{"id":41488,"date":"2026-06-22T21:17:22","date_gmt":"2026-06-23T02:17:22","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/tt-time-weighted-average-price-2\/"},"modified":"2026-06-22T21:17:25","modified_gmt":"2026-06-23T02:17:25","slug":"tt-time-weighted-average-price-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/tt-time-weighted-average-price-2\/","title":{"rendered":"TT \u6642\u9593\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u30a2\u30eb\u30b4 TWAP"},"content":{"rendered":"
\n

TT \u6642\u9593\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u30a2\u30eb\u30b4 TWAP (<\/b>) \u306f\u3001\u4ed6\u306e\u5e02\u5834\u53c2\u52a0\u8005\u306b\u3088\u308b\u6ce8\u6587\u51fa\u6765\u9ad8\u306e\u52d5\u304d\u3078\u306e\u6ce8\u610f\u3092\u96c6\u3081\u305a\u306b\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u57f7\u884c\u5e73\u5747\u5e02\u5834\u4fa1\u683c\u306b\u3067\u304d\u308b\u3060\u3051\u8fd1\u304f\u306b\u53d6\u5f15\u4fa1\u683c\u3092\u4fdd\u3063\u3066\u304a\u304d\u305f\u3044\u5834\u5408\u306b\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002<\/p>\n

<\/b> \u306f\u3001\u6ce8\u6587\u3092\u5c0f\u898f\u6a21\u306e\u679a\u6570\u306b\u5206\u3051\u3066\u3001\u3053\u308c\u3089\u3092\u5f90\u3005\u306b\u5897\u3084\u3057\u3066\u307e\u305f\u4f53\u7cfb\u7684\u306b\u3001\u5e02\u5834\u306b\u767a\u6ce8\u3059\u308b\u3053\u3068\u3067\u3001\u76ee\u7acb\u3063\u305f\u53d6\u5f15\u3092\u57f7\u884c\u3057\u306a\u3044\u3088\u3046\u306b\u3057\u307e\u3059\u3002\u3053\u308c\u306f\u3001TT \u6642\u9650\u6ce8\u6587<\/a> \u6ce8\u6587\u30bf\u30a4\u30d7\u304c\u884c\u3046\u65b9\u6cd5\u306b\u985e\u4f3c\u3057\u305f\u3001\u8a08\u7b97\u8a08\u753b\u306b\u57fa\u3065\u304d\u307e\u3059\u3002\u7d04\u5b9a\u306e\u6642\u9593\u5236\u9650<\/a>\u30011\u30b9\u30e9\u30a4\u30b9\u306e\u5b50\u6ce8\u6587\u679a\u6570<\/a>\u3001\u53d6\u5f15\u30b9\u30bf\u30a4\u30eb<\/a>\u3001\u4fa1\u683c\u30c8\u30ea\u30ac\u30fc<\/a>\u3001\u4fa1\u683c\u9650\u5ea6<\/a>\u306e\u8a2d\u5b9a\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u8a2d\u5b9a\u3059\u308b\u3053\u3068\u3067\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u306e\u76ee\u6a19\u306b\u6cbf\u3063\u3066\u8a08\u753b\u306e\u52d5\u4f5c\u3092\u8a2d\u5b9a\u3067\u304d\u307e\u3059\u3002<\/p>\n

\u6642\u9593\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u6ce8\u6587\u30d1\u30e9\u30e1\u30fc\u30bf<\/h2>\n

