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C++ Api Quick Reference: 1. Download and Install The API Software

This document provides a quick reference for summarizing the key functions of the C++ API for interacting with the TWS platform. It outlines the functions of the EClientSocket and EWrapper classes that allow a C++ application to connect to TWS, send request messages, and receive market data and account updates in response. Examples of requests covered include getting market data, placing orders, getting account balances and positions, and more.

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María Carolina Rangel
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
44 views

C++ Api Quick Reference: 1. Download and Install The API Software

This document provides a quick reference for summarizing the key functions of the C++ API for interacting with the TWS platform. It outlines the functions of the EClientSocket and EWrapper classes that allow a C++ application to connect to TWS, send request messages, and receive market data and account updates in response. Examples of requests covered include getting market data, placing orders, getting account balances and positions, and more.

Uploaded by

María Carolina Rangel
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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C++ API

Quick Reference
This Quick Reference assumes that you are comfortable
downloading and installing software.

1. Download and Install the API Software


Ensure that TWS is closed before you begin.
a. From the IB homepage, on the Trading menu, select
API Solutions.
b. Click the IB API button to display the IB API page, then
find your operating system (Windows, MAC or Unix) and
click Download latest version.
c. Click Save or Save File in the Download dialog, then
choose the location on your computer in which to save the installation file,
(InstallAX_XXX.exe, where XXX is the API version number). Choose a location that you will
remember, such as your Windows Desktop if you are using Windows.
d. Run the installation file from the save location in the previous step and follow the instructions in the installation wizard to install the software. Be sure to accept the default Destination
Folder, which is where the C++ API and Test Client sample application will be installed.

2. Configure TWS to Support the C++ API


a. Open TWS and log into your account.
b. On the TWS Edit menu, select Global Configuration.
c. Select API in the left pane, then click Settings. then check Enable ActiveX and Socket Clients.

3. Install a C++ IDE


Before you can run our C++ API sample application, or create your own TWS C++ API
sample application, we recommend installing Microsoft Visual Studio, available from Microsoft,
or any similar Integrated Development Environment (IDE) that supports the C++
programming language.

4. Run the C++ API Sample Application


Our TWS C++ API software comes with a pre-built sample application.
To run this sample application:
a. Log into TWS.
b. Go to your TWS API installation folder (typically C:\IB_API_X_XX, where X_XX is the API version number), then open the TestSocketClient\Release folder.
c.

Run the file named client2.exe.

You can open the C++ sample application from within Microsoft Visual Studio 2008 or your favorite
C++ development environment. For detailed instructions, see the API Reference Guide, available
from the Application Programming Interfaces page on our web site.
If you have any problems running the sample application, contact our API Support Team at
[email protected].

TWS C++ API Reference


The C++ APIs EClientSocket class sends messages to the TWS, while the EWrapper class receives
data from TWS.

To do this:

Call EClientSocket
function(s):

And receive TWS data


from EWrapper
functions(s):

Connect to TWS

eConnect()

None

Disconnect from TWS

disconnect()

connectionClosed()

Get market data

reqMktData()

tickPrice()
tickSize()
tickOptionComputation()
tickGeneric()
tickString()
tickEFP()

Get market depth

reqMktDepth()

updateMktDepth()
updateMktDepthL2()

Get historical data

reqHistoricalData()

historicalData()

Get real time bars

reqRealTimeBars()

realtimeBar()

Get the current system time on


the server

reqCurrentTime()

currentTime()

Subscribe to a market scanner

reqScannerSubscription()
reqScannerParameters()

scannerData()
scannerParameters()
scannerDataEnd()

Get pre-trade commissions and


margin information

placeOrder(), with whatIf


parameter turned on

orderStatus()

Place an order

placeOrder()

orderStatus()

Exercise options

exerciseOptions()

None

Get contract details

reqContractDetails()

contractDetails()
contractDetailsEnd()

Get a list of open orders that


were placed from this client

reqOpenOrders()

openOrder()
orderStatus()

Get a list of all open orders


placed from this and other clients

reqAllOpenOrders()

openOrder()
orderStatus()

Automatically associate a new


TWS order with the client

reqAutoOpenOrders()

openOrder()
orderStatus()

Get account values, portfolio,


and last update time information

reqAcctUpdates()

updateAccountTime()
updateAccountValue()
updatePortfolio()

Get a list of the days execution


reports

reqExecutions()

execDetails()
execDetailsEnd()

Receive IB news bulletins

reqNewsBulletins()

updateNewsBulletin()

Get the version of TWS to which


the application is connected

setLogLevel()

None

Get a list of Financial Advisor


(FA) managed account codes

reqManagedAccts()

managedAccounts()

Get FA configuration information

requestFA()

receiveFA()

Modify FA configuration
information

replaceFA()

receiveFA()

Get Reuters global fundamental


data

reqFundamentalData()

fundamentalData()

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