other components To see all components resize your DOMTrader Buy and sell buttons One of the ways to place a market order is by clicking the Buy and Sell Market order buttons at the top of the DOMTrader Buy 1 vs of Sell 1 Go to Setup gt Preferences gt Order Placement and select the Buy Sell Market buttons check box to view the buy and Sell buttons CQG Trader User Guide Page 28 Order type indicator If fast click mode is selected in preferences the order type button is displayed between the buy and sell buttons The button displays the applicable limit or stop icon depending on the settings for the current symbol such as
21. message asking you to correct the errors In that case trading in units for all commodities is disabled and previous conversion information is cleared from the Unit Sizes window e If the xml file has empty commodity names you receive a message asking you to correct the errors e If the xml file has invalid ratio values you receive a message asking you to correct the errors In that case trading in units for these commodities is disabled e f commodities are duplicated then the first in the list is used and you receive a message with a list of duplicated commodities e If commodity names are invalid for example containing more than a prefix and symbol you are notified of the invalid names In the case of an error the field is highlighted in red E Preview Unit Sizes o Save this sample xml file to your machine as a way to get started creating your own conversion file CQG Trader User Guide Page 72 Viewing Unit Size Data The data in the conversion file can be reviewed on the Unit Sizes window To open the window click View on the Application_Name toolbar and then click View Unit Sizes Please note that this image is only an example of the type of data you ll see The Commodity column displays the commodity name or the commodity name with instrument prefixes Unit sizes are sorted by commodity name Futures are displayed without a prefix while all other commodity types
22. modified accordingly Main legs that are rejected cancelled or expire result in the same action on the profit and loss legs If you cancel the target profit order then the stop order is cancelled and vice versa The profit and loss legs of the order are displayed on the Parked window until the main leg is filled or partially filled If the main leg is partially filled then the profit and loss legs are placed with the quantity of the partial fill The open quantity becomes a new OPO with a new OCO profit and loss leg Once a working is filled or partially filled then two orders are triggered on the other side of the market one is stop order and one is a limit order The limit order indicates the profit you want to make and the stop order indicates the loss you are willing to take Once on those orders is filled the other is cancelled CQG Trader User Guide Page 94 Entering ceberg Orders An iceberg order is a limit day or GTC order that has both a total quantity and a display quantity that is shown publicly on the order book Only some exchanges support these orders In order to trade iceberg orders you must be enabled for symbol and account To place iceberg orders 1 Select ICBG from the duration drop down menu The order type icon changes 2 Place your order This confirmation opens Place Order h BUYING 1000 EDAUS at 98745 Iceberg Limit DAY Day in UA Trading 1 070707 Enter visible order s ze
23. size a des sad Ha i palace oa Lane E Dark Gray theme ple o he dt tr Cin OM fr pa m q _ AAA _ _ __ AOAAMMMMMMINA E Dark Eh fe Show Filter search bar ark theme en IN W Show story pane a a agg pk d a pridal N ri m ven te w Show timeline BE en HE de BR ee en ae BEREIT TEE He BE Fer Hi el e de as ee m p EI a Pa Lat e Show default keywords in Filter 7 Highlight search words Les e Choose one of four color themes e Choose whether headlines should be displayed in different size fonts or all the same font size e Select the font size to use Small Medium or Large e Choose whether to display the filter and search bar the story pane and the timeline e Choose whether you want the default keywords displayed in the filter If so the Show menu looks like this Show all news Comments Currency Currency Comments Eastern Europe Energy Energy Comments Fiber Fiber Forestry Financial Keywords e Choose whether you want search words to be highlighted in the results Click Apply to save your changes and keep the preferences window open Click OK to save your changes and close the preferences window CQG Trader User Guide Page 136 Issues with foreign language characters If foreign language characters are not being displayed properly you may need to change your computer settings Go to the Control Panel and select Regional and Language Options O
24. the mode your DOMTrader is in before you place an order as it affects how an order is filled To place orders When DOMTrader is in Market mode the cursor moves up or down as the market moves up and down in a liquid market If you were to press the right or left arrow to place an order that order would be a market order If you click a price in the price column the DOMTrader shifts to Place Order mode If you were to press the right or left arrow to place an order that order would be a limit or stop order To move from order to order If you press CTRL the DOMTrader shifts to Browse Order mode Notice that the cells with orders are highlighted Use the up and down arrows to move from one working order to the next Press the space bar to see order details To close the order details window move the Mouse To modify orders In Browse Order mode you can modify the price and quantity To change the quantity type a new quantity and ENTER To change the price move the order up or down the ladder using the arrow buttons then ENTER In this image we are changing both the quantity and price Modify Order Modifying order From SELLING 100 EPZ at 120075 Limit DAY Day bo SELLING 1 EPZO at 120050 Limit DAY Day Proceed Getting Started Page 69 Trading Units Versus Lots Trading in units is similar to trading in lots The difference is that you can place large orders in lots as one order in units For ex
25. watermarks have brackets around them Puy 5 Jeep Sel 5 SE BUYING 50 EPU2 at 131500 Limit DAY Day in UA Trading P 4 070707 Target Order s fick a stop Loss Order 5 tick Proceed CQG Trader User Guide Page 91 3 If you are trading in units change Lots to Units if necessary It is only necessary if you are enabled to trade in units and you have not selected the U button Place Order BUYING 25U 50L EDAUS at 93730 Limit DAY Day in SIMMichelleSim All PLs Simulator PSMichelle Place order in Lots Lots W Target orde EHRE 8 tick LMT 2 W Stop Loss Order 5 tick STP 4 Select ticks or currency for the target order s profit measurement with corresponding values Select LMT ICBG or TLMT for the target order s type Select the stop type for the Stop Loss In our example once the buy order is filled two stop orders are triggered one at an 8 tick profit target order and one at a 5 tick loss stop loss order 7 Click the Place Bracket button The order looks like this in the Orders and Reports window Working Orders BS Qty Symbol Order Price Type Li CEL RPL MKT amp Buy 10 EPZO 116275 LMT o CQG Trader User Guide Page 93 To modify and cancel bracket orders Modify and cancel bracket orders as you would for any orders on the DOMTrader or Order Ticket If you modify the main order price or quantity then the profit and loss orders are
26. 2 DOMTrader Components Some of the DOMTrader components are optional and are displayed based on the preferences you have set up To check or change those preferences click Setup on the menu bar click Preferences and go to the Order Placement tab Title bar The DOMTrader title bar displays the symbol and account number 6707 EPZO Learn how to change accounts Symbol tabs The DOMTrader has a maximum of four tabs so that you can monitor and trade more than one symbol on a single DOMTrader The tabs are color coded Red burgundy tab short Green tab long Black tab working order with no position A thermometer representing the current market standing of the symbol as well as the symbol are displayed on each tab The thermometer is a graphic indicator of the current market standing relative to its opening high and low prices It shows the High to Last Red Low to Last green and Open yellow triangle for that symbol for the current day The close or last price is indicated by the change of color from red to green If the thermometer displays all yellow then data is either unavailable or incomplete Net change is displayed to the right of the tabs To add a symbol to a tab With fewer than four tabs in use the next tab is blank 1 Click the blank tab The tab displays the symbol of the previous tab 2 Start typing a symbol This field is displayed e Symbol EP ba 3 When you have finishe
27. COGis4 CQG Trader User Guide October 5 2012 Software version 4 4 R3 2012 CQG Inc Table of Contents ABOUE this Document aan 1 What s New in this Release 222222ss22nnnnnnnnnnnnnnnnnnnnnnnnnnnnnn nun nn 2 Related DOCUMENTS 3 CUStOo Mer SUD DOM 2 ee seine eines 4 COG Trader anne 5 Viewing Connection Status asian 5 CHangino OU PASS WO diia adds 6 COG Trader AP ae a 6 COG Trader Window ComponentsS 222ssssssssnnnnennnnnnnnnnneennnnnnnnnnnnnnnn nennen 7 Order Ticket sen 9 AQUINO aly Order TIcKel carnada SA 9 Order Ticket Components na ib 10 Resizing Window Elements cccce cece cece cence eee eeeeeeeeeeseeeeeeeeeeeeeeeeeeesegggeengs 20 DOMT ad AR ae ne een 21 AGING lt a4DOM TAGS ia ernste 21 DOMTrader Components eu ist 22 The DOMTrader Ladder ie 30 Setting Trading Preferences svsisincasrannani annaia aaeain sinih 41 Setting Order amp Position Preferences cc cece cece cece cess eeeeeeeeseeeeeeeeeeeeeneeeeas 42 Setting Display Configuration Preferences ccc cece ccececeeeeeeeeeeeeeeeeeeeeneeags 47 Setting Order Placement Preferences ccc cece cece eee eeeeeeeeeeeeeeeeeeeeeeeeeneeaas 53 Setting Notification Preferences iia 56 USIMO Key Action Helper 59 Getting Started 61 Entering Symbols in COG Trader 22222220000 00nnennnnnnnnnnn nen nun nennen nnnnnnnnn 62 SEIECEHNG AN Account nern E tee 64 order Types and DUFACION Sir ee ee aus sd 65
28. Function Buttons Buy Sell Market buttons Inside Market buttons 2 Limit orders Trailing limit order Quantity buttons Cancel buttons Liquidate button s Buy s button A Sells button x All button 2 Global button Setting Trading Preferences Order Ticket Function Buttons Inside Market buttons Price Entry Order Special Properties Keyboard order entry Cancel buttons Liquidate button 2 Buys button x Sells button x All button 4 Global button Quantity Entry 2 Entry Field only Buttons and Entry Field Page 55 DOMTrader Order Placement Methods Order Placement Methods Enable Fast Click Enable Keyboard Trading Enable Sweep Mode Select or unselect the check boxes to enable Fast Click keyboard trading and sweep mode Order Ticket Font Size User Interface Font Size O Small Medium Large Select Small Medium or Large font size CQG Trader User Guide Page 56 Setting Notification Preferences These settings allow you to control whether and how you are notified of connection issues and order related actions fills acknowledgements rejects You can also set specialized notifications such as warning of potential cross trades warning of actions that apply to multiple orders and positions and prompting for order cancellation when you log off Connection Status Connection Status Warn on order action when Order Routing is slow Select this check box to be notified when order rout
29. O The first leg is an order with any regular order type main leg The second leg has two legs The first leg is a limit or iceberg target order profit leg and the second leg is a stop order loss leg Filling or partially filling the main leg triggers an OCO of the second leg which has two legs itself a profit leg and a stop loss leg If one of those orders is filled then the other order is cancelled The main order cannot be an OCO but bracket orders can be legs of an OCO For example you place a buy bracket order for the E Mini S amp P 500 at 1450 00 You confirm that you want to make an 8 tick profit and suffer no more than a 5 tick loss Once the buy order is filled or partially filled a limit offer to sell at 1452 00 and a stop loss order at 1448 75 are placed If one of those orders is filled then the other order is automatically cancelled Bracket orders are active only when you are logged on to trade When you log off you receive a confirmation message based on your preferences alerting you that you have active bracket orders and giving you a chance to cancel those orders If you do not cancel the orders then the main order is treated as a regular order and the profit and loss legs are cancelled Must be enabled for symbol and account CQG Trader User Guide Page 89 To place a bracket order 1 Click the Special Orders button drop down arrow and select BRKT Bracket Mode like this Notice that order buttons and
30. TAHO Oj 117270 118120 116087 1082487 H 118015 118230 116125 105302 L 11 110 11 230 115287 108240 L 11 310 amp 116097 4 108290 Y A 55 42 7 TUAMIO 106110 106110 106110 106110 ENOMIO 17 4079 1 8500 155175 Page 125 The Quote Board pages identified by tabs display the open O high H low L last L net change A and total traded volume based on quote display preferences for the current trading session For our purposes we will refer to each tab or page as a quote board Net change yesterday s settlement yesterday s settlement If yesterday s settlement is unavailable then yesterday s close is used If market data is unavailable then net change is empty The green arrow indicates that the last price traded was higher than the previous price The red arrow indicates that the last price traded was lower than the previous price If there was no change no arrow is displayed Green text indicates positive net change while red text indicates negative net change Black text indicates a net change of zero or unavailable data ENGO 219125 219125 219673 Black text can also indicate that the instrument is not enabled for real time data CQG Trader User Guide Page 126 Iftrading has ended a checkmark is displayed next to the Settlement Price Red and green underlines indicate new low and new high respectively In some instances a price is underlined in both red and a
