Create a Basket File in TWS

TWS will automatically create a basket file from a group of non-transmitted orders on a trading page. When you want to trade or manage baskets, open the basket file from the BasketTrader. You can also create a basket file manually, outside of TWS, but we recommend using the TWS automated process to get the file started.

Note that TWS creates a basket file from orders on a single trading page. You can easily combine orders from multiple files into one using MS Excel.

To automatically create a basket file

1. Create orders to include in the basket file.

2. •  Click the Ask Price on a market data line to create a BUY order.

   •  Click the Bid Price on a market data line to create a SELL order.

2. Modify order parameters and define order attributes.

3. On the File menu, select Save Orders as Basket.

4. In the dialog box, review or rename the file and use a .csv extension (i.e. stocks.csv) and click OK.

Note: The system uses the Trading page name as the default basket name.

5. Cancel the orders you created. Use the Order menu and select Cancel Page.

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