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A,? If it's in your paper account, welcome to IB..

If it's production, check that the contractID is the same, and the exchange is right (SMART, or whatever came on the Position record itself). If IB were to think it was a different security, your sell would be from a basis of 0 making it a short.

Otherwise report it IB, and send in your logs.

-Peter

No, it tried to sell half the position.
A

Is your algorithm trying to sell more shares than what the position holds? Maybe the fill quantity was slightly smaller than what the algorithm had ordered?

JR

Hi,

My algo took a long position on a stock and when target was reached and wanted to exit I got this message:
201 Order rejected - reason:The contract is not available for short sale.

I'm aware of? this message if I want to go short on a stock.
But if I bought and own the shares why does this happen?

The algo runs in paper trading account so is it related?
Can this really happen live?

Thanks
A

Here's a photo of sample output. Just saw the Mark To Market is wrong, should say $2,680 with $378 in Commissions. It's a pretty neat output. You're going to have to go into the code and change that lol.?

Hi Josh/Group,

Please pardon if ever disclosed. Does anyone know if there exists corresponding code/script in API to close/shutdown TWS from within java, i.e. from within an IDE?? Reboot/refresh purposes.?? Please advise. ?


Thank you,
Rv

The project come with default SDK /Plateform settings (generally Win 8.1)
This is your responsibility as the owner or teh compiler to setup/reset the proper setting according to your Microsoft SDK setup
Go in project setting and adjust the "Windows SDK version" to something that is suggest By VS because already installed.

Like below

Check also


Which are specifics to my MS VS Studio setting
And it work like a charm with basic projet setup

Yes!

In case you want to dig UI like, run the C# version (if you have VS STudio), it have some UI that may give a seed for something assuming you know or will master a little of C#
But I suspect that as Richard explained it, you need to master the UI yourself, or see

1. [email protected]

Not sure how official is this shell

On Thu, Apr 29, 2021 at 07:08 AM, Despair wrote:

LOW_OPEN_GAP, HIGH_OPEN_GAP,

Look what you look for.
As stated below also if you make a call to reqScannerParameters()?
You will get back an XML with some specifics related to each classe of instruments
But I suspect that you do not need theses (while they can be helpfull by allowing finer screening based on corporate key factors like DIVYIELD, PRICE_2_SALES, PERATIO

In case you consider it, the answer is something like a series or entries alike this single one below (for STK)

Sorry the "Past" remove some '>' and '<' but you should get the idea.

?? ???? <Instrument
?? ???? ??? <name US Stocks /name>
?? ???? ??? <type STK /type>
?? ???? ??? <filters AFTERHRSCHANGEPERC,AVGOPTVOLUME,AVGPRICETARGET,AVGRATING,AVGTARGET2PRICERATIO,AVGVOLUME,AVGVOLUME_USD,CHANGEOPENPERC,CHANGEPERC,EMA_20,EMA_50,EMA_100,EMA_200,PRICE_VS_EMA_20,PRICE_VS_EMA_50,PRICE_VS_EMA_100,PRICE_VS_EMA_200,DIVIB,DIVYIELD,DIVYIELDIB,FEERATE,FIRSTTRADEDATE,GROWTHRATE,HALTED,HASOPTIONS,HISTDIVIB,HISTDIVYIELDIB,IMBALANCE,IMBALANCEADVRATIOPERC,IMPVOLAT,IMPVOLATOVERHIST,INSIDEROFFLOATPERC,INSTITUTIONALOFFLOATPERC,MACD,MACD_SIGNAL,MACD_HISTOGRAM,MKTCAP,MKTCAP_USD,NEXTDIVAMOUNT,NEXTDIVDATE,NUMPRICETARGETS,NUMRATINGS,NUMSHARESINSIDER,NUMSHARESINSTITUTIONAL,OPENGAPPERC,OPTVOLUME,OPTVOLUMEPCRATIO,PERATIO,PPO,PPO_SIGNAL,PPO_HISTOGRAM,PRICE,PRICE2BK,PRICE2TANBK,PRICERANGE,PRICE_USD,QUICKRATIO,REBATERATE,REGIMBALANCE,REGIMBALANCEADVRATIOPERC,RETEQUITY,SHORTABLESHARES,SHORTSALERESTRICTED,SIC,ISSUER_COUNTRY_CODE,SOCSACT,SOCSNET,STKTYPE,STVOLUME_3MIN,STVOLUME_5MIN,STVOLUME_10MIN,TRADECOUNT,TRADERATE,UNSHORTABLE,VOLUME,VOLUMERATE,VOLUME_USD,RCGLTCLASS,RCGLTENDDATE,RCGLTIVALUE,RCGLTTRADE,RCGITCLASS,RCGITENDDATE,RCGITIVALUE,RCGITTRADE,RCGSTCLASS,RCGSTENDDATE,RCGSTIVALUE,RCGSTTRADE,ESG_SCORE,ESG_COMBINED_SCORE,ESG_CONTROVERSIES_SCORE,ESG_RESOURCE_USE_SCORE,ESG_EMISSIONS_SCORE,ESG_ENV_INNOVATION_SCORE,ESG_WORKFORCE_SCORE,ESG_HUMAN_RIGHTS_SCORE,ESG_COMMUNITY_SCORE,ESG_PRODUCT_RESPONSIBILITY_SCORE,ESG_MANAGEMENT_SCORE,ESG_SHAREHOLDERS_SCORE,ESG_CSR_STRATEGY_SCORE,ESG_ENV_PILLAR_SCORE,ESG_SOCIAL_PILLAR_SCORE,ESG_CORP_GOV_PILLAR_SCORE,IV_RANK13,IV_RANK26,IV_RANK52,IV_PERCENTILE13,IV_PERCENTILE26,IV_PERCENTILE52,HV_RANK13,HV_RANK26,HV_RANK52,HV_PERCENTILE13,HV_PERCENTILE26,HV_PERCENTILE52,PRICE_2_SALES,EQUITY_PER_SHARE,UTILIZATION,SSCORE,SCHANGE,SVSCORE,SVCHANGE /filters>
?? ???? ??? <group STK.GLOBAL /group>
?? ???? ??? <shortName US /shortName>
?? ???? ??? <cloudScanNotSupported false /cloudScanNotSupported>
?? ???? </Instrument>

