Basket order for Interactive Brokers

[vjsworld]

Is it possible to send a basket order to IB from NT strategy. IE: buy these 'x' stocks at market, all from one order send?

[NinjaTrader_ChelseaB]

Hi vjsworld,

Thanks for your post.

This would not be possible. NinjaTrader submits individual orders on a per instrument basis.

However, your strategy can use multiple instruments and submit the individual orders at once for these instruments.

Please take a look at the SampleMultiInstrument script that is included with NinjaTrader to see how this could be done.

[vjsworld]

If I wanted to do this, would I have to use an IOrder per instrument added (currently using unmanaged orders)? Is there anyway to use one IOrder for multiple instruments to throw them at once (or nearly at once with a loop)? Then filter the onExecution events by BarsInProgress?

[NinjaTrader_ChelseaB]

Hello vjsworld,

The IOrder is used to manage the order after it has been submitted. It is not required to use an IOrder handle to submit orders. With the unmanaged method you can use SubmitOrder() without an IOrder handle. However, it may be difficult to later manage the order.

With SubmitOrder() you could submit orders by looping over the BarsArray.length.

For example:

for (var i=0; i<=BarsArray.length; i++)
{
SubmitOrder([B]i[/B], OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");
}

This would submit one order for each added data series.

[vjsworld]

Thanks again Chelsea!

That worked. I had it like this (almost!), but for some reason I was checking for my IOrder to be null before I sent it... Took that line away and they fire way fast now.

[mark47]

Is it possible to send a basket order to IB from NT strategy. IE: buy these 'x' stocks at market, all from one order send?

Here's a free tool for creating basket files from the IB market scanner. May It can help coding Your ninjascript.
https://bas****rderbuilder.wordpress.com/