What would be a systematic way to handle minimum price variation when placing orders (such as a limit order)? I thought MinTick (available in the master db) would handle minimum price increment, but that does not seem to be the case.
I can manually round, say, the limit price for a stock to be within the minimum price variation for that stock, but it is not really possible when I am dealing with thousands of stocks whose minimum price variation is not uniform.
The error I am getting is:
client 6001 got IB error code 110: The price does not conform to the minimum price variation for this contract.