I can not submit relative order to ISLAND on TWS

Discussion in 'Automated Trading' started by trend2009, May 13, 2020.

  1. I would like to submit relative order on ISLAND. First I tried to submit manually on TWS but got rejected with message "Native Relative Orders on ISLAND can not be filled outside RTH". Then I submitted using API with routing destination "SMART", the relative order was sent and routed to ISLAND. then I tried to submit with destination:

    contract.exchange="ISLAND";
    or
    contract.exchange="ISLD"

    both are not successful.

    1) my question is: if I want to route the order to island, should the destination is "ISLAND", or "ISLD", or "INET";

    2) if I want to route the order to DRCTEDGE, the destination in API is "DRCTEDGE" or something else?

    3) how to configure my api/tws to let the relative order routed to ISLAND successfully instead of being rejected with that message?
     
  2. guru

    guru

    I'm not sure if your issue is related to all relative orders or just those outside RTH, as the error message states "can not be filled outside RTH". So this may be your main issue to address.
     
  3. the order was submitted for us equities at 1pm
     
  4. guru

    guru

    I guess the question is whether it was submitted as RTH or non-RTH order.
     
  5. even during after market hours, api relative order is mostly routed to island, while I can not send manually at 1pm. so it has nothing to do non rth rule.
     
  6. guru

    guru


    The error message indicates that you’re tying to submit non-RTH order. So even if you submit non-RTH order during market hours then it won’t work. The order should not have the non-RTH flag set.
    If it was an RTH order then I’d assume the error would at least look different and specify what’s wrong. Right now it says that your order has the non-RTH flag set.
     
    Maverick2608 likes this.
  7. I will play it with rth set to see how it works tomorrow. thanks