Hi,
1)I know whatif orders can be used to check the margin impact of an order, but this depends on the open position before the trade, and is not what I need.
I would like to check the margin of individual futures, independently of the open position, i.e. the information which is available in the contract details in TWS.under:
Current?Margin?Requirements
Intraday Initial
Intraday Maintenance
Overnight Initial
Overnight Maintenance
I check carefully the ContractDetails? class properties, and I do not see it there.
How can It be obtained via API?
It would be very important to assess the expected return on different trades in an objective way, independently of the open positions before the trade is placed.
2)In a similar way? would also like to obtain the margin impact of combo orders, without using whatif orders, because of the same reason, i.e. the result of whatif depends on the currently opened positions, so it is not an objective measure of the margin impact,
I think 1) should be possible, since this information is available in TWS, while for 2) a span calculator may be needed, and if someone knows a python api to use I would really appreciate.
Thanks
QT
