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PostPosted: Fri Dec 07, 2012 10:16 am 
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Joined: Thu Dec 04, 2008 6:40 am
Posts: 2
Hi,

Interactive Broker support the Auction order in the pre-market open for futures contracts.
http://www.interactivebrokers.com/en/?f ... MGV_oPqnqg
The Time In Force is AUC and orderType is MTL

I search the OpenQuant API, there is no AUC in the TimeInForce Enumeration and no MTL in OrderType Enumeration

Is there any way to support Auction order in IB?
If no, can we add this feature?

thanks,


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PostPosted: Fri Dec 07, 2012 2:48 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

currently, there is no support for such order type and time in force.

it's possible, we add it in future.

_________________
SmartQuant Development Team


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PostPosted: Fri Dec 07, 2012 6:56 pm 
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Joined: Thu Dec 04, 2008 6:40 am
Posts: 2
thanks!

hope the dev team can consider to add the new ordertype and TIF in the near future as this will help my strategy which is rely on the auction order.

I searched other retail trading applications and looks like they also don't support it. I may need to use some python script to directly talk to IB API to achieve this


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