\"\"<\/p>\n\n\n\n\n\n\n\n\n\n\n\n
#<\/th>\n\u30d1\u30e9\u30e1\u30fc\u30bf\u540d<\/th>\n\u5fc5\u9808\u307e\u305f\u306f\u4efb\u610f<\/th>\n\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n
1<\/td>\nEdit (\u7de8\u96c6)<\/b><\/td>\nN\/A<\/td>\n[Edit<\/b>] \u30dc\u30bf\u30f3\u304c TT \u8a73\u7d30<\/b> \u753b\u9762\u306b\u8868\u793a\u3055\u308c\u3001\u53d6\u5f15\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u5165\u529b\u307e\u305f\u306f\u8abf\u6574\u3067\u304d\u307e\u3059\u3002<\/td>\n<\/tr>\n
2<\/td>\nOrder Quantity (\u6ce8\u6587\u679a\u6570)<\/b><\/td>\n\u5fc5\u9808<\/td>\n[Order Quantity<\/b>] (\u6ce8\u6587\u679a\u6570) \u6b04\u306f\u3001\u53d6\u5f15\u306e\u5408\u8a08\u6ce8\u6587\u679a\u6570\u3092\u6307\u5b9a\u3059\u308b\u306e\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n
3<\/td>\nDuration Type (\u6642\u9650\u30bf\u30a4\u30d7)<\/b><\/td>\n\u5fc5\u9808<\/td>\n[Duration Type<\/b>] (\u6642\u9650\u30bf\u30a4\u30d7) \u3067\u306f\u3001\u89aa\u6ce8\u6587\u306e\u57f7\u884c\u6a5f\u95a2\u3092\u5b9a\u7fa9\u3057\u307e\u3059\u3002
\u30aa\u30d7\u30b7\u30e7\u30f3:<\/p>\n
    \n
  • Duration<\/b> (Default)<\/i>: \u3053\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u306f\u5408\u8a08\u6ce8\u6587\u679a\u6570\u3092\u7d04\u5b9a\u3055\u305b\u308b\u3001\u73fe\u5728\u304b\u3089\u306e\u5408\u8a08\u6642\u9593\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\n
  • StartEnd<\/b>: \u3053\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u3067\u9045\u3044\u958b\u59cb\u3068\u306a\u308a\u3001\u6ce8\u6587\u306e\u958b\u59cb\u3068\u7d42\u4e86\u6642\u9593\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u30022\u3064\u306e\u6642\u9593\u30b9\u30bf\u30f3\u30d7\u306e\u9593\u306e\u5dee\u7570\u3067\u3001\u6ce8\u6587\u3092\u7d04\u5b9a\u3055\u305b\u308b\u5408\u8a08\u306e\u6642\u9593\u5236\u9650\u304c\u6c7a\u5b9a\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
4<\/td>\nMax Display %<\/b><\/td>\n\u5fc5\u9808<\/td>\nMax Display Percentage<\/b> (\u6700\u5927\u8868\u793a\u30d1\u30fc\u30bb\u30f3\u30c8\u6570) \u3067\u3001\u5408\u8a08\u306e\u89aa\u6ce8\u6587\u679a\u6570\u306b\u95a2\u4fc2\u3057\u305f\u5b50\u6ce8\u6587\u306e\u6700\u5927\u679a\u6570\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002
\u5165\u529b:<\/p>\n
    \n
  • 1 \uff5e 100 \u306e\u6574\u6570 (\u65e2\u5b9a = 10)<\/i><\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
