Author |
Topic: Incorrect Values Coming from Margin Calculation Request (5 messages, Page 1 of 1) |
||||
---|---|---|---|---|---|
Moderators: VPfau | |||||
RWare2020 Posts: 206 Joined: Feb 11, 2020 |
I am looking at a NASDAQ compound order:
OQNEH23 C12875 Being placed as a sell OQNEH23 C12850 Being placed as a buy The margin from gain trader using the margin calculator is coming back as Initial: 304 and Maintenance: 276 which looks correct. When I place it using the margin request, I am getting 16831 for Initial and 15301 for Maintenance. It seems like it's not taking into account the buy leg I am placing with it. Will you please look into this for me? Thanks |
||||
JSmith5611 Posts: 187 Joined: |
Sorry, I forgot to tell you this.
Since you're just interested in the theoretical margin for the entire order, place the legs as hypo positions instead of hypo orders. Hypo Positions are calculated all together, while hypo orders tries to find the worst-case situation of which orders would fill or not. Jason Smith
|
||||
RWare2020 Posts: 206 Joined: Feb 11, 2020 |
Thank you, I have attempted this and it didn't seem to match up either.
What is the Net Position values that are required for they hypo position? Thanks. |
||||
JSmith5611 Posts: 187 Joined: |
for a buy leg, positive values.
for a sell leg, negative values. Jason Smith
|
||||
RWare2020 Posts: 206 Joined: Feb 11, 2020 |
It looks like it's working, thanks!
|
||||