Lightspeed Trader can send TWAP (Time Weighted Average Price) and VWAP (Volume Weighted Average Price) orders through routing provider, Instinet. Below is information regarding these two order types including the strategy purpose, default setting, and its parameters.
VWAP (Volume Weighted Average Price):
Strategy Purpose:
Default Settings:
Parameters:
TWAP (Time Weighted Average Price):
Strategy Purpose:
Default Settings:
Parameters:
Below are the steps to configure these order types in the Lightspeed Trader platform.
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