Hi,
I would like to ask if quantconnect can send to Interactive brokers combinations order, such as for example intercommodity spreads.
In TWS these are native order, but using the API it requires to create the legs and join them in a combo order I think.
Thanks
J
Alethea Lin
Hi Johnny,
Thanks for your question. Combination order is not currently supported on QuantConnect. All of the supported order types can be found in the documentation.
Laurent Crouzet
Hi Alethea Lin .
Do you think of eventually allowing the combination orders to be sent to IB in the future?
It is really important for several of us, and we discussed about it almost 2 years ago with Jared.
Do you at least know a little about the expected availability of such orders in the future? Early 2020 maybe?
Jack Simonson
Hi Laurent,
We have it on our to-do list and you can follow the progress of this by subscribing to the issue opened in GitHub, but I can't provide you with a definite timeline of when it will be implemented.
Johnny Cash
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