API Reference Guide

April 2015

Updated through API Release 9.72

© 2015 Interactive Brokers LLC. All rights reserved.

Sun, Sun Microsystems, the Sun Logo and Java are trademarks or registered trademarks of Sun Microsystems, Inc. in the
United States and other countries. Excel, Windows and Visual Basic (VB) are trademarks or registered trademarks of the
Microsoft Corporation in the United States and/or in other countries.

Any symbols displayed within these pages are for illustrative purposes only, and are not intended to portray any recom-
mendation.
Contents
Contents i

Overview 31

About the APIs 32

Installing the API Software 33

Run the API through TWS 34

Run the API through the IB Gateway 35

Recommendations 37

API Orders and TWS Precautionary Settings 38

API Order IDs 40

New Order Example 40

Modified Order Example 40

Trader Workstation API Settings 41

General 41

Trusted IP Addresses 42

Uninstalling and Re-installing the TWS API Software on Windows 43

DDE for Excel 45

Tutorial: Requesting Real-Time Market Data 46

Tutorial: Requesting Real-Time Market Data - What You Will Need 46

Tutorial: Requesting Real-Time Market Data1. Prepare the Request 47

Tutorial: Requesting Real-Time Market Data2. Request the Data 48

Tutorial: Requesting Real-Time Market Data3. Understand the Formulas 49

The Request 49

The Bid Price Retrieval 49

Tutorial: Requesting Real-Time Market Data4. Obtain the Last Available Error 50

Why is it important to first clear the error formula before correcting our request? 51

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Tutorial: Requesting Real-Time Market Data5. Define Other Instruments 52

How to Find the Definition of a Contract 52

Formulas for Different Security Types 54

Tutorial: Requesting Real-Time Market Data6. Request Other Data Values 55

Tutorial: Requesting Historical Data 57

Tutorial: Requesting Real-Time Market Data - What You Will Need 57

Tutorial: Requesting Historical Data1. Prepare the Request 58

How to Handle Spaces and Colons in the Formula 59

Enter the Historical Data Request 60

Tutorial: Requesting Historical Data2. Request the Data - Add a Button 61

Tutorial: Requesting Historical Data3. Request the Data - Add the Code 62

Tutorial: Requesting Historical Data4. Request Duration and Bar Size 64

Duration 64

Bar Sizes 65

Tutorial: Requesting Historical Data5. Examples 65

Getting Started with the DDE for Excel API 67

Download the API Components and Spreadsheet 68

Configure Trader Workstation to Support API Components 69

Open the Sample Spreadsheet 70

Using the DDE for Excel Sample Spreadsheet 71

Tickers Page 72

Using the Tickers Page 72

Tickers Page Toolbar Buttons 74

Basic Orders Page 75

Placing Orders 76

Placing a Combination Order 77

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Supported Order Types 79

Basic Orders Page Toolbar Buttons 79

Extended Order Attributes Page 79

Manually Program Extended Order Attributes 80

Apply Extended Order Attributes to Individual Orders and Groups of Orders 81

Extended Order Attributes 81

Conditional Orders Page 86

Setting Up Conditional Orders 86

Conditional Order Examples 88

If-Filled order 88

Price-change order 88

Conditional Orders Page Toolbar Buttons 89

Advanced Orders Page 89

Placing a Bracket Order 90

Placing a Volatility Order 91

Placing a Trailing Stop Limit Order 92

Placing a Scale Order 93

Placing a Relative Order 94

Advanced Orders Page Toolbar Buttons 94

Open Orders Page 94

Viewing Open Orders 95

Open Orders Tab Toolbar Buttons 96

Executions Page 96

Viewing Executions 97

Executions Page Toolbar Buttons 97

Executions Reporting Page 97

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Running Execution Reports 98

Account Page 98

Using the Account Page 99

Account Page Toolbar Buttons 100

Account Page Values 100

Portfolio Page 104

Viewing Your Portfolio 105

Portfolio Page Toolbar Buttons 105

Historical Data Page 106

Viewing Historical Data 106

Historical Data Page Toolbar Buttons 108

Historical Data Page Query Specification Fields 108

Market Scanner Page 111

Starting a Market Scanner Subscription 111

Market Scanner Parameters 112

Market Scanner Page Toolbar Buttons 113

Available Market Scanners 113

Contract Details Page 117

Requesting Contract Details 118

Contract Details Page Toolbar Buttons 118

Bond Contract Details Page 119

Requesting Bond Contract Details 119

Bond Contract Details Page Toolbar Buttons 120

Market Depth Page 120

Using the Market Depth Page 121

Market Depth Page Toolbar Buttons 122

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Advisors Page 122

Allocating Shares to a Single Account 123

Placing an Order using an FA Account Group and Method 124

Placing an Order using an Allocation Profile 124

Advisors Page Toolbar Buttons 125

DDE for Excel API Reference 126

Viewing the Code 126

Modules 127

Macros 127

Named Ranges 128

DDE Syntax for Excel 129

Using DDE Syntax to Request Market Data 134

Active X 137

Linking to the Application using ActiveX 138

Registering Third-Party ActiveX Controls 139

Running the ActiveX API on 64-bit Windows XP Systems 140

ActiveX Methods 141

connect() 143

disconnect() 143

reqCurrentTime() 143

setServerLogLevel() 143

reqMktDataEx() 144

cancelMktData() 144

calculateImpliedVolatility() 144

cancelCalculateImpliedVolatility() 145

calculateOptionPrice() 145

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cancelCalculateOptionPrice() 145

