IB active X Excel combo order lack of documetation

Discussion in 'Interactive Brokers' started by bestlooser, Sep 18, 2019.

  1. Hi All,

    I am trying to place order on intercommodity spreads, but there is not documentation for the active X sample,

    https://interactivebrokers.github.io/tws-api/activex.html#activex_sample

    while the one for the DDE is not compatible

    https://interactivebrokers.github.io/tws-api/dde_reference.html

    BAGFormula=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_CMBLGS_[num of legs]_[legId]_[legQuantity]_[legAction]_[legExchange]_[legPrice]...CMBLGS_~/'Example=Ssample123|tik!'id7?req?SPY_BAG_SMART_USD_CMBLGS_2_141149249_1_BUY_SMART_0_141149252_1_SELL_SMART_0_CMBLGS_~/'


    There are some examples of combos in the active X excel sample, but no documentation of how to write the combo leg string as for the DDE above.I modified the existing ones and got this to work for real market data

    "CMBLGS_2_138979281_1_BUY_NYMEX_0_0__-1_1.11_142345150_1_SELL_NYMEX_0_0__-1_1.11_CMBLGS"

    but when using it to place orders I get this

    Error: 321 Error validating request:-'bD' : cause - Can't specify combo price when using per-leg prices.

    1)Anybody knows how to place combo orders?

    2)

    Why the combo leg string works only for real time data but not to place orders?

    3)What is the meaning of -1, and 1.11 in the combo string?

    I guess by reverse engineering the code an answer could be found, but I have no time to do it ..

    Thanks

    Jack
     
  2. Hi
    unfortunately not, that is for programming the contract, but I am using the active X excel sample app, so a string is required.