Interactive Broker order OutsideRth attribute

z_kvn

In both IB API and ibPy API there is reference to the OutsideRth attribute of an order.

https://interactivebrokers.github.io/tws-api/classIBApi_1_1Order.html#a60dcca6e3c3ae6ae6e0c5f3fdffc5a4a
https://github.com/blampe/IbPy/blob/master/ib/ext/EClientSocket.py

Looks like in Backtrader the attribute is not exposed. Is there any way I can tweak the attribute inside Backtrader for live trading? And is the default attribute of this setting False?

Thanks,

Kevin

jmoons

Actucally, you can set the OutsideRth attribute like this:

self.order = self.buy(
                    size=1,
                    exectype=bt.Order.Limit,
                    price=someprice,
                    outsideRth=True
                )

z_kvn

@jmoons thanks I will try it.

backtrader

Documented here: Docs - Live Data Feeds and Live Trading - Interactive Brokers

Because ibpy was using the Java API source as the building cornerstone, the actual argument name is: m_outsideRth.

But you can pass it without the leading m_ and the code will dynamically add it for you in the background.

z_kvn

@backtrader cool thanks a lot!

bigdavediode

Hi Kevin --

Another option for you is to use the IB data cache code that brettelliot wrote at https://community.backtrader.com/topic/1007/how-to-cached-data-from-ib-and-use-it-later/2

It exposes the IB connection so that the ib api parameter for RTH is available (use_rth).

Also gets you a nice cache and a bit of a speedup as well.

B.

z_kvn

@bigdavediode thanks I will look into this.