reqMarketDataType() 145

placeOrderEx() 146

cancelOrder() 146

reqOpenOrders() 146

reqAllOpenOrders() 146

reqAutoOpenOrders() 146

reqIds() 147

exerciseOptionsEx() 147

reqGlobalCancel() 148

reqExecutionsEx() 148

reqContractDetailsEx() 148

reqMktDepthEx() 149

cancelMktDepth() 149

reqAccountUpdates() 149

reqAccountSummary() 150

cancelAccountSummary() 153

reqPositions() 153

cancelPositions() 153

reqNewsBulletins() 153

cancelNewsBulletins() 154

reqManagedAccts() 154

requestFA() 154

replaceFA() 154

reqHistoricalDataEx() 155

cancelHistoricalData() 157

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reqScannerParameters() 157

reqScannerSubscriptionEx() 157

cancelScannerSubscription() 158

reqRealTimeBarsEx() 158

cancelRealTimeBars() 159

createComboLegList() 159

createContract() 159

createExecutionFilter() 159

createOrder() 160

createScannerSubscription() 160

createTagValueList 160

createUnderComp() 160

reqFundamentalData() 160

cancelFundamentalData() 161

queryDisplayGroups() 161

subscribeToGroupEvents() 161

updateDisplayGroup() 161

unsubscribeFromGroupEvents() 162

ActiveX Events 163

connectionClosed() 164

currentTime() 164

errMsg() 164

tickPrice() 164

tickSize() 165

tickOptionComputation() 165

tickGeneric() 166

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tickString() 166

tickEFP() 166

tickSnapshotEnd() 167

marketDataType() 167

orderStatus() 168

openOrderEx() 169

openOrderEnd() 169

nextValidId() 169

permId() 170

deltaNeutralValidation() 170

updateAccountValue() 170

updatePortfolioEx() 172

updateAccountTime() 173

accountDownloadEnd() 173

accountSummary() 173

accountSummaryEnd 176

position() 176

positionEnd() 177

updateNewsBulletin() 177

contractDetailsEx() 177

contractDetailsEnd() 177

bondContractDetails() 178

execDetailsEx() 179

execDetailsEnd() 179

commissionReport() 179

updateMktDepth() 180

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updateMktDepthL2() 180

managedAccounts() 181

receiveFA() 181

historicalData() 182

scannerParameters() 182

scannerDataEx() 182

scannerDataEnd() 183

realtimeBar() 183

fundamentalData() 184

displayGroupList() 184

displayGroupUpdated() 184

ActiveX COM Objects 186

IExecution 186

IExecutionFilter 187

ICommissionReport 188

IContract 188

IContractDetails 190

IComboLeg 191

IComboLegList 192

IOrder 192

OrderComboLeg 201

IOrderState 201

IScannerSubscription 202

ITagValueList 203

ITagValue 203

IUnderComp 203

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ActiveX Properties 204

Placing a Combination Order 205

Example 205

C++ 209

Tutorial: Build a C++ API Sample Application 210

C++ Tutorial: 1. Create the Project 211

C++ Tutorial: 2. Prepare the User Interface 214

C++ Tutorial: 3. Add the API Source Files 217

C++ Tutorial: 4. Implement the EWrapper Interface 223

C++ Tutorial: 5. Connect to TWS 224

C++ Tutorial: 6. Display Information from TWS 225

C++ Tutorial: 7. Request Market Data 229

Class EClientSocket Functions 233

EClientSocket() 234

eConnect() 235

eDisconnect() 235

isConnected() 235

reqCurrentTime() 235

serverVersion() 235

setLogLevel() 236

TwsConnectionTime() 236

checkMessages() 236

reqMktData() 236

cancelMktData() 237

calculateImpliedVolatility() 237

cancelCalculateImpliedVolatility() 237

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calculateOptionPrice() 238

cancelCalculateOptionPrice() 238

reqMarketDataType() 238

placeOrder() 238

cancelOrder() 239

reqOpenOrders() 239

reqAllOpenOrders() 239

reqAutoOpenOrders() 239

reqIDs() 240

exerciseOptions() 240

reqGlobalCancel() 240

reqAccountUpdates() 241

reqAccountSummary() 242

cancelAccountSummary() 244

reqPositions() 244

cancelPositions() 244

reqExecutions() 244

reqContractDetails() 245

reqMktDepth() 245

cancelMktDepth() 245

reqNewsBulletins() 246

cancelNewsBulletins() 246

reqManagedAccts() 246

requestFA() 246

replaceFA() 246

reqHistoricalData() 247

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cancelHistoricalData() 249

reqScannerParameters() 249

reqScannerSubscription() 249

cancelScannerSubscription() 250

reqRealTimeBars() 250

cancelRealTimeBars() 251

reqFundamentalData() 251

cancelFundamentalData() 252

queryDisplayGroups() 252

subscribeToGroupEvents() 252

updateDisplayGroup() 252

unsubscribeFromGroupEvents() 253

Class EWrapper Functions 254

winError() 255

error() 255

connectionClosed() 255

currentTime() 255

tickPrice() 255

tickSize() 256

tickOptionComputation() 256

tickGeneric() 257

tickString() 257

tickEFP() 258

tickSnapshotEnd() 258

marketDataType() 259

orderStatus() 259

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openOrder() 261

openOrderEnd() 261

nextValidId() 261

deltaNeutralValidation() 262

updateAccountValue() 262

updatePortfolio() 263

updateAccountTime() 263

accountDownloadEnd() 263

accountSummary() 263

accountSummaryEnd 266

position() 266

positionEnd() 266

updateNewsBulletin() 266

contractDetails() 267

contractDetailsEnd() 267

bondContractDetails() 267

execDetails() 267

execDetailsEnd() 268

commissionReport() 268

updateMktDepth() 268

updateMktDepthL2() 269

managedAccounts() 270

receiveFA() 270

historicalData() 270

scannerParameters() 271

scannerData() 271

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scannerDataEnd() 271

realtimeBar() 272

fundamentalData() 272

displayGroupList() 273

displayGroupUpdated() 273

SocketClient Properties 274

Execution 274

ExecutionFilter 275

Contract 276

ContractDetails 277

ComboLeg 279

Order 280

OrderState 288

ScannerSubscription 289

UnderComp 290

CommissionReport 290

Placing a Combination Order 292

Example 292

Java 295

Running the Java Test Client Sample Program 296

Running the Java Test Client Program with Eclipse 298

Java EClientSocket Methods 300

EClientSocket() 301

eConnect() 302

eDisconnect() 302

isConnected() 302

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setServerLogLevel() 302

reqCurrentTime() 303

serverVersion() 303

TwsConnectionTime() 303

reqMktData() 303

cancelMktData() 304

calculateImpliedVolatility() 304

cancelCalculateImpliedVolatility() 304

calculateOptionPrice() 304

cancelCalculateOptionPrice() 305

reqMarketDataType() 305

placeOrder() 305

cancelOrder() 305

reqOpenOrders() 306

reqAllOpenOrders 306

reqAutoOpenOrders() 306

reqIDs() 306

exerciseOptions() 306

reqGlobalCancel() 307

reqAccountUpdates() 307

reqAccountSummary() 308

cancelAccountSummary() 311

reqPositions() 311

cancelPositions() 311

reqExecutions() 311

reqContractDetails() 311

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reqMktDepth() 312

cancelMktDepth() 312

reqNewsBulletins() 312

cancelNewsBulletins() 312

reqManagedAccts() 313

requestFA() 313

replaceFA() 313

reqAccountSummary() 313

cancelAccountSummary() 316

reqPositions() 316

cancelPositions() 316

reqScannerParameters() 316

reqScannerSubscription() 316

cancelScannerSubscription() 317

reqHistoricalData() 317

cancelHistoricalData() 319

reqRealTimeBars() 319

cancelRealTimeBars() 320

reqFundamentalData() 320

cancelFundamentalData() 321

queryDisplayGroups() 321

subscribeToGroupEvents() 321

updateDisplayGroup() 321

unsubscribeFromGroupEvents() 322

Java EWrapper Methods 323

currentTime() 324

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error() 324

connectionClosed() 324

tickPrice() 324

tickSize() 325

tickOptionComputation() 326