31. Trader User Guide To add a Quote Board Click the button on the next available tab fal Quote Board Fast EN in o When the number of tabs exceeds the space on the screen the right most tab displays a down arrow Click that arrow to open the menu to add a new tab You can also use this menu to quickly jump to another quote board Quotes 11 Quotes 12 Quotes 13 137 Add New Tab fa Quotes 1 gt Quotes 2 Quotes 3 Quotes Quotes 5 Quotes 6 Quotes 7 Quotes 5 Quotes 9 Quotes 10 Quotes 11 Quotes 14 Quotes 13 You can add up to fifty quote boards Page 129 CQG Trader User Guide Page 130 To remove a Quote Board Right click the tab for the quote board you want to close Click Close Tab If the page contains quote data you are prompted to confirm the action Close tab P Are vou sure vou want to close this page Quote page setup will be lost W T J To copy a Quote Board 1 Right click the tab for the quote board you want to copy 2 Click Replicate Tab The window is added to the far right of the quote board area The window contains all of the quote data from the original quote board To move a quote board Click the tab of the quote board you want to move and drag it to its new location fl Quote Board Quotes 1 Quotes 2 Quotes 3 Quotes 4 Quotes 5 Quotes 6 Quotes Quotes E Quotes i EM TO fl Quote Board Qu
32. ample lt unit commodity F EP lotsInUnit 10 gt In this case placing an order for 1 unit is the same as placing an order for ten lots To trade in units you first need to enable units trading and upload an xml conversion file Please note that unit trading must be enabled and the conversion file must be valid in order for unit trading components to be active on order entry and management windows CQG Trader User Guide Page 1 Formatting Conversion Files The conversion file that maps units to commodities should be formatted in this way lt xml version 1 0 encoding utf 8 7 gt lt units gt lt unit commodity string commodity name 1 lotsInUnit integer number gt lt unit commodity string commodity name N lotsInUnit integer number gt lt units gt unit commodity commodity name with an optional instrument prefix lotsInUnit number of lots in single unit between 1 and 2 147 483 647 If only one type of option is defined in the conversion file the opposite type is added automatically and given the same value For example if the file defines only C EP with rate 10 P EP with rate 10 is added Otherwise each conversion rate is independent Possible error types e If the xml file is not accessible you receive a message stating that file access is denied or the file is not found In that case trading in units for all commodities is disabled e If the xml file has an invalid XML structure you receive a
33. ane can be exported to another application for example to Microsoft Excel using standard Windows cut and paste functionality CQG Trader User Guide Page 116 Working with Units If you are trading with units then QtyU UnfilledU and FilledU columns are added to the orders pane These columns display the size of the order in units according to the specified conversion rate You can remove these columns in Order Display Column preferences On the working orders window you can edit the order size in column QtyU Information about orders includes units All accounts Working O i Buy 12 5U 25L EDAUS at 98710 LMT DAY ORDER ID 5C11_42 Order 682014146 Ticket 3A2F 40E40D7724E209DC SysID 0 UserID FCM Account MA Status Working Transaction History 6 7 2012 11 21 29 803 AM ID 4512212245 InTransit 6 7 2012 11 21 29 867 AM ID 4512212247 Working Two columns LongU and ShortU are added to the Open Positions and Purchases amp Sales windows Orders and Reports Page 117 Managing Orders and Positions In addition to using the trading applications to manage orders you can also use the Orders and Reports window to modify and cancel orders CQG Trader User Guide Page 113 Modifying and Canceling Orders The Orders and Reports window provides all of the functionality you need to fully manage your orders and positions On the Working Orders window you can cancel an order change an
34. arket tool Click this button to move from no compression to maximum compression Right click to move the other way There are four compression modes No compression default Compress to hide gap but show nearest best bid and ask prices price rows are hidden if they are between the price in DOM ladder below best bid and the price above the best ask Compress to hide market gap price rows are hidden if they are between the best bid and best ask Compress to hide empty prices price rows are hidden if they are between rows with DOM values All bids and asks are displayed without gaps This tool is displayed by default To remove it go to Trading Preferences gt Order Placement gt Enable Split Market tool Cancel buttons These buttons below the DOMTrader grid are used to cancel groups of orders The number of orders that will be canceled by each button is displayed on the button in parentheses x Buyst x Sells 1 x All x Globalfd x All Lig All e X Buys cancel all buy orders for current symbol for this account e X Sells cancel all sell orders for current symbol for this account e X All cancel all orders for current symbol for this account e X Global cancel all orders for all accounts e X All Liq All cancel all orders and liquidate all positions for the current account Go to Setup gt Preferences gt Display Configuration and select Enable liquidate and reverse buttons to view the cancel but
35. available A maximum of 200 results are returned Dow Jones Search Codes can be added also For more information about Dow Jones Search Codes go to http www djnewswires com Please note that search codes can be used in this advanced view only CQG Trader User Guide Page 142 Viewing Search Results The stories that match your search criteria are listed on the right side of the window A maximum of 200 results are displayed H News Search Results 122 6 month bill Ed Find news that meets ECN Y Dom ones 82 O O I Search heschnes or Group results by oat O Category DJ US Stocks Remain Under Pressure On Tepid Earnings Outlooks 10 22 00 Sort results within group by O Mame METE Date Time 2 Market News 3 C Source BULLET US TYSYSTOCKS US Tsys gain Further still as US up gt 11 38 00 US Overnight RP OIN GIC Loose Most Other Tsys Tight Och 22 gt 07 22 00 Thomson Financial 37 ll Dow drops 250 on earnings woes recession Fears 10 16 00 Dew drops 250 in ery trading on earings woes mra f Stocks Fall as investors weigh corporate Forecasts 09 10 00 Double click the headline to read the story It opens in another window To group and sort search results By default stories are grouped by news sources Click Category to sort by the first keyword listed in the story Click No Grouping to list all of the stories based on the sort parameter you select Once you have selected the grouping y
36. because the order is at 150 below market 4 Click Yes Entering Orders Page 97 Entering Batch Orders The Batch Entry function allows you to create a text file on your computer containing one or more orders When you upload the file each order is verified and entered into our system as a parked order You can upload a maximum of 1000 orders per submission If your file contains more than 1000 lines the file is rejected You can create the order file using a text editor or any software word processor spreadsheet etc that save in plain text format Batch file formatting requirements Each order must appear on a separate line in the file A line consists of the following fields which are separated by a comma Account buy sell quantity contract call put strike new offset orderttype pricel price 2 duration gtd date Fields enclosed in square brackets are optional except that for options orders the Call Put Strike Price and New Offset fields are required Price 1 represents the Stop price for STP or STPLMT orders Limit Price for LMT orders Price 2 represents the Limit price for STPLMT orders If not specified duration defaults to Day Other valid duration values are GTC and GTD GTD orders may be specified in either mm dd yyyy format or in dd MON yyyy format Fields are not case sensitive for example mkt is the same as MKT Batch Order Fields The Buy Sell value can be B Buy S or S
37. buy stop order press the 3 left arrow key Price must be greater than market price E To place a sell stop order press the E right arrow key Price must be less than market price Alt To place a buy best offer order press E 3 ALT left arrow key Alt To place a sell best offer order press E 8 ALT right arrow key CTRL toggles between the stop and stop limit order types A DOM Triggered Stop Limit becomes a DOM Triggered Stop a Trailing Stop becomes a Trailing Stop limit etc Here the current order type is assumed to be stop Ctrl E To place a buy stop limit order press E 8 CTRL left arrow key Price must be greater than market price Ctrl To place a sell stop limit order press E CTRL right arrow key Price must be less than market price 1 The price associated with the order placed does not necessarily correspond to the best bid or ask position at the time of action as the market and DOM data may change before the exchange receives the order Entering Orders Page 9 Quick reference DOMTrader order entry limit sell stop limit buy best offer sell best offer left arrow J right arrow 3 left arrow J right arrow 3 left arrow J right arrow J CTRL left arrow CTRL right arrow ALT left arrow ALT right arrow Click buy market button Click sell market button Select price less than or equal to market and drag and drop it
38. ck View gt View Messages The Messages window is displayed 2 Click a message in the list to display it in the bottom pane You can view messages that were not expired at the time you logged on and which have not been deleted during the current session Messages that have not been read yet appear in the index in bold text Deleting messages The message viewing screen not the message list displays a Delete button you can use to delete the current message You can only delete one message at a time 1 Display the message in the message viewing screen 2 Click the Delete button The message view screen closes and the message is removed from the Message list Once deleted the message are no longer accessible Messages Page 145 Exchange Connections Exchanges may have different trade routing practices LIFFE eCBOT Pre Open Market Orders If you place a market order in pre open then the market order is converted to a market on open MOO order Spread MOO orders are rejected When the market opens MOO orders are filled at the open price The exchange converts them to limit day orders with the price equal to open price The messenger cancels the market order and places a limit order Stop Orders How orders are submitted to the exchange MKT STOP orders are submitted as market stop orders with LIFFE order price equal to the trigger price LMT DAY STOP orders are submitted as stop orders with the order price equal to either
39. ck the position details to reverse or liquidate the position Lils4m116971 oo nes O0 Liquidate This Position x Reverse This Position CQG Trader User Guide Page 12 DOM area This area resembles the DOMTrader B o 119800 09 er os 2520 OS B os 55 ee NN ow 2 119700 2937 te lo os 2 119600 55 45 119575 1504 119500 1959 119475 1885 119450 1790 On the Order Ticket however you must use the buy and sell buttons to place orders you cannot drag and drop a price Order Ticket Page 13 Buy and sell buttons Click one of these buttons to place an order Buttons are labeled with order details Sell 1 117850 DTSTP DAY Buy 1 117850 LMT DAY K Sell 1 605 offer 117900 Buy 1 725 Bid 117075 Order entry field This field allows you to enter orders using your keyboard including comments Enable order comments in Display Configuration preferences CQG Trader User Guide Page 14 Size buttons The size buttons at the bottom of the Order Ticket allow you to change the quantity that is used when you place orders The quantity values are set in preferences Lt EEEIEI The entry box displays the current order quantity In increment decrement mode e Click a button to add that number of lots to the order size in the entry field For example if the order size is 1 click 5 to change that size to 6 e Right click a button to subtract that number of lots fr
40. d typing the symbol ENTER The tab displays the symbol DOMTrader Page 23 To change the symbol on a tab 1 Click the tab 2 Start typing the symbol This field is displayed a Symbol EP s A 3 When you have finished typing the symbol ENTER The tab name is changed To remove a tab 1 Right click the tab you want to remove 2 Click Close tab Current working order position and OTE DOMTrader displays the current position and Open Trade Equity OTE or OTE PL closed profits and losses for the day for the selected symbol and account just below the tabs If there is no position for this account the display states No position To the left of the position is the number of working buy orders On the right of the OTE is the number of working sell orders 5 working buy lots long profit no working sell lots 5 L1009 119050 479 050 00 No working buy lots short profit 1 working sell lot TE 1143 212457 47 350 00 Right click the position details to reverse or liquidate the position nz Hill Liquidate This Position I Reverse This Position CQG Trader User Guide Page 24 Order duration menu ICBG DAY ITB GTC DAY GTC good till cancelled FAK fill and kill FOK fill or kill and ICBG iceberg are the order duration options that you can choose on this DOMTrader menu DAY is the default If a DAY order ts unfilled at the close of the trading session it is automatically ca
