LOO orders submitted from IB API paper account are not getting filled

Discussion in 'Order Execution' started by n0ne, Nov 11, 2015.

  1. n0ne

    n0ne

    Hello,

    Here is an example: Today, I was trying to short NES with the limit price of $1.25 (Submitted ~ 9:15 EST, Order type: LMT, Time in Force: OPG, Routing: SMART by default, Size: 1600). Despite the fact that the stock opened at 1.27, I did not get filled and received the following warning: At the open order could not be executed. I was wondering whether this is a limitation of the paper account or if the order parameters were not correct. Can anyone advise on the best settings to get filled on open for NYSE and NASDAQ microcaps in real trading? Wouldn’t it be better using regular limit orders with time in force = DAY submitted before the main trading session?
     
    Last edited: Nov 11, 2015
  2. d08

    d08

    Paper accounts don't support auction orders since IB can't simulate how the order affects the auction.