tickGeneric() 327

tickString() 327

tickEFP() 327

tickSnapshotEnd() 328

marketDataType() 328

orderStatus() 328

openOrder() 330

openOrderEnd() 330

nextValidId() 330

deltaNeutralValidation() 331

updateAccountValue() 331

updatePortfolio() 331

updateAccountTime() 332

accountDownloadEnd() 332

accountSummary() 332

accountSummaryEnd 335

position() 335

positionEnd() 335

contractDetails() 335

contractDetailsEnd() 336

bondContractDetails() 336

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execDetails() 336

execDetailsEnd() 336

commissionReport() 337

updateMktDepth() 337

updateMktDepthL2() 338

updateNewsBulletin() 338

managedAccounts() 339

receiveFA() 339

historicalData() 339

scannerParameters() 340

scannerData() 340

scannerDataEnd() 340

realtimeBar() 340

fundamentalData() 341

displayGroupList() 341

displayGroupUpdated() 342

Java SocketClient Properties 343

Execution 343

ExecutionFilter 344

CommissionReport 345

Contract 345

ContractDetails 346

ComboLeg 348

OrderComboLeg 349

Order 349

OrderState 357

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ScannerSubscription 357

UnderComp 359

Placing a Combination Order 360

Example 360

Java Code Samples: Contract Parameters 363

How to Determine an Option Contract 363

How to Determine a Futures Contract 364

How to Determine a Stock 364

C# 367

Tutorial: Building a C# API Sample Application 368

C# Tutorial: 1. Create the Project 368

C# Tutorial: 2. Add the CSharpAPI Project 369

C# Tutorial: 3. Add the DLL Reference 372

C# Tutorial: 4. Implement the EWrapper Interface 375

C# Tutorial: 5. Connect to TWS 378

C# Tutorial: 6. Request Market Data 379

Using the VB.NET Sample Program 383

C# EClientSocket Methods 384

EClientSocket() 385

eConnect() 385

eDisconnect() 385

isConnected() 385

setServerLogLevel() 385

reqCurrentTime() 386

reqGlobalCancel() 386

reqMktData() 386

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cancelMktData() 387

calculateImpliedVolatility() 387

cancelCalculateImpliedVolatility() 387

calculateOptionPrice() 387

cancelCalculateOptionPrice() 388

reqMarketDataType() 388

placeOrder() 388

cancelOrder() 388

reqOpenOrders() 389

reqAllOpenOrders 389

reqAutoOpenOrders() 389

reqIDs() 389

exerciseOptions() 389

reqGlobalCancel() 390

reqAccountUpdates() 390

reqAccountSummary() 391

cancelAccountSummary() 394

reqPositions() 394

cancelPositions() 394

reqExecutions() 394

reqContractDetails() 394

reqMktDepth() 395

cancelMktDepth() 395

reqNewsBulletins() 395

cancelNewsBulletins() 395

reqManagedAccts() 396

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requestFA() 396

replaceFA() 396

reqScannerParameters() 397

reqScannerSubscription() 397

cancelScannerSubscription() 397

reqHistoricalData() 397

cancelHistoricalData() 399

reqRealTimeBars() 400

cancelRealTimeBars() 400

reqFundamentalData() 401

cancelFundamentalData() 401

queryDisplayGroups() 401

subscribeToGroupEvents() 401

updateDisplayGroup() 402

unsubscribeFromGroupEvents() 402

C# EWrapper Methods 403

currentTime() 404

error() 404

connectionClosed() 404

tickPrice() 404

tickSize() 405

tickOptionComputation() 406

tickGeneric() 406

tickString() 407

tickEFP() 407

tickSnapshotEnd() 407

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marketDataType() 408

orderStatus() 408

openOrder() 410

openOrderEnd() 410

nextValidId() 410

deltaNeutralValidation() 410

updateAccountValue() 411

updatePortfolio() 411

updateAccountTime() 412

accountDownloadEnd() 412

accountSummary() 412

accountSummaryEnd 415

position() 415

positionEnd() 415

contractDetails() 415

contractDetailsEnd() 416

bondContractDetails() 416

execDetails() 416

execDetailsEnd() 416

commissionReport() 417

updateMktDepth() 417

updateMktDepthL2() 417

updateNewsBulletin() 418

managedAccounts() 418

receiveFA() 419

historicalData() 419

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historicalDataEnd() 419

scannerParameters() 420

scannerData() 420

scannerDataEnd() 420

realtimeBar() 420

fundamentalData() 421

displayGroupList() 421

displayGroupUpdated() 422

C# SocketClient Properties 423

Execution 423

ExecutionFilter 424

CommissionReport 425

Contract 425

ContractDetails 426

ComboLeg 428

Order 429

OrderComboLeg 437

OrderState 438

ScannerSubscription 438

UnderComp 439

Advisors 441

Financial Advisor Orders and Account Configuration 442

Excel DDE Support 443

Support by Other API Technologies 444

Improved Financial Advisor Execution Reporting 445

Allocation Methods for Account Groups 446

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EqualQuantity Method 446

NetLiq Method 446

AvailableEquity Method 446

PctChange Method 446

Java Code Samples for Financial Advisor API Orders 448

Place an Order for a Single Managed Account 448

Place an Order for an Allocation Profile 448

Place an Order for an Account Group 449

Changing/Updating Allocation Information 449

ActiveX for Excel 451

Getting Started with the ActiveX for Excel API 452

Download the API Components and Spreadsheet 452

Running the ActiveX for Excel API on 64-bit Windows XP Systems 452

Open the Sample Spreadsheet 453

Using the ActiveX for Excel Sample Spreadsheet 454

General Page 455

General Page Toolbar Buttons 456

Bulletins Page 457

Bulletins Page Toolbar Buttons 457

Tickers Page 458

Using the Tickers Page 459

Tickers Page Toolbar Buttons 460

Market Depth Page 460

Using the Market Depth Page 461

Market Depth Page Toolbar Buttons 461

Basic Orders Page 462

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Placing Orders 463

Placing a Combination Order 464

Supported Order Types 466

Basic Orders Page Toolbar Buttons 466

Conditional Orders Page 467

Setting Up Conditional Orders 468

Conditional Order Examples 469

If-Filled order 469

Price-change order 470

Conditional Orders Page Toolbar Buttons 470

Advanced Orders Page 471

Placing a Bracket Order 473

Placing a Volatility Order 473

Placing a Trailing Stop Limit Order 475

Placing a Scale Order 476

Placing a Relative Order 476

Advanced Orders Page Toolbar Buttons 477

Extended Order Attributes Page 477

Manually Program Extended Order Attributes 478

Apply Extended Order Attributes to Individual Orders and Groups of Orders 478

Open Orders Page 479

Viewing Open Orders 480

Open Orders Tab Toolbar 481

Account Page 481

Using the Account Page 482

Account Page Toolbar Buttons 483

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Portfolio Page 484

Viewing Your Portfolio 484

Exercising Options 485

Portfolio Page Toolbar Buttons 485

Executions Page 485

Viewing Executions 486

Executions Page Toolbar Buttons 487

Commission Reports 487

Commission Reports Toolbar Buttons 488

Historical Data Page 488

Viewing Historical Data 488

Historical Data Page Query Specification Fields 490

Historical Data Page Toolbar Buttons 492

Contract Details Page 493

Requesting Contract Details 493

Contract Details Page Toolbar Buttons 494

Bond Contract Details Page 495

Requesting Bond Contract Details 495

Bond Contract Details Page Toolbar Buttons 497

Real Time Bars Page 497

Real Time Bars Page Toolbar Buttons 498

Market Scanner Page 499

Starting a Market Scanner Subscription 499

Market Scanner Parameters 500

Market Scanner Page Toolbar Buttons 501

Fundamentals Page 501

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Fundamentals Page Toolbar Buttons 503