5<\/td>\nStyle<\/b><\/td>\n\u5fc5\u9808<\/td>\nStyle<\/b> (\u30b9\u30bf\u30a4\u30eb) \u3067\u3001\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0 \u304c\u30b9\u30e9\u30a4\u30b9\u3068\u57f7\u884c\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u3092\u5c55\u958b<\/a>\u3059\u308b\u304b\u3092\u5b9a\u7fa9\u3057\u307e\u3059\u3002<\/p>\n
    \n
  • Aggressive<\/b>: \u5b50\u6ce8\u6587\u306f\u5404\u30b9\u30e9\u30a4\u30b9\u306e\u6700\u521d\u306b\u6210\u884c\u6ce8\u6587\u3068\u3057\u3066\u9001\u4fe1\u3055\u308c\u307e\u3059\u3002\u5b50\u6ce8\u6587\u679a\u6570\u3068\u6642\u9593\u306e\u671f\u9593\u306f\u5404\u30b9\u30e9\u30a4\u30b9\u9593\u3067\u4e00\u5b9a<\/u>\u3067\u3059\u3002<\/li>\n
  • Passive<\/b>: \u6307\u5024\u6ce8\u6587<\/b>\u306f\u5404\u30b9\u30e9\u30a4\u30b9\u306e\u6700\u521d\u306b\u8cb7\u5024<\/b> (\u8cb7\u3044\u6ce8\u6587)<\/i> \u307e\u305f\u306f \u58f2\u5024<\/b> (\u58f2\u308a\u6ce8\u6587)<\/i> \u3067\u767a\u6ce8\u3055\u308c\u3001\u518d\u4fa1\u683c\u8a2d\u5b9a\u3092\u884c\u3044\u5e02\u5834\u3092\u8ffd\u3044\u7d9a\u3051\u307e\u3059\u3002\u30b9\u30e9\u30a4\u30b9\u306e\u6700\u5f8c\u306b\u3001\u672a\u7d04\u5b9a\u306e\u6307\u5024\u6ce8\u6587<\/b>\u306f\u53d6\u6d88\u3055\u308c\u3001\u6210\u884c\u6ce8\u6587<\/b>\u304c\u6b8b\u679a\u6570\u306b\u5bfe\u3057\u9001\u4fe1\u3055\u308c\u307e\u3059\u3002\u6642\u9593\u306e\u671f\u9593\u306f\u30b9\u30e9\u30a4\u30b9\u9593\u3067 \u4e00\u5b9a<\/u>\u3067\u3059\u304c\u3001\u679a\u6570\u306f99%\u306e\u30e9\u30f3\u30c0\u30e0\u5316\u3067\u7570\u306a\u308a\u307e\u3059<\/u> (Total Qty x Max Disp %) \/ 2<\/code>\u3002<\/li>\n
  • Default<\/b>: Passive<\/b> \u30b9\u30bf\u30a4\u30eb\u3068\u985e\u4f3c\u3057\u3066\u3044\u3066\u3001\u6307\u5024\u6ce8\u6587<\/b>\u304c\u5404\u30b9\u30e9\u30a4\u30b9\u306e\u6700\u521d\u306b\u8cb7\u5024<\/b> (\u8cb7\u3044\u6ce8\u6587)<\/i> \u307e\u305f\u306f \u58f2\u5024<\/b> (\u58f2\u308a\u6ce8\u6587)<\/i> \u3067\u767a\u6ce8\u3055\u308c\u3001\u518d\u4fa1\u683c\u8a2d\u5b9a\u3092\u884c\u3044\u5e02\u5834\u3092\u8ffd\u3044\u7d9a\u3051\u307e\u3059\u3002\u53d6\u5f15\u3055\u308c\u305f\u540410\u679a\u306e\u6ce8\u6587\u306b\u5bfe\u3057\u30011\u306e\u679a\u6570\u304c \u6307\u5024\u6ce8\u6587<\/b> \u304b\u3089\u6e1b\u91cf\u3055\u308c\u30011\u679a\u306e\u6210\u884c\u6ce8\u6587<\/b>\u3068\u3057\u3066\u9001\u4fe1\u3055\u308c\u307e\u3059\u3002\u30b9\u30e9\u30a4\u30b9\u306e\u6700\u5f8c\u306b\u3001\u672a\u7d04\u5b9a\u306e\u6307\u5024\u6ce8\u6587<\/b>\u306f\u3059\u3079\u3066\u53d6\u6d88\u3055\u308c\u3001\u6210\u884c\u6ce8\u6587<\/b>\u304c\u6b8b\u679a\u6570\u306b\u5bfe\u3057\u9001\u4fe1\u3055\u308c\u307e\u3059\u3002\u6642\u9593\u306e\u671f\u9593\u306f\u30b9\u30e9\u30a4\u30b9\u9593\u3067 \u4e00\u5b9a<\/u>\u3067\u3059\u304c\u3001\u679a\u6570\u306f99%\u306e\u30e9\u30f3\u30c0\u30e0\u5316\u3067\u7570\u306a\u308a\u307e\u3059<\/u> (Total Qty x Max Disp %) \/ 2<\/code>\u3002
    \u6ce8<\/span> \u53d6\u5f15\u6240\u304c\u6210\u884c\u6ce8\u6587\u3092\u30b5\u30dd\u30fc\u30c8\u3057\u3066\u3044\u306a\u3044\u5834\u5408\u30015\u30c6\u30a3\u30c3\u30af\u306e\u6307\u5024\u6ce8\u6587\u304c\u5e02\u5834\u3092\u3064\u3046\u3058\u3066\u767a\u6ce8\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
6<\/td>\nWould If Price<\/b><\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3<\/td>\n[Would If Price<\/b>] \u306f\u3001\u7279\u5b9a\u306e\u4fa1\u683c\u3084\u305d\u308c\u4ee5\u4e0b\u306e\u4fa1\u683c (\u8cb7\u6ce8\u6587)<\/i>\u3001\u307e\u305f\u306f\u305d\u308c\u4ee5\u4e0a\u306e\u4fa1\u683c (\u58f2\u308a\u6ce8\u6587)<\/i> \u3067\u3001\u5e02\u5834\u306e\u53cd\u5bfe\u5074\u3067\u679a\u6570\u304c\u5229\u7528\u53ef\u80fd\u3067\u3042\u308b\u5834\u5408\u3001 \u3092\u30c8\u30ea\u30ac\u30fc\u3057\u3066\u4e00\u6642\u7684\u306b\u73fe\u5728\u306e\u30b9\u30e9\u30a4\u30b9\u306e\u8a08\u753b\u3092\u653e\u68c4\u3057\u3001\u51fa\u6765\u308b\u3060\u3051\u591a\u304f\u306e\u679a\u6570\u3092\u30a2\u30b0\u30ec\u30c3\u30b7\u30d6\u306b\u7d04\u5b9a\u3055\u305b\u3088\u3046\u3068\u3057\u307e\u3059\u3002\u30a2\u30eb\u30b4\u306f\u6b8b\u679a\u6570\u306b\u5bfe\u3057\u30b9\u30e9\u30a4\u30b9\u3092\u518d\u8a08\u753b\u3057\u3066\u3001\u57f7\u884c\u3092\u518d\u958b\u3057\u307e\u3059\u3002
\u5165\u529b:<\/p>\n
    \n
  • \u8868\u793a\u5f62\u5f0f\u306e\u4fa1\u683c<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
7<\/td>\nLimit Price (\u6307\u5024)<\/b><\/td>\n\u30aa\u30d7\u30b7\u30e7\u30f3<\/td>\nLimit Price<\/b> (\u6307\u5024) \u306f\u3001\u30e6\u30fc\u30b6\u30fc\u304c\u8cb7\u767a\u6ce8\u3092\u5e0c\u671b\u3059\u308b\u6700\u9ad8\u5024\u3067 (\u8cb7\u3044\u6ce8\u6587)<\/i>\u3001\u58f2\u767a\u6ce8\u3092\u5e0c\u671b\u3059\u308b\u6700\u5b89\u5024 (\u58f2\u308a\u6ce8\u6587)<\/i>\u3067\u3059\u3002
\u5165\u529b:<\/p>\n
    \n
  • \u8868\u793a\u5f62\u5f0f\u306e\u4fa1\u683c<\/li>\n<\/ul>\n

