Re: Margin for generic orders basket, multiple legs
Hi QuanTrader,
I'm troubled by the same problem (the margin impact of a more complex spread than the supported native ones). Did you find a solution?
By
Despair
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#47738
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Re: reqSecDefOptParams() hangs for some futures symbols but not others.
I apologize ahead of time for the blurb. One time happening out of respect
for the list. But since someone asked ...
This is the Interactive Brokers Reactive Engine, aka IBKRE.
Found here:
By
Ray Racine
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#47735
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Re: reqSecDefOptParams() hangs for some futures symbols but not others.
ray what library is this
(sec-def-opt-params-req (gen-rid) 'ES "GLOBEX" 'FUT 371749798))
(sec-def-opt-params-req (gen-rid) 'ES "GLOBEX" 'FUT 383974339))
does not look like python is it lisp? and
By
mark M
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#47734
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
simply by avoiding using python-
Using ib-ruby? you would end with this (using the gateway framework)
( https://ib-ruby.github.io/ib-doc/account_overview.html )
u= G.clients.first
five_percent =
By
Hartmut Bischoff
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#47733
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Re: Template for Downloading Historical Options Data to Pandas Dataframe and CSV
Here is a revised version - i deleted the extraneous links to websites that
are not needed.
[email protected]> wrote:
By
ebtrader
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#47732
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Re: order - close position by time condition
ok, thank you very much! I'll go over it.
By
refael.lasry@...
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#47730
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Re: order - close position by time condition
I don't do Python and my code heavily relies upon our Java framework. So it won't help you.
Looking at your code a few things come to mind:
* the date is missing a colon between minute and second.
By
J¨¹rgen Reinold
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#47729
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Re: order - close position by time condition
my code (which not working):
"original_order" is the brackets order (LMT + stop loss + take profit)
By
refael.lasry@...
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#47728
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Re: order - close position by time condition
beautiful!
In this case, I conclude I might have a problem with my code.
If it's possible from your side to share your code, I'll be thankful (totally understood if not).
By
refael.lasry@...
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#47727
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Re: order - close position by time condition
Does your GAT get rejected when you place the orders? In that case you might want to check your code again,
Just tried a bracket plus GAT and it placed without an error or warning (though markets are
By
J¨¹rgen Reinold
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#47726
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
Maybe you are looking for something like this: https://stackoverflow.com/questions/57618971/how-do-i-get-my-accounts-positions-at-interactive-brokers-using-python-ap (
By
Rational-IM
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#47725
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Re: order - close position by time condition
thank you for your precise answer!
It took me quite some time to understands what did you mean. Also, GAT order doesn't work with brackets, I have no idea why.
By
refael.lasry@...
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#47724
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Re: How to get the open orders
Here is the answer. Email me if you want it in a dataframe and csv or want
to create variables for particular items in this output and I can try to
get that done for you.
Regards,
Javed
import
By
ebtrader
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#47723
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
Okay, I threw it into a list, dataframe and csv:
import logging
import time
import pandas as pd
from ibapi.utils import iswrapper
from ContractSamples import ContractSamples
from ibapi.client
By
ebtrader
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#47722
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
Here is how you pull the account value (code below).
Throw it into a list or pandas dataframe, and then pull out the value you
want to focus on and apply your 5% to it.
import logging
import
By
ebtrader
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#47721
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
Use the value variable here:
https://interactivebrokers.github.io/tws-api/account_summary.html
Email me direct and I can take a crack at it for you.
Regards,
Javed
By
ebtrader
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#47720
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Re: How can I pull my account value in as an object to help calculate my contract quantity size?
Understood. There¡¯s not much out there on the stack-threads. I¡¯ll keep looking. ?Thanks JR.
By
Jordan <jordan.howell2@...>
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#47719
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Re: Get Parent Order ID of Child Order AFTER parent order is filled
Exactly, once the parent order is filled, you can no longer add extra child orders to that parent id, even if other child orders with that same parent id still exist. So in that case, you need to know
By
Raoul Suurmeijer
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#47718
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Re: Get Parent Order ID of Child Order AFTER parent order is filled
Hi Everyone. Thanks for the help.
Just wanted to update. I am just using the order IDs of all the indivual trade in the bracket order and managing the life of the trade.
By
nagabrahmam9@...
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#47717
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Re: historical data doesn't include 16:00
Options usually stop trading at 4Pm so there is no 16:00 bar. The 15:30 bar goes from 15:30 to 15:59:59.
By
Nick <news1000@...>
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#47716
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