|Support for All-or-None Orders
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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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