    \u6ce8<\/span>: \u3053\u306e\u30aa\u30d7\u30b7\u30e7\u30f3\u3092\u4f7f\u7528\u3059\u308b\u5834\u5408\u3001\u6ce8\u6587\u306e\u90e8\u5206\u306f\u8a2d\u5b9a\u3057\u305f\u6642\u9593\u5236\u9650\u306e\u7d42\u308f\u308a\u306b\u672a\u7d04\u5b9a\u306b\u306a\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

    \u52d5\u4f5c<\/h2>\n

    \u7d04\u5b9a\u306e\u6642\u9593\u5236\u9650\u306e\u8a2d\u5b9a<\/h3>\n

    TT \u8a73\u7d30<\/b> \u753b\u9762\u304b\u3089…<\/p>\n

      \n
    1. \u30c9\u30ed\u30c3\u30d7\u30c0\u30a6\u30f3\u304b\u3089 [Duration<\/b>] \u307e\u305f\u306f [StartEnd<\/b>] \u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/li>\n

      \"\"<\/p>\n

    2. [Duration<\/b>] \u3092\u9078\u629e\u3059\u308b\u5834\u5408\u3001\u6587\u5b57\u30dc\u30c3\u30af\u30b9\u306b\u3066\u6574\u6570\u307e\u305f\u306f\u5c11\u6570\u3092\u5165\u529b\u3057\u3001\u6b21\u306e\u6642\u9593\u306e\u5358\u4f4d\u3092\u9078\u629e\u3057\u307e\u3059\u3002\n
        \n
      • Hour<\/b>:<\/li>\n
      • minute<\/b> (\u5206)<\/i>\u307e\u305f\u306f<\/li>\n
      • second<\/b> (\u79d2)<\/i><\/li>\n<\/ul>\n

        \"\"<\/p>\n<\/li>\n

      • [StartEnd<\/b>] \u3092\u9078\u629e\u3059\u308b\u5834\u5408\u3001[End<\/b>] \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u30ab\u30ec\u30f3\u30c0\u30fc \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u3092\u8d77\u52d5\u3057\u3001\u6ce8\u6587\u3092\u5b8c\u4e86\u3059\u308b\u76ee\u6a19\u306e\u6642\u9593\u3092\u9078\u629e\u3057\u307e\u3059\u3002\n

        \"\"<\/p>\n

        \u65e2\u5b9a\u3067\u3001\u958b\u59cb\u6642\u9593\u306b [Now<\/b>] \u304c\u9078\u629e\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u958b\u59cb\u6642\u9593\u3092\u9045\u3089\u305b\u308b\u306b\u306f\u3001[Now<\/b>] \u3092\u30af\u30ea\u30c3\u30af\u3057\u3066\u30c9\u30ed\u30c3\u30d7\u30c0\u30a6\u30f3\u304b\u3089 [Time<\/b>] \u3092\u9078\u629e\u3059\u308b\u3068\u3001\u4ee5\u524d\u306e\u3088\u3046\u306b\u30ab\u30ec\u30f3\u30c0\u30fc \u30a6\u30a3\u30b8\u30a7\u30c3\u30c8\u304c\u8d77\u52d5\u3055\u308c\u307e\u3059\u3002<\/p>\n

        \u6ce8<\/span>: \u958b\u59cb<\/b>\u6642\u9593\u306f\u3001\u7d42\u4e86<\/b>\u6642\u9593\u3088\u308a\u3082\u5c0f\u3055\u3044\u304b\u540c\u3058\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u65e2\u5b9a\u3067\u3001\u7d42\u4e86<\/b>\u6642\u9593\u306f\u958b\u59cb<\/b>\u6642\u9593\u304b\u30891\u6642\u9593\u5f8c\u306b\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u6642\u9593\u5236\u9650\u306f TT \u3092\u8d77\u52d5\u5f8c\u3067\u3082\u5909\u66f4\u3067\u304d\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u5024\u3092\u5909\u66f4\u3059\u308b\u3068\u3001\u73fe\u5728\u306e\u8a08\u753b\u3084\u518d\u8a08\u753b\u3067\u306e\u3059\u3079\u3066\u306e\u5b50\u6ce8\u6587\u304c\u53d6\u6d88\u3055\u308c\u3001\u30a2\u30eb\u30b4\u304c\u518d\u8d77\u52d5\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ol>\n

