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That should work, according to the documentation. At least if your TWS is using a US time zone. Why don't you try "20210904 00:00:00 US/Eastern", that we use: * We found that 00:00:00 on the day

Actually the exact string for endDateTime is?"20210903 23:59:59" with no timezone specified.

Thank you.? I am using: endDateTime =?"2021-09-03" durationString = "1 D" barSizeSetting = "1 min" whatToShow = "TRADES" useRTH = 1 formatDate = 1 keepUpToDate = False chartOptions = [] I believe

This is exactly the problem. On portfolio margin IB sets the margin requirement according to their risk model and not according to some fixed rules. Meaning every new positions margin is depending on

I'm also receiving 404 Order held while securities are located. in my error handler.

In orderStatus, whyHeld is always empty when in TWS I can clearly see there are no locates. I can work around this by looking for PreSubmitted orders and assume they're most likely orders without

Thanks for the reply.? I am thinking about how to decouple the combo, get the margin of smaller pieces and aggregate them together.? Should I always split into calls and puts and stocks and add them

That's probably the other reason they don't allow it, the orders you included don't margin against each other well. In this case, you're best off with a +4 and -1 call spread..? and then the long

Can you be a little more specific? What bar size, duration, and duration unit are you using? And how do you specify the end time (time, time zone)? Just ran a quick test for 20210901, 20210902, and

Has anyone else experienced day-long gaps in these type of indexes when requesting historical bars from IB API?? For example, I get no data back for September 3rd, 2021 for TICK-AMEX, but I get it

I use OrderState mostly for its CompletedStatus field which can indicate such things as "Rejected" or "Cancelled by Trader". My automation routine is stateless so it is useful for it to differentiate

If you're on portfolio margin then the behavior is completely consistent. Not every trade increases margin if it's considered to be risk reducing by IB's PM model. Now, if you're seeing a disparity

Could it be possible that you already have some positions, for example short calls, and selling 1-2 puts would not increase the margin requirement.? but when you are selling 3-4, it brings more risk

thanks for the reply.? Actually I am no where near trading with API yet.? I am still too new for this.? ?What I am trying to do now is still "read-only".? In particular, now I want to know the

I don't know if the API will be able to calculate what you're looking for. It doesn't seem like a good sign if you are unsure about your margin/buying power while trying to open multiple stk/opt

Thanks for the reply. Actually I don't even need it to be guaranteed.? Smart routed or not also doesn't matter to me.? Would it be possible? What I really want to do is to check the margin

yes exactly.? For example closing the short call on a covered call position is actually increasing margin.? ?I can see the information with what-if window in TWS or from margin report, but so far I

Ultimately, that's a "custom" combo order.? Not all exchanges allow them, so TWS isn't going to allow it on a smart route.? I'm not sure if they'll allow it on a directed route either, there's so

I'm fighting with the same issue. I'd desperately need to get the margin for a basket of several orders. Simply running WHAT_IF on each leg and then adding altogether doesn't give the correct result

thanks for the reply.? Hmm, I didn't know that we need equal number of contracts in each leg.? Is this a limitation for combo with >=3 legs?