Hi, I'm accessing the REDI API using python on Windows 11. I'm trying to send a VWAP order and I want to include custom algo specifications including Start Time, End Time, and Exec Style. These fields are documented in the REDI API Specifications in section 3.1.6 Algorithm Order Entry, but I don't know how to implement them in python. Please provide any advice.
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Custom VWAP Order using python for REDI API
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Thanks for reaching out to us.
The code looks like this:
import pythoncom
import win32com.client
from time import sleep
o = win32com.client.Dispatch("REDI.ORDER")#,clsctx=pythoncom.CLSCTX_LOCAL_SERVER,userName="DEMO")
def sendOrder1():
side = 'Buy'
price = '43.33'
quantity = '100'
o.Side = side
o.symbol = 'IBM'
o.Exchange = 'DEMO algo'
o.Quantity = quantity
o.PriceType = 'VWAP DEMO'
o.Price = price
o.TIF = 'Day'
o.Account = 'EQUITY-TR'
o.Ticket = 'Bypass'
o.SetNewVariable("(MB) Start Time", "155500")
o.SetNewVariable("(MB) End Time", "160000")
o.SetNewVariable("(MB) Exec Style", "Aggressive")
# Prepare a variable which can handle returned values from submit method of the order
print('send')
msg = win32com.client.VARIANT(win32com.client.pythoncom.VT_BYREF | win32com.client.pythoncom.VT_VARIANT, None)
# Send an options order
result = o.Submit(msg)
print(result)
print(msg)
sendOrder1()
I hope that this information is of help.