        \u30b9\u30e9\u30a4\u30b9\u3054\u3068\u306e\u5b50\u6ce8\u6587\u306e\u8a2d\u5b9a<\/h3>\n

        [Max Display %<\/b>] \u306f\u3001\u6ce8\u6587\u306e\u5408\u8a08\u679a\u6570\u306b\u57fa\u3065\u3044\u3066\u5b50\u6ce8\u6587\u306e\u679a\u6570\u306b\u9650\u5ea6\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/p>\n

        TWAP \u8a73\u7d30\u753b\u9762\u306b\u3066…<\/p>\n

          \n
        1. [Max Display %<\/b>] \u6587\u5b57\u30dc\u30c3\u30af\u30b9\u306b\u6574\u6570<\/b>\u3092\u5165\u529b\u3059\u308b\u304b\u3001\u77e2\u5370\u30dc\u30bf\u30f3\u3092\u4f7f\u3063\u3066\u6570\u5024\u3092\u5897\u52a0\u307e\u305f\u306f\u6e1b\u5c11\u3055\u305b\u3066\u3001\u6700\u5927\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002\n

          \"\"<\/p>\n

          \u6ce8<\/span> \u30a2\u30eb\u30b4\u304c\u958b\u59cb\u3055\u308c\u305f\u5f8c\u306b\u3053\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u5909\u66f4\u3059\u308b\u3068\u3001\u3059\u3079\u3066\u306e\u5f85\u6a5f\u4e2d\u306e\u5b50\u6ce8\u6587\u304c\u53d6\u6d88\u3055\u308c\u3001\u30b9\u30c8\u30e9\u30c6\u30b8\u30fc\u304c\u518d\u8a08\u753b\u3055\u308c\u3066\u3001\u30a2\u30eb\u30b4\u304c\u518d\u8d77\u52d5\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ol>\n

          \u5b50\u6ce8\u6587\u679a\u6570\u3092\u8a08\u7b97\u3059\u308b\u969b\u3001TWAP \u306f\u3001\u9298\u67c4\u306e RLQ (Round Lot Quantity) \u306b\u3088\u308a\u5236\u9650\u3055\u308c\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u304c\u767a\u751f\u3059\u308b\u3068\u3001TWAP \u306f\u52d5\u7684\u306b\u53ef\u80fd\u306a\u9650\u308a\u6700\u3082\u4f4e\u3044 RLQ \u306b\u679a\u6570\u3092\u7d71\u5408\u3057\u307e\u3059\u3002\u3053\u308c\u306b\u3088\u308a 0 \u306e\u679a\u6570\u3067\u30b9\u30e9\u30a4\u30b9\u3055\u308c\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n

          \u6ce8<\/span> \u9650\u6708\u306e RLQ (\u30e9\u30a6\u30f3\u30c9 \u30ed\u30c3\u30c8\u679a\u6570) \u306f\u30010 \u679a\u306e\u5b50\u6ce8\u6587\u3068\u306a\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n

          \u4f8b\u3048\u3070\u300120 \u679a\u306e TWAP \u6ce8\u6587\u3092\u767a\u6ce8\u3057\u3066 [Max Display %<\/b>] \u3092 10<\/b> \u306b\u8a2d\u5b9a\u3059\u308b\u3068\u3001\u901a\u5e38\u30012 \u679a\u306e\u30b9\u30e9\u30a4\u30b9\u3068\u306a\u308a\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u9650\u6708\u306b 5\u679a\u306e RLQ \u304c\u3042\u308b\u5834\u5408\u30012\u679a\u306e\u30b9\u30e9\u30a4\u30b9\u306f\u53d6\u5f15\u6240\u304c\u53d7\u4ed8\u3051\u3066\u3044\u307e\u305b\u3093\u3002\u3053\u306e\u5834\u5408\u3001TWAP \u306f\u3001\u5b50\u6ce8\u6587\u306b 0 \u3068 5 \u679a\u3092\u542b\u3093\u3067\u3044\u308b\u30b9\u30e9\u30a4\u30b9\u306e\u30b9\u30b1\u30b8\u30e5\u30fc\u30eb\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002\u5b50\u30b9\u30e9\u30a4\u30b9\u306e\u30e9\u30f3\u30c0\u30e0\u5316\u306b\u3088\u3063\u3066\u306f\u3001\u6700\u521d\u306e\u30b9\u30e9\u30a4\u30b9\u306f 0 \u679a\u306b\u76f8\u5f53\u3059\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n