Advisors Page 503

Allocating Shares to a Single Account 504

Placing an Order using an FA Account Group and Method 505

Placing an Order using an Allocation Profile 505

Advisors Page Toolbar Buttons 506

Log Page 506

POSIX 509

Running the POSIX Client on a Windows Machine 510

Reference 511

API Message Codes 512

Error Codes 512

System Message Codes 522

Warning Message Codes 522

Historical Data Limitations 524

Pacing Violations 524

Minimum Bar Size Settings for Historical Data Requests 525

Valid Duration and Bar Size Settings for Historical Data Requests 525

Tick Types 527

Generic Tick Types 530

Using the SHORTABLE Tick 531

TAG Values for FUNDAMENTAL_RATIOS tickType 532

IBDividends Tick Example 538

Example 538

RTVolume 538

Order Types and IBAlgos 540

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Supported Order Types 540

IBAlgo Parameters 542

Arrival Price (ArrivalPx) 542

Dark Ice (DarkIce) 544

Percentage of Volume (PctVol) 544

TWAP (Twap) 545

VWAP (Vwap) 545

Balance Impact and Risk (BalanceImpactRisk) 545

Minimize Impact (MinImpact) 546

Accumulate/Distribute (AD) 547

CSFB Algo Parameters 548

Crossfinder (CROS) 549

Crossfinder (CROS) Java Code Sample 549

Float (FLT) 550

Float (FLT) Java Code Sample 550

Guerilla (GRRL) 551

Guerilla (GRRL) Java Code Sample 551

Work It IW (INIW) 552

Work It IW (INIW) Java Code Sample 552

Work It (INLN) 553

Work It (INLN) Java Code Sample 553

Pathfinder (PTHF) 554

Pathfinder (PTHF) Java Code Sample 554

Reserve (RSRV) 555

Reserve (RSRV) Java Code Sample 555

Strike (SNPR) 556

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Strike (SNPR) Java Code Sample 556

10B 18 (TENB) Java Code Sample 556

10B 18 (TENB) Java Code Sample 557

Tex (TEX) 557

Tex (TEX) Java Code Sample 558

TWAP (TWAP) 558

TWAP (TWAP) Java Code Sample 559

VWAP (VWAP) 559

VWAP (VWAP) Java Code Sample 560

Extended Order Attributes 561

Order Status for Partial Fills 565

Available Market Scanners 566

Instruments and Location Codes for Market Scanners 569

Supported Time Zones 571

Smart Combo Routing 572

API Logging 573

Example Log Entry 573

API Request/Server Response Message Identifiers 574

Requests for Quotes (RFQs) 575

Submitting RFQs using the API 575

Delta-Neutral RFQs 575

RFQ Samples 575

Support for Mini Options 576

Support for Mini Options - ActiveX, Java and C++ APIs 576

Support for Mini Options - DDE for Excel 577

Requirements 577

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DDE Syntax Examples 577

Requests That Receive Contract Data from TWS 578

Requesting Real-Time Index Premium Data 579

Requesting News from an API Client 580

To request news for IBM 580

To request only Fly On The Wall (FLY) News for IBM 580

To request only Fly On The Wall and Briefing.com (BRF) news for IBM 580

To request top data and news for IBM 581

To request a list of news topics 581

To request Reuters European Union News 581

Frequently Asked Questions 582

Index 585

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Overview
1
This chapter provides an overview of the APIs (Application Programming Interfaces) available, including the following
topics:

l About the APIs

l Installing the API Software.htm
l Run the API through TWS
l Run the API through the IB Gateway
l Recommendations
l API Orders and TWS Precautionary Settings
l API Order IDs
l Trader Workstation API Settings
l Uninstalling and Re-installing the TWS API Software on Windows

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Chapter 1 Overview

About the APIs

We provide several APIs which you can use to link to our system and trade your IB account. The API allows you to con-
nect through either the TWS or the IB Gateway.

l Connecting through the TWS requires that you have the application running, but also allows you to test and con-
firm that your API orders are working correctly.
l Connecting through the IB Gateway allows you to use the API without a large GUI application running, but does
not provide an interface for you to test and confirm API activity.
Regardless of the connection method you use, the API allows you to:

To view syntax for specific functionality, see the DDE for Excel, ActiveX, C++, Java or C# topics in this guide. Cus-
tomers with no programming expertise should begin with the DDE for Excel section, which uses an everyday Excel®
spreadsheet to link to TWS via the API.

Note: API topics are written for experienced programmers and provide little guidance for non-tech-
nical users.

To develop and test your API program, we recommend that you use the sample application and connect via TWS. Once
you are satisfied that the API works as designed, you can use the GUI-less IB Gateway to connect, if you desire.

Note: A variety of useful troubleshooting tips and other answers to common questions can be
found in the Frequently Asked Questions section of this guide.

API Reference Guide 32

Chapter 1 Overview

Installing the API Software

To install the API software
1. Download the latest API software from the IB website:
2. From the IB website menu, click Trading Technology > API Solutions.
3. Cick IB API, then click the API Software button.
4. In the popup window, read the license agreement then click I Agree.
5. Click the button corresponding to the Windows- or Mac/UNIX-based production or beta API version you want to
install.
6. Save the installation file to your computer.
7. Run the downloaded installation program to install the API software on your computer.

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Chapter 1 Overview

Run the API through TWS

To run the API through TWS, you must always have your system running and it must be configured to use any of the
API components.

To enable API connection through TWS

1. Log into TWS.
2. On the Edit menu, select Global Configuration.
3. Select API in the left pane, then click Settings.
4. In the right pane, click the check box for Enable ActiveX and Socket Clients (ActiveX, C++ and Java API con-
nections), and/or Enable DDE Clients (for DDE for Excel API connections only) to configure TWS for the appro-
priate API connection. You must have these settings enabled to connect to the API through TWS.
Note: Multiple API clients with different client IDs can access a single instance of TWS on the
same computer. With the exception of DDE for Excel, the API application does not need to
be running on the same computer as TWS.

For a complete description of all Trader Workstation’s API settings, see the TWS Users’ Guide.

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Chapter 1 Overview

Run the API through the IB Gateway

The IB Gateway provides a low-resource alternative to TWS for connecting to the IB trading system via the API. The
gateway uses approximately 40% fewer system resources than TWS. However, the gateway is GUI-less, which means that
you cannot view the API activity as you can when running TWS.

To log into the IB Gateway

1. From the Login menu on the IB web site, select IB Gateway.
2. Select the API radio button.
3. Log in using your IB username and password, just as you would when logging into TWS.
4. Click Login. The Interactive Brokers Gateway box opens, displaying the connection status and gateway activity.

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Chapter 1 Overview

You must have the IB Gateway running while connected to the API.

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Chapter 1 Overview

Recommendations
Before you use our TWS API to create your own customized trading application, you should consider the following
important recommendations:

l Placing Orders by Conid - When you place an order by conid, you must provide the conid AND the exchange. If
you provide extra fields when placing an order by conid, the order may not work.
l Order IDs - Each order you place must have a unique Order ID. We recommend that you increment your own
Order IDs to avoid conflicts between orders placed from your API application. To resolve issues with Order IDs,
click the Reset API order ID sequence button on the API - Settings panel in TWS Global Configuration.
l Please test your API application with an IB Paper Trading account to catch and avoid any errors. You can request
a Paper Trading account from Account Management.
l While the API supports up to eight simultaneous API connections using the same login to a single running TWS,
we recommend that you avoid this scenario. If possible, use a single API connection for your application to avoid
performance overhead.

