Daily-Based DTE Activation to Optimize IBKR Data Lines
M
Mathias C
I would like to propose a feature enhancement related to DTE (Days to Expiration) handling in the Trade Automation Toolbox.
Currently, when multiple DTEs are enabled (e.g. 0,2,3,4,5,6), each DTE requires its own set of market data lines at Interactive Brokers.
In practice, these DTEs are only required at trade entry. Once a position is open, the corresponding DTE market data can be disabled again.
To preserve IBKR data lines, this forces users to manually activate and deactivate DTEs on a daily basis, which is both operationally inefficient and error-prone.
Proposed solution:
Introduce an option to define DTE activation based on weekdays.
Example:
Monday: enable DTE 4,5
Tuesday: enable DTE 3,4
Wednesday: enable DTE 2,3
Thursday: enable DTE 1,2
Friday: enable DTE 0
This would allow users to configure the required DTEs once per week, aligned with their strategy logic, instead of manually adjusting them every day.
The system would automatically activate only the relevant DTEs for the given weekday and thereby significantly reduce unnecessary market data usage.
Thank you for considering this request.
Best regards
Mathias