Relative Limit Combo

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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

1order = Order()
2order.action = action
3order.totalQuantity = quantity
4order.orderType = "REL + LMT"
5order.lmtPrice = limitPrice
6
7if nonGuaranteed:
8 order.smartComboRoutingParams = []
9 order.smartComboRoutingParams.append(TagValue("NonGuaranteed", "1"))