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Portfolio

Execute a group of stock orders according to user-defined input plus trading style.

Number	Description
1	Choose the algo.
2	(optional) Set a start time.
3	(optional) Set an end time.
4	Volume Limit - (optional) Max rate of volume.
5	Portfolio ID (optional) - Set a user ID.
6	Portfolio Limit (optional) – Positive or negative value indicating the number of basis points from the arrival price. Values from -10,000 to 10,000.
7	Auction Participation - (optional) Exclude Both Include Open Include Close Include Both
8	Urgency (optional) Passive, Active or Aggressive.
9	Blocks Only (optional) – Cash Balance Beta Neutral IS Dark Only Exec Balance
10	Complete by EOD (optional) – Define urgency to complete by the end of the trading day.
11	Price Limit Type (optional) – Fixed or Floating
12	Benchmark - (optional) Inside NBBO Price Arrival Price PNC Open
13	Benchmark Offset(optional) – Positive or negative value in basis points.
14	Tracking Index (optional) – User-specified text
15	Max Outperform (optional) - Positive or negative value in basis points.
16	Min Outperform (optional) - Positive or negative value in basis points.

To use Jefferies algos, select JEFFALGO as the routing destination.