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Chapter 1 Overview

API Orders and TWS Precautionary Settings

By default, Trader Workstation includes precautionary settings as part of its Order Presets on the TWS Configuration
page. Precautionary settings are safety checks and include percentage, size limit, total value and number of ticks. They
can be modified in TWS for most instrument types (stocks, options, and so on) or for specific tickers.

If your API order violates these settings, you will receive an error message. For example, the default precautionary setting
for order size is 500. If you place an order for 1000 shares of stock, you will receive an error message indicating that the
size specified violates the constraints specified in the default order settings. TWS precautionary settings apply to API
orders placed from ALL API technologies.

You can override the precautionary settings by doing one of the following:

In TWS:

l On the Configure menu, select API then All API Settings. Select the Bypass Order Precautions for API Orders
check box, then click OK. All of your API orders will ignore the precautionary settings in TWS.
l In the Order Presets, enter higher precautionary setting limits for the desired instrument types and or tickers. On
the Configure menu, select Order then select Order Presets. Select the instrument type or ticker on the left, enter
the desired limits in the Precautionary Settings section of the page, then click OK.

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Chapter 1 Overview

In the IB Gateway:

l From the Configure menu, select Settings. Select the Bypass Order Precautions for API Orders checkbox and
click OK. All of your API orders will ignore the precautionary settings you had set via a TWS session.

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Chapter 1 Overview

API Order IDs

When you place a new order using the API, the order id number must be greater than the previously used numbers. For
example, if you place an order with an Order ID of 11, the next order you place should have an Order ID of at least 12.
So when you place a new order, the order id must be greater than the previously used order id number.

New Order Example

In this example, a user is going to place two orders for IBM stock. The first order is a BUY order for 200 shares and set
the limit price to $85.25. The second order will be an order to sell 100 shares with the limit price set to $84.25.

In this example, the first order is tagged with an Order ID of 1:

.placeOrder(1, IBM, BUY, $85.25, 200…)

Now, user can place a second order. This order is assigned an Order ID of 2:

.placeOrder(2, IBM, SELL, $84.25, 100…)

Modified Order Example

To modify an order using the API, resubmit the order you want to modify using the same order id, but with the price or
quantity modified as required. Only certain fields such as price or quantity can be altered using this method. If you want
to change the order type or action, you will have to cancel the order and submit a new order.

In this example, a user initially decides to buy 100 shares and sets the limit price to $85.25. Then, customer wants to
modify the same order and change the limit price to $86.25. Note that the first order is assigned an Order ID of 3:

.placeOrder(3, IBM, BUY, $85.25, 100…)

You can now modify the limit price for this order by calling the same .placeOrder method and using the same Order ID
of 3, with the limit price modified to $86.25

.placeOrder(3, IBM, BUY, $86.25, 100…)

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Chapter 1 Overview

Trader Workstation API Settings

In addition to configuring Trader Workstation (TWS) to communicate with the API, there are a number of other API-
related settings in TWS that you can configure.

To configure API settings in TWS

1. In TWS, select the Edit menu, then select Global Configuration.
2. Click API in the left pane, and select Settings.
3. Configure the API settings as required. These are described below.
Note: With the exception of DDE, the API application does not need to be running on the same
computer on which the application is running.

General
l Enable Active X and Socket Clients - Check to enable integration using ActiveX or socket clients including
Java and C++.
l Enable DDE clients - Check to enable integration with TWS with TWS through DDE.
l Download open orders on connection - uncheck if you do not want to download all open orders when you con-
nect to your API.

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Chapter 1 Overview

l Include FX positions when sending portfolio - If you have the Include FX Positions feature activated, all FX pos-
itions will be included when portfolio updates are sent the to API client. Uncheck this box if you don't want FX
positions sent to the API client when the portfolio updates are sent.
l Send status updates for EFP and Volatility orders with "Continuous Update" flag - If you have Continuous
Update activated for EFP or Volatility orders, all updates are sent to the API client by default. Uncheck if you
don't want these updates sent from TWS to the API client.
l Use negative numbers to bind automatic orders - if checked, all orders that are automatically bound to an API
client via the reqOpenOrders or reqAutoOpenOrders calls or via system-generated orders (i.e. volatility hedging
orders) will be assigned negative API order IDs. Otherwise, these orders will be assigned incremental API order
IDs. Volatility hedging orders will have the order ID “parent API order ID + 1” when possible.
l Create API message log file - check to create a message log file. Use the Logging Level selector to define the
level of detail in the log.
l Include market data in API message - shows market data in the API log file.
l Socket port - Enter a socket port number which allows you to access multiple instances of TWS or IB Gateway
running on a single host. By assigning a unique socket port number to each TWS or IB Gateway instance, a
single ActiveX or socket API client will be able to access each of these instances. This does not apply to DDE cli-
ents.
l Logging Level - Set the level of log detail for the API text log. System gives the most general level of logging;
Detail gives the most detailed level. Note that Detail uses more computing resources and may result in a decrease
in performance.
l Master API client ID - The API client with the specified client ID will receive all orders, even those placed by
other API clients. This differs from the Client ID of “0” which will receive all orders sent from the TWS GUI.
l Timeout to send bulk data to API - define the time in seconds that TWS will wait before disconnecting the API
client if data cannot be sent quickly enough.

Trusted IP Addresses
If you connect to the API through a trusted IP address, the connection is not questioned. Otherwise, you will get a veri-
fication message asking if you are sure you want to make the connection.

l Click Create to add a new trusted IP address to the list.

l Click Edit to modify the selected address.
l Click Delete to remove the selected address.

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Uninstalling and Re-installing the TWS API Software on

Windows
If you encounter problems running the TWS API software on the Windows platform, you can uninstall and re-install the
API software.

Note: This procedure is usually only necessary when troubleshooting the most extreme API prob-
lems.

To uninstall and re-install the TWS API software on Windows

1. Open the Windows Control Panel, then open Add or Remove Programs.
2. Select TWS Interoperability Components from the list of installed programs, then click Change/Remove.
3. Select Automatic, then click Next to uninstall the TWS API software.
4. In the Windows Explorer, delete the file TwsSocketClient.dll from the Windows\system32 folder.
5. Reboot your computer.
6. Re-install the TWS API software.

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DDE for Excel
2
This chapter describes the DDE for Excel API, including the following topics:

l Tutorial: Requesting Real-Time Market Data

l Tutorial: Requesting Historical Data
l Getting Started with the DDE for Excel API
l Using the DDE for Excel Sample Spreadsheet
l DDE for Excel API Reference

DDE is an acronym for Dynamic Data Exchange, a Microsoft-created communication method that allows multiple applic-
ations that are running simultaneously to exchange data and commands. We use this protocol to link Excel with your run-
ning version of TWS or the IB Gateway, allowing you to view real-time market data (including market depth) manage
orders and monitor your executions and account information using an Excel spreadsheet.

