Hello,
Using Trade I defined a VWAP order and selected the option "attempt to never take liquidity". However when I check on the interactive Brokers application, it shows that the "attempt to never take liquidity" option is not selected.
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Yes, please fix all the vwap related problems.
The fix for the "attempt to never take liquidity" option in VWAP orders was released today. The setting now correctly gets applied to the order in IB.
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Thank you Dan. Is there an option to keep the order for more than a day or resubmit it automatically from a day to the other (for the part not executed)?
Also if I have 2 strategies giving me 2 orders on the same stock. Let s say I use 10% VWAP order on the same day for the stock. Will it be effectively considered like a 20% or 10% VWAP order, or something else?