• Market
• Limit
• Stop Limit
• Stop Market

The desired stop order's price level.

Note: Required when Order Type is set to either Stop Market or Stop Limit.

Gives the trader the option to set the maximum participation rate with respect to total eligible market activity.

Influences how strongly to tilt order trajectory (TT Close, TT Brisk), how tightly to track max participation (TT POV, TT Scale POV), or how tightly to follow an order schedule (TT TWAP+, TT VWAP+).

For TT Brisk orders, this means:

• Lower aggression (e.g. 0) trades close to a normal VWAP curve.
• Mid/Default aggression (e.g. 5) trades faster upfront than VWAP based upon product-specific optimizations to balance the risk of market impact vs price drift.
• High aggression (e.g. 10) trades most quickly with respect to a standard VWAP, expressing greater preference for minimizing price drift.

Determines the methodology used to tilt away from the a normal Volume-Weighted Average Price (VWAP)-based schedule for TT Brisk and TT Close algos.

• Model Driven: Uses the instrument's liquidity and volatility profile to determine the strength of the tilt.

  This setting results in the tilt, compared to a normal VWAP schedule, being more pronounced with higher Aggression setting, higher instrument liquidity, higher instrument volatility, and longer order duration.

• Simple: The strength of the tilt is determined by the Aggression level and applied as a simple, linear shift vs a VWAP+ order trajectory. Higher Aggression levels will result in the order being shifted further away from VWAP+.

Allows trader to select between trend following and reversionary behavior.

Supported values include:

• AP-Revert-Low
• AP-Revert-Med
• AP-Revert-High
• AP-Trend-Low
• AP-Trend-Med
• AP-Trend-High

Specifies whether the order should get more aggressive when opposite side quote price is at the limit price.

This setting can be used to manage fill rate risk, increasing the expected fill rate if the market is nearing the limit price, at the cost of higher expected slippage on executed quantity.

Possible values include:

• Default (Off)
• Aggressive More At Limit: When the opposite side quote price is equal to the limit price, the order will monitor liquidity conditions tick by tick and send extra IOC (Immediate or Cancel) orders to opportunistically take additional liquidity before the market runs away.
• Faster Near Limit (Mild, Medium, Strong): In addition to the above behavior, the order will dynamically strengthen the tilt and trade faster as the market price approaches the limit price.

Price at which you would like to aggressively attempt to fill your order, regardless of the algorithm logic.

Order aggressively tries to fill if the instrument reaches this price, irrespective of volume based tracking objectives. Should be lower than limit and arrival time ask prices for BUY orders, higher than limit and arrival time bid prices for SELL orders.

When set to any value greater than 0, I Would Qty setting equals the minimum top of book quantity required before the order will cross the spread.

When used, the I Would Qty parameter behaviors may cause an order to finish materially sooner than base TT Premium Order Type logic would normally determine.

Similar to I Would Qty, but set as a percent of the order quantity.

Note The field represents the number as a percent and should not be submitted as a decimal: a value of 70 equals 70%.

Randomizes the I Would Qty and I Would Qty % thresholds by a specified percent in each direction.

Note This field represents the number as a percent and should not be submitted as a decimal. For example, a value of 10 equals 10%.

For example, if I Would Qty equals 100 and I Would Qty Variance % equals 20, the I Would Qty behavior will be triggered based on available size being between 80-120, depending on randomized value selected within the variance range.

If greater than 0, an order will not cut or cross a bid-ask spread that is more than the specified amount wide.

Note This constraint takes precedence over I Would, With A Tick, Brisk Limit, and Cleanup % behaviors.

Sets the date and time to start executing the synthetic order. Available settings include:

• Now to start the synthetic order immediately
• Time to display a date/time picker so you can indicate when to start the synthetic order.

Sets the date and time to stop executing the logic of the synthetic order. Used as an alternative to setting Duration

Enables the inverse of Stop Price functionality: if present, a Buy/Sell order activates once the contra price is less/greater than or equal to If Touched Price. Can be used in combination with Stop and Stop Limit orders for One-Cancels-Other (OCO) type behavior, where an order activates when the market reaches either a profit taking or stop loss price.

The Post Trigger Duration in minutes. If set greater than 0, will adjust EndTime once market reaches Stop Price or Trigger Price to earlier of EndTime or current time plus PostTrigger Duration minutes.

Overrides End Time, Duration, or the default with one of several product hours related values. Available options are:

• None (Default)
• Last Session Close
• Next Session Close
• Settlement

Note: If the current time is in the final continuous trading session of the day Next Session Close and Last Session Close reference the same time.

If selected, orders submitted may finish ahead of any defined End Time. If not selected, parent orders will seek to utilize the full trading window as defined by the Start and End Times.