TWS Interactive Brokers API - 如何修复“未找到请求的安全定义”？

Question

使用Java API（我想这也适用于任何其他TWS Interactive Brokers客户端API）我收到错误“未找到该请求的安全定义”常见问题解答和其他资源毫无帮助。

    Contract contract = new Contract();

    int id = incId;           

    System.out.println("Oder Id " + id );

    // use UTC seconds as transaction id

    // This is the problem you need to have a blank contractId
    contract.m_conId = 12345;
    contract.m_symbol = signal.symbol;
    contract.m_secType = "STK";
    contract.m_expiry = "";
    contract.m_strike = 0;
    contract.m_exchange = "SMART";
    contract.m_primaryExch = "ISLAND";
    contract.m_currency = "USD";

    //etc

    Order order = new Order();

    // set order fields
    order.m_account = "XXXXXX";
    order.m_orderId = id;
    //etc

    GetInstance().wrapper.m_client.placeOrder(id, contract, order);

Answer 1

这里的关键是contractId字段应该留空。使用 ContractId 提交会导致安全错误。

Answer 2

通过将交易所设置为“SMART”，我解决了这个问题。

我的用例是获取我当前持有的所有合同并发送 MOC 订单。我使用 reqPositions 方法获取了合约，但是这些返回值中的合约仍然给出了这个错误。

将这些合约设置为 SMART 交换解决了我的问题。

Answer 3

在某些情况下，交换需要留空。我很幸运地使用了这个查找：

https://pennies.interactivebrokers.com/cstools/contract_info/v3.9/index.php

例如，对于 CL：

con.connect()

contract = Contract()
contract.m_symbol = "CL"
contract.m_exchange = ""
contract.m_currency = "USD"
contract.m_secType = "FUT"

con.reqContractDetails(1, contract)

time.sleep(2)

con.disconnect()

Answer 4

此错误的其他可能原因可能包括：

-ConId 应设置为 0。

-TradingClass 应留空。

-LocalSymbol 或 GlobalSymbol 的问题。

-其他合约变量设置不正确。

-所请求的具体合同目前在市场上不存在。

Answer 5

我也遇到了同样的问题，但那是因为我没有填写 SecIdType 和 SecId 的值。

这是订单和请求的示例有效：

IBApi.Order order = new IBApi.Order()
{
    Account = OrderCreationConfig.IndividualAccount
    , ClientId = OrderCreationConfig.OrderSlaveClientId //1
    , Action = orderNodeEntity.OrderAction //"BUY"
    , TotalQuantity = orderNodeEntity.NrOfStocks
    , OrderType = OrderCreationConfig.OrderTypeLMT //"LMT"
    , Tif = OrderCreationConfig.OrderTifGTC //"GTC"
    , OcaType = OrderCreationConfig.OcaTypeId //3
    , LmtPrice = price
    , AuxPrice = 0
    , TrailStopPrice = double.MaxValue
    , VolatilityType = 0
    , DeltaNeutralOrderType = "None"
};

IBApi.Contract contract = new IBApi.Contract()
{
      Symbol = orderNodeEntity.Symbol
     , SecType = OrderCreationConfig.ContractSecTypeSTK //"STK"
     , Strike = 0
     , Right = OrderCreationConfig.ContractRightQuestionMark //"?"
     , Exchange = OrderCreationConfig.ContractExchangeIsland //"ISLAND"
     , Currency = OrderCreationConfig.ContractCurrencyUSD //"USD"
     , LocalSymbol = orderNodeEntity.Symbol
     , TradingClass = null        
     , SecIdType = OrderCreationConfig.ContractSecIdTypeISIN //"ISIN"
     , SecId = this.GetISINCode(orderNodeEntity.Symbol) //"US0378331005" 
};

Answer 6

还要确保为您的合约选择正确的最后交易日期或合约月份。当我尝试在不合法的到期日出售期权时，我遇到了同样的错误......

Answer 7

使用 ISLAND 代替 SMART 进行交换。

Contract contract = new Contract();

int id = incId;           

System.out.println("Oder Id " + id );

// use UTC seconds as transaction id

// This is the problem you need to have a blank contractId
contract.m_conId = 12345;
contract.m_symbol = signal.symbol;
contract.m_secType = "STK";
contract.m_expiry = "";
contract.m_strike = 0;
contract.m_exchange = "ISLAND";
contract.m_currency = "USD";

//etc

Order order = new Order();

// set order fields
order.m_account = "XXXXXX";
order.m_orderId = id;
//etc

GetInstance().wrapper.m_client.placeOrder(id, contract, order);

Answer 8

遇到同样的错误。兑换一定要正确。

m_strIBContractCode = "NQM4";
m_contract.conId = 0;
m_contract.localSymbol = m_strIBContractCode;
m_contract.exchange = "CME";
m_contract.currency = "USD";
m_contract.secType = "FUT";