Bolt

Algo Strategy Value: Bolt

StartTime: String. Start Time.
Valid Value/Format: hh:mm:ss tmz

EndTime: String.Must be on the same date as Start Time. Takes precedence over Duration.
Valid Value/Format: hh:mm:ss tmz

Duration: double. Alternative order end time specifier. This value is a number of minutes that the order should be worked.
Valid Value/Format: 10. A value of -99 will specify that the end time should be the exchange close time.

Mode: String. Mode
Valid Value/Format: Passive, Normal, Aggressive

PercentVolume: double. Volume %
Valid Value/Format: 0 <= PercentVolume <= 1

EventPause: String. Event Pause
Valid Value/Format: Attempt_To_Complete, Pause_Trading, Trade_Through

NoCleanup: bool. No Cleanup
Valid Value/Format: “0” (false) or “1” (true)

LiquidityAggressThreshold: double. Liquidity Aggressiveness Threshold
Valid Value/Format: 0 <= LiquidityAggressThreshold <= 1

1
order.algoStrategy = "Bolt"
2
order.algoParams = []
3
order.algoParams.append(TagValue("StartTime", StartTime))
4
order.algoParams.append(TagValue("EndTime", EndTime))
5
order.algoParams.append(TagValue("Duration", Duration))
6
order.algoParams.append(TagValue("Mode", Mode))
7
order.algoParams.append(TagValue("PercentVolume", PercentVolume))
8
order.algoParams.append(TagValue("EventPause", EventPause))
9
order.algoParams.append(TagValue("NoCleanup", NoCleanup))
10
order.algoParams.append(TagValue("LiquidityAggressThreshold", liqAggThreshold))