COMPLEXORDER - Invalid Exchange Error on REDI API

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DDALY
DDALY Explorer
in REDI API

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.

1630597322168.png

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)




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Best Answer

  • brian.mullane
    brian.mullane LSEG
    Answer ✓

    Hi @DDALY ,

    Can you please try setting the exchange later? (see below example)

    -Brian

    Sub SendDiagonal2()

      Dim myerr As Variant
      Dim rtnVal As Variant

      Dim hOrder As New COMPLEXORDER

      ' Complex options order header
      hOrder.Strategy = "Diagonal"
      hOrder.SetSymbol 0, "AAPL"
      hOrder.SetExchange 0, "DEM2 DMA"
      hOrder.SetQuantity 0, 1
      hOrder.SetPriceType 0, "Market"
      hOrder.SetTIF 0, "Day"
      hOrder.SetAccount 0, "DEMO2"

      ' Leg 1 of vertical spread
      hOrder.SetSide 1, "Buy"
      hOrder.SetPosition 1, "Open"
      hOrder.SetOptType 1, "Call"
      hOrder.SetMonth 1, "Dec '21"
      hOrder.SetStrike 1, "195.00"

      ' Leg 2 of vertical spread
      hOrder.AddOptionLeg
      hOrder.SetSide 2, "Sell"
      hOrder.SetPosition 2, "Open"
      hOrder.SetOptType 2, "Call"
      hOrder.SetMonth 2, "Nov '21"
      hOrder.SetStrike 2, "200.00"

      hOrder.SetExchange 0, "DEM2 DMA"
       hOrder.SetPriceType 0, "Market"

      rtnVal = hOrder.Submit(myerr)

      If Not rtnVal Then
        If myerr <> "" Then
          MsgBox myerr
        Else
          MsgBox "Failed - Please Contact REDI Support."
        End If
      Else
        MsgBox "Submitted"
      End If

    End Sub

Answers

  • DDALY
    DDALY Explorer

    @brian.mullane, That worked perfectly! Thanks a lot, Dermot

  • DDALY
    DDALY Explorer

    @brian.mullane, Just doing some more testing on above and I've noticed when I increase the quantity it still lands in REDI as 1 lot.. very strange. Can you check if you get the same result? Thanks, Dermot

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @DDALY ,

    Appears to apply for me:

     hOrder.SetQuantity 0, 5

    Results in

    redidiag.gif

    Try to restart and retest, where you can be sure if it was the same order?

  • DDALY
    DDALY Explorer

    @zoya faberov, I moved the SetQuantity to just before the Submit and now working fine. Thank You.

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