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Re: Conditions on twsactivex api


 

Dear Richard,

thank you very much again, as always you were right 100%, after dividing the condition price using the price magnifier, it worked as expected. Thank you. It's a bit annoying having to get this data and applying?the computations to the price condition to finally when looking to the tws order condition it is like nothing has happened, so it feels a bit strange this procedure.

Again thank you for your explanation and guidance!!
Have a great weekend

El vie, 25 feb 2022 a las 0:35, Richard L King (<rlking@...>) escribió:

Joan

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I think what you're seeing is the result of this contract having a priceMagnifier of 100 (see contract details below).

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There is a very poor description of the priceMagnifier here:

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It's too late at night to try and make sense of this, but I think that what it boils down to is that when setting conditions involving a contract with a price magnifier that is not 1, you'll have to divide the price you think you want to specify by the price magnifier and put that in the condition instead.

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And also, if you're using market rules to determine the minimum tick size for a contract at the current trading price (UK stocks for example have minimum tick sizes that depend on the price – it really is a nightmare), then you have to multiply all the edge prices and increments by the price magnifier. It's all jolly good fun really…

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Richard

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---- Contract Details Begin ----

Contract

??? conId = 374571803

??? symbol = KE

??? secType = FUT

??? lastTradeDate = 20220314

??? strike = 0

??? Right = None

??? multiplier = 5000

??? exchange = ECBOT

??? primaryExchange =

????Currency = USD

??? localSymbol = KE?? MAR 22

??? tradingClass = KE

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Details

??? marketName = KE

??? minTick = 0.25

??? priceMagnifier = 100

??? OrderTypes = ACTIVETIM,AD,ADJUST,ALERT,ALGO,ALLOC,AVGCOST,BASKET,BENCHPX,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,GAT,GTC,GTD,GTT,HID,ICE,IOC,LIT,LMT,LTH,MIT,MKT,MTL,NGCOMB,NONALGO,OCA,PEGBENCH,SCALE,SCALERST,SNAPMID,SNAPMKT,SNAPREL,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,WHATIF

??? validExchanges = ECBOT,QBALGO

??? underConId = 43627882

??? longName = Hard Red Winter Wheat -KCBOT-

??? contractMonth = 202203

??? industry =

????category =

????subcategory =

????timeZoneId = US/Central

??? tradingHours =

????????20220223:1900-20220224:0745

??????? 20220224:0830-20220224:1320

??????? 20220224:1900-20220225:0745

??????? 20220225:0830-20220225:1320

??????? 20220226:CLOSED

??????? 20220227:1900-20220228:0745

??????? 20220228:0830-20220228:1320

??????? 20220228:1900-20220301:0745

??????? 20220301:0830-20220301:1320

??????? 20220301:1900-20220302:0745

??????? 20220302:0830-20220302:1320

??? liquidHours =

????????20220224:0830-20220224:1320

??????? 20220225:0830-20220225:1320

??????? 20220226:CLOSED

??????? 20220227:CLOSED

??????? 20220228:0830-20220228:1320

??????? 20220301:0830-20220301:1320

??????? 20220301:1900-20220302:0745

??????? 20220302:0830-20220302:1320

??? evRule =

????evMultiplier = 0

??? mdSizeMultiplier = 1

??? aggGroup = 2147483647

??? underSymbol = KE

??? underSecType = Index

??? marketRuleIds = 151,151

??? realExpirationDate = 20220314

??? lastTradeTime = 12:01

? secIdList=()

---- Contract Details End ----

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