Code Market Trading Hours
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Hi there Andy,
See below at the mouse pointer. I assume you have this set the same as I have, meaning that you can trade with PRT outside of regular trading hours. Switch that to the first option and retry.
N.b.: NYSE = S&P500. ETH = Extended Trading Hours.Yes, a 1 second TimeFrame would be faster, as your code is called after the bars close. With a 1 second TF this is thus after each second, also the first. 🙂
Good luck !
PeterPS: I am not 100% sure that the setting I showed helps for (block) trading. What it at least does is show you the charts live during ETH. If this doesn’t help, you’d have to look for BUY / SELLSHORT arguments that allow buying during RTH only. In PRT itself (graphical environment) this exists. I actually never saw that for program code. Maybe others know ?
And regarding this … you wouldn’t need an autotrade program to accomplish what you want …
Also, while referring to IG … I hope you know that AutoTrading only works with IG ?1 user thanked author for this post.
Here you see the settings for Manual Trading.
I think you would want the Market on Open (MOO).Watch out : these are the possibilities for PRT-IB (Interactive Brokers). For PRT-IG the possibilities are not the same. See the 2nd attachment for those.
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Hi again Andy,
From a tweet, this text :
It is now possible to trade during extended hours for the Nasdaq, Nyse and Nyse American markets if you have ProRealTime Trading account with Interactive Brokers. To enable this, go to Settings > Time zones and choose Extended Trading Hours.
Also see the attachment. So you would need the IB version for that (my IG version shows the same as yours). Well, sort of, because *that* you could already do for IG. It’s the inverse you’d need (be able to block it). Anyway, with the order-buttons I showed (available in the IB version only) you should be able to do what you want (manually, which now seems to be what you need).
I realise that it could be easier for me to try whether it works as intended than you getting your IB version to work (which also requires an IB subscription and more hoopla). Now if you could give me a stock that will rise after the weekend’s gap …
🙂
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In advance of some possible testing, this is a FYI :
It is not even easy to predict what will happen (when ETH is switched off) because prior to the ETH possibility (for me about a year ago) I already worked with orders during ETH for a couple of years, via TWS (IB’s Trader Workstation). Point is : these orders are (already were back then) nicely accepted in PRT (all is fully synced). All which did not want to work was move them (for price or limit) from within PRT while TWS initiated. But also : it is IB (or TWS) which allows for this type of orders (and many more than PRT supports) … I am not even sure what I am trying to bring across …
All right – When ETH was not supported by PRT, something like a year earlier the ETC price movement already was visible (back then the yellow ball (meaning after-market / pre-open). This did not require the ETH setting which came about later. And because PRT just supports the ETH graphing (when switched on – that’s what the setting is for), this exactly doesn’t tell a thing about the possibility for trading (which thus already worked via IB even prior to the price movement being visible).
Still, if you’d place that MOO order and NOT a regular Market order (this latter may go through during ETH anyway), it should work.
Something else (you are not asking for) is that there’s also a small pre-market for Futures. I know that those do exactly what you want by means of normal Market orders (the order label stays grey until the market opens). I use it quite often, guided by again another future which opens earlier but behaves similar. 😉
And this can explicitly not be done by AutoTrading (until someone finally gives us insight in other instruments from within the one we try to trade 😉 😉 😉 ).1 user thanked author for this post.
So, you seem to be saying that the IB (TWS) platform may be able to implement this kind of MOO order on its own
Hi again Andy,
Not sure whether I said exactly that because I think my example was the other way around (didn’t look back). But see 1st attachment, which is how I would fill the order form. Especially observe those two checkboxes.
Compare with the 2nd attachment where I changed the MKT order to LMT, enabling them both checkboxes, me still being able to let it work out (fill) at RTH only. I never use(d) that, but it should work. … I always have the first checkbox checked.I can’t even test it with Tesla today because today all USA stocks are closed – also pre-market. Haha.
My main message is that both IB/TWS and PRT are working synchronised, but that it is not always visible how to utilise that.
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So today all is closed. I put a Limit order according the 2nd attachment in the previous post.
See 1st attachment (open in new window to browse its width).
The left-most window is a TWS chart. The middle is PRT (notice the RTH tag) and see the TWS-message in the right-most window.Would I have done that with what you see in the 2nd attachment – via PRT, exactly the same happens, with the notice this is a Market order (so, market for me means RTH indeed, no matter I have switched on ETH in Settings. Also, the way I gave the order in TWS implies a Market order after all (see the same error message in either case).
Now see 3rd attachment. A Limit order via PRT. This shows as the 4th attachment (I left the Market order be). This has
a. the ETH tag
b. it is grey. This means that it’s not at the exchange (but is at the broker AFAIK).Last one is in the 4th attachment. This time I checked “allow to be filled ETH”. Notice what the TWS-message now tells … “4am USA” – this means Pre-market.
I think I will be able to show the same via PRT (somehow) but I’m running out of attachment space. 😉
The real message : it is quite tedious to make the examples and that it is clear a little. Hint for you : watch the 1044, 1043 and 1042 prices so you can match what happened with the emerging orders.It is totally obvious that tomorrow I am out for a party with some Tesla shares. But just in case I rather kill them (the cross on the tabs or even using the TWS main screen, or use the labels on the (black) charts you saw left-most). So again, all is nicely synchronised and I never ran into real problems using either (though PRT certainly does not advise to use all at random).
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It is a good idea to get acquainted with what those colours mean.
IBKR has extensive web pages for that.1 user thanked author for this post.
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