send_algo_order
Submit algorithmic trading orders (TWAP, VWAP, POV, IS, DARK_AGG, ICEBERG) through the FIX MCP Server to execute complex trading strategies with scheduled child slices.
Instructions
Submit a new algorithmic order (TWAP, VWAP, POV, IS, DARK_AGG, ICEBERG). Creates a parent algo order with execution schedule and initial child slices.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| side | Yes | ||
| quantity | Yes | ||
| algo_type | Yes | ||
| client_name | Yes | ||
| venue | No | ||
| end_time | No | ISO-8601 execution window end (TWAP/VWAP) | |
| pov_rate | No | Target participation rate 0.0–1.0 (POV/VWAP) | |
| arrival_px | No | Arrival price for IS benchmark | |
| slice_count | No | Number of child slices (default: 6) |