Smart-Routed Futures Spread | Interactive Brokers

Futures spreads can also be defined as Smart-routed (non-guaranteed) combos. When placing an order for a non-guaranteed combo from the API, the non-guaranteed flag must be set to 1. Historical data for smart-routed futures spreads is generally available from the API with the requisite market data subscriptions.

Python

Java

C++

C#

VB.NET

contract = Contract()
contract.symbol = "WTI" # WTI,COIL spread. Symbol can be defined as first leg symbol ("WTI") or currency ("USD")
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "SMART"
leg1 = ComboLeg()
leg1.conId = 55928698 # WTI future June 2017
leg1.ratio = 1
leg1.action = "BUY"
leg1.exchange = "IPE"
leg2 = ComboLeg()
leg2.conId = 55850663 # COIL future June 2017
leg2.ratio = 1
leg2.action = "SELL"
leg2.exchange = "IPE"
contract.comboLegs = []
contract.comboLegs.append(leg1)
contract.comboLegs.append(leg2)