Create a Sweep-to-Fill Order
A sweep-to-fill order identifies the best price and the exact quantity offered/available at the price, and transmits the corresponding portion of your order for immediate execution. Simultaneously it is identifying the next best price and quantity offered/available, and submits the matching quantity of your order for immediate execution.
To create a sweep-to-fill order
Display the Sweeps to Fill field for an order management line:
Right click in the column headings and select Customize Layout.
Click the Order Columns tab.
In the Available Columns list, open the Order Attributes category and select Sweep to Fill.
Click Add to move the column to the Shown Columns list.
On the trading screen, click the Ask Price to create a BUY order, or the Bid Price to create a Sell order.
Check the Sweep to Fill field.
To transmit the order, click the "T" in the Status field.
For a more detailed description of sweep-to-fill orders, visit the Order Types information page.