Algo duration parameters can be modified for all above mentioned algos except CQG VWAP.
Duration Parameter Modification Constraints
•Only one of the following parameters can be specified in an order modification request:
o EndTime
o MaxDurationInMinutes
Note that using the wrong duration parameter in the modification request will lead to rejection.
•When specified, the duration parameter in modification request must meet one of the following conditions:
o It must be same parameter as originally provided in the NewOrderSingle message;
o If neither was specified in the initial NewOrderSingle message, but then one of EndTime or MaxDurationInMinutes was provided with the first OrderCancelReplaceRequest - future OrderCancelReplaceRequest messages must use the parameter provided with first.
•If an OrderCancelReplaceRequest omits a duration parameter value, the CQG Algo Engine will retain the last known value (as previously provided in either the NewOrderSingle or a prior OrderCancelReplaceRequest), if any.