Re: algoPArams property of Order

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Mauro Sauco

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Aug 27, 2012, 7:14:28 AM8/27/12
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Sorry, posted to the wrong list.
I was looking for some help on swigibpy.


On Mon, Aug 27, 2012 at 3:19 AM, Mauro Sauco <ma...@sauco.net> wrote:
> Hello, would someone help me understand how to set the algoParams property of Order ?
>
> Not sure what type is the TagValeuListSPtr. (Tried, a list, a dictionary, a list-of-list, etc. )
>
> I am trying to place Algo type orders.
>
> Any pointer would be highly appreciated.
> In [28]: ? order.algoParams
> Type: property
> Base Class: <type 'property'>
> String Form:<property object at 0x27c0b50>
> Namespace: Interactive
> Docstring: Order_algoParams_get(Order self) -> TagValueListSPtr
>
> Cheers.
>
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George Battaglia

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Nov 30, 2015, 1:25:56 PM11/30/15
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I have the same issue, did you have any luck? I keep getting this error when submitting a VWAP order using algoParams in a list

<error id=488914002, errorCode=512, errorMsg=Order Sending Error - 'list' object has no attribute 'm_tag'>
<connectionClosed>

Derek Tishler

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May 27, 2016, 5:25:01 PM5/27/16
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IB has soem good examples for algorithmic order types along with the fields of the algoParams required for each available algo located here:

Derek Tishler

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Jul 31, 2018, 11:39:12 AM7/31/18
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Facing this issue again. Reviewed new docs and ibpy source on github and seems like we can match the new docs:
https://interactivebrokers.github.io/tws-api/ibalgos.html
https://github.com/blampe/IbPy/blob/master/ib/ext/TagValue.py

# ibpy order may look something like

from ib.ext.TagValue import TagValue

ORDER                           = Order()
ORDER.m_action           = 'BUY'
ORDER.m_orderType     = 'LMT'
ORDER.m_totalQuantity = 100
ORDER.m_algoStrategy = "Adaptive"
ORDER.m_algoParams  = []
ORDER.m_algoParams.append(TagValue("adaptivePriority","Normal")) # Urgent, Normal, Patient
ORDER.m_transmit      = True
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