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      Mariner Backtesting - order algorithms on BATS

      GUIDs for BATS orders

      Below are order algorithms for the BATS exchange

      gr8py name CloudQuant short name GUID Notes
      Buy 0.00B Limit BATS at Script Price   a3c0867b-fce1-4a67-8017-25e431c81343 Elite default limit logic

       

      Lite default limit logic

       
      Buy IOC BATS at Script Price bats_ioc_buy_script f3b4beac-a70b-4953-97e0-fd7d2a0f7ee0 Elite order logic

       

      Lite order logic

       
      Buy IOC BATS at Script Price - Apollo bats_ioc_buy_script_apollo ca67c43c-aec0-45e5-8eed-d780ab41fbd8 Elite order logic

       

      Lite order logic

       
      Buy Limit BATS at Script Price bats_limit_buy_script 7a6228ad-dc9d-4377-8b2e-99e8ebb90152 Elite order logic

       

      Lite order logic

       
      Buy Limit BATS at Script Price - Apollo   8c79c88d-9d4f-45f0-9264-7768db04d9a7 Elite default limit logic

       

      Lite default limit logic

       
      Buy Limit BATS at Script Price - Day   a02c03c9-3b34-4dcf-abb3-a9c96bcfb582 Elite default limit logic

       

      Lite default limit 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 BATS at Script Price - Prim Peg   1f85bc8c-c4f0-4e99-8534-950c31e87b42 Elite default limit logic

       

      Lite default limit logic

       
      Buy Market BATS   103d9b43-937a-4590-9f54-1476f3545cf1 Elite default market logic

       

      Lite default market logic

       
      Buy Market BATS - Apollo   ff46c1ba-2c0d-4021-9398-293fb2f55ac6 Elite default market logic

       

      Lite default market logic

       
      Sell 0.00B Limit BATS at Script Price   5569308c-76e3-4915-99da-278eb45a26ec Elite default limit logic

       

      Lite default limit logic

       
      Sell 0.01K Market BATS   1eefe377-4f76-48f6-a7d0-3c082ab43c2d Elite default market logic

       

      Lite default market logic

       
      Sell IOC BATS at Script Price bats_ioc_sell_script a033a317-51bc-4fe7-84e1-ebe3023c67bd Elite order logic

       

      Lite order logic

       
      Sell IOC BATS at Script Price - Apollo bats_ioc_sell_script_apollo 951e83ad-cd70-4355-b8b3-2d046b91eb4d Elite order logic

       

      Lite order logic

       
      Sell Limit BATS at Script Price bats_limit_sell_script f8328375-d95c-4c10-aa7e-0c7fecf13336 Elite order logic

       

      Lite order logic

       
      Sell Limit BATS at Script Price - Apollo   06809966-fbf2-4f9d-9b09-22b082d05ab5 Elite default limit logic

       

      Lite default limit logic

       
      Sell Limit BATS at Script Price - Day   28aa1417-8fb0-4269-a710-666da48a9d2f Elite default limit logic

       

      Lite default limit 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 BATS at Script Price - Prim Peg   869203f8-a6e2-410a-9126-6f0cca73a701 Elite default limit logic

       

      Lite default limit logic

       
      Sell Market BATS   398a38ee-b614-4678-90a6-dbf40d2a54b9 Elite default market logic

       

      Lite default market logic

       
      Sell Market BATS - Apollo   fa8b0bee-7364-4dcf-9d1c-65770e1ce7bc Elite default market logic

       

      Lite default market logic