¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io

Re: Getting invalid prices by following the relevant market rules.


Nick
 

You might want to check the api log files to verify what is being sent to tws. If the price is the result of a calculation it might be sent as something like 1077.599998.

On 7/29/2020 2:55 PM, Graham Bygrave wrote:
Hi,

Had this problem before but it seems to never go away. I'm getting
order rejects due to incorrect limit price precision, even though I'm
following the rules as I understand them.

Example:
Contract ID : 79715545)
Market Rule ID : 1918
Limit Price : 1077.6

Response to my buy? "463: You must enter a valid price".

1918 clearly states that beyond a price of 500, price increments are
0.2 (Low Edge: 500, Increment: 0.2).

So 1077.6 is not a multiple of 0.2?

Is there any way to accurately determine what the price resolution is
via IB's API, or do I just have to go and manually look these up
whenever a new stock comes into my universe?

Really frustrating.

Best,
G.


Join [email protected] to automatically receive all group messages.