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How about an Hedging Order? <a https://www.interactivebrokers.com/campus/ibkr-api-page/order-types/#complex-orders</a> I use it, it works well

Another idea could be to submit both orders using the Good After Time field. Something like this: now_plus_3_seconds = datetime.now(tz:=ZoneInfo(key= 'America/New_York' )) + timedelta(seconds = 3

That code should work okay I would just remove the following two lines. Are you having any problems running it? parent_order_id = ib.client.getReqId() # --- ib_async handles this for

Hey zangyythu, I had a similar issue. Needed to fire off a bunch of orders asap. I use the below to pause for the least amount of time possible. I should mention that I'm not the greatest python

Once I got settled on a long ITM option (0.99 delta) for which I sold the underlying to end-up with a net zero position. Interestingly enough for almost 24h my portfolio was showing just the short

Worked like a charm, thank you!

Your code has it starting at 2015-12-02 and trying to go back to 2005-12-02.? The end date can be confusing, it runs from the end date and then goes back in time 10 years.? You would be better to

Hello all, I'm trying to get 1-hr and 15-min data for an ETF going back 10 years but the most the API will get is 7 years for 1-hr bars and 2 years for 15-min bars. Longer timeframe requests keep

I want to place two orders and they are OCA. I have defined the ocsGroup to bind these two orders, HOWEVER, I found I cannot place two orders just one after another. I need to insert an ib.sleep(2)

In a nutshell... junk; la la land. It was quickly apparent that the paper fills didn't correlate with real fills the least bit. That said, the instruments I trade and nature of my algo could

What were the results?

To be clear, in my test I didn't simply redirect orders, I duplicated them simultaneously to both live and paper account. I wanted to compare the two for the purposes of evaluating a paper account as

You should be able to run them side-by-side (if necessary use different VMs or w/e). Then, probably via feature flag, have your trading software connect to the paper account for order processing but

When trying to retrieve a simple stock data, i now receive an error message: from ib_insync import * util. startLoop () ib = IB () ib. connect ( '127.0.0.1' , 7498 , clientId = 10 ) contract = Stock

Thanks for this, I found it works during regular trading hours. As long as the market closes, it will give me the NAN thing.... Also, you mention " I'd test against a live account and redirect *just

Hi folk, I am new to the IB_async API... I want to sent a buy order as a parent order and attach a trailing stop order as a child order. The child will only be fired as long the parent order is

This an amazing video!! Can I do a bracket + trailing stop order like this: The two parents Buy Stop and Sell Stop cancel each other? $110 ----------------+------------------- Parent order: Buy

Hi, I have the following script: ticker = 'AAPL' algo_params={AlgoParam.Z_THRESH: 3} symbol = Symbol(ticker, 100, IbAsyncContractService.createContract(ticker, SecType.STOCK)) Algorithm =

I've traded ES futures options vertical spreads, Never been assigned If you are not assigned you will see the spread expired in 'Trades' (after the open of the new session) Be careful, 1 hour or so

I don't use that myself, so I can't be certain.? But if I sold a put and held to expiry (and I get put the shares), in my transactions I see two transactions... Buy the put @ $0, that one I could see