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Workflow

Algo Orders.

Supported Instruments

Please refer to Supported Instruments to view across all venues.

PartyIDs

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Please refer to Passthru Fields to view across all venues.

Details

Algo Selection

Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters.

The table below sets out the Algo parameters and combinations currently supported.

StrategyParameterName	StrategyParameterType	TargetStrategy
`TargetStrategy`	`String`	`SmartSweep`	`VWAP`	`TWAP`	`POV`	`iSeek`	`Benchmark OrFixing`	`Iceberg`	`Peg`	`Custom`
`FixingSource¹`	`String`						✓
`FixingDate²`	`LocalMktDate`						✓
`FixingTime³`	`String`						✓
`FixingTimeZone⁴`	`String`						✓
`MaxPercentVolume`	`Int`		✓	✓		✓				✓
`MinPercentVolume`	`Int`					✓				✓
`TargetPercentVolume`	`Int`				✓					✓
`Urgency`	`Int`		✓	✓	✓	✓				✓
`IWouldPrice`	`Price`		✓	✓	✓	✓		✓		✓
`IWouldSizePercent`	`Int`		✓	✓	✓	✓		✓		✓
`UpperBandPrice`	`Price`				✓					✓
`UpperBandTargetPercentVolume`	`Int`				✓					✓
`LowerBandPrice`	`Price`				✓					✓
`LowerBandTargetPercentVolume`	`Int`				✓					✓
`StopLossPrice`	`Price`		✓	✓	✓					✓
`SliceSize`	`Qty`		✓	✓	✓	✓	✓			✓
`SliceInterval`	`Int`			✓						✓
`RandomizationPercent`	`Int`			✓						✓
`PreFixAllocationPercent⁵`	`Int`						✓			✓
`PegReferencePriceType⁶`	`Char`								✓	✓
`PegOffset`	`PriceOffset`								✓	✓
`PegFloorType⁷`	`Int`								✓	✓
`PegFloorPrice`	`Price`								✓	✓
`PegFloorFloatingPoints`	`PriceOffset`								✓	✓
`PriceType⁸`	`Int`	✓								✓
`StrategyConfig`	`String`	✓	✓	✓	✓	✓	✓		✓	✓

FixingSource may be one of:
- WMR - WM/Reuters
- BFIX - Bloomberg
FixingDate is formatted YYYYMMDD
FixingTime is formatted HH:MM (on the hour and half-hour)
FixingTimeZone may be one of:
- UTC (only)
- Other values rejected.
PreFixAllocationPercent NOT supported for FixingSource=BFIX
PegReferencePriceType may be one of:
- R - NearTouch
- M - MidPoint
- P - FarTouch
PegFloorType may be one of:
- 0 - NoFloor
- 1 - Fixed
- 2- Floating
PriceType may be one of:
- 99 - Average
- Other values ignored.

The table below sets out the standard Order field that may need to be used to further define the algo.

HasExtendedOrderFields	TargetStrategy
HasExtendedOrderFields	`SmartSweep`	`VWAP`	`TWAP`	`POV`	`iSeek`	`Benchmark OrFixing`	`Iceberg`	`Peg`	`Custom`
`EffectiveTime`	✓	✓	✓	✓	✓		✓	✓	✓
`ExpireTime`	✓	✓	✓	✓	✓		✓	✓	✓
`MinQty`	✓							✓	✓
`MaxShow`	✓						✓	✓	✓

Please refer to the API document provided by Precision for specific details.