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Re: Why is this order invalid and rejected?
I know what I am doing. Thanks for checking with me. Now with the API,? I am just in "read-only" mode.? And the current task is to read out the margin report of my portfolio, namely the maintenance
By @jiamin · #48134 ·
Re: Why is this order invalid and rejected?
Honestly I think you may want to zoom out, you are fixated on a particular solution that might not even really solve your problem. Can you explain more about your strategy and why you need those
By Derrick Ike · #48133 ·
Re: Why is this order invalid and rejected?
The central question, I want to know the maintenance margin impact of this order. There are obviously multiple ways to separate this non-standard combo.? So the question is *Which way* to separate
By @jiamin · #48132 ·
Re: Why is this order invalid and rejected?
You need to separate them into standard combos.. if you don't know what those are, I'd suggest you go take an options course.. and well, you probably shouldn't be trading options if you don't already
By Peter Drier · #48131 ·
Re: Spotty historical bars for TICK-AMEX and other indexes
Thank you, it was actually a bug in my program.? I'll stick to that request format though.
By nshale2@... · #48130 ·
Re: TagValue Implementation, Java, Q: HistoricalData
Well, I did look at the code when you made the repository public and felt that my last post said it all: * Requests for historical data currently do not utilize Tag/Value parameters * That may change
By Jürgen Reinold · #48129 ·
Re: TagValue Implementation, Java, Q: HistoricalData
Hi All, Any takers?? Provided code is posted here and for public use, I willing to pay 200USD.? Just need starter inspiration.. couple of lines.? no rush.? I am guessing need the codes here... [3
By robertvanquish@... · #48128 ·
Re: Spotty historical bars for TICK-AMEX and other indexes
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
By Jürgen Reinold · #48127 ·
Re: Spotty historical bars for TICK-AMEX and other indexes
Actually the exact string for endDateTime is?"20210903 23:59:59" with no timezone specified.
By nshale2@... · #48126 ·
Re: Spotty historical bars for TICK-AMEX and other indexes
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
By nshale2@... · #48125 ·
Re: Inconsistent behaviour of WHATIF orders
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
By Despair · #48124 ·
Re: whyHeld in orderStatus
I'm also receiving 404 Order held while securities are located. in my error handler.
By misantroop · #48123 ·
whyHeld in orderStatus
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
By misantroop · #48122 ·
Re: Why is this order invalid and rejected?
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
By @jiamin · #48121 ·
Re: Why is this order invalid and rejected?
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
By Peter Drier · #48120 ·
Re: Spotty historical bars for TICK-AMEX and other indexes
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
By Jürgen Reinold · #48119 ·
Spotty historical bars for TICK-AMEX and other indexes
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
By nshale2@... · #48118 ·
Re: openOrder:orderState vs orderStatus:status
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
By ds-avatar · #48117 ·
Re: Inconsistent behaviour of WHATIF orders
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
By misantroop · #48116 ·
Re: Inconsistent behaviour of WHATIF orders
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
By @jiamin · #48115 ·