The following figure shows the Tickers page in the Excel DDE API sample spreadsheet.

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Tutorial: Requesting Real-Time Market Data

The Dynamic Data Exchange (DDE) protocol is a method of inter-process communication developed by Microsoft.
DDE makes it possible for TWS to communicate with other applications such as MS Excel.

One of the most common inquiries we receive at Interactive Brokers is how to export data from TWS into Excel. Since
TWS does not have functionality to export intraday, we often direct customers to the TWS API and its Excel worksheets
in particular. You need to be aware that the distributed DDE for Excel API worksheets are not tools to be used on a
daily basis. All of our sample applications are merely demonstrations of the API capabilities aimed at experienced pro-
grammers who will in turn use them as a reference to develop more complex and robust systems.

This document is a brief tutorial that explains how retrieve market data through MS Excel via the TWS DDE for Excel
API. All of the VBA code included in this tutorial is kept to a minimum and is intended to be illustrative.

Interactive Brokers does not offer any programming assistance. We therefore strongly advise interested customers to use
the TWS DDE for Excel API to become familiar with the technologies involved, such as the DDE protocol and VBA.

This Market Data Tutorial is presented as follows:

1. What You Will Need

2. Prepare the Request
3. Request the Data
4. Understand the DDE Formulas
5. Obtain the Last Available Error
6. Define Other Instruments
7. Request Other Data Values

Tutorial: Requesting Real-Time Market Data - What You Will Need

This tutorial has been developed using Excel 2010 and the 9.72 version of the TWS API components.

Before you continue with this tutorial, you will need to do the following:

1. Download TWS API Version 9.72 from http://interactivebrokers.github.io/, and then install the API.
2. Log into TWS, which must be up and running while you are using the DDE for Excel API. Enable DDE client
connectivity by clicking Edit > Global Configuration > API > Settings, and then check the Enable DDE clients
box as shown below.

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3. Open a new, blank spreadsheet in Excel. You do not have to use the DDE for Excel sample spreadsheet for this
tutorial.

Tutorial: Requesting Real-Time Market Data

1. Prepare the Request

You can view market data for multiple products that update in real time within Excel itself. Requests via the DDE for
Excel API are nothing but Excel formulas (DDE data links), each formula serving a very specific purpose. Market Data
retrieval requires at least two different DDE links: one to start the market data subscription and one to receive the spe-
cific tick type.

The formula to start the request must provide TWS with enough information so that TWS can unambiguously identify
which instrument you want. As a first example, we will request FX market data (EUR.USD). Copy and paste the fol-
lowing formula (DDE link) into a cell in your new, blank Excel spreadsheet:

=Ssample123|tik!'id1?req?EUR_CASH_IDEALPRO_USD_~/'

In the example above, sample123 is simply a placeholder for your username. Replace sample 123 with the username you
used to log into TWS. This applies to all subsequent DDE links described in this tutorial.

When you copy the formula into any cell of an Excel spreadsheet, the cell should automatically display 0.

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After you have done this, TWS will be aware that a DDE link is requesting EUR.USD data.

Tutorial: Requesting Real-Time Market Data

2. Request the Data

Once TWS recognizes our DDE link trying to pull EUR.USD data, we can read it. We are currently interested in know-
ing the bid price of the EUR.USD FX pair. Therefore, we need to use the formula:

=Ssample123|tik!id1?bid

Paste the above formula into the same Excel spreadsheet to see the result:

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The value displayed on cell D2 is the exact same value the TWS displays for the EUR.USD bid price and will keep
updating as long as the request is active.

Tutorial: Requesting Real-Time Market Data

3. Understand the Formulas

As described in the previous steps of this tutorial, the first formula asks TWS to open a DDE channel through which we
can obtain EUR.USD data, while the second one pulls the bid price for EUR.USD.

The Request

The requesting formula must contain all necessary elements so that TWS can unambiguously identify the desired con-
tract. In this case:

=S[twsuser]|tik!'id[reqestId]?req?[symbol]_[sectype]_[exchange]_[currency]_~/'

Where:

Attribute Description
twsuser The username with which
you logged into TWS.
requestId The request’s unique iden-
tifier (any positive
integer).
symbol The contract’s symbol
(EUR).
sectype The kind of contract
(CASH).
exchange The exchange from which
we want to pull the data
(IDEALPRO).
currency The contract’s currency
(USD).

Example

=Ssample123|tik!'id1?req?EUR_CASH_IDEALPRO_USD_~/'

The Bid Price Retrieval

Once the request is made, the price is received by passing in the exact same ID used in the request formula:

=S[twsuser]|tik!id[requestId]?bid

Where

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Attribute Description
twsuser The username with which
you logged into TWS.
requestId The same number used in
the request’s identifier.

Example

=Ssample123|tik!id1?bid

Tutorial: Requesting Real-Time Market Data

4. Obtain the Last Available Error

Unfortunately things do not always work as expected. The slightest error in the DDE link or the contract description that
you provide will prevent you from receiving the market data from TWS. The first and most obvious step in solving this
problem is to make sure that your DDE links are correct and contain no spelling errors or typographical errors such as
unwanted spaces or characters.

If the formula is correct but you are still not able to see any data, you can ask the TWS about any errors generated in
response to your request. In most cases, TWS will be able to point us in the right direction.

TWS can only remember the most recent error. This is very important to remember because your Excel spreadsheet will
often have many active requests with multiple possibilities for errors. Be sure that all previous requests are working as
expected before creating a new one. This will help identify any problem.

There are three formulas that you need to use. Enter each formula into its own cell in your Excel worksheet:

Formula Description
=S[twsuser]|err!id Obtains the
failed request’s
unique ID.
=S[twsuser]|err!errorCode The error code.
=S[twsuser]|err!errorMsg The description
of the error.

Let's look at an example. In the following figure, the real time data request formula’s symbol has been intentionally mod-
ified to EUE instead of EUR. We've entered the three error formulas into three separate cells. We will receive an error for
that request (the request ID is 1), along with the error code and description (No security definition has been found for the
request). This error means that the contract for which we are requesting data cannot be found. In other words, the descrip-
tion of the contract in the DDE link is wrong.

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Once you know what caused the error, you should clear the error formulas first, and then correct the original DDE link.
When you do this, you will notice that the error formulas will return a 0 value:

Why is it important to first clear the error formula before correcting our request?

We mentioned earlier on that TWS will hold the last available error message of the last failed request. This implies that
TWS will remember that, as in our example, the request identified with id X, has an error associated to it. It is very tempt-
ing to simply correct the typo in our request. However, this will create an “orphan” error in TWS and this "Can't find
EId" error will also be sent to your Excel worksheet, as shown in the following image. This orphan error is basically
TWS saying “I cannot find an error for this request.”

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You might think that you can easily ignore this error. Imagine, however, that you have many DDE links in your Excel
worksheet and one of them resulted in a “no security definition has been found” error. Later, another link in your sheet
causes the “Can’t find EId” error to appear. You will only be able to see the last error, which is not really telling you
much about why your Excel worksheet is not working as you expect. While this logic applies to all errors, this last error
can be particularly misleading.

