Here is an example, in using ActiveX with Vwap IB Algo.
Dim m_ITagvaluelist As TWSLib.ITagValueList
m_ITagvaluelist = Tws1.createTagValueList
Dim m_ITagvalue1 As TWSLib.ITagValue
m_ITagvalue1 = m_ITagvaluelist.Add("maxPctVol", ".01")
Dim m_contract As TWSLib.IContract
m_contract = Tws1.createContract
With m_contract
.symbol = "IBM"
.secType = "STK"
.exchange = "SMART"
.currency = "USD"
End With
Dim m_order As TWSLib.IOrder
m_order = Tws1.createOrder
With m_order
.action = "BUY"
.totalQuantity = 100
.orderType = "LMT"
.lmtPrice = 120
.algoStrategy = "Vwap"
.algoParams = m_ITagvaluelist
End With
Tws1.placeOrderEx(validID, m_contract, m_order)
