Support Board
Date/Time: Mon, 25 Nov 2024 03:39:55 +0000
Post From: Poor reliability when trading options
| [2014-01-03 19:03:30] |
| User76625 - Posts: 49 |
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As an update - I tried the suggestion from the other poster above and added the "primary_exchange" identifier by adding "/AMEX" and ":AMEX" to SMART (to make the chart symbol AAPL-OPT-20140103-560-C-SMART/AMEX-100-USD) and while I did get data, any order submitted got stuck in "Order Sent" status, and were never actually transmitted to IB, so that did not fix the issue. I also tried changing the exchange from SMART to AMEX only per support's reco; this gives me data for AMEX only (not the consolidated data from all exchanges that SMART would provide), but it does allow me to submit orders, both to open and close positions (since the chart symbol matched the position symbol, it recognized I had a position open so the code to close the position did run). However, it also will only send orders via AMEX exchange, which often is not the best routing option available, so that is not a viable fix. So to recap - it would appear the issue I'm having stems from the fact that the "Position" symbol uses the actual exchange through which the order was routed (and never SMART), while the chart symbol will always use SMART. As such, the code running on that chart will never recognize that there is a position open. I see that the "Trade Stats for Chart" tab is able to group all orders from a chart (regardless of the actual exchange) into a single symbol using SMART. Would it be possible to do the same for the "Positions" tab? It is my understanding that the s_SCPositionData Structure refers to the info under the "Positions" tab when you use the PositionQuantity member. So that might, theoretically, fix this issue. Thanks again for all your help. |