Benchmark algo that lets you trade into the close.
| Number | Description |
|---|---|
| 1 |
Choose TOC to use the Finale algo. |
| 2 |
Start Time – (optional) Define the algo start time. |
| 3 | Urgency (optional) – Set the degree of urgency for execution. a. Passive b. Active c. Aggressive |
| 4 |
Close Unit (optional) Used to determine type of Close Quantity value.
|
| 5 | Close Qty - (optional) - This field combines with Close Unit field to determine the quantity that will be placed into the closing auction. Positive numbers only. For an Close Unit = Shares, Close Qty must be equal to or greater than 1 round lot. For any % option, value should be less than or equal to 100. |
To use Jefferies algos, select JEFFALGO as the routing destination.