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Different values returned for live bond pricing from IB APIs #4

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jspahrsummers opened this issue Apr 19, 2019 · 3 comments
Open

Different values returned for live bond pricing from IB APIs #4

jspahrsummers opened this issue Apr 19, 2019 · 3 comments
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@jspahrsummers
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Suspicious numbers that don't make sense—probably because of low volume. Might be specific to corp bonds.
@jspahrsummers
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Might also be a multiplier issue. I'm seeing a market value that is exactly 1/10th of what I'd expect.

@jspahrsummers jspahrsummers self-assigned this May 15, 2019
@jspahrsummers
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No multiplier is returned in quote data, and what we're presenting as the market value and average price matches the Flex query, so this must be an issue in how we're consuming currently open positions.

@jspahrsummers
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IB.Position.position returns the wrong, divided quantity (if we're taking the market data and trade confirmations as the source of truth), so this seems like an issue either in the IB API or ib_insync. Punting from release milestone.

@jspahrsummers jspahrsummers removed their assignment May 15, 2019
@jspahrsummers jspahrsummers changed the title Live bond pricing seems broken Different values returned for live bond pricing from IB APIs Jun 5, 2019
@jspahrsummers jspahrsummers transferred this issue from bankroll-py/bankroll Aug 29, 2019
@jspahrsummers jspahrsummers added the bug Something isn't working label Aug 29, 2019
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