Mariner Backtesting - order algorithms on IEX

GUIDs for IEX orders

Below are order algorithms for the IEX (The Investors Exchange) Exchange.

gr8py name CloudQuant short name GUID Notes
Buy IOC IEX at Script Price - Router iex_ioc_buy_script_router e695b6d5-908a-48e2-b69b-e1934ceb1a6c 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 IEX at Script Price - Prim Peg   1789ea02-87af-4c44-b1b0-cc7ee636d7a6 Elite default limit logic

 

Lite default limit logic

 

Buy Limit IEX at Script Price - Router   d68c67bc-93aa-44a8-bc0e-040b0ba8721e Elite default limit logic

 

Lite default limit logic

 

Buy Limit IEX at Script Price - Router (Hidden)   75d96282-420c-4934-b822-aade9f7c97fc Elite default limit logic

 

Lite default limit logic

 

Buy Limit IEX at Script Price - Router+   8a004d09-293b-4f27-af14-4b518cbad3cc Elite default limit logic

 

Lite default limit logic

 

Buy Limit IEX at Script Price - Standard   639ca965-5204-4301-bc09-0edae5887cd0 Elite default limit logic

 

Lite default limit logic

 

Sell IOC IEX at Script Price - Router iex_ioc_sell_script_router f403da2f-ccd7-4719-a76d-718f753baaae 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 IEX at Script Price - Prim Peg   befacf5f-16bd-42bd-9773-aa16749f6a4b Elite default limit logic

 

Lite default limit logic

 

Sell Limit IEX at Script Price - Router   8753b3af-c16e-4f63-835d-20f69cbd2b7a Elite default limit logic

 

Lite default limit logic

 

Sell Limit IEX at Script Price - Router (Hidden)   36f08ace-2dc0-4383-a90d-e08e7e615c4f Elite default limit logic

 

Lite default limit logic

 

Sell Limit IEX at Script Price - Router (SS)   a24433e5-32ec-404f-ad46-7d19534450aa Elite default limit logic

 

Lite default limit logic

 

Sell Limit IEX at Script Price - Router+   cab1b168-db83-4406-bf24-a0fede920db3 Elite default limit logic

 

Lite default limit logic

 

Sell Limit IEX at Script Price - Standard   3c8bd373-7447-4938-b5dd-3319d6d7d468 Elite default limit logic

 

Lite default limit logic