IB Scale Order problems

Discussion in 'Automated Trading' started by vikana, Mar 19, 2008.

  1. vikana

    vikana Moderator

    I was hoping that someone here on ET has used TWS Scale Orders through the API. Here is what I see.

    I submit orders as follows (e.g.):

    order.m_totalQuantity = 500
    order.m_orderType = "SCALE";
    order.m_scaleComponentSize = 100;
    order.m_scalePriceIncrement= 0.01;

    In return I get the following error message:
    Error validating request:-'ob' : cause - Invalid order type was entered

    And the log contains the following entry (stack dump):

    JI 09:46:41:713 JTS-EServerSocket-821: Null error type from SCALE
    JI 09:46:41:714 JTS-EServerSocket-821: [1:37:39:1:0:0:0:ERR] -'ob' : cause - Invalid order type was entered
    JI 09:46:41:714 JTS-EServerSocket-821: Anticipated error
    JI jextend.d: Invalid order type was entered
    at jextend.ob.d(ob.java:671)
    at jextend.v.h(v.java:227)
    at jextend.id.H(id.java:657)
    at jextend.id.run(id.java:531)
    at java.lang.Thread.run(Unknown Source)

    I'm on TWS=882.2 and API=9.4.

    Any insights on what could be causing this, would be much appreciated.