Mariner Backtesting - order algorithms Limit on Open

GUIDs for LOO orders

Limit On Open

Below are order algorithms that place limit orders when the market opens.

gr8py name CloudQuant short name GUID Notes
Buy 0.00B Limit ARCA at Script Price LOO   6e5e3da4-982b-447a-8e47-bb7f9f2971f3 Elite default limit logic

 

Lite default limit logic

 

Buy 0.00B Limit NASD at Script Price LOO   f4730c59-bdd3-43b6-8c6c-c0f5117a2d74 Elite default limit logic

 

Lite default limit logic

 

Buy 0.00B Limit NASD at Script Price LOO IO   813ee45b-0b42-4eb9-817d-d69bd030b147 Elite default limit logic

 

Lite default limit logic

 

Buy 0.00B Limit NYS at Script Price LOO   ac40a1e0-d5da-4acc-9930-bc649bb3a731 Elite default limit logic

 

Lite default limit logic

 

Buy Limit ARCA at Script Price LOO arca_loo_buy f629b2e1-2896-4b50-931c-e068b19e413f Elite order logic

 

Lite order logic

 

Buy Limit FLOOR at Script Price LOO floor_loo_buy e9a2e0a0-ea3f-4b00-a29c-98ae628f78f5 Elite order logic

 

Lite order logic

 

Buy Limit NASD at Script Price LOO nasdaq_loo_buy 8a8b1b72-8224-4a57-8e49-618e0e80bd01 Elite order logic

 

Lite order logic

 

Buy Limit NASD at Script Price LOO IO nasdaq_loo_buy_io c582f7b3-0f83-4eb0-a776-b50527c833cb Elite order logic

 

Lite order logic

 

Buy Limit NYSE at Script Price LOO nyse_loo_buy 67ec1474-5fbe-421f-a5a1-083e36302f6f Elite order logic

 

Lite order logic

 

Sell 0.00B Limit ARCA at Script Price LOO   fad1ea4f-f7b6-4d30-8fa7-24378cad8274 Elite default limit logic

 

Lite default limit logic

 

Sell 0.00B Limit NASD at Script Price LOO   8d7f3a5e-110f-4100-ab82-89b19f155668 Elite default limit logic

 

Lite default limit logic

 

Sell 0.00B Limit NASD at Script Price LOO IO   7e74b6db-d340-4a7b-907d-7ca70e3aad43 Elite default limit logic

 

Lite default limit logic

 

Sell 0.00B Limit NYS at Script Price LOO   3e143db8-af85-4559-a4af-eb4994dffa87 Elite default limit logic

 

Lite default limit logic

 

Sell Limit ARCA at Script Price LOO arca_loo_sell 03d615b9-e74a-4831-a2b7-503c547662dd Elite order logic

 

Lite order logic

 

Sell Limit FLOOR at Script Price LOO floor_loo_sell db1f87b2-7335-42c0-8bdb-eb225edf19c1 Elite order logic

 

Lite order logic

 

Sell Limit NASD at Script Price LOO nasdaq_loo_sell a8f38ef2-85b4-461e-9ab7-49f9c84d59d2 Elite order logic

 

Lite order logic

 

Sell Limit NASD at Script Price LOO IO nasdaq_loo_sell_io 0a7411a7-fa34-4293-805d-14fb4e77e6b9 Elite order logic

 

Lite order logic

 

Sell Limit NYS at Script Price LOO   50f123a1-3596-4119-aeed-7c7fdc6a7ccc Elite default limit logic

 

Lite default limit logic

 

Sell Limit NYSE at Script Price LOO nyse_loo_sell 8b30e0f8-6fac-484f-8641-66716b54f701 Elite order logic

 

Lite order logic