41. der or the Order Ticket depending on your settings is displayed on the left side of the window Both allow you to monitor current market activity and place orders quickly and easily Viewing quote data The Quote Board at the top right of the window allows you to monitor data such as open close and last prices Managing orders and positions Orders and Reports on the bottom right of the window allows you to track order activity and positions for all the accounts that are available to the trader logged on Located at the top of the CQG Trader window the menu bar provides access to Setup View Orders News and Help functions You can also right click the Quote Board title bar to access these options The Setup menu has options for changing your password and setting order and position display order placement and notification preferences The View menu has options for displaying the Orders amp Reports pane adding a DOMTrader or an Order Ticket to your display and opening the Messages window The Orders menu is used to access batch order entry The News menu provides access to the News window and preferences The Help menu has options for opening the About window online help a tradable symbols list a key actions list keyboard shortcuts and the CQG Trader API webpage All of these components are described in this document CQG Trader User Guide Page 9 Order Ticket The Order Ticket is an order entry application
42. displayed 3 Release the mouse button The order is placed CQG Trader User Guide Page 82 Entering Orders with Comments You can add a comment to an order when you enter the order using keyboard order entry on the Order Ticket or when you confirm the order Go to Setup gt Preferences gt Display Configuration and select Enable order comments To add a comment with keyboard order entry Type after the order followed by the comment text like these 070707 b 3 ep 126200 call customer when filled 070707 s 5 eng 1867241 customer called at12 24 070707 b 10 ep 125450 stplti based on tradesystemi Notice the comment on the working order information Working Orders B S Oty Symbol Orde nr Buy 3EPZO at 119575 LMT DAY ORDER ID 5210664101 Order 327680003 Ticket 161100911 S 5ID O UserID stas FCM Ref Account DaWz Status Working Fl Comment Call customer when Filled 11 24 2010 2 28 13 197 PM ID 1225284694 InTransit 11 24 2010 2 28 13 283 PM ID 1225284696 Working Entering Orders Page 83 To add a comment on the order confirmation window In order to enter comments on this window notifications Must be turned on in preferences Place Order P BUYING 1 EPZO at 117825 Limit DAY Day ne in GWZ DGWZ Proceed Provide order comment 1 Type your comment 2 Click Yes CQG Trader User Guide Page 84 Entering Sweep Orders You
43. e exchange s order book For a buy order as the best bid offer trade depending on your settings moves up your order moves up with it based on the trailing offset When the best bid trade offer trade moves down your order holds When the best bid offer trade matches your order price the order executes Trailing stop and stop limit orders adjust their trigger price in concert to the direction of the market on a tick by tick basis initially trailing the market with the same distance to the market price when the order is first placed The trigger price of a trailing sell stop order automatically steps higher with the market for each up tick but does not step lower You must be enabled for these smart order types Manual fills button You have the ability to enter fills manually for those trades that did not occur through CQG Trader to be reconciled against the statement All electronic and pit contracts can be entered Once the statement for the day is received the manual fills are reconciled against the statement and then permanently removed Click this button to indicate the next order you place is a manual fill AN In order to enter manual fills go to Setup gt Preferences gt Order amp Position Settings and select the Enable Manual Fills check box Learn how to enter a manual fill CQG Trader User Guide Page 26 Special orders button The Special Orders menu provides options for order cancels order and bracket order t
44. e Data a Entering Orders Modifying and Canceling Orders Orders and Positions amp Viewing Messages a Exchange Connections Accessing Help Click the book to expand and collapse a section Click a title to display the topic The Back button displays the previous topic in help This may not be the last topic you viewed To return to the topic you last viewed use the Back arrow on your browser toolbar The Forward button displays the next topic in help Getting Help Page 147 To search help e LL Contents Search Er Favorites ay Search for Highlight search hits Placing Order Cancels Order OCO Orders To combine existing orders into a single OCO To create an OCO if you have only one open order Modifying and Canceling Orders Placing Bracket Orders Special Orders button Order Ticket Special Orders button DOMTrader Order Types Supported Working orders pane To modify and cancel bracket orders Entering Orders Type the word or phrase to search for and then press Enter or click Go The Search pane displays a list of all the topics in your Help system that contain the word or phrase you entered If you search for multiple words the search finds Help topics that contain all the words you entered When you click one of the items found by the search each occurrence of the term or terms you searched for appears highlighted in the topic To print help topics Click the Print button to print the
45. e ability to enter manual fills Select the second check box to group strategy leg fills as strategies in the fills report otherwise the report displays fills by leg Quantity Entry Behavior Quantity Entry Behavior Y Replacement Increment Decrement Choose whether order quantity buttons when clicked should replace the existing quantities or increment and decrement the existing quantities Setting Trading Preferences Page 4 7 Setting Display Configuration Preferences These settings allow you to choose which data buttons and columns are included in trading application and Orders and Positions windows Order Placement Display Order Placement Display Buy to the Left Buy to the Right Y Display open trade equity Open Trade Equity OTE OTE amp P L Highlight digits in price scale Enter the number of digits to highlight 3 Buy column placement Select whether you want to display the buy column to the right or the left default Display open trade equity Select this check box to display OTE then select either only OTE or OTE P L Highlight digits in price scale Choose whether to highlight a certain number of digits in the price and then decide how many This image shows three highlighted digits 119525 119500 119475 119450 119425 119400 119375 Orders and Positions Settings Orders and Positions Settings Display OTE MVOin USD v Interval for sorting by OTE column 10 seconds Y Displa
46. ee details for orders that a particular symbol Working Orders Show Orders all Symbols EPH ARSS i i ns _ Dur Limit B S Qty Symbol Order Price FillPrice Type Limit Price Order ID Place Time E CXL RPL es DAY Sell 20 EPH 143400 LMT 11793064 1112 2007 2 45 AM 4 i CAL ERPL E es 01 26 07 Buy 1 NOGA F 6370 LMT 11788466 11212007 8 19 AM gt To cancel an order To replace an order To create an OCO To combine orders into an OCO Orders pane filled orders This window displays information for orders that have been filled Filled Parked Cancelled Exceptions B S Oty Symbol Order Price Fill Price Type Limit Price Order ID Place Time Order Unfilled Fi eur L 4 a ee Dr Bee ee 1 SSS ee ee ee A a Buy 1 MaMa 51900 51900 LMT 11788302 1 12 2007 8 18 AM Scoat 0 EA Pa MT o e E E 0 Buy 1 EPH 143350 143350 LMT 11782603 111212007 7 50 AM SC5O0 2 0 gt CQG Trader User Guide Page 110 Orders pane parked orders This window displays all orders that have been successfully committed and have not been activated for execution Filled HN Z Cancelled Exceptions hr B S Qty TE Symbol Order Price _ Price Type Limit Price Order ID Par
47. elected on the stop management menu then an offset field is displayed Either type the offset or use the and buttons to select the value Trailing management menu Trade trailing limits or stops using this menu Trailing Limit Trailing Stop Trailing Limit amp Trailing Stop Trailing limit orders track the market and automatically adjust the price level position in the exchange s order book For a buy order as the best bid offer trade depending on your settings moves up your order moves up with it based on the trailing offset When the best bid trade offer trade moves down your order holds When the best bid offer trade matches your order price the order executes Trailing stop orders adjust their trigger price in concert to the direction of the market on a tick by tick basis initially trailing the market with the same distance to the market price when the order is first placed The trigger price of a trailing sell stop order automatically steps higher with the market for each up tick but does not step lower You must be enabled for these smart order types Order Ticket Page 1 7 Manual fills button You have the ability to enter fills manually for those trades that did not occur through CQG Trader to be reconciled against the statement All electronic and pit contracts can be entered Once the statement for the day is received the manual fills are reconciled against the statement and then permanently removed
48. ell Contract is the contract code and month year for example USZ1 Call Put Strike New Offset are required for options orders e Call Put is the Call Put indicator c for a call option p for a Put option e Strike is the Strike Price for the option e New Offset is the new offset value n for New o for offset OrderType is MKT LMT STP or STPLMT Price 1 and Price 2 are not present for all order types Price 1 is the Stop Price for STP and STPLmt orders or the Limit Price for LMT orders Price 2 is the Limit Price for STPLMT orders Price 1 and Price2 must be in the correct price format for the given contract Price formats vary by contract In any order entry window the price format is described in the quote window below the close bid ask and last prices For example C CBT Corn is shown with the last digit as quarters expressed in eighths i e 0 2 4 6 CQG Trader User Guide Page 98 To create a batch order file For format instructions click Orders on the menu bar then Batch Order Entry 1 Enter the orders into the file separating fields with commas 2 Save the file as Text Files txt To upload a batch file of orders ES E Batch Orders Entry Enter the path and name of the plain text File containing the orders vou would like bo upload From your computer and then press Submit File name St Batch Orders O70707 txt Show Format Instructions 2 of 2 orders are correct W Show correct
49. ers and may include letters numbers 1 ee gt and spaces Passwords are case sensitive Choose Setup gt Change Password The Password Change window is displayed Enter your old password Enter your new password Enter the new password again Click Change If you click Cancel your password is not changed CQG Trader API The CQG Trader API allows you to connect to CQG Trader using a COM interface Once connected you have access to trade data such as accounts quotes and orders and positions You can use the API in two ways e API only Add CQG Trader functionality to your front end In this case you log on to CQG Trader programmatically and then use the API defined interfaces and methods to collect and work with CQG Trader data e CQG Trader API Incorporate your proprietary code using the CQG Trader front end to expand existing CQG Trader functionality In this case you log on to CQG Trader as usual turn on access to the API and start your program or script that uses the API To turn on the API right click the Quote Board title bar click API then click Enable API For more information please go to the API website or view the samples and help files CQGTrader_Com_API zip at ftp QpenAPI k rxERRdigxQ ftp cqg com CQGT 20API The API requires an enablement CQG Trader Page CQG Trader Window Components The CQG Trader window is divided into three panes for Entering orders Either the DOMTra
50. es that are checked are included in the headlines 2 Click the source to remove the check and the source is removed The All Sources check has to be removed before you can remove individual sources 3 Click anywhere outside of the Sources menu to close it CQG Trader User Guide Page 140 Searching for News Stories Enter your search criteria and then click Search The News Search window opens How to format search criteria You can enter a keyword or text If you enter punctuation that punctuation is considered part of the search You can use these operators to further define your search e AND When you add AND between values the system searches for news stores that contain all of the search values If you enter several values without an AND then the AND is assumed If the values meet the criteria of a keyword then they are treated as such Financial Currency is an example e OR When you add OR between values the system searches for news stores that contain any of the values Including OR in your search indicates that you want to search for everything before the OR and everything after the OR For example if you enter Japanese or American car and production then any story that includes Japanese is returned and any story that includes American car and production is returned e EXC When you add EXC before a value the system searches for stories that do not include the value follow
