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This documentation is now deprecated. Please switch to the IBKR Campus for up-to-date information regarding IBKR's API solutions. |
The socket-based APIs support the following CSFB Algo Strategies: CSFB Algos are not available in paper accounts.
The following table lists all available CSFB algo strategies and parameters supported by the API.
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | Minimum percentage of volume | Integer | Range: 0 - 99 |
MaxPercent | Maximum percentage volume | Integer | Range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Auction | String | "Default", "Include_All", "Include_Open_Only", "Include_Close_Only", "Exclude_All", "Imbalance_Only" | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Example CSFB Inline Algo
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
DisplaySize | Size display for iceberg/reserve | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
DisplaySize | Size display for iceberg/reserve | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | |||
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | |||
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | |||
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
Auction | String | "Default", "Include_All", "Include_Open_Only", "Include_Close_Only", "Exclude_All", "Imbalance_Only" | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | |||
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Auction | String | "Default", "Include_All", "Include_Open_Only", "Include_Close_Only", "Exclude_All", "Imbalance_Only" | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
Auction | String | "Default", "Include_All", "Include_Open_Only", "Include_Close_Only", "Exclude_All", "Imbalance_Only" | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
DisplaySize | Size display for iceberg/reserve | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MaxPercent | Maximum percentage volume | Integer | range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
MinPercent | Minimum percentage of volume | Integer | Range: 0 - 99 |
MaxPercent | Maximum percentage volume | Integer | Range: 0 - 99 |
DisplaySize | Size display for iceberg/reserve | Integer | |
Auction | String | "Default", "Include_All", "Include_Open_Only", "Include_Close_Only", "Exclude_All", "Imbalance_Only" | |
Blockfinder | Enables block finding | Boolean | "1", "0" (for Java "true", "false") |
BlockPrice | Price of the block. Cannot violate price of the algo order. | Double | |
MinBlockSize | Minimum block quantity | Integer | |
MaxBlockSize | Maximum block quantity | Integer | |
IWouldPrice | Double |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
DisplaySize | Size display for iceberg/reserve | Integer |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
StartTime | Start time | Time | 9:00:00 EST |
EndTime | End time | Time | 15:00:00 EST |
MaxPercent | Maximum percentage volume | Integer | Range: 0 - 99 |
Parameter | Description | Type | Syntax/Values |
---|---|---|---|
ExecStyle | Execution Style | String | "Patient", "Normal", "Aggressive" |
DisplaySize | Size display for iceberg/reserve | Integer |