Jun
21

IB Order Server 4.3 Released

New Feature

– support auto login using Paper Trading Account

Bug Fixes

– TWS 858 and higher has broken the order placement compatibility with stock options and future options

Symbology

Stock Options – SYMBOL*STRIKE+YYYYMM{DD}:EXCHANGE=CURRENCY

e.g. SPY July 2006, 150 Put

SPY*P150+200607:SMART

e.g. SPY August 2006, 160 Call

SPY*C160+200608:SMART

If there are no multiple option symbols matching the same specifications, you do not need to specify the day.

Future Options – /SYMBOL*STRIKE+YYYYMM{DD}:EXCHANGE=CURRENCY

e.g. ES Sep 2006, 1250 Call

/ESU06*C1250+200609:GLOBEX

e.g. ES July 2006, 1250 Put

/ESN06*C1250+20060718:GLOBEX

The Day is needed when there are multiple options matching the spec, where the only difference is the expiration date. In the second example above, there is another option traded at IB that expire on July 31.

To figure out the symbol, expiration date, etc. use TWS to obtain the contract details.

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