Klaus, you are right. The issues are indeed connected. You can get an order rejection because of margin requirements which in turn relates to the number of open contracts (not strategies), which in JBT we cannot handle so far (only maximum strategies). Of course there are other reasons to get a rejection. That's why the handling of rejections should not be tied to margin violations but dealt with separately. As to your remark:
> there does not seem to be a way in JBT on how to identify how much > non-margined capital is available This is true. With 'reqAccountUpdates' it would be possible to determine exactly what your Net Liquidation Value, Margin, Buying Power is. However, it is not possible to determine the Initial or Maintenance Margin of any given asset by means of the API. Years ago I asked this question and IB told me that they regard this as some kind of 'confidential information'. Note that margin requirements can change at any time without notice. The only way to identify IB's current margin requirement for any given symbol is to make an order ticket in TWS and press 'Check Margin' (tell me if this is not true anymore). That's why a reliable method to avoid rejections because of insufficient margin simply does not exist. This is because of IB, not JBT. But honestly, to use up all your margin by ES contracts is very risky and not advisable. I could open more that 20 ES contracts but currently trade only up to 5. In my opinion, the bottom line is that this kind of 'filter' is not needed and would complicate JBT unnessesary. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