Yeah, AFAIK it's not possible to set different sizes in a simple bracket order so it's pretty perplexing that IB support would suggest that. It is possible with the pair-trade variety of the bracket order but even then the sizes are not set independently but using a beta-ratio.

Is this possible using the TWS API?

In addition here are the some specific filters:

Forgot to attached a couple screen grabs.

First the five orders. Please note that 23.1 was placed with a quantity of 500.via the API.



Attempt to change quantity of 23.1 via API fails without error and TWS quanitty field is greyed out.

I actually tried that (and slight variations) when I saw your original post last night, but it did not work for me.

What happens is that IB automatically sets the quantity for #3 to the same full amount of #1. I guess the basic idea is that the profit and stop legs of a bracket order should protect the entire position.

If you just place orders #1, #3, and #4 (no stop loss orders in the brackets) you can actually adjust quantities to Full/Half/Half right after the three orders are placed. Both via API or TWS. But once #1 was filled, IB again adjusted quantity of? #3 to the actually filled quantity. Again it was possible to adjust the quantity of #3 (the now active order) to Half via API or TWS.

When placing all five orders, quantity changes failed via API and the fields were greyed out in TWS.

JR

Ruh roh, the forum may have gotten pwned by IP support.

Unfortunately I did not have the luxury (time) to try this out myself, so a BIG thank you to Richard.
However, I managed to call IB API support and was suggested the following:

Create 5 (!!!) orders
1. Position opening order (assume ID is 1)
2. Stop loss order for the full amount (assume ID is 2) + set parent to 1
3. Take profit order for HALF of the amount?(assume ID is 3) + set parent to 1
4. Take profit order for HALF of the amount at the other price level (assume ID is 4)? + set parent to 3
5. Stop loss order for HALF of the amount (assume ID is 5) + set parent to 3

When position opening order fills, orders with ID 2 and 3 will get activated.
If stop loss order 2 fills, the take profit 3 will get cancelled and orders 4 and 5 will never activate.
If take profit order 3 fills, the stop loss order 2 will get cancelled, and orders 4 and 5 will get activated and will belong to a NEW OCA group.

I will try this out and will post my findings.

Here is a list of available scancodes. I don't know if there are more.

