I can't send the following order from ONE to IB:
2725 buy 8
2720 sell 8
2715 sell -10
21710 sell 10
It's because IB expects the "simplified" version of this trade.
(Ie: 4/-4 -5/5)
So, if I put in a 4/-4 -5/5 trade in ONE, I can send it to IB...
I don't have this problem with other complex orders.
(ex: 10/-10 -20/20)
The order is simplified into 1/-1 -2/2, and then turned into 10 orders.
Anyone else encounter this issue?
Apparently ONE was paying attention in class when least common denominators were covered.