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Time-Weighted Average Price (TWAP)

Trading Term

Time-Weighted Average Price. The TWAP IB Algo is available for US equities, options, and futures as well as Forex and certain non-US stocks. This TWAP algo is useful if you want to attain the time weighted average price during a specific period. The TWAP allows for specific conditions to be met if the user chooses for the order to trade.

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