How do I configure order size in BasketTrader?

By default, the BasketTrader rounds mixed lots to the nearest hundred. Odd lots for U.S. Stocks and Warrants will be rounded up to 100, and odd lots for non-U.S. Stocks will not be rounded. When you upload orders to BasketTrader from a csv file there will be a pop-up window that asks whether you would like to round order sizes with the option to "Remember my settings."

In order to change the saved settings, you will need to log in to TWS and click File followed by Global Configurations and Messages and check "Show Basket Trader Size Rounding Policy Dialog". Once you have reestablished the dialog box for size rounding, then upload the csv file and you will be prompted to choose rounding settings. Choose "Do not round share size" if you want the order sizes to remain as entered in the csv file.

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