Genesis Laser has a routing option for VWAP, they say it executes at market close. Anyone familiar with this routing option? Genesis' documentation is horrible, I check IBs website but it seems to execute differently(?)
I contacted Genesis and was informed they do not accept orders for VWAP on the close. Their Laser program may have such orders available but, according to the information they directly told me, the firm will not handle VWAP orders.