Has anyone figured out the formatting of the order string for a VWAP or ArrivalPx algo order? Zero help so far from IB on this one.
Here is an example, in using ActiveX with Vwap IB Algo. Dim m_ITagvaluelist As TWSLib.ITagValueList m_ITagvaluelist = Tws1.createTagValueList Dim m_ITagvalue1 As TWSLib.ITagValue m_ITagvalue1 = m_ITagvaluelist.Add("maxPctVol", ".01") Dim m_contract As TWSLib.IContract m_contract = Tws1.createContract With m_contract .symbol = "IBM" .secType = "STK" .exchange = "SMART" .currency = "USD" End With Dim m_order As TWSLib.IOrder m_order = Tws1.createOrder With m_order .action = "BUY" .totalQuantity = 100 .orderType = "LMT" .lmtPrice = 120 .algoStrategy = "Vwap" .algoParams = m_ITagvaluelist End With Tws1.placeOrderEx(validID, m_contract, m_order)
If you dont get an answer from here, there is an InteractiveBroker Yahoo group where you could try. http://finance.groups.yahoo.com/group/TWSAPI/ I assume you went to the IB bulletin board. http://www.interactivebrokers.com/en/p.php?f=ibchat_bb&ib_entity=llc Best of luck