51. esting volume in the order queue drops below a trader set threshold Then a market order is placed The Sell DOM triggered stop will automatically follow the market higher as the market advances but not retrace if the market trades lower The Buy DOM triggered stop will automatically follow the market down as the market declines but not move higher if the market trades up DOM Triggered Trailing Stop Limit The DOM triggered trailing stop limit combines the features of a DOM triggered stop limit and a trailing stop limit The stop is triggered when the market trades at the stop price and the resting volume in the order queue drops below a trader set threshold Then a limit order is placed The Sell DOM triggered stop limit will automatically follow the market higher as the market advances but not retrace if the market trades lower The Buy DOM triggered stop limit will automatically follow the market down as the market declines but not move higher if the market trades up Iceberg A limit day order that has both a total quantity and a display quantity that is shown publicly on the order book An order at a specified price An order at the best available current price Order Cancels Order An OCO is a multi part order If one part of the order is executed then all other parts are cancelled A market order that is triggered when the stop price Is hit CQG Trader User Guide Type i Description O O OoOO o o Stop Limit A limit orde
52. g it to the Exchange Confirm actions that apply bo multiple orders or positions Prompt for cancel on logoff Warn of potential cross trades Select the messages you want to receive when you place orders When cross trade checkbox is selected you receive a warning when placing orders that might match another order placed from one of your accounts CQG Trader User Guide Page 58 Purchasing Power Purchasing Power Y Enable automatic Purchasing Power update Y Enable manual Purchasing Power update click Accout Summary tab to update Highlight Margin Excess if less than 10 9 of NLV Purchasing power is displayed on the Account Summary pane It is the sum of total margin value OTE and MVO Select the first check box Enable automatic Purchasing Power update to allow the system to automatically update purchasing power margin excess and total margins values Automatic updates occur only if the Account Summary window is active The values are updated when you switch to the Account window from another window when a fill fill busted or fill cancelled transaction occurs when a day statement environment change occurs when a current balance environment change occurs and when the quantity of working orders changes Select the second check box Enable manual Purchasing Power update to allow manual updates To manually update the values click the Account Summary tab Select the third check box Highlight Margin Excess if le
53. ge that size to 6 e Right click a button to subtract that number of lots from the order size e Right click the order size to return to the default size In replacement mode e Click a button to change the order size to that number of lots For example click 10 and the order quantity is 10 e Right click the order size to return to the default size e Set the mode in preferences You can also type a number to override the default When trading in units a U button is visible on the left of the size entry box Click the button to switch from lots to units menoa A s BED Units order size can include two decimal places Standard rounding is used For example 0 33 10 units 3 3 rounded to 3 lots 0 35 10 units 3 5 rounded to 4 lots CQG Trader User Guide Page 30 The DOMTrader Ladder The DOMTrader ladder consists of price volume buy and sell columns The ladder displays market data and order information You can trade directly on the ladder too Price column Recent trade sequence Last trade indicator 117500 117475 4826 117450 5472 117425 4676 117400 5943 117375 4668 117350 4868 Price column The center column on the DOMTrader ladder is the price column This column is always displayed The best bid and best ask are indicated by green and red highlighting Notice the black rectangle around those prices it highlights the spread between the best bid and best offer This hi
54. ghlighting is helpful when the best bid and ask are separated by several prices Recent trade sequence is represented by circles of varying size indicating the prices that have been active most recently The larger the circle the most recently that price was traded Recent trade sequence is optional To add recent trade sequence to the display go to Setup gt Preferences gt Order Placement and select the Recent Trade Sequence check box DOMTrader Page 31 The last trade indicator shows whether the last trade was higher up arrow or lower down arrow than the previous trade If the last trade was at the same price as the previous trade then no arrow is displayed Pre open indicative volume and price are represented like this E 116950 The ladder also displays an open position indicator that corresponds to the average open position price green for long position red for short position r 1al Se Als CLEFL p ENGZO HOEF1 L11 214427 2 960 00 mel a EZIEISEIETE a A 218475 214500 214450 214425 214375 214350 CQG Trader User Guide Page 32 Depth of Market DOM column NN A Pe 117700 2790 u a e 1176590 1987 e 117625 1926 MN 117600 MT EA 117550 4 117525 9997 117500 2648 117475 4806 117450 5475 117425 4676 117400 5943 117375 4668 117350 4868 DOM column The column to the immediate right of the price column is the Depth of Market c
55. hen a current balance environment change occurs and when the quantity of working orders changes Margin excess is the sum of collateral balance OTE and MVO minus total margin value The value is displayed as N A if OTE or MVO cannot be calculated It is displayed in red if itis a negative value If the margin excess threshold is met the row is highlighted in yellow If you have more than one account displayed then the header is highlighted Hover the mouse over the margin excess field to open a tooltip CQG Trader User Guide Page 114 Working with Columns You can customize the columns that are displayed for the orders windows working filled parked cancelled and exceptions Adding removing and moving columns 1 Choose Setup gt Preferences gt Display Configuration 2 Inthe Order Display Columns box select an option from the drop down list 3 You can elect to apply your selections to a specific Order tab or to All Order Tabs 4 Select the columns you want to display or clear the check boxes of columns you do not want to see If you are selecting columns for All Order Tabs any column that was selected in one or more of the Orders tabs but not in all of them displays a gray check box You can still select a column with a gray check box if you want to and this setting affects all order tabs This new setting overrides any settings you made on individual tabs Select the column name and click the Clear button or
56. ice level BE 117950 1263 a 117925 MES vit e 117900 por HEN When you place an order using fast click the order type is indicated by the icon at the top center of the window When you press CTRL the icon changes to indicate a new order type A fast click order uses that order type regardless of the side and price For example suppose you have ICBG DAY set for order duration and DOM Triggered Stop selected for stop management If you place an order the order is a DAY iceberg order If you press CTRL while placing the order the order is a DOM Triggered Stop To place a fast click order at the second default order size click the middle mouse button To enter an order using the buy and sell buttons Click the buy or sell button at the top of the DOMTrader to place an order yr BT CQG Trader User Guide Page 78 To enter an order with the keyboard The following button behavior is based on the default setting that buy is on the left side of the ladder and sell is on the right About DOMTrader modes Market mode J To place a buy market order press the left arrow key na To place a sell market order press the 2 right arrow key Place Order mode To place a buy limit order press the J left arrow key Price must be less than or equal to market price To place a sell limit order press the Zz right arrow key Price must be greater than or equal to market price To place a
57. in buy column Select price greater than or equal to market and drag and drop it in sell column Select price greater than market and drag and drop it in the buy column Select price less than market and drag and drop it in the sell column Must use drag and drop Must use drag and drop Drag and drop best offer price in the buy column Drag and drop best offer price in the sell column CQG Trader User Guide Page 80 To stack orders You can place orders at the same side of the market for the same price and for the same commodity but with different order types by creating a stacked order Drag and drop the orders in the same price field You can also use the keyboard Double click the stacked order icon to see the details for individual orders You can also press on your numeric keyboard Pressing closes the details In this image there are three sell orders for total quantity of 65 118950 2442 MT er Sell 10 118900 LMT x er Sell 5 108900 LMT X Sell 50 118900 ICBG Se ie ata Entering Orders Page 81 Entering Orders Using HeadsUp The HeadsUp display is the same on both the DOMTrader and the Order Ticket Buy 1 Right click the price HeadsUp is displayed as long as you continue to press the mouse button 2 Drag the cursor to the circle that identifies the type of order you wish to place If there are additional options for that order type smaller circles are
58. include prefixes For example C EP The Size column indicates how many lots are in a single unit If a conversion rate is either incorrect or undefined the size field is blank and highlighted in red Click the Reload button to update the information from an updated xml conversion file This button is active only if trading in units is enabled in preferences The Unit Sizes window is separate from the Application_Name window so it can be viewed outside of the application window Reloading Conversion Files The system automatically recognizes that an updated conversion file has been saved and prompts you to reload the file Setup View Orders News Help File C Users michelle Desktop SampleUnitsConfiguration xml was changed Reload The file is also reloaded when e you reattach the file using the browse button on the Display Configuration preferences window e when Application Name is restarted and e when you click the Reload button on the Unit Sizes window Getting Started Page 73 Entering Orders COG Trader offers two trading applications the DOMTrader and the Order Ticket both of which offer several effective and convenient ways to place and manage orders It also offers a comprehensive list of order types and times in force that allow you to dictate the life of the order and provide handling instructions You have a choice about whether to be notified of various order actions Go to Notifications preferences to
59. ine is displayed If best bid or best ask prices are not valid for the contract of if there is a gap between the best bid and best ask rows the market line is not displayed DOMTrader Page 35 Market window Market window 11000 116975 115950 115900 116875 115850 When you scroll to a price that is far enough from the current market value that the current market value would normally scroll off the screen the system prevents that from happening The line across the DOMTrader ladder in this case under 117675 indicates that the market window is above the selected price Every time the current market price changes the market window re centers the market price row so that it is always displayed The market window is two rows by default To change the size of the window drag and drop the market window line cursor becomes a double arrow as shown in this image og lore Sat MET MET 1 2185759 o Et Fat e atin sasannesneaeesanaeatsnentis anaes inne vz BE ws i CQG Trader User Guide Page 3 7 Ifthe best bid and best ask are both displayed on the DOMTrader and market movement results in DOMTrader not being to accommodate both too great a spread then an indicator is displayed between the two It lets you know that there are prices missing so that you can see both best bid and ask on the ladder Notice the gap in this image CQG Trader User Guide Page 39 Out of view orders
60. ing is slow Order Sounds Order Sounds Play this sound when an order is Filled CH WINDOWS Media natify wav mm Play this sound when an order is acknowledged Ci WINDOW S Media chimes waw a Play this sound when an order is rejected CWINDOWS Media tada wary mm Select these check boxes to play a sound when an order is filled when an order is acknowledged and when an order is rejected Click the browse button to search and select a sound file to play Click the Test button to hear the sound Setting Trading Preferences Page 57 Notifications Notifications Notify on every Fil Notify when Warning is received Y Notify when the Order is rejected Notify when Informational message is received Notify when an order hasn t been 10 acknowledged in Notify when a market order hasn t been 13 filed in Notify when an order hasn t been canceled in 10 a Select these check boxes to be notified of every fill when a warning is received when an order is rejected and when an information message Is received You also be alerted of delays in order actions order acknowledgement market order fill and order cancellation These check boxes are selected by default You can enter a second value between 1 and 99 A delay in acknowledgement can occur either before or at the exchange the notification alerts you to which has occurred Order Placement Order Placement Confirm before submittin
