--

Just from yesterday and today.

Sad, but still true.
I've seen this behaviour in paper trading, where you can actually specify the trigger method in TWS settings, and during live trading, where the stop order is getting handled by the exchange.
When the market gaps over the stop trigger point, the stop order will not get executed. The stop order will just stay there for hours, while the price is well beyond.
Absolutely no way trusting this system.

LOL, now its working... how?

from ibapi.client import EClient from ibapi.wrapper import EWrapper, iswrapper from ibapi.contract import Contract from ibapi.order import Order import threading import time ... class TestApp(EWrapper, EClient): def __init__(self): EClient.__init__(self, self) @iswrapper def nextValidId(self, orderId:int): super().nextValidId(orderId) self.nextValidOrderId = orderId def nextOrderId(self): oid = self.nextValidOrderId self.nextValidOrderId += 1 return oid ... def BracketOrder(action, quantity, limitPrice, takeProfitLimitPrice, stopLossPrice): parent = Order() parent.orderId = app.nextValidOrderId parent.action = action parent.orderType = "LMT" parent.totalQuantity = quantity parent.lmtPrice = limitPrice parent.transmit = False takeProfit = Order() takeProfit.orderId = app.nextValidOrderId takeProfit.action = "SELL" takeProfit.orderType = "LMT" takeProfit.totalQuantity = quantity takeProfit.lmtPrice = takeProfitLimitPrice takeProfit.parentId = app.nextValidOrderId takeProfit.transmit = False stopLoss = Order() stopLoss.orderId = app.nextValidOrderId stopLoss.action = "SELL" stopLoss.orderType = "STP" stopLoss.auxPrice = stopLossPrice stopLoss.totalQuantity = quantity stopLoss.parentId = app.nextValidOrderId stopLoss.transmit = True bracketOrder = [parent, takeProfit, stopLoss] return bracketOrder bracket = BracketOrder("BUY", how_much, get_price, win_price, lost_price) for o in bracket: app.placeOrder(app.nextValidOrderId, stonk(whom), o) time.sleep(1) app.nextOrderId()


I got this error:

On Sun, Jun 19, 2022 at 06:35 AM, <johannes.kreckel@...> wrote:

order.Tif = 'GTC'

Take a look at my sample code in this thread -?/g/twsapi/message/49108?to see how I have modeled the FlattenOrder to do what you are doing using the GAT order type.

开云体育

Ok, I got it,
Once again I am using a Delphi library that can be used in C++ Builder (no python,? C#,? Java or VC++)
so it feels a little like being on a deserted island.? And I was busy in the month gone. Thanks.

Hi 闯ü谤驳别苍,

thanks for your tips. Actually it sounds very obviously that a MOC order can not be part of OCA group if cancelling is not always possible. I wasn't aware about that.

Now I will change my code to using?ibapi.order_condition.TimeCondition.

Also I am wondering, if it it can be done simple setting order attributes as below:

order.Tif = 'GTC'   
order.ActiveStartTime =?'20220621 15:20:00'?# Defines the start time of GTC orders., Valid format: YYYYMMDD HH:MM:SS.?

I will play a little bit around and do some paper trading next Tuesday (when NYSE) is open again.
Guess this order specifications types are only doable in NYSE.

sorry my bad. i had initially tried for SPX then later was trying to see if SPY is working . hence when i pasted the code snippet it was SPY.?
But originally my intention was to get real time bars for SPX.
The code you had posted seems to be working. thanks alot. The mistake i had done , when i was originally trying SPX was
contract.exchange("SMART")?
contract.primaryExchance("CBOE")

the above two lines seems to be the issue, in your snippet you are setting the exhange to CBOE which seems to be helping.? ?

thanks again?

Hi,

I use Python.. Here is what I am trying to do (I removed the imports and made the code simplified here, so that we can focus on the topic, rather than the full code)

First I create "price_condition" (only 1) and in that, they dont have a "isConjunctionConnection" property (even the docs say there is, docs is v9.72 and i am using 9.81.1). I am attaching the order_condition.py file that came with 9.81.1 and from that you can see the property is not there, but its there in another class.. But I am not sure how to use it..

After that, I create an order, then I am? appending the price_condition to the order and sending it.. This works well, but I want to add another price_condition with "OR"

Let me know if its clear.

Thanks.

Not sure which API language you are referring to, but the isConjunctionConnection field does exist. In the Java API is is defined in the OrderCondition super class that all specialized condition classes extend.

Below a small utility function from our framework that configures an OrderCondition of any type to be connected to the next condition in the list with OR.

闯ü谤驳别苍

???

public static final boolean ConjunctionAnd = true;
public static final boolean ConjunctionOr = false;

// Make this order condition connect to the next condition with "or".
public static <T extends OrderCondition> T or( final T orderCondition )
{
    if ( orderCondition != null ) {
        orderCondition.conjunctionConnection( ConjunctionOr );
?? ?}

?? ?return orderCondition;
}

Hi, Been looking around, but couldn't figure it out. So I want to buy an option but only if ONE of the conditions is true (Underlying Price "OR" Time).. Meaning if either price cosses $X "OR" if time crosses a certain time.

I am able to send an order by using the default "AND".. however I want to change "AND" to "OR" and I cant figure out how to do that! I see that in the docs, they have:

?priceCondition.isConjunctionConnection = isConjunction

However when I go into the source code, I dont see "isConjunctionConnection" anymore as part of the priceCondition Class.. Its been moved to the orderCondition Class. I am using IBAPI version 9.81.1.post1. Can anyone help me please?

MOC orders have many limitations and special requirements that make them incompatible with "One Cancels All" groups, Johannes. And internally, bracket orders are basically OCA groups. Take a look at "". NASDAQ MOC orders, for example, cannot be cancelled after 15:50 EST.

Are you trying to participate in the Market on Close auction (e.g. you really need the MOC order type), or are you simply trying to close the position automatically at the end of the trading session? We successfully use bracket orders with an additional third child order that closes the position a few minutes before the market closes. Basically just a MKT type order with a time condition.

闯ü谤驳别苍

Hi,

I am wondering if it is possible to add? MOC order to a bracket order group?

Actually currently it doesn't work for me.

Here is what I do:

- Creating the parent order

- Creating three child orders: ProftiTaker, StopLoss and MOC

ProfitTaker and StopLoss will be created correctly, but for the MOC order I get the error:
"Invalid OCA handling method"

So my assumptions is, it is not possible - or are there specific settings to take into consideration.

Thanks
Johannes

I'm a bit confused by your question. The code snippet is for SPY stock, but the error is for SPX index. SPY trades on a bunch of exchanges, and the SMART exchange collects data for all of them. However, the SPX index is only published by CBOE, so if that is what you're looking for, try something like this:

i am trying t o get realTimeBars for SPX. I have the below snippet of code ,?