Combo Limit with Price per Leg

Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure best execution.

Products: OPT, STK, FUT

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order = Order()
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order.action = action
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order.orderType = "LMT"
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order.totalQuantity = quantity
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order.orderComboLegs = []
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for price in legPrices:
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	comboLeg = OrderComboLeg()
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	comboLeg.price = price
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	order.orderComboLegs.append(comboLeg)
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if nonGuaranteed:
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	order.smartComboRoutingParams = []
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	order.smartComboRoutingParams.append(TagValue("NonGuaranteed", "1"))