TWAP
With the TWAP trade component, you can simultaneously execute multiple TWAP orders on different tickers.
To configure a TWAP order, you'll need to specify the following parameters:
The quantity of contracts or the size in USD of the total TWAP,
The buy/sell side
Whether it should be reduce only (for closing a position over time)
Whether it should use limit orders into best bid/ask instead of market orders.
The duration
The total lots
And the randomness (which affects the lot size and frequency)
Please note that if you choose to run TWAP orders, you'll need to keep the trading page open and connected to your account for the entire duration of the orders.
You can pause or stop TWAP orders that are running at any time. When TWAP orders run, you'll see a TWAP indicator in the navigation bar.
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