Stock Spread BAG/Combo Order Question

[arisdavid]

Hi Community,

I've been playing around with the combo order. In IBKR documentation, when defining the contract, contract.symbol can have two symbols separated by comma

contract = Contract()
contract.symbol = "META,GOOGL"
contract.secType = "BAG"
contract.currency = "USD"
contract.exchange = "SMART"

https://interactivebrokers.github.io/tws-api/spread_contracts.html#bag_stk

When I attempted to do this with ib_async, I got the error message below

combo_contract = Contract()
combo_contract.symbol = f"{symbol_1},{symbol_2}"  
combo_contract.secType = "BAG"
combo_contract.currency = "USD"
combo_contract.exchange = "SMART"
combo_contract.comboLegs = [
    ComboLeg(conId=leg1_id, ratio=ratio_1, action="BUY", exchange="SMART"),
    ComboLeg(conId=leg2_id, ratio=ratio_2, action="SELL", exchange="SMART"),
]

Error 478, reqId 71: Parameters in request conflicts with contract parameters received by contract id:Requested symbol META,GOOGL, in legs GOOGL,META

When I take out one of the symbols, i.e. leave combo_contract.symbol = f"{symbol_1} it works, but is that the right approach?

[mattsta]

These can be tricky based on the instruments used, but it does supposedly work.

The docs page you linked says:

Stock/Stock combos will have ticker symbols in alphabetical order.

The error message basically says IBKR sorts the legs by name first (META,GOOGL) but your combined contract.symbol doesn't match their internal logic they are verifying against (GOOGL,META).

so just need a weird thing like:

symbols = ["XYZ", "GOOGL"]
contract.symbol = ",".join(sorted(symbols))