61. ing the EXC This is the only operator that can begin your search criteria If you begin the search with AND or OR they are ignored e Adding a hyphen in front of a value works the same way as EXC If you enter a hyphen followed directly by a value without a space in between it is treated as EXC e gt When you place single or double quotes around a value the system searches for Stories that include that exact phrase News Page 141 To add advanced search options O More search options Click the More search options check box on the News Search Results window to expand the available search options Find news that contains All of these words month bill This exact phrase At least one of these words None of these words All of these codes Search in category All categories u During Last 24 hours als O Search headlines only W More search options as Search The search criteria fields in this view help you further define your search without your having to enter operators such as AND and OR If you enter operators in these fields the system searches for those words It is likely that you will receive an error message asking you to remove common words as they occur too frequently for the system to return meaningful results You also have the option of searching in a particular category and during a specific period of time the last 24 hours the last week this month last month and all
62. ith an m in the name are displayed If you have more than ten accounts click the All Accounts button to see the remainder of the list 3 To select an account either e double click the account e use the up and down arrows to move up and down the list of accounts and ENTER to select the account or e click an account and then click the OK button To manage the Account Selector list To change the order of accounts on the Account Selector drag and drop the account To sort all accounts You can sort all accounts by Top 10 Number FCM and Name e Click the column heading once to sort in ascending order The arrow points up e Click the column heading twice to sort in descending order The arrow points down Getting Started Page 65 Order Types and Durations Order Types Tye Description 3 3 3 3 3 3 3 Bracket A bracket order is a type of order places order OPO where filling an order triggers a profit target order and a stop loss order OCO DOM Triggered Stop A market order that is triggered only when the inside market bid ask quantity falls below the order s trigger level DOM Triggered Stop Limit A limit order that is triggered only when the inside market bid ask quantity falls below the order s trigger level DOM Triggered Trailing Stop The DOM triggered trailing stop combines the features of a DOM triggered stop and a trailing stop The stop is triggered when the market trades at the stop price and the r
63. k Time Order Unfilled Fill seem 1 USAR 11026 LMT 11788539 1 12 2007 8 19 AM SC56 4 1 il A To cancel multiple orders To activate a parked order Orders pane cancelled orders This window displays information for orders that have been cancelled Filled Parked Cancelled Exceptions B S Oty Symbol E Order Price Fill Price Type ME Limit Price Order ID Place Time Order Unfilled Filled eS ee nat imei lt a ens HIER BEE ee ER Til AS GER 4 788903 vere POE BEL BAM nn een e O men Br Ed Orders pane exceptions This window lists orders that were rejected by the FCM the order execution system or the Exchange Filled Parked Cancelled Exceptions B S Oty Symbol Order Price Type Order ID Place Time Order Unfilled Filled Status F o by 1 POSTA 2492176 9 10 2007 2 48PM SC4_25 10 RejectedByFCM is Orders Reports Orders and Reports Page 111 Reports pane open positions This window displays the Open Trade Equity Unrealized Profit Loss UPL and Market Value of Options MVO for your open positions Open Positions Purchases amp Sales Account Summary PEPE eee eee eee Date Symbol a Long Short Currency Price OTE UPL MYO 4 IR ELAlli 1 LISO 39210 462 50 x R ENZO 1714 USED 212463 252 045 00 x ER EPO 1009 USE 119527 702 075 00 Reports pane
64. l a quantity at a limit price If the entire order is not immediately filled the remaining quantity is cancelled FOK orders require that the entire quantity be executed immediately or the order is cancelled ICBRG orders are limit DAY or GTC orders that have both a total quantity and a display quantity that is shown publicly on the order book These orders must be enabled tn preferences Parked option Parked The Parked checkbox allows you to place an order but not submit it to the exchange right away The settings for Duration and Fill are applied to the parked order s if the checkbox is filled If it is cleared the order placed isn t parked CQG Trader User Guide Page 16 Stop management menu Stop Limit DOM Triggered Stop DOM Triggered Stop Limit Stop Stop Limit DOM Triggered Stop and DOM Triggered Stop Limit are the stop management options that you can choose on this menu e Stop is the default A stop order becomes a market order when the stop price is hit and a stop limit order becomes a limit order when the stop price is hit e Stop Limit orders allow the trader to set a difference between the stop price and the limit price e DOM Triggered Stop and DOM Triggered Stop Limit orders behave like stop orders but are not triggered until the bid ask quantity falls below the order s trigger quantity DOM threshold You must be enabled for these smart order types Offset field Eee If Stop Limit is s
65. licking The second default order size is used when placing fast click orders with the middle mouse button If the second default order size is equal to zero then you cannot place an order by middle mouse click Decimals are allowed for order size Order Button Settings Order Buttons Settings Configure order quantity values in Instrument Group Custom order quantity values for all trading interfaces 1 2 10 20 50 100 1M 5M 10M 20M 50M 100M First choose whether you wish to configure these symbols according to lots or units Separate values are stored for both lots and units Then enter values for order quantity buttons For FX futures values K thousand M million and B billion Quantities greater than 4 digits should be abbreviated Default values are 1 5 10 20 50 100 for futures and 1M 5M 10M 20M 50M 100M CQG Trader User Guide Page 46 Calculating OTE MVO by Calculate OTE MVO by Last Trade Best Bid Ask Select whether Open Trade Equity OTE and Market Value of Options MVO are calculated by Last Trade or by Best Bid Ask Match Entries and Exits by Match Entries and Exits by FIFO Intraday First FIFO Select whether Entries and Exits are matched by First In First Out FIFO by selecting either FIFO Intraday First or FIFO Fill Mode Fill Mode Enable Manual Fills Display strategy fills as strategies in exported fils report Select the first check box for th
66. limit buy buttons as seen in the example above Entering Orders Page 7 5 To enter an order with the order entry field Either click in the Order Entry field Enter the order details like this Ore Erin 070707 b 3 ep 125400 stp day Submit The Submit button remains grayed out until the order can be submitted Red text indicates an error If you click or tab out of the field then the entry is cleared 3 Click Submit or press ENTER to place your order You can also copy and paste an order by using Ctrl C to copy and then Ctrl V to paste Format and allowed values Non FIT orders should be entered in this format FCM account number side size instrument price order type duration Abbreviated versions add space at end of entry to activate Submit button FCM account number side size instrument market order FCM account number side size instrument price limit order FCM account number side size instrument price order type day order Order elements are separated by a space Allowed values FCM account number type the account number or type to use the current account Side Bor S Instrument Short or full name Price M for market or price or price for limit Type LMT STOP STL TSTP or TSTL If STL TSTL then follow it with the price Duration DAY GTC or GTD If GTD then follow it with the date in mm dd yyyy format GTD represents exchange trade date and
67. ll time Click the Add button Manually filled orders are displayed on the Orders and Reports window In order to enter manual fills go to Setup gt Preferences gt Order amp Position Settings and select the Enable Manual Fills check box CQG Trader User Guide Page 86 Entering Order Cancels Order OCO Orders 1 On the special orders menu verify that OCO is selected 2 Click the OCO button It turns orange En exit OCO mode before placing an order right click the button 3 Enter the first order Notice that order details indicate the compound order has not been submitted Buy I FUS EP 410 at 116650 LMT D r Order ID ORDER Ticket SD UserlD FCM Refco Account Status Sent Moot yet Submitted Compound Order 118650 5010 DEE 4 Enter the second order Continue to place orders for each part of the desired OCO Click the OCO button You receive an order confirmation message for each of the orders and for the OCO Building OCO chain Building OCO chain with these orders wo BUY 1 EPZ at 118650 Limit DAY Day BUY 1 EPZO at 118725 Limit DAY Day Proceed Upon execution of one of the orders the other order s are cancelled automatically To add an order to an existing OCO or to create an OCO from existing orders use the Order amp Report pane Entering Orders Page 8 7 Entering Bracket Orders A bracket order is a multiple leg order places order OP
68. make those choices Order Action Confirmations If you have chosen to confirm orders before they are submitted to the exchange then expect messages such as Place Order FAN BUYING 25 EDAUS at 98750 Iceberg Limit DAY Day 2 in UA Trading Be 070707 Enter visible order size For units trading the Message looks something like this Place Order Ex PN BUYING 12 5U 25L EDAUS at 98750 Limit DAY Day in UA Trading 070707 Proceed oe CQG Trader User Guide Page 74 Placing Orders on the Order Ticket There are three ways to place an order from the Order Ticket window using the Buy Sell buttons using the Order Entry field and using the HeadsUp Display To enter an order with the buy and sell buttons Place orders at the market with a limit price or for best bid or offer 1 Select your order type and quantity 2 Click your desired price to populate the buttons with that price You can also use your keyboard to select a price 3 Click the Buy or Sell button for the type of order you want to place For market orders click aBuy MKT button Sell 1 119550 LMT DAY Buy 1 Sell 1 119525 119525 LMT DAY LMT DAY sell 1 1564 Offer 119550 Buy 1 947 Bid 119525 If the price is below the market the Order Ticket displays one standard buy limit button and stop and limit sell buttons If the price is above the market the Order Ticket displays one standard sell limit button and stop and
69. n the Advanced tab in the Language for non Unicode programs section change the language to match the foreign language displayed in the news stories Reading News Stories To read a story Click the story headline in the story list You can then read the story in the story viewer To open a story in a new window Double click the story headline in the story list News Page 13 7 Finding Previous Headlines Scrolling the Story List 1 Click a headline in the story list 2 Use the up and down arrows on your keyboard to scroll up and down the list to move to other stories 3 ENTER to open the story in the story viewer When you scroll beyond the timeframe of the stories displayed the story list splits into two parts The top part of the list always contains the three most recent stories and updates in real time The bottom part of the list contains the stories for the time you scrolled to Scrolling the Timeline Click the timeline at the time for which you wish to see headlines Those headlines are displayed in the story list The timeline also has a scroll tool that looks like this Drag that tool to the time for which you wish to see headlines Those headlines are displayed in the story list To return to the current time click the green arrow on the right of the timeline gt Using GoTo 1 Click the GoTo arrow in the lower left corner of the News window 2 Enter the time for which you wish to see headlines
70. nceled GTC orders are left open until canceled by the trader FAK orders are used to buy or sell a quantity at a limit price and if the entire order is not immediately filled the remaining quantity is cancelled FOK orders require that the entire quantity be executed immediately or the order is cancelled ICBRG orders are a limit DAY or GTC orders that have both a total quantity and a display quantity that is shown publicly on the order book These orders must be enabled in preferences Stop management menu Stop Stop Limit DOM Triggered Stop and DOM Triggered Stop Limit are the stop management options that you can choose on this DOMTrader menu Stop is the default A stop order becomes a market order when the stop price is hit Stop Limit orders allow the trader to set a difference between the stop price and the limit price A stop limit order becomes a limit order when the stop price is hit DOM Triggered Stop and DOM Triggered Stop Limit orders behave like stop orders but are not triggered until the bid ask quantity falls below the order s trigger quantity DOM threshold You must be enabled for these smart order types DOMTrader Page 25 Trailing management Trade trailing limits or stops using this menu J R Off Tra Trailing Limit v DOM Triggered Trailing Stop Trailing Limit amp COM Triggered Trailing Trailing limit orders track the market and automatically adjust the price level position in th
