Strobe

Algo Strategy Value: Strobe

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.

Benchmark: String. Benchmark
Valid Value/Format: TWAP, VWAP

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

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

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order.algoStrategy = "Strobe"
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order.algoParams = []
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order.algoParams.append(TagValue("StartTime", StartTime))
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order.algoParams.append(TagValue("EndTime", EndTime))
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order.algoParams.append(TagValue("Duration", Duration))
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order.algoParams.append(TagValue("Benchmark", Benchmark))
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order.algoParams.append(TagValue("PercentVolume", PercentVolume))
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order.algoParams.append(TagValue("NoCleanup", NoCleanup))