Lean icon indicating copy to clipboard operation
Lean copied to clipboard

Process Split Cannot Place MOC Orders For Options

Open AlexCatarino opened this issue 1 year ago • 0 comments

Expected Behavior

When a split happens, LEAN liquidates option positions with market (with the last bid/ask of the day) or market-on-open orders.

Actual Behavior

LEAN liquidates option positions with market-on-close orders which are not supported by IB. (see #7725)

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_cd435b5812894f3547caeff0e9f9cd2e.html

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

AlexCatarino avatar Jan 31 '24 17:01 AlexCatarino