Re: Having trouble submitting ZT (2 yr treas) futures orders thru API.
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Hi Lou ? Not quite sure I understand your description, but I think your math is incorrect. ? Prices for ZT are measured in 256ths (market rule 2114, increment = 0.00390625). ? So 101.83203125 is 101¡¯213. ? 101'265 doesn¡¯t make sense, though it could be interpreted as 102¡¯9. ? Richard ? ?
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From: [email protected] <[email protected]> On Behalf Of Lou Dudka
Sent: Monday, May 29, 2023 9:39 PM
To: [email protected]
Subject: [TWS API] Having trouble submitting ZT (2 yr treas) futures orders thru API.? Hi All,
ZT futures seem to have the strangest 'ticks.'? I trade ZN (10 year treas) and they're strange, but I can handle it.
With ZT if I manually (thru IB charts) submit a buy (or sell) order at 101.83203125 which (I think?) is 101'265, IB accepts the order - no problem
If I sub the order thru the API IB rejects the order saying it does not meet standards.
If I add one tick to 101'266 (101.8359375?) and sub the order thru the API IB accepts it.? I think I'm OK with this, bc with the way the math seems to work the ticks don't seem to be sequential ... 0,1,2,3,,5,6,7,8,,0
If I manually change the order back? to 101'265 thru via the chart, IB accepts it.
If I manually change the order back? to 101'265 thru via the API IB rejects it
I'm lost - anyone have any ideas?
Thanks, as always, and Be Well,
Lou Dudka
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