71. ng checkbox in the Trading Preferences dialog Click OK To combine existing orders into a single OCO Click the Working Orders tab to display open orders Click the OCO button for the first order you wish to combine The button becomes orange Click the OCO button for the next order you wish to combine Repeat this step for each order you wish to be part of the OCO When you have finished selecting orders click the OCO button for the first order that you added Your OCO order is complete Upon execution of one of the orders the other order s are cancelled automatically To create an OCO if you have only one open order On the Working Orders window select the order to be modified Click the OCO button for that order The button becomes orange and the icon on the left changes from to Place an order You receive a confirmation message for that order Repeat this step for each order you wish to be part of the OCO After all orders have been placed click the OCO button for the first existing order Your OCO order is complete Upon execution of one of the orders the other order is cancelled automatically CQG Trader User Guide Page 121 To change an existing stop or limit order to market 1 On the Working Orders window select the order to be changed 2 Click the MKT button The system cancels the current order and places a new market order Note When market orders are not allowed for a commodity the MKT b
72. not local date or UTC If you enter a FIT instrument then the format is FCM account number side size instrument price Imt aggressive flag duration Allowed values Aggressive flag AGGR or PASS Duration DAY GTC GTD FAK or FOK If GTD then follow it with the date in mm dd yyyy format Entries are not case sensitive CQG Trader User Guide Page 76 Placing Orders on the DOMTrader There are three ways to place an order from the DOMTrader using the Buy Sell buttons using the mouse or keyboard and using the HeadsUp display To enter an order by dragging and dropping a price 1 Set the order qualifiers and quantity for your order using the buttons on the DOMTrader 2 Click and drag the price to the Buy or Sell column The order details appear like this as you drag Ben ESS 2417875 2332 EN BE 117850 272 MN 3 If you have notifications turned on then you receive a confirmation message Click OK Your order is placed and the order icons are displayed on the DOMTrader ladder like this ee Note The price of a working order does not necessarily correspond to the cursor position at the time of the action because the market may change before the exchange receives the order Entering Orders Page 77 To enter an order with fast click You can place orders in just one click if fast click mode is activated in preferences Click the buy or sell column at the desired pr
73. ns 2 Click the R button Open Positions Purchases amp Sales Account Summary LL Date Symbol a Long Short Currency Price OTE CLEF1 2 LISD 8148 4 420 00 EDA 1 USD 39210 175 00 a ER EMGO 11 USD 214427 6 495 00 XAR EPZO 60 USD 120994 95 012 50 x ER T4420 1 LISD 125145 465 75 A ER 154 0 1 USD 125050 375 00 3 On the confirmation window click Reverse To view additional position details Click the button to see last price and all of the orders associated with that open position Click the button to hide the information Open Positions Purchases amp Sales Account Summary Date Symbol 4 Long Short Currency Price OTE A HR LEFI E LISO a145 4 260 00 TE A HR EDALI 1 LISO 99210 175 00 le xR ENOZO 11 USD 214427 6 550 00 TE 11 29 2010 1 LISD 214450 600 00 ee 11 23 2010 3 LSD 14425 1 285 00 ree 11 29 2010 E LISO 14425 1 205 00 es 11 29 2010 3 LISD 214425 1 785 00 aes 11 23 2010 1 USE 214425 395 00 A HR EPZO BU USD 120994 95 062 50 A HR TY420 1 LISO 125145 460 705 A ER 11540 1 LISO 125050 375 00 CQG Trader User Guide Viewing Quote Data Quote Board O O OOOO O O Metals Energy gt TT rTTO TT I TAHO TYAMO 116130 116130 115265 116115 60 EFHO 108100 109323 10 050 1079 3 Y 50 1154H0 117030 11 050 107850 1085 23 106600 104323 125 FY AHO FY AHO 116087 116125 115287 116097 amp 42 ENCHO 174479 179923 13500
74. olumn The data in this column is continuously updated while the market is active This column is optional To display it go to Setup gt Preferences gt Order Placement and select the Order Book for each price check box DOMTrader Page 33 Order columns 117725 19 gt 2130 Zee 1987 117625 1926 117600 EYE 117525 117500 3648 117475 4806 117450 9479 117425 4676 117400 9043 117375 4668 117350 Buy column Sell column The columns to the far left and the far right of the ladder are the order columns These columns are always displayed Watermarks seen here as STP and LMT are optional Other options include order quantity and buy sell To display watermarks go to Setup gt Preferences gt Order Placement and select the Show watermark check box When you drag a price to either column a visual representation of your order is displayed CQG Trader User Guide Page 34 Market lines 119350 119325 119300 119273 119250 119223 117775 117750 117725 CC e 1700 EE 117075 117650 117625 117600 117575 117550 117525 117500 Low market line DOMTrader displays three market lines high low and market The green and red lines represent the maximum and minimum trade prices for the contract during the current trading day If there are valid best bid and best ask values and the best ask is equal to the best bid plus tick size value the market l
75. om the order size e Right click the order size to return to the default size In replacement mode e Click a button to change the order size to that number of lots For example click 10 and the order quantity is 10 e Right click the order size to return to the default size e Set the mode in preferences You can also type a number to override the default When trading in units a U button is visible on the left of the size entry box Click the button to switch from lots to units Br PETAH Units order size can include two decimal places Standard rounding is used For example 0 33 10 units 3 3 rounded to 3 lots 0 35 10 units 3 5 rounded to 4 lots Price field MT Either enter a price in the Price field or use the and buttons to increment and decrement the price Go to Setup gt Preferences gt Order Placement and select Price Entry to view these buttons Order Ticket Page 15 Order duration menu ER 11 23 2010 IBG DAY IBG GTC DAY GTC good till cancelled GTD good till date FAK fill and kill FOK fill or kill and ICBRG Iceberg are the order duration options DAY is the default If a DAY order is unfilled at the close of the trading session it is automatically canceled GTC orders are left open until canceled by the trader GTD orders are left open until the close of the exchange s trading session on the date the trader specifies FAK orders are used to buy or sel
76. order to a market order create an OCO from an existing order change the order size and change the order price Working Orders iinn lamen re kamen A B S Qty Symbol Order Price Type Limit ey Cal i RPL EMET e Buy 5 ERA 117750 LMT Cancel Replace Market OCO Note A stop limit order can only be replaced with another stop limit order To cancel an order 1 Click the Working Orders tab to display open orders 2 Click the CXL button to cancel a working order To activate a parked order 1 Click the Parked tab to display parked orders 2 Click the ACT button You can also Activate All Activate All Buys and Activate All Sells Filled Parked Cancelled Activate All Activate All Buys Activate All Sells Cancel Al B S Qty Symbol le CXL ACT Buy SAH Exceptions Order Price Fill Price T p 110 6 LMT Managing Orders and Positions Page 119 To cancel multiple parked orders 1 Click the Parked tab to display parked orders 2 Click the Cancel All button To replace an order A u gt E 7 Click the Working Orders tab to display open orders Select the order to be replaced Click the order The selected order is underlined Select the element to be changed Make the desired changes These changes appear in red and the RPL button becomes active Click the RPL button A confirmation appears if you have selected the Confirm orders before placi
77. orders Order Information DAY Buy 100 EPUOS S amp P 500 Index E Mini GLOBES MET DAY Sell 50 ERZU08 E Mini Russell 2000 GLOBES 135020 LMT Click Orders on the menu bar then Batch Order Entry 2 Enter the path and name of the file or click the Browse button to select the file using a dialog box 3 If you would like your correct orders displayed click the Show correct orders check box Click Submit If there are errors in your file they are listed on the window Click Cancel and try again after correcting your txt file 6 If your orders are correct click the Commit button Your orders are processed and are displayed as appropriate on COG Trader Entering Orders Page 99 Managing Orders with DOMTrader and Order Ticket You can modify order quantity and price cancel working orders and liquidate positions directly on the DOMTrader and Order Ticket dentifying Order Type cons The DOMTrader uses icons to help you keep track of orders including Stop Limit LMT Trailing Limit Trailing Stop Trailing Stop Limit CQG Trader User Guide Page 100 Viewing Order Status Working orders are displayed on the DOMTrader like this 118275 118250 118225 118200 1933 119175 2267 19150 2008 a Fa s P Iceberg Limit Stop lt 118100 3123 118075 279 118050 2587 uo 118025 2271 Hover your mouse over the blue information icon to see order detail
78. ories on the News window remain the same E mail and print buttons D UPDATE Linens N Things Liquidation To Bring About 510M Date 10 15 2008 17 04 By Peg Brickley Dow Jones Newswires a ese Ai 302 521 2266 pea brickley dowjones com 77 Active e mail link Click here to go to Dow Jones NewsPlus a web front page of today s most important business and market news analysis and commentary md OrtSIIHvSwaAE2qOAK 2Bw 3D 3D gt Active Web link You can use this link on the day this article is published and the following day END Dow Jones Newswires October 15 2008 18 04 ET 22 04 GMT Copyright c 2008 Dow Jones amp Company Inc Keywords FINANCIAL ECONOMY FINANCIAL STOCKS i Keywords 4 BE CQG Trader User Guide Page 134 The Story Timeline Each bar in the story timeline represents five minutes The volume of stories is represented by the height of the bars The story timeline includes a scroll tool as well as a GoTo button and arrow button for moving between times GoTol 19 00 23 00 03 00 os 4 T11 00 15 00 GoTo button Scroll tool Go to current time arrow News Page 135 Setting News Preferences Select a color theme run ur Display e Light theme BAA ORE 1 Tey a o oes 4 Display headlines with varying size Font O Light Gray theme 3020 ma eu nia an an poa rete cnt Font
79. otes 1 Quotes 1 Quotes 2 Quotes Quotes 4 Quotes F Quotes 9 PE Quotes 6 Quotes 7 Quotes Viewing Quote Data E MT TO Page 131 News The News window includes a Story List on the left side of the window a Story Viewer on the right side of the window and a Story Timeline on the bottom of the window The Sources and Show filters are at the top of the window with a Search field Above the Story Viewer are the Print E Mail and Font buttons Euro Credit Negative Trading Session Weighs On New Issues Ts ie AS 23 425 ms Euro Supply Pipeline page upda BE A 00 ES PU e Polos LE Euro Credit Negative Trading Session Weighs 23 424 MAS El COMM BO REASON FOR LONG E on Merg Issues 23 4 24 Mus Euro Credit Negative Trading Session Wei 2 23 4 23 MNS Euro Credit Negative Trading Session _ 23 4 16 Nek EURO CDS European credit markets ha 23 416 MNS BULLET EURO CDS European credit mark f o 23 4 16 Mus BULLET EURO CDS European credit ma aa a E ee y iD re 33 3 56 Nex Update EMUANMF Loan Terms With Greece E SPTE SESS OPE MIEY MASSENA He S turmoil in Ireland and escalating tensio 23 3 55 Mus Update EMU IMF Loan Terms With Gre korea and as a result there are only a 23 3 54 N Germany s FinMin Schaeuble Euro Is At _ this morning 23 3 42 MNS UK DMO Sells Stg600mIn 2027 IL Gilt At l the Gilts 250 255 bps area 23 338 MNS ECB Calls For Bids In 1 Week Bond Buy
80. ou click the trailing icon you can then choose whether orders trail the current bid and offer or last trade Smart Order Types score er a A A PRO Y de EE i Global Default Bu l When using Trailing limits orders should trail the r u Current Bid on buys Current Offer on sells C Current Offer on buys Current Bid on sells Last trade CQG Trader User Guide Page 45 Order Options Type values for offset and range Offset sets the number of ticks between the stop and limit prices on stop limit orders Range sets the threshold in number of ticks for a warning that is given if buy orders are placed above the current market or if sell orders are placed below the market The stop limit offset determines the limit price for the order the stop limit becomes when the stop price is hit You can use the offset field on the Order Ticket also Risk Settings Set maximum order size maximum position size default order size and second default order size Maximum Order Size sets the maximum quantity for orders placed on this symbol This setting does not prevent you from exceeding the limit you set but warns you if you attempt to exceed it Maximum Position Size sets the maximum position size for orders placed on this symbol This setting does not prevent you from exceeding the limit you set but warns you if you attempt to exceed it Default order size is reflected in the size entry field after right c
