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

1 contract = Contract()
2 contract.symbol = "WTI" # WTI,COIL spread. Symbol can be defined as first leg symbol ("WTI") or currency ("USD")
3 contract.secType = "BAG"
4 contract.currency = "USD"
5 contract.exchange = "SMART"
6 
7 leg1 = ComboLeg()
8 leg1.conId = 55928698 # WTI future June 2017
9 leg1.ratio = 1
10 leg1.action = "BUY"
11 leg1.exchange = "IPE"
12 
13 leg2 = ComboLeg()
14 leg2.conId = 55850663 # COIL future June 2017
15 leg2.ratio = 1
16 leg2.action = "SELL"
17 leg2.exchange = "IPE"
18 
19 contract.comboLegs = []
20 contract.comboLegs.append(leg1)
21 contract.comboLegs.append(leg2)