REMEMBER: Be sure that all of your previous requests are working as expected before moving to the next one.

Tutorial: Requesting Real-Time Market Data

5. Define Other Instruments

The TWS DDE for Excel API lets you retrieve data for any instrument available in TWS. So far we have been using the
simplest instrument of all: CASH. Using slight variations of the same formula, you can define any security type available
in TWS.

How to Find the Definition of a Contract

The best way of finding a contract’s description is often in TWS itself. In TWS, you can easily check a contract’s descrip-
tion by right-clicking the contract and then selecting Contract Info > Description. The Contract Description window in
TWS looks like this:

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Formulas for Different Security Types

The syntax for all different types of products is shown below:

FX Pairs

Formula

=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/'

Example

=Ssample123|tik!'id1?req?EUR_CASH_IDEALPRO_USD_~/'

STK

Formula

=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/'

Example

=Ssample123|tik!'id2?req?MSFT_STK_SMART_USD_~/'

FUT

Note: For futures, we can use a slight variation on the formula (req2 instead of req1). This allows
us to define FUT contracts using the future contract’s own symbol instead of its underlying
symbol. Using the future’s symbol lets you correctly define the contract without having to
specify its multiplier or its expiration date.

FUT using the contract’s local symbol

Formula

=S[twsuser]|tik!'id[reqId]?req2?[symbol]_[SecType]_[exchange]_[currency]_~/'

Example

=Ssample123|tik!'id3?req2?ESU5_FUT_GLOBEX_USD_~/'

FUT using underlying’s symbol, multiplier and expiration date

Formula

=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[multiplier]_[exchange]_[currency]_~_~/'

Example

=Ssample123|tik!'id3?req?ES_FUT_201503_50_GLOBEX_USD_~_~/'

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OPT

Formula

=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[strike]_[P/C]_[multiplier]_[exchange]_[currency]
_~_~/'

Example

=Ssample123|tik!'id4?req?DBK_OPT_20160617_28_C_100_DTB_EUR_~_~/'

FOP

Formula

=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[strike]_[P/C]_[multiplier]_[exchange]_[currency]
_~_[tradingClass]/'

Example

=Ssample123|tik!'id5?req?EUR_FOP_20150605_1.33_C_125000_GLOBEX_USD_~_XT/'

IND

Formula

=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/'

Example

=Ssample123|tik!'id6?req?ES_IND_GLOBEX_USD_~/'

BAG

Formula

=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_CMBLGS_[num of legs]_[legId]_[legQuantity]
_[legAction]_[legExchange]_[legPrice]...CMBLGS_~/'

Example

=Ssample123|tik!'id7?req?

USD_BAG_SMART_USD_CMBLGS_2_109385219_1_BUY_SMART_0_9408_1_SELL_SMART_0_CMBLGS_~/'

Tutorial: Requesting Real-Time Market Data

6. Request Other Data Values

So far we have only shown you how to retrieve the bid price for a contract but many other data values are available.

[twsuser] = your username

[requestId] = The ID assigned to the requesting formula

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Standard Tick Types

=S[twsuser]|tik!id[requestId]?bidSize

=S[twsuser]|tik!id[requestId]?bid

=S[twsuser]|tik!id[requestId]?ask

=S[twsuser]|tik!id[requestId]?askSize

=S[twsuser]|tik!id[requestId]?last

=S[twsuser]|tik!id[requestId]?lastSize

=S[twsuser]|tik!id[requestId]?high

=S[twsuser]|tik!id[requestId]?low

=S[twsuser]|tik!id[requestId]?volume

=S[twsuser]|tik!id[requestId]?close

Option Contract-Specific Ticks

=S[twsuser]|tik!id[requestId]?bidImpliedVol

=S[twsuser]|tik!id[requestId]?bidDelta

=S[twsuser]|tik!id[requestId]?askImpliedVol

=S[twsuser]|tik!id[requestId]?askDelta

=S[twsuser]|tik!id[requestId]?lastImpliedVol

=S[twsuser]|tik!id[requestId]?lastDelta

=S[twsuser]|tik!id[requestId]?modelVolatility

=S[twsuser]|tik!id[requestId]?modelDelta

=S[twsuser]|tik!id[requestId]?modelPrice

=S[twsuser]|tik!id[requestId]?pvDividend

=S[twsuser]|tik!id[requestId]?modelGamma

=S[twsuser]|tik!id[requestId]?modelVega

=S[twsuser]|tik!id[requestId]?modelTheta

=S[twsuser]|tik!id[requestId]?modelUndPrice

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Tutorial: Requesting Historical Data

In the previous tutorial, we showed you how to request real time quotes from TWS using the DDE TWS API. In this
tutorial, we will show you how to request historical data from TWS, although the process for doing so is slightly more
complicated. You will need to add some simple Visual Basic (VBA) code to your Excel worksheet to obtain the data.

This Historical Data Tutorial is presented as follows:

1. What You Will Need

2. Prepare the Request
3. Request the Data - Add a Button
4. Request the Data - Add the Code
5. Request Duration and Bar Size
6. Examples

Tutorial: Requesting Real-Time Market Data - What You Will Need

This tutorial has been developed using Excel 2010 and the 9.72 version of the TWS API components.

Before you continue with this tutorial, you will need to do the following:

1. Download TWS API Version 9.72 from http://interactivebrokers.github.io/, and then install the API.
2. Log into TWS, which must be up and running while you are using the DDE for Excel API. Enable DDE client
connectivity by clicking Edit > Global Configuration > API > Settings, and then check the Enable DDE clients
box as shown below.

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3. Open a new, blank spreadsheet in Excel. You do not have to use the DDE for Excel sample spreadsheet for this
tutorial.

Tutorial: Requesting Historical Data

1. Prepare the Request

Just as with real time data, historical data requests need first to ask the TWS to “prepare” the data we are interested in.
The TWS needs to know not only the specific instrument but also:

l The ending date and time from which we want to collect the data, formatted as:
o yyyymmdd hh:mm:ss
l The time duration comprising the data from the ending date going back in time.
l The bar size (IB provides historical data in open, high, low and close bar data format).
l The type of data (i.e. MIDPOINT, TRADES, etc.).
l Whether we want data generated during regular trading session or not.
l The date format in which each bar’s time and date will be presented.

The formula to be used for historical data requests is:

=[twsuser]|hist!'id[requestId]?req?[symbol]_[type]_[exchange]_[currency]_~/[yyyymmdd]singleSpace[HH]singleColon
[mm]singleColon[ss]_[duration amount]singleSpace[duration unit]_[bar size]_[rth only?]_[what to show]_[date
format]'

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Attribute Description
twsuser The username with which
you logged into TWS.
requestId The request’s unique iden-
tifier (any positive
integer).
symbol The instrument’s symbol.
type The type of instrument.
exchange The instrument’s
exchange.
currency The instrument’s currency
(USD).
Yyyymmdd HH:mm:ss End date for the historical
data query.
duration amount The number of time units
for the duration time.
duration unit The duration's time unit.
bar size The bar size.
rth only Set to 1 to obtain only
data generated during reg-
ular trading hours (RTH),
or set to 0 to get all data
generated during and out-
side of of RTH.
what to show The type of data:
MIDPOINT, TRADES,
BID, ASK, etc.
data format Set to 1 to format the res-
ulting bars’ date as
yyyymmss hh:mm:ss. Set
to 2 to express the res-
ulting bars’ time as the
number of seconds since
1970.

