TWAP

Designed to achieve the time-weighted average price calculated from the time the order is submitted to the close of the market.

To create a TWAP algo

1.  Specify the order side (buy/sell) and quantity in the Mosaic Order Entry panel.

2.  From the LMT type field, select IBALGO and then select TWAP.

3.  Define parameters:

Trade when - select from: