Question

我是Python和ibpy的新手，但我能够使用两者来测试运行我的策略。我的问题是，当市场开放时，我不能在正常交易时间（RTH）之外发送订单，但我不认为它们是“正常交易时间”。

以下是我发送这些订单的方式。

from ib.opt import Connection
from ib.ext.Contract import Contract
from ib.ext.Order import Order

import time

port = 7496
client = 1
account = "XXXXX"

newContract = Contract()
newContract.m_symbol = "CL"
newContract.m_secType = "FUT"
newContract.m_exchange = "NYMEX"
newContract.m_currency = "USD"
newContract.m_expiry = "201806"

newOrder = Order()
newOrder.m_orderType = "LMT"
newOrder.m_totalQuantity = 1
newOrder.m_action = "BUY"
newOrder.m_lmtPrice = "65"

tws_conn = Connection.create(port=port, clientId=client)
print("------ Connecting.... --------")
tws_conn.connect()
time.sleep(1)
#to simplify I am using a number, but this needs to be updated every new order.
orderId = 1
tws_conn.placeOrder(orderId, newContract, newOrder)

在RTH期间顺序很顺利，但是当我们在RTH之外时，我收到了这条消息：

07:45:45:392 -> 4-2-1-399-Order Message:
BUY 1 CL JUN'18 (CLM8) 
Warning: your order will not be placed at the exchange until 2018-05-14 09:30:00 US/Eastern-

有没有办法启用RTH订单？

Answer 1

阅读文档订购有很多有用的信息。 http://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a60dcca6e3c3ae6ae6e0c5f3fdffc5a4a

bool OutsideRth [get，set]如果设置为true，也允许命令在正常交易时间之外触发或填写。

看起来像C＃docs，但在ibpy中也是如此。如果您检查源代码，则订单包含字段m_outsideRth = bool()。只需将其设置为true即可。

试图使用ibpy在正常交易时间（rth）之外发送订单

1 个答案: