VWAP and TWAP orders

VWAP and TWAP order types are now available on Clear Street’s mobile apps, web, API, MCP, FIX, and Omni. Big orders can move the price against you - VWAP and TWAP break them into smaller pieces and work them over a time window you choose, so you leave a lighter footprint and get a better average price. Learn more.

How to place a VWAP or TWAP order

API Documentation

Changelog

• Added TWAP / VWAP order types, now available on mobile apps, web, API, and Omni
• Economic calendar: CPI, FOMC, jobs reports, and other macro events, in the app, in Omni, and over MCP and the API
• Options-activity reports available in your documents.
• Snapshot a whole option chain by underlying and expiry in one API call.
• Earnings-call transcripts now feed Omni's research answers.