reqExecutions (API)

Discussion in 'Interactive Brokers' started by d08, Jun 18, 2019.

  1. You can separate strategies in one single account by tagging your orders via the api. The tags are returned with executions/fills.

     
    #21     Jun 19, 2019
  2. I agree with you on this. My previous message was incomplete: not only do I use multiple Uxxx accounts to separate strategies, but also to get separate monthly overviews and independent P&L accounting for each.
     
    #22     Jun 20, 2019
  3. if you have the ability to write your own OMS (order management system) then with the tags you can generate your own statistics, such as P&L/risk/capital allocations/... for any requested time period. That is how I do it. Having an own OMS is absolutely paramount when running multiple strategies.


     
    #23     Jun 20, 2019