81. ou select how you want the stories in the group to be sorted Click Name if you want an alphabetical list Click Date Time if you want a chronological list Click Source if you want a source list News To change the search month bill Click the X button in the search field to begin a new search Printing and E mailing News Stories Page 143 The print and e mail buttons are at the top of the story viewer and on each story window you open To print a story click this button To e mail a story click this button CQG Trader User Guide Page 144 Messages You may receive error warning or informational messages occasionally from your FCM or from a system administrator Error messages are displayed with a white x inside a red circle Xx Warning messages are displayed with a black exclamation point inside a yellow triangle A Information messages are marked with a blue exclamation point inside a white quote bubble ip Error and warning messages are displayed as soon as they are received Informational messages are indicated by a blinking taskbar button Clicking that button open the Messages window The top pane of the window lists messages received The bottom pane displays the complete text of the message selected in the list The most recently received message appears in the index at the top of the list Reading messages You can read your messages any time you are logged in to CQG Trader 1 Cli
82. plays all yellow then data is either unavailable or incomplete Net change is displayed to the right of the tabs To see all of the tabs then click and drag the dotted splitter line AA TOO EPZO E al To add a symbol to a tab With fewer than four tabs are in use the next tab is blank 1 Click the blank tab The tab displays the symbol of the previous tab 2 Start typing a symbol This field is displayed Symbol EP M 3 When you have finished typing the symbol Enter The tab displays the symbol Order Ticket Range 1 To change the symbol on a tab 1 Click the tab 2 Start typing the symbol This field is displayed a BE Symbol EP s A 3 When you have finished typing the symbol ENTER The tab name is changed To remove a tab 1 Right click the tab you want to remove 2 Click Close tab Current working order position and OTE The Order Ticket displays the current position and Open Trade Equity OTE or OTE PL closed profits and losses for the day for the selected symbol and account just below the tabs If there is no position for this account yet the display says No position To the left of the position is the number of working buy orders On the right of the OTE is the number of working sell orders 20 working buy lots short profit 10 working sell lots zu Pate A Joa 65 00 10 working buy lots long profit no working sell lots 10 L 1124 119977 Right cli
83. r and and then press CTRL ENTER For strikes for the most active month type C or P and the symbol and and then press CTRL ENTER On Options windows you can enter the symbol only On the Quote SpreadSheet you can enter C lt symbol gt lt month code gt lt year gt for calls and with a P for puts and then press CTRL ENTER to view data for a series of one option class Example C SPUZ All September S amp P 500 futures contracts Entering stocks The format for stocks is S lt symbol gt Example S MSFT Microsoft CQG Trader User Guide Page 64 Selecting an Account The Account Selector allows you to move between accounts quickly and easily for order placement 0707 EPZO 1700 als Number Mame FEM 119900 PSMic SIM Mic Sim Al PLs Simulator 119875 LA 110850 070707 UA Trading Ref 119825 All Accounts To change accounts 1 Right click the title bar of the trading window or press F5 The Account Selector opens The account tn italics is the active account Accounts that are not available are not enabled When the Account Selector opens the cursor focus is in the Find Account field 2 Start typing the name of the account in the Find Account field Matching names are highlighted character by character You can type any part of the account name to search For instance if you know the account you want has an m in it then type m and all accounts w
84. r that is triggered when the stop price is hit Trailing Limit An order that tracks the market and automatically adjusts its price level position in the exchange s order book For a buy order as the best bid offer trade depending on your settings moves up your order moves up with it based on the trailing offset When the best bid trade offer trade moves down your order holds When the best bid offer trade matches your order price the order executes Trailing Stop Trailing stop orders adjust their trigger price in concert to the direction of the market on a tick by tick basis initially trailing the market with the same distance to the market price when the order is first placed The trigger price of a trailing sell stop order automatically steps higher with the market for each up tick but does not step lower Trailing Stop Limit An order that adjusts its trigger price in concert to the direction of the market on a tick by tick basis initially trailing the market with the same distance to the market price when the order is first placed The trigger price of a trailing sell stop order automatically steps higher with the market for each up tick but does not step lower Durations nein Day orders are cancelled at the end of the trading day Fill and Kill FAK orders require that any remaining quantity after a partial fill be cancelled Fillor Kill FOK orders require that the entire quantity be executed immediately or the o
85. racks the market automatically adjusting its price level position in the exchange s order book For a buy order as the best bid offer trade depending on the smart order type settings moves up your order moves up with it based on the trailing offset When the best bid trade offer trade moves down your order holds When the best bid offer trade matches your order price the order executes For a sell order as the best bid offer trade moves down your order moves down with it For example suppose a market bid is at 1433 00 You place a trailing limit bid at 1432 00 a trailing offset of 100 If the market bid moves up to 1434 50 then your order moves to 1433 50 always keeping a trailing offset of 100 when the bid is moving up As the bid comes down your order stays put So if the bid comes down to 1434 00 your order stays at 1433 50 If the bid comes down to 1433 50 your order is executed The goal is that the bid is at the front of the order queue automatically due to the speed of the gateway managing the order Must be enabled for symbol and account To place trailing limit orders Select Trailing Limit from the trailing management drop down menu The order type icon changes TLMT 3 Place your order This confirmation opens depending on the notifications preferences Place Order BUYING 20 EPZO at 122100 5 Trailing Limit DAY Day q vr Trail offset 150 Proceed Notice the trail offset is 150
86. rder is cancelled Good till Cancelled GTC orders are left open until canceled by the trader Good till Date GTD orders are left open until the close of the exchange s trading session on the date the trader Specifies Getting Started Page 6 7 Size Abbreviations DOMTrader quantities order sizes and positions are abbreviated using e K thousand e M million e B billion Any necessary rounding is done according to standard mathematical principles The DOMTrader and Order Ticket display balloons with the full quantity if you hover the cursor over the value DOMTrader and position quantity is abbreviated to its maximum length of three digits if it is more than 5 digits For example 76 163 344 becomes 76 2M 6 103 344 becomes 6 1M 120 345 becomes 120K 23 345 stays 23 345 Order size including iceberg display quantity is abbreviated to its maximum length of four digits For example 76 100 000 becomes 76M 10 000 becomes 10K 123 400 becomes 123K 1000 stays 1000 You are able to use these new abbreviations when you enter order size Overflow meaning when the quantity is too large to be displayed is identified using the plus sign For example values over 2 147 483 647 are represented as 2b These abbreviations do not apply to batch orders Please note that manual fills are designated with lowercase m and not uppercase M CQG Trader User Guide Page 68 DOMTrader Modes It is important to pay attention to
87. rder placement methods should be enabled You can also choose the price scale behavior for DOMTrader and font size for the Order Ticket DOMTrader or Order Ticket DOMTrader Order Ticket a ma Select DOMTrader as Order Tes Placement Interface Select Order Ticket as Order Placement Interface a Click the button for either DOMTrader or Order Ticket to choose which is displayed in CQG Trader DOMTrader or Order Ticket Columns DOMTrader Columns Order Ticket Columns Recent Trade Sequence Recent Trade Sequence Order Book For each price Order Book For each price Graphic Order Book Show watermark 4 Show watermark Order Quantit 5 j 2 Order Quantity O Buy Sell Buy Sell Limit Stop mode Pen Select or unselect the check boxes to choose the columns that are included on the DOMTrader or Order Ticket CQG Trader User Guide Page 54 DOMTrader Price Scale DOMTrader Price Scale a Responsive Price Scale Dynamic Price Scale For a dynamic price scale select the Dynamic Price scale button The current price stays centered on the DOMTrader window Split Market Tool Split Market Tool Enable Split Market tool This tool is on by default To remove the Split Market tool from the display unselect the check box Learn more about the Split Market tool Function Buttons Select the check boxes to choose the buttons to include on the DOMTrader or Order Ticket DOMTrader
88. s Trailing Limit Sell 50 F US EP 24170 at 115275 ICEG 5 DAY Order ID SCSBGW101_ 2 ORDER 327240011 Ticket 160397024 Spel O UselD stas FEM Wick Account REFCOD GW Status Working Transaction History 11 23 10 12 33 597 InTransit 1123 1012 33 697 Working Stacked Stacked orders are multiple working orders possibly of different types placed on the same side of the market for the same price Double click the stacked order icon to see the details for individual orders You can also press on your numeric keyboard Pressing closes the details Managing Orders with DOMTrader and Order Ticket Partially Filled Page 101 An order changes its status to filled after the server receives notification from the exchange that the order has been filled A filled order is visually represented by the quantity and a checkmark A partially filled order is a working order with only some of the requested quantity filled This is visually represented by black quantity text for the working orders and gray text in parenthesis for the filled quantity CQG Trader User Guide Page 102 Fill Report When an order is filled the Fill Report window opens This window provides order details fill time symbol quantity price order number order ID account and user by default Note that BoughtU and SoldU columns apply to units trading Fill Report 6 8 2012 1 50 55 847 PM
89. ss than to highlight margin excess when it is some percent 1 100 of the net liquidity value or as a minimum currency value This check box is active only if manual updates are enabled The default is on with a value of 10 of NLV Setting Trading Preferences Page 59 Using Key Action Help There are two profiles for Key Action Help CQG Trader Defaults and CQG Updated Switch between the profiles using the menu at the bottom left of the page Defaults are the keyboard shortcuts you ve been using The newer updated shortcuts differ in these areas CQG Trader Defaults ejected Select another Working Order Up Down Arrows a ple ee a A Activate the selected Buy Order Left Arrow ee i eri E E E ee ae een em me e COMER Pm O a ee a EEE A Serge eS em BE aie ana aaa Ae Modify the Order size Numeric Keys an poe a Roo ee te ee a Irma en ae E omens Discard the Order modifications Esc or Right Left Arrows Opposite side arrow key a a aa A 0 ee co EEG a ee Sn A e e CQG Updated With a Working Order selected Select another Working Order Alt Up Down Arrows Pee ee um aaa ST a o E er E en e a E oa un re E A A A A E E Modify the Order price Dawn Arrows ae Po peu ee ee ee Discard the Order modifications Esc or Right Left Arrows Opposite side arrow key Return to price selection 7 A al di POB o a E CES O POE POE O ECO CQG Trader User Guide Page 61 Getting Started Before you begin
90. tem in the Table of Contents e Click a blue underlined link that takes you to another section of the document To go back use Adobe Reader Page Navigation items View menu If you are looking for a particular term it may be easier for you to search the document for it There are two ways to do that e Right click the page and then click Find e Press Ctrl F on your keyboard This document is intended to be printed double sided so it includes blank pages before new chapters To ensure that you have the most recent copy of this guide please go to the user guide page on COG s website CQG Trader User Guide Page 2 What s New in this Release Trading in Units Versus Lots Application_Name has been updated to allow trading by units instead of lots Trading in units is similar to trading in lots The difference is that you can place large orders in lots as one order in units For example lt unit commodity F EP lotsInUnit 10 gt In this case placing an order for 1 unit is the same as placing an order for ten lots Notice the Qty and QtyU fields on the Working Orders window Working Orders To trade in units you first need to enable units trading and upload an xml conversion file See Units in Display Configuration preferences on page 51 For details about units trading see Trading Units Versus Lots on page 69 Also introduced in the version
