Pair Trading Lab Helpdesk & Forum

Pair Trading => Technical Details => Topic started by: SS on April 12, 2017, 10:14:46 am

Title: waiting for shortability
Post by: SS on April 12, 2017, 10:14:46 am

Can someone explain what this state means when shown in the Engine status? Does this mean the signal has been triggered and the PTL is waiting for IB to confirm that short borrow is available?

Thanx

Title: Re: waiting for shortability
Post by: admin on April 13, 2017, 03:04:40 pm

It is as you say. PTL is about to enter the position, but the stock about to go short with is currently reported as non-shortable (or hard-to-borrow) by IB API.