Expected Behavior
Add a new order type PeggedToMidpointOrder which is supported by Interactive Brokers.
Actual Behavior
For options trading using PeggedToMidpointOrder would be very useful and simplify quant connect code that does this manually right now.
Potential Solution
Add Pegged to midpoint order type. Will follow up later to add the implementation to the Interactive Brokers Broker model.
Checklist
- [ x] I have completely filled out this template
- [ x] I have confirmed that this issue exists on the current
master branch
- [ x] I have confirmed that this is not a duplicate issue by searching issues
Expected Behavior
Add a new order type PeggedToMidpointOrder which is supported by Interactive Brokers.
Actual Behavior
For options trading using PeggedToMidpointOrder would be very useful and simplify quant connect code that does this manually right now.
Potential Solution
Add Pegged to midpoint order type. Will follow up later to add the implementation to the Interactive Brokers Broker model.
Checklist
masterbranch