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Thanks, I've done a PR to fix this. Your post should be an issue rather than a discussion. |
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Hi all :)
Ran into an issue yesterday (possibly after upgrading from v1.225 to v1.226) when loading Interactive Brokers instrument IDs.
Before:
After:
The later run comes back with
META.ARCA, rather thanMETA.NASDAQ, so subsequent orders placed forMETA.NASDAQare denied:with the reason
'Instrument for META.NASDAQ not found'.Just wondering if there were any changes in
v1.226that might've affected this?Cheers !
Edit: it seems that one situation that I can reproduce where this occurs is if there is an existing position that was filled at a specific venue different to the primary exchange (in this case ARCA vs NASDAQ). I tested it manually with an order outside RTH which was filled at IBEOS and I get the same issue.
This returns
None:This returns the instrument:
However this is tricky because I am handling contracts via their primary exchange, not by their filled exchanges in the event of prior trades.
i.e. If I trade a contract that fills on a non-primary exchange, I still want to be able to place orders for that contract without tracking where it eventually gets filled.
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