Seeks liquidity in dark pools with a combination of probe and resting orders. Works child orders at better of limit price or current market price. Prioritizes venue by probability of fill.
Field Name |
Description |
Valid Values/ Default Value |
|---|---|---|
|
Effective Time |
Optional. Set the time to begin the order. |
Between market open and market close, and prior to Expire Time (if set). Defaults to immediately. |
|
Expire Time |
Optional. Time/date for the order to expire. |
Between market open and market close, and after Effective Time (if set). Defaults to market close if not set. |
|
Dollar Certain Limit |
Optional. The maximum acceptable dollar amount of the trade, including Dollar Certain Commission. Used to trade by dollar amount. |
>0 |
|
Dollar Certain Commission |
Optional. The commission cost on a cents-per-share basis, e.g. 0.1 = 1 cent |
>0 |
|
Dollar Certain Execution checkbox |
Optional. Check to determine the order quantity by dollar value. Must be checked for other "Dollar Certain" fields to be valid. |
If checked, Dollar Certain Limit at least must be defined. |