          \u53d6\u5f15\u30b9\u30bf\u30a4\u30eb\u306e\u9078\u629e<\/h3>\n

          [Style<\/b>] \u3092\u9078\u629e\u3059\u308b\u3068\u3001\u5b50\u6ce8\u6587\u306e\u53d6\u5f15\u57f7\u884c\u52d5\u4f5c\u304c\u8a2d\u5b9a\u3055\u308c\u307e\u3059\u3002<\/p>\n

          \"\"<\/p>\n

          TT \u8a73\u7d30<\/b>\u753b\u9762\u304b\u3089\u3001\u57f7\u884c\u3092[Aggressive<\/b>]\u3001[Default<\/b>]\u3001[Passive<\/b>] \u306b\u8a2d\u5b9a\u3067\u304d\u307e\u3059\u3002<\/p>\n

          \u4fa1\u683c\u30c8\u30ea\u30ac\u30fc\u306e\u8a2d\u5b9a (Would If Price)<\/i><\/h3>\n

          TT \u8a73\u7d30<\/b> \u753b\u9762\u304b\u3089…<\/p>\n

            \n
          1. \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9\u3092\u30c6\u30a3\u30c3\u30af\u3057\u3066\u3001[Would If Price<\/b>] \u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/li>\n
          2. TT \u306e\u4fa1\u683c\u8868\u793a\u5f62\u5f0f\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\n

            \"\"<\/p>\n<\/li>\n<\/ol>\n

            \u6307\u5024\u306e\u8a2d\u5b9a<\/h3>\n

            TT \u8a73\u7d30<\/b> \u753b\u9762\u304b\u3089…<\/p>\n

              \n
            1. \u30c1\u30a7\u30c3\u30af\u30dc\u30c3\u30af\u30b9\u3092\u30c6\u30a3\u30c3\u30af\u3057\u3066\u3001[Limit Price<\/b>] \u3092\u9078\u629e\u3057\u307e\u3059\u3002<\/li>\n
            2. TT \u306e\u4fa1\u683c\u8868\u793a\u5f62\u5f0f\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\n

              \"\"<\/p>\n<\/li>\n<\/ol>\n<\/section>\n","protected":false},"excerpt":{"rendered":"

              TT \u6642\u9593\u52a0\u91cd\u5e73\u5747\u4fa1\u683c\u30a2\u30eb\u30b4 TWAP () \u306f\u3001\u4ed6\u306e\u5e02\u5834\u53c2\u52a0\u8005\u306b\u3088\u308b\u6ce8\u6587\u51fa\u6765\u9ad8\u306e\u52d5\u304d\u3078\u306e\u6ce8\u610f\u3092\u96c6\u3081\u305a\u306b\u3001\u30c8\u30ec\u30fc\u30c0\u30fc\u304c\u57f7\u884c\u5e73\u5747\u5e02\u5834\u4fa1\u683c\u306b\u3067\u304d\u308b\u3060\u3051\u8fd1\u304f\u306b\u53d6\u5f15\u4fa1\u683c\u3092\u4fdd\u3063\u3066\u304a\u304d\u305f\u3044\u5834\u5408\u306b\u4f7f\u7528\u3067\u304d\u307e\u3059\u3002 \u306f\u3001\u6ce8\u6587\u3092\u5c0f\u898f\u6a21\u306e\u679a\u6570 […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[249],"class_list":["post-41488","doc","type-doc","status-publish","hentry","docs-category-description-tt-order-types"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/41488","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/41488\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=41488"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=41488"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}