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Support for All-or-None Orders
http://www.smartquant.com/forums/viewtopic.php?f=42&t=8334
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Author:  Wacka [ Tue Sep 14, 2010 6:40 am ]
Post subject:  Support for All-or-None Orders

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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