TOP_PERC_GAIN,
?	TOP_PERC_LOSE,
?	MOST_ACTIVE,
?	ALL_SYMBOLS_ASC,
?	ALL_SYMBOLS_DESC,
?	BOND_CUSIP_AZ,
?	BOND_CUSIP_ZA,
?	FAR_MATURITY_DATE,
?	HALTED,
?	HIGH_BOND_ASK_CURRENT_YIELD_ALL,
?	HIGH_BOND_ASK_YIELD_ALL,
?	HIGH_BOND_DEBT_2_BOOK_RATIO,
?	HIGH_BOND_DEBT_2_EQUITY_RATIO,
?	HIGH_BOND_DEBT_2_TAN_BOOK_RATIO,
?	HIGH_BOND_EQUITY_2_BOOK_RATIO,
?	HIGH_BOND_EQUITY_2_TAN_BOOK_RATIO,
?	HIGH_BOND_NET_ASK_CURRENT_YIELD_ALL,
?	HIGH_BOND_NET_ASK_YIELD_ALL,
?	HIGH_BOND_NET_SPREAD_ALL,
?	HIGH_BOND_SPREAD_ALL,
?	HIGH_COUPON_RATE,
?	HIGH_DIVIDEND_YIELD,
?	HIGH_DIVIDEND_YIELD_IB,
?	HIGHEST_SLB_BID,
?	HIGH_GROWTH_RATE,
?	HIGH_MOODY_RATING_ALL,
?	HIGH_OPEN_GAP,
?	HIGH_OPT_IMP_VOLAT,
?	HIGH_OPT_IMP_VOLAT_OVER_HIST,
?	HIGH_OPT_OPEN_INTEREST_PUT_CALL_RATIO,
?	HIGH_OPT_VOLUME_PUT_CALL_RATIO,
?	HIGH_PE_RATIO,
?	HIGH_PRICE_2_BOOK_RATIO,
?	HIGH_PRICE_2_TAN_BOOK_RATIO,
?	HIGH_QUICK_RATIO,
?	HIGH_RETURN_ON_EQUITY,
?	HIGH_SYNTH_BID_REV_NAT_YIELD,
?	HIGH_VS_13W_HL,
?	HIGH_VS_26W_HL,
?	HIGH_VS_52W_HL,
?	HOT_BY_OPT_VOLUME,
?	HOT_BY_PRICE,
?	HOT_BY_PRICE_RANGE,
?	HOT_BY_VOLUME,
?	LIMIT_UP_DOWN,
?	LOW_BOND_BID_CURRENT_YIELD_ALL,
?	LOW_BOND_BID_YIELD_ALL,
?	LOW_BOND_DEBT_2_BOOK_RATIO,
?	LOW_BOND_DEBT_2_EQUITY_RATIO,
?	LOW_BOND_DEBT_2_TAN_BOOK_RATIO,
?	LOW_BOND_EQUITY_2_BOOK_RATIO,
?	LOW_BOND_EQUITY_2_TAN_BOOK_RATIO,
?	LOW_BOND_NET_BID_CURRENT_YIELD_ALL,
?	LOW_BOND_NET_BID_YIELD_ALL,
?	LOW_BOND_NET_SPREAD_ALL,
?	LOW_BOND_SPREAD_ALL,
?	LOW_COUPON_RATE,
?	LOWEST_SLB_ASK,
?	LOW_GROWTH_RATE,
?	LOW_MOODY_RATING_ALL,
?	LOW_OPEN_GAP,
?	LOW_OPT_IMP_VOLAT,
?	LOW_OPT_IMP_VOLAT_OVER_HIST,
?	LOW_OPT_OPEN_INTEREST_PUT_CALL_RATIO,
?	LOW_OPT_VOLUME_PUT_CALL_RATIO,
?	LOW_PE_RATIO,
?	LOW_PRICE_2_BOOK_RATIO,
?	LOW_PRICE_2_TAN_BOOK_RATIO,
?	LOW_QUICK_RATIO,
?	LOW_RETURN_ON_EQUITY,
?	LOW_SYNTH_ASK_REV_NAT_YIELD,
?	LOW_VS_13W_HL,
?	LOW_VS_26W_HL,
?	LOW_VS_52W_HL,
?	LOW_WAR_REL_IMP_VOLAT,
?	MARKET_CAP_USD_ASC,
?	MARKET_CAP_USD_DESC,
?	MOST_ACTIVE_AVG_USD,
?	MOST_ACTIVE_USD,
?	NEAR_MATURITY_DATE,
?	NOT_OPEN,
?	OPT_OPEN_INTEREST_MOST_ACTIVE,
?	OPT_VOLUME_MOST_ACTIVE,
?	PMONITOR_AVAIL_CONTRACTS,
?	PMONITOR_CTT,
?	PMONITOR_IBOND,
?	PMONITOR_RFQ,
?	TOP_OPEN_PERC_GAIN,
?	TOP_OPEN_PERC_LOSE,
?	TOP_OPT_IMP_VOLAT_GAIN,
?	TOP_OPT_IMP_VOLAT_LOSE,
?	TOP_PRICE_RANGE,
?	TOP_STOCK_BUY_IMBALANCE_ADV_RATIO,
?	TOP_STOCK_SELL_IMBALANCE_ADV_RATIO,
?	TOP_TRADE_COUNT,
?	TOP_TRADE_RATE,
?	TOP_VOLUME_RATE,
?	WSH_NEXT_ANALYST_MEETING,
?	WSH_NEXT_EARNINGS,
?	WSH_NEXT_EVENT,
?	WSH_NEXT_MAJOR_EVENT,
?	WSH_PREV_ANALYST_MEETING,
?	WSH_PREV_EARNINGS,
?	WSH_PREV_EVENT

?

I recommend that you create two sets of orders with size N/2. Each set includes a parent order and the bracket order (stop loss and target limit).

--

I don't know the commission impact or if it fits with your strategy but perhaps you could place two brackets each for N/2 shares. This would leave you always protected and you wouldn't have to deal with possible outages.

There's no perfect solution so it's a matter of picking the least evil alternative.