Order types

Some algos can be placed only as MKT orders, some only as LMT and some as both; check particular algo documentation for supported order types.

 

When algo order is placed as MKT price is calculated by algo itself.

 

When algo order is placed as LMT limit price is used as upper threshold for a price calculated by algo. In other words, algo’s child orders price cannot be higher than limit price specified in FIX request.