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PostPosted: Tue Sep 14, 2010 6:40 am 
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Joined: Thu Apr 03, 2008 6:28 am
Posts: 49
Perhaps this should go in feature requested, but it would be really helpful to be able to set the TimeInForce to AON. That is not currently an option.

All-or-None orders are available from IB (see http://www.interactivebrokers.com/en/tr ... ndividuals). They are similar to FOK orders, except that the order is not cancelled if it doesn't fill immediately. Forbes has a definition here.

The only kind of weird thing about them is that they can only be used with Limit orders. Submitting a Market order with an attribute of AON would not be valid.

What do we think? Might we be able to add this to the TimeInForce enumeration's values :?:


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