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>>errorCode= 161 errorString= Cancel attempted when order is not in a cancellable state
Hi, Pyton, API: Got this unwated message: Flow: Bracket with 3 legs, self.takeProfit.orderType = 'LMT' self.stopLoss.orderType = "TRAIL" self.GAT.orderType = 'MKT' I later submit a price apdate (once
By erezkaplan90@... · #46829 ·
Re: How to create a performance efficient trading app so each sub process runs smoothly in Python?
Thank you Matthias, that's an interesting view, and has advantages as you say. I will have a look at it.
By matt · #46828 ·
Historical Data Price Discrepancies
All, I am currently using 10 min bar data to determine order placement.? The following are my query parameters: self.reqHistoricalData(req_id , contract , params[ 'end' ].strftime( '%Y%m%d %H:%M:%S'
By Mike · #46827 ·
Re: What are ratios for legs?
Leg 1 would have ratio 1 and leg 2 ratio 2.
By Despair · #46826 ·
Re: What are ratios for legs?
My example was that 1:2 means, that first leg is in ratio 1:2 to second leg. Is this correct? Am 23.03.2021 um 11:44 schrieb Despair:
By juxeiier <juxeiier@...> · #46825 ·
Re: What are ratios for legs?
Simply think of the ratio of a leg as its quantity. And no your examples are not correct. The ratio can never be 1:2 for just one leg, this would mean that you want to buy a half option contract :-),
By Despair · #46824 ·
Re: What are ratios for legs?
Thx, so the order is important in how the ratios relate to each other? And my examples are correct? I will test this as soon the markets open today and see the quantities in the trades tab for
By juxeiier <juxeiier@...> · #46823 ·
Re: What are ratios for legs?
Forget that in math a ratio is something like 1:2. Here is it simply how the quantities for each leg relate to each other. So yes, you could define a 4-legged spread with the ratio 1:2:3:2. You define
By Despair · #46822 ·
Re: What are ratios for legs?
So, how is here the ratio defined with more than one legs? (In case we do not have an iron condor) To me the word 'ratio' was always associated with two parties invoved, but what if we have four? Is
By juxeiier <juxeiier@...> · #46821 ·
Re: What are ratios for legs?
If you look at an iron condor the ratio is 1 for every leg (the spread consists of for options and 1 iron condor is 1 option of each leg). The order of the legs for an option spread should not matter.
By Despair · #46820 ·
Re: What are ratios for legs?
Not sure I got that right. Is there a documentation about that feature? What if I have an iron condor on options? How would I even specify ratios between *four* legs? I know 'ratio spreads' of
By juxeiier <juxeiier@...> · #46819 ·
Re: What are ratios for legs?
Yes, you need to specify the ratio when creating a combo-contract. Let's say you want to create a STK/STK combo with the stocks of Amazon and FB and want to buy 3 Facebook stocks for every Amazon
By Despair · #46818 ·
What are ratios for legs?
Hi, can someone explain or has a TWS documentation about what ratios are? Do I need to know this when constructing legs for a combo-order? Thx for explanation, Juergen
By juxeiier <juxeiier@...> · #46817 ·
Unable to trade with SI in paper
Hello, I am unable to trade with silver contract SIK1 in paper trading. I am also unable to access margins for this commodity. I can, however, get the "contract details", so the IB system recognizes
By justin@... · #46816 ·
Re: Little tool for option chain contract creation
New version 0.61 is available at https://github.com/juxeii/ibtools , with bugfixes and the possibility to subscribing to entire option chain market data. This is new and has probably some yet to
By juxeiier <juxeiier@...> · #46815 ·
How to fetch multiple historical data types in python?
I am trying to fetch multiple data types and drop them in a single dataframe as an ultimate goal, in particular I am interested in ADJUSTED_LAST, OPTION_IMPLIED_VOLATILITY and REBATE_RATE (code below
By Hekri · #46814 ·
Re: How to create a performance efficient trading app so each sub process runs smoothly in Python?
and maybe to add a #3) build microservice architecture. I'm on node.js ( https://github.com/stoqey/ib ( https://github.com/stoqey/ib ) ) and only way to scale there is running multiple processes. You
By Matthias Frener <matthias.frener@...> · #46813 ·
Re: How to create a performance efficient trading app so each sub process runs smoothly in Python?
Thank you Kris K, I tried suggestion #1 using a minimal IB program and put it in a Process, like: from ibapi.wrapper import EWrapper from ibapi.client import EClient from ibapi.utils import iswrapper
By matt · #46812 ·
Re: How to create a performance efficient trading app so each sub process runs smoothly in Python?
Thank you Alex, for both suggestions. I will have a look at it.
By matt · #46811 ·
Re: How to Get Mkt Data from Scanned Symbols
I managed to achieve what I wanted using 2 dataframes and merging them. All good
By DavidJ · #46810 ·