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QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin
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A Few More Order Types - Interactive Brokers #27

Open jaredbroad opened 7 years ago

jaredbroad commented 7 years ago

New order type for IB - VWAP.

jaredbroad commented 7 years ago

All or None // Fill or Kill Option on Orders

patrickstar1 commented 7 years ago

Also would be nice to have Immediate or Cancel (IOC):

https://www.interactivebrokers.com/en/index.php?f=594

jaredbroad commented 7 years ago

Adaptive Algo https://interactivebrokers.github.io/tws-api/ibalgos.html#gsc.tab=0

patrickstar1 commented 7 years ago

Any update on these features? can we at least have all-or-none for now? Thanks!

jaredbroad commented 7 years ago

Not yet sorry but we'll reply here when it is done so no need to ping thread.

Its an internal rule of QC -- bugs before features :) As long as there are red-flags we'll fix them first. If you'd like to push these features through we'd welcome a PR though!

patrickstar1 commented 7 years ago

Bugs before Features is a very good policy. But I really need this feature because my algo goes crazy because of the partial fills - so much that I pulled the plug on it today.

I will see if I can contribute. Otherwise looks like I have to wait for you guys to pick it up.

StefanoRaggi commented 6 years ago

Related issues/pull requests:

Ability to accept GoodTillDate and DurationValue in QC orders for IB: https://github.com/QuantConnect/Lean/issues/971 Support for GoodTillDate with Interactive Brokers: https://github.com/QuantConnect/Lean/pull/1201 Addition of Interactive Brokers Algorithmic orders: https://github.com/QuantConnect/Lean/pull/1203

StefanoRaggi commented 6 years ago

There are multiple features grouped together in this issue, so we are splitting this issue in the following tasks, to keep pull requests smaller and easier to review:

mchandschuh commented 6 years ago

@StefanoRaggi -- a reminder that for each step we're only implementing them for backtesting and interactive brokers live, which means for all other brokerage models, we'll need to update the CanSubmit method to flag orders with these options as invalid.

linkliang commented 5 years ago

Based on many user requests, it would be nice to implement OCA - One Cancels All grouped orders. https://www.interactivebrokers.com/en/index.php?f=617 IB API is OcaGroup

simonsonjack commented 5 years ago

Combination orders

AlexCatarino commented 2 years ago

Relative Order type: https://www.interactivebrokers.com/en/general/education/videos/tws-python-api-pair-trades.php