Different values returned for live bond pricing from IB APIs

bankroll-py / bankroll-broker-ibkr

Interactive Brokers support for bankroll

https://github.com/bankroll-py

MIT License

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Different values returned for live bond pricing from IB APIs #4

Open jspahrsummers opened 5 years ago

jspahrsummers commented 5 years ago

Suspicious numbers that don't make sense—probably because of low volume. Might be specific to corp bonds.

jspahrsummers commented 5 years ago

Might also be a multiplier issue. I'm seeing a market value that is exactly 1/10th of what I'd expect.

jspahrsummers commented 5 years ago

No multiplier is returned in quote data, and what we're presenting as the market value and average price matches the Flex query, so this must be an issue in how we're consuming currently open positions.

jspahrsummers commented 5 years ago

IB.Position.position returns the wrong, divided quantity (if we're taking the market data and trade confirmations as the source of truth), so this seems like an issue either in the IB API or ib_insync. Punting from release milestone.