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      Mariner Backtesting - Midpoint Peg Algos

      GUIDs for Midpoint Peg Orders

      Midpoint

      Below are order algorithms that buy/sell at midpoint price.

      gr8py name CloudQuant short name GUID Notes
      Buy Limit ARCA at Script Price - MidPt Peg arca_midpoint_limit_buy b259cf8b-7e19-4c44-9d39-3ee7fa297516 Elite order logic

       

      Lite order logic

       
      Buy Limit BATS at Script Price - MidPt Peg bats_midpoint_limit_buy ee3904b3-c2a7-476b-bb79-2695871c8cf9 Elite order logic

       

      Lite order logic

       
      Buy Limit IEX at Script Price - MidPt Peg iex_midpoint_limit_buy 37ae01d7-bf10-4b13-8ea8-aeedd59fcfbd Elite order logic

       

      Lite order logic

       
      Buy Limit LIME at Script Price - MidPt Peg lime_midpoint_limit_buy 4e69745f-5410-446c-9f46-95ec77050aa5 Elite order logic

       

      Lite order logic

       
      Sell Limit ARCA at Script Price - MidPt Peg arca_midpoint_limit_sell d1d6eca0-63b5-42db-8f5b-10df055a1f92 Elite order logic

       

      Lite order logic

       
      Sell Limit BATS at Script Price - MidPt Peg bats_midpoint_limit_sell 4a6d660f-fdc7-4c42-9b7e-522cf0308657 Elite order logic

       

      Lite order logic

       
      Sell Limit IEX at Script Price - MidPt Peg iex_midpoint_limit_sell 5b451365-f413-4bb5-8490-59438987bc7f Elite order logic

       

      Lite order logic

       
      Sell Limit LIME at Script Price - MidPt Peg lime_midpoint_limit_sell 23d56e4a-ca4e-47d0-bf60-7d07da2038b7 Elite order logic

       

      Lite order logic