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Direct MessagesDate/Time: Fri, 26 Apr 2024 18:21:58 +0000
Order for different symbol - supported for IB with Equity options?
View Count: 708
| [2019-05-14 19:06:28] |
| User177773 - Posts: 4 |
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I have not been successful in placing orders for different symbols in using IB with equity options. Is this supported by SC? If I execute code with partial snippet below, it works for different symbols like ETFs: chart with SPY symbol and trade rules applied, executing trade on QQQ, but if I instead use option symbol instead of QQQ (see below), it does not work. Is this a known limitation or am I doing something wrong? Thanks! if (TradingAllowed && sc.CrossOver(Subgraph1Reference, Subgraph2Reference) == CROSS_FROM_BOTTOM) { // mark the crossover on the chart Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index]; // Create a market order and enter long. s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.Symbol = "SPY-OPT-20190515-285-C-SMART-100-USD"; //NewOrder.Symbol = "SPY 190515C00285000"; //NewOrder.Symbol = "QQQ"; //sc.BuyEntry(NewOrder); sc.BuyOrder(NewOrder); |
| [2019-05-14 20:58:43] |
| User177773 - Posts: 4 |
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I should add that I believe that the IB option symbol string is correct, since I have successfully used it to chart the option prices in a chart window as well as successfully sent options orders to IB from the chart window.
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| [2019-05-16 04:26:14] |
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There is an error occurring. Refer to: Automated Trading From an Advanced Custom Study: Debugging/Troubleshooting Automated Trading Systems Most likely the error is related to the symbol settings not existing. The documentation explains in detail what to do. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-05-16 04:26:38
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| [2019-05-20 20:09:04] |
| User177773 - Posts: 4 |
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Tried adding the error message code per above link -> No error messages generated in the main log and no trades appear in trade service log Here is a code: if (TradingAllowed && sc.CrossOver(Subgraph1Reference, Subgraph2Reference) == CROSS_FROM_BOTTOM) //if (TradingAllowed) { // mark the crossover on the chart Subgraph_BuyEntry[sc.Index] = sc.Low[sc.Index]; // Create a market order and enter long. s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; //NewOrder.Symbol = "SPY-OPT-20190520-285-C-SMART-100-USD"; //NewOrder.Symbol = "SPY 190520C00285000"; //NewOrder.Symbol = "QQQ1"; //NewOrder.Symbol = "IWM"; //NewOrder.Symbol = "SPY 190520C00283000-SMART-OPT-USD"; NewOrder.Symbol = "SPY-OPT-20190520-283-C-SMART-100-USD"; //sc.BuyEntry(NewOrder); //sc.BuyOrder(NewOrder); //int Result = sc.BuyEntry(NewOrder); int Result = sc.BuyOrder(NewOrder); if (Result > 0)//order was accepted { //Take appropriate action if order is successful } else//order error { //Only report error if at the last bar if (sc.Index == sc.ArraySize -1) { //Add error message to the Sierra Chart Message Log for interpretation sc.AddMessageToLog(sc.GetTradingErrorTextMessage(Result), 0); } } The symbol name used ("SPY-OPT-20190520-283-C-SMART-100-USD") matches the SC online manual definition: and was used successfully as the symbol name in SC to chart option prices with data received from IB. I also double checked in IB option chain that this particular option exists - it does, and price data matches price displayed in SC chart. I should point out that the IB account used for this is a "papertrade" account of type DUxxxxx associated with a real IB account. Please advise next step! Thanks! Erik |
| [2019-05-20 22:40:48] |
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There must be an error. Remove this line: if (sc.Index == sc.ArraySize -1)
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-05-21 00:09:05] |
| User177773 - Posts: 4 |
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Looking at your previous response above "Most likely the error is related to the symbol settings not existing." Does this mean that explicitly using the symbol name alone (NewOrder.Symbol = "SPY-OPT-20190520-283-C-SMART-100-USD";) is not sufficient? it also has to be defined in the symbol setting xml database? If this is the answer - can this then be specified using the "use pattern matching character option"? For example, SPY-OPT-20190522-283-C-SMART-100-USD => SPY-OPT-########-###-?-SMART-100-USD and SPY-OPT-20190522-269.5-P-SMART-100-USD => SPY-OPT-########-###*#-?-SMART-100-USD I certainly hope that's the case so that each option in the option chain does not have to be individually defined in the symbol setting xml data base. Thanks, Erik |
| [2019-05-21 00:28:36] |
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You do definitely have to add it to the Global Symbol Settings and only a pattern is needed.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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