91. that combines an order ticket with elements of the DOMTrader The DOM area contains buy volume price and sell columns Place orders using the buy and sell buttons In Order Placement preferences you choose whether to display the Order Ticket or the DOMTrader Adding an Order Ticket Up to three Order Tickets can be added to the CQG Trader window To add an Order Ticket 1 Click View 2 Click Add OrderTicket view Orders Mews Help View Orders amp Reports Add OrderTicket view N View Messages CQG Trader User Guide Page 10 Order Ticket Components Title bar The DOMTrader title bar displays the symbol and account number 0707 EPZO Learn how to change accounts Symbol tabs The Order Ticket has a maximum of four tabs so that you can monitor and trade more than one symbol on a single ticket EPZO mozo The tabs are color coded Red burgundy tab short Green tab long Black tab working order with no position A thermometer representing the current market standing of the symbol as well as the symbol are displayed on each tab The thermometer is a graphic indicator of the current market standing relative to its opening high and low prices It shows the High to Last Red Low to Last green and Open yellow triangle for that symbol for the current day The close or last price is indicated by the change of color from red to green If the thermometer dis
92. the limit or trigger price Orders with different limit and trigger prices are rejected GTC STOP orders are submitted as GTC stop orders with the order price equal to the trigger price GTC stop limit orders with different limit and trigger prices are rejected All stop limit orders are synthetic Native stop orders work like this You enter and the exchange converts it to STOP DAY a market order when market reaches the stop price and that is automatically cancelled at the end of the session STOP GTC GTD a limit order when market reaches the stop price The limit price is the same as the original stop price CQG Trader User Guide Page 146 Getting Help The Help menu at the top of the CQG Trader window provides access to online help a list of tradable symbols a quick reference for keystrokes and FCM contact information You can also right click the Quote Board title bar to access these options Opening Online Help Select Help gt Online Help This online help system contains the complete text of the printed documentation for CQG Trader enhanced with features like full text search and related topics links to make it easier for you to find what you are looking for The online help is divided into sections which are displayed as books in the Contents tab to the left 3 AL Contents 2 Search 5 7 Favorites Dr af Welcome a DOMTrader a Order Ticket a Setting COG Trader Preferences Viewing Quot
93. tons CQG Trader User Guide Page 20 Resizing Window Elements The Order Ticket areas can be re sized using the splitter bar between the DOM area and the buttons Place your Mouse cursor over the splitter bar so that it becomes a two sided arrow Drag the bar until you have the configuration you want lidia ie is Dee 10750 3391 O Sell 3788 s 119825 BF oros E ons o 110675 1157 gen 5 119650 O EE 0625 IMT Sell 16 1103 iOffer 179650 Buy 10 626 Bid 119625 aE EEE igen 119590 5497 Es 119500 093 Ee E 119450 1838 Order Ticket Page 21 DOMTrader Market transparency is vital for trading on the electronically traded futures markets DOMTrader provides that market transparency as well as the order routing functionality traders need The DOMTrader is comprised of a depth of market ladder that displays a range of bid and offer prices the best bid and offer with size and trading tools including order type selectors buy and sell buttons quantity buttons and cancel buttons In Order Placement preferences you choose whether to display the DOMTrader or the Order Ticket Adding a DOMTrader Up to three DOMTraders can be added to the CQG Trader window To add a DOMTrader 1 Click View 2 Click Add DOMTrader view Orders Mews Help View Orders amp Reports Add DOMTrader view pS View Messages CQG Trader User Guide Page 2
94. trading it helps to know how to enter symbols and choose accounts You should also familiarize yourself with order types order sizes and DOMTrader modes Traders working with units rather than lots will find details about configuring the xml conversion file and other information about units trading CQG Trader User Guide Page 62 Entering Symbols in CQG Trader You can enter futures exchange traded spreads currencies options and equities in CQG Trader Entering futures The format for futures is F lt symbol gt lt month code gt lt year gt Month codes F J anuary J uly pean rg er H Marcn u September Apri v october me a November M June December For currently traded non expired contracts the lead digit of the year can be omitted e g USAZ11 Example SPU11 September 2011 S amp P 500 futures contract For the most active futures contract type the symbol and For the first non expired futures contract type the symbol and 1 For the second non expired futures contract type the symbol followed by 2 For the seventh non expired futures contract type the symbol followed by 7 Follow this pattern for all numbers Symbol entry connects with commodity symbols before contracts Therefore entering SF displays the lead month for Swiss Francs rather than January soybeans To get the soybean chart you would need to type in the year SF11 for example Getting Started Page 63
95. unnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnn 117 Modifying and Canceling Orders 222 0snoenneennnnnnnnnnnnnnnnneennnnnnnennenn 118 Managing POSO Sia AA A 122 VIEWING Quote Data iia AA 125 NeW Sii A 131 Testo Sisa E E 132 THE SEOLY MEW asas 133 THE S CORY iM eu reed retten 134 Setting News Preferences cccccc cece eee eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeggggggaeeeeeeeegs 135 Reading NEWS Stories anne 136 Finding Previous Headlines cccc cece cece cece eee eeeeeeeeeeeseeeeeeeeeeeeeeeeeeeseegaenees 137 Elena NEWS STONES 2 3er ie 138 Searching for News Stories ba 140 VIEWING Search Res Sii vise ia ia a 142 Printing and E mailing News Stories 2222 2 sseeeeeesennnnnnnnnnnnnneneennnnnnnn nenn 143 MESSAGES in u ne a aa ee 144 Reading MESSAGES nr A A E 144 Deletind MESSAGES sensata 144 Exchange Connections sa 145 Getting Help css rn 146 opening Online Ael enner a a a e A 146 Opening the Keyboard Shortcut LISt ccc cece cece e eee eeeeeeeeseeeeeeeeeeeeeeees 149 Opening the Tradable Symbols LiSt ccccce cece cece cece ee eeeeeeeeeeeeeeeeeeeeeeenas 149 Opening the About WINKOW cccccccceeee eee eeeeeeeeeeeeeeeeeeeeeeeeteeegueeeetetsseuenergs 149 Page 1 About this Document This document contains all the information you need to use CQG Trader You can navigate the document in several ways e Click a bookmark listed on the left of the page e Click an i
96. utton is not displayed To change the size of an order 1 Click the size field of the order you want to change You ll notice a flashing cursor when you have successfully selected the field Change the size value by typing another number Click the RPL button A confirmation window opens 4 Click OK To modify the price of an order 1 Click the price field of the order you want to change You ll notice a flashing cursor when you have successfully selected the field Change the price by typing another price or part of a price Click the RPL button A confirmation window opens 4 Click OK CQG Trader User Guide Page 122 Managing Positions You can view reverse and liquidate positions on the Reports pane of the Orders and Reports window To liquidate open positions 1 Click the Reports tab to display open positions 2 Click the X button Open Positions Purchases amp Sales Account Summary Date Symbol a Long Short Currency Price OTE CLEF1i 2 USD sl48 4 420 00 a EDAD a em 175 00 B ENQZO dd USD 214427 6 495 00 EZO O O amp O OSO 120994 95 812 50 Tard BE EB SYS 135145 468 75 xX TR LISAZO 1 LISD 128080 375 00 3 On the confirmation window click Liquidate EY You are about to liquidate the following positions Account Symbol Position Working Orders A E ARA rE Puma Managing Orders and Positions Page 123 To reverse open positions 1 Click the Reports tab to display open positio
97. uttons set how OTE MVO and entries and exits are calculated enable manual fills and select the behavior of size buttons Symbol Settings Symbol Settings for Account UA Trading Configure Risk Settings in Fr Sto y symbol P m Trailing Global Default Y Ove v mo vo 0 5 500 99999 25 5 Acct Default y QQ vd vB vr 0 o 5 500 99999 25 5 F US CLE o 3 BB vyg O o 500 99999 10 Le a on ia 2 ons 5z se A SO OE Do 2 ates a sa u pD ie une First choose whether you wish to configure these symbols according to lots or units Separate values are stored for both lots and units If units is selected then ICBRG visible size and DOM threshold are defined in units for ICBRG and DOM triggered orders and for bracket orders Then working across each row set stop action smart order types order options and risk settings Stop Action Select STP or STL for each symbol listed This sets the default action when you use the keyboard to place a buy or sell order Once the default is set you can still place the order type you did not select The CTRL key allows you to toggle between the two order types Setting Trading Preferences Page 43 Smart Order Types Select the check boxes to enable trailing DOM triggered stops iceberg and bracket orders To set default parameters for each type click the order type icon Preferences are stored by instrument and account For example if y
98. vious stories You can change this setting The font size of the headlines is largest for the most recent story and smallest for the least recent stories If you have filtered the list then only those stories that meet your filter criteria are displayed 15 5 10 D kr Benchmark Govt Yig 0 OF DI 10 r Benchmark Govt Yi Most recent three headlines 10D OO Z Y Benefmantk Gove hei 15 5 07 DJ ISI GM Initiative Launches O Wews flash 15 507 DJ 4851 GM To Name Initiative Fi 15 5 07 DI D 2nd UPDATE Chesapeake 5 15 507 DJ sl GM Marketing To Tell Con 15 5 07 TFN Pa starts efforts to cut electricit 15 507 DJ DI MARKET TALK 52P 45x 200 19 507 DJ DJ MARKET TALK SEP 45x 200 15 507 DJ AISI GM To Launch Wew Mark 15 507 DJ DJ Moody s Takes Action On T ye Chained story News Page 133 The Story Viewer The story viewer displays the story that is selected on the story list It also has print e mail and font buttons Three font sizes are available Click this button to increase and decrease the font size E mail hyperlinks included in news stories are active Click those links to send e mail to the contact Double click the keyword to filter the news stories For example if you double click CURRENCY then only stories with that keyword are displayed in the story list If corrections are Made to stories and headlines the timestamp on the story and the order of st
99. y total OTE P L in account title bar Y Display total OTE P L in of account summary Enable liquidate and reverse buttons for Order Positions CQG Trader User Guide Page 49 Display OTE MVO Choose the currency to be used in OTE calculations This setting applies only to the Orders and Reports Account Summary window and the title bar of the Orders and Report window Other controls and windows use US dollars for open trade equity unrealized profit loss market value of options and profit loss Also select the interval for updating OTE margin excess and total purchasing power values Options are 5 10 15 and 30 Default is 10 Display total OTE P L Select this check box to display OTE P L on the title bar In this image it s displayed as a percentage of account summary rather than as a currency value Account UA Trading 070707 OTE P L 2 80 x Enable liquidate and reverse buttons Select this check box to include the X and R buttons on the Opens Positions window x Order Comments ENQM2 7 38 7 USD 259756 Order Comments Enable order comments Choose to allow order comments Learn about entering orders with comments CQG Trader User Guide Page 51 Quote Display Quote Display Net change Total traded volume Choose whether to include net change total traded volume or both on the Quote Board 123096 v 145250 2025 4275 100 414 210 1280 98385 211K
100. ypes ern CO BRET Bracket Mode e OCO A multi part order If one part of the order is executed then all other parts are cancelled e BRKT A type of order places order OPO where filling for example a buy order triggers a sell OCO a profit target order and a stop loss order If one of those orders is filled then the other order is cancelled You must be enabled for these smart order types Learn how to place an OCO order Learn how to place a bracket order Compression button E Symbols HUE NGE RBE HOE PLE and NGH can be compressed which means that ticks can be viewed in a quantity different from the exchange default The default value for compression is five Click the compression button to turn compression on and off Data is aggregated in the opposite direction of the market Bids are aggregated down and asks are aggregated up The daily high price is rounded up and the daily low price is rounded down Actual ticks and not compressed ticks are used for the offset value for stop limit orders Order types are also determined by actual ticks Orders with fixed prices are visible DOMTrader Page 27 Split Market tool Click this button to move from no compression to maximum compression Right click to move the other way There are four compression modes No compression default Compress to hide gap but show nearest best bid and ask prices price rows are hidden if they are between the price

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