When running a strategy which places a short order on IB for which shares aren't available for shorting (if manually trading it says your order will be held while IB locates shares), I find that NT immediately disables the strategy.
Is there a way to deal with this by putting something in the code to bypass this error. Such as if shares of A aren't available for shorting, rather than disabling the strategy, short B as a proxy instead?
Thanks in advance.
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