I'm trying to send the diagonal options order below via the API but get Invalid Exchange error. NOTE:-
1. I have successfully entered the exact same order via the UI including destination and account.
2. I can successfully enter a single options order via API using the same account and exchange.
Please advise solution - thank you!
Dim hOrder As New COMPLEXORDER
' Complex options order header
hOrder.Strategy = "Diagonal"
hOrder.SetSymbol 0, "VICI"
hOrder.SetExchange 0, "DEM2 DMA"
hOrder.SetPriceType 0, "Limit"
hOrder.SetTIF 0, "Day"
hOrder.SetQuantity 0, 1
hOrder.SetAccount 0, "3FORGEDD"
' Long Put
hOrder.SetSide 1, "Buy"
hOrder.SetPosition 1, "Open"
hOrder.SetOptType 1, "Put"
hOrder.SetMonth 1, "Jan '23"
hOrder.SetStrike 1, "30.00"
hOrder.SetAccount 1, "3FORGEDD"
' Short Put
hOrder.AddOptionLeg
hOrder.SetSide 2, "Sell"
hOrder.SetPosition 2, "Open"
hOrder.SetOptType 2, "Put"
hOrder.SetMonth 2, "Dec '21"
hOrder.SetStrike 2, "25.00"
hOrder.SetAccount 2, "3FORGEDD"
hOrder.SetPrice 0, 4
Dim errStr As Variant
Dim rtnVal As Variant
' Send order object to REDI EMS
rtnVal = hOrder.Submit(errStr)