order_obj: Order Objects

In JakeVestal/InteractiveTradeR: API

Order Objects

Description

* **orderComboLegs** <numeric>: A numeric vector whose length equals the number of rows in the 'comboLegs' element in the contract object. 'orderComboLegs' defines the order prices for each combo leg.

describe

Details

* **smartComboRoutingParams** <named character>: In InteractiveTradeR, 'smartComboRoutingParams' is a named character vector in which a parameter is identified by a "tag", and its value by "value". The tags and values available are described in the smartComboRoutingParams section of IB's documentation.

For example, to specify a non-gauranteed order, use 'smartComboRoutingParams = c(NonGuaranteed = 1)'.

To instruct the execution system to not start the next leg-in if the previous leg-in did not finish, you would use 'smartComboRoutingParams = c(DontLeginNext = 1)'

You may specify as many smart combo routing params as you like; simply use 'c'() to combine them into a named character vector; for example: 'smartComboRoutingParams = c(NonGuaranteed = 1, DontLeginNext = 1)'

JakeVestal/InteractiveTradeR documentation built on June 5, 2024, 2:21 p.m.