TWS盈透证券API - 如何修复"No security definition has been found for the request"？

Question

使用Java API（我想这适用于任何其他TWS Interactive Brokers客户端API）时，我得到一个错误"找不到请求的安全定义"常见问题解答和其他资源完全没有帮助。

    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

通过将交换机设置为"SMART"，我解决了这个问题。

我的用例是获得我目前持有的所有合同，并发送MOC订单。我使用reqPositions方法得到了contract，但那些返回值中的Contracts仍然给出了这个错误。

将这些合同的交换设置为SMART为我解决了这个问题。

Answer 3

在某些情况下，交换需要留空。我有一些运气使用这个查找：

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。

-其他合同变量设置不正确。

-所要求的特定合同目前市场上不存在。

Answer 5

我也遇到过同样的问题，但这是因为我没有填充SecIdType和SecId的值。

以下是有效的订单和请求的示例：

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

还要确保为您的合同选择正确的lastTradeDateOrContractMonth。当我试图在不合法的到期日出售期权时，我也犯了同样的错误。。。

Answer 7

在交换中使用ISLAND而不是SMART。

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);