CQG Algorithmic Orders
TWAP_AlgorithmicOrder.eCustomOrderProperties Enumeration
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Visual Basic (Declaration)
Visual Basic (Usage)
C#
C++/CLI

Enumeration of TWAP algorithmic order type custom properties.

Syntax

Visual Basic (Declaration)
Public Enum TWAP_AlgorithmicOrder.eCustomOrderProperties Inherits System.Enum

Visual Basic (Usage)	Copy Code
Dim instance As TWAP_AlgorithmicOrder.eCustomOrderProperties

C#
public enum TWAP_AlgorithmicOrder.eCustomOrderProperties : System.Enum

C++/CLI
public enum class TWAP_AlgorithmicOrder.eCustomOrderProperties : public System.Enum

Members

Member	Description
copChunkSize	Order's contract quantity to be placed at each time interval.
copDistance	Number of ticks the order should be placed at, calculated from the corresponding current best bid/ask.
copTimeInterval	Time interval in seconds between each partial order.

System.Object
   System.ValueType
      System.Enum
         AlgorithmicOrders.TWAP_AlgorithmicOrder.eCustomOrderProperties