How to Handle Spaces and Colons in the Formula

Our DDE links cannot contain certain special characters such as spaces or colons, but you will need to use these char-
acters in your DDE formula. To overcome this limitation, we have provided keywords that you can use in place of the
actual special character: singleSpace and singleColon. For example, if you want to specify an end date and time such as
March 2, 2015 at 23:59:59 in the format specified above, you would then enter:

20150302 23:59:59

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This translates into:

20150302singleSpace23singleColon59singleColon59

This applies to all cases in which you need spaces or colons in the DDE formula. This is particularly important when
describing futures or options contracts because you can then use their local symbols, which often include spaces. For
example, the DBK futures contract expiring on May 2015 has a local symbol DBKG MAY 15 which you would provide
as:

DBKGsingleSpaceMAYsingleSpace15

Enter the Historical Data Request

Let's continue with our historical data request. As an example, try to pull MIDPOINT historical data for the EUR.USD
currency pair prior to February 27th 2015 at 23:59:59 in thirty minutes bars (9), for a duration of one day (1 D). The cor-
rect formula for this request is:

=Ssample123|hist!'id4?req?EUR_CASH_IDEALPRO_USD_~/20150227singleSpace23singleColon59singleColon59_
1singleSpaceD_9_MIDPOINT_1_1'

Copy the above formula into an empty cell in your Excel worksheet. Notice that the cell displays PROCESSING, which,
if everything proceeds without error, will change into RECEIVED”:

At this point, you have just told TWS that you want our EUR.USD historical data and TWS replied that the data has
been received from the server and is ready to be viewed.

This is where the process becomes slightly complicated because, unlike real time market data, where each incoming price
is obtained using a very specific formula, you will not fetch each bar one by one with a formula (this is quite fortunate
since we could be expecting hundreds of bars!). Instead, you will read all the bars together using a single DDE request
and then display them in your worksheet with the help of some VBA code. For purposes of simplicity, we will keep the
coding to minimum.

In the next steps, we will briefly describe how to add a button to a spreadsheet for the sake of completeness but remem-
ber that it is out of the scope of IB's support to provide any assistance on using Excel.

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Tutorial: Requesting Historical Data

2. Request the Data - Add a Button

In this step, you will add a button to your blank worksheet which, once the TWS has replied to your historical data
request with the “RECEIVED” status, will help you manually invoke the VBA routines which pull the historical data
from TWS.

First, open the Developer tab in Excel and click on the Button form control:

Next, click anywhere in your spreadsheet to place the button. The Assign Macro dialog opens; this is where you asso-
ciate a VBA macro with your button. Name your function fetchHistoricalData and then click the New button in the dia-
log.

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Excel automatically opens the VBA editor, which displays the skeleton of the newly-created macro.

In the next step, you will add the code to the macro you just created.

Tutorial: Requesting Historical Data

3. Request the Data - Add the Code

Here are the routines which will finally obtain the data from the TWS:

Sub fetchHistoricalData()
'This variable will store the incoming data

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Dim TheArray() As Variant

'Fetch the data from the TWS...
'(Replace sample123 with your own TWS username!)
TheArray = getData("Ssample123", "hist", "id4?result")
'... and pass the result into another function which will populate the sheet
Call populate(TheArray)
End Sub
-------------------------------------------------------------------------------
'This function triggers a DDE request and returns its response
Function getData(serverName, topic, request)
Dim chan As Integer
'Initiate the DDE channel
chan = Application.DDEInitiate(serverName, topic)
'Perform the request
getData = Application.DDERequest(chan, request)
'Terminate the channel
Application.DDETerminate chan
End Function
-------------------------------------------------------------------------------
'Populate our blank sheet with the incoming data
Sub populate(ByRef TheArray() As Variant)
'Watch out for empty possible errors and handle properly.
On Error GoTo ErrHandler
For i = 1 To UBound(TheArray)
Range("F" & i + 1).Value = TheArray(i, 1)
Range("G" & i + 1).Value = TheArray(i, 2)
Range("H" & i + 1).Value = TheArray(i, 3)
Range("I" & i + 1).Value = TheArray(i, 4)
Range("J" & i + 1).Value = TheArray(i, 5)
Range("K" & i + 1).Value = TheArray(i, 6)
Range("L" & i + 1).Value = TheArray(i, 7)
Range("M" & i + 1).Value = TheArray(i, 8)
Range("N" & i + 1).Value = TheArray(i, 9)
Next
ErrHandler:
Exit Sub
End Sub

The fetchHistoricalData method invokes the getData function passing in:

l The DDE server name, which is your TWS username prefixed with a capital S
l The DDE “topic” for historical data: “hist”

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l A third parameter which is just the remaining fragment of the DDE link: id[requestId]?result

The third parameter contains the request ID you used in the requesting formula (4). Remember this same procedure from
the previous tutorial when you requested real time data. Your request/retrieve formulas both need to include the exact
same ID.

If you correctly entered the code into your macro in the VBA editor as shown above, your Excel worksheet should look
very similar to the image below. (Note that we have changed the button label to Historical from its default value).

Just after the data is retrieved from TWS, the requesting formula will change its output to FINISHED.

It is very important for to wait until the request formula’s output changes from PROCESSING to RECEIVED before you
try to pull the actual data from TWS. If the cell displays PROCESSING for too long, then it is very likely there was an
error in your request. If this happens, make use of the error retrieval formulas explained in the Market Data tutorial.

Tutorial: Requesting Historical Data

4. Request Duration and Bar Size

In the example in the previous step, you pulled midpoint historical data for EUR.USD from TWS.

Most of the formula’s components are self-explanatory with the exception of duration and bar sizes, which require very
specific codes (shown below), and the What to Show parameter, which can be MIDPOINT, TRADES, BID, ASK, BID_
ASK, HISTORICAL_VOLATILITY or OPTION_IMPLIED_VOLATILITY.

Duration

Time Unit Formula Abbreviation

Seconds S

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Time Unit Formula Abbreviation

Day D
Week W
Month M
Year Y

Bar Sizes

Bar Size Formula Parameter

1 second 1
5 seconds 2
15 seconds 3
30 seconds 4
1 minute 5
2 minutes 6
5 minutes 7
15 minutes 8
30 minutes 9
1 hour 10
1 day 11

Tutorial: Requesting Historical Data

5. Examples

For your reference, we've included examples of historical data request formulas for a variety of different contract types.

Stocks

Yahoo MIDPOINT data, all available trading hours, 300 seconds in 30 seconds bars ending on August 1, 2014 at
23:59:59 with date expressed in milliseconds.

=Ssample123|hist!'id3?req?YHOO_STK_ISLAND_USD_~/20140801singleSpace23singleColon59singleColon59_
300singleSpaceS_4_MIDPOINT_0_2'

Futures

Swiss Market Index (SMI) September 2015 Future (local symbol FSMI SEP 15) Bid/Ask combined data, all available trad-
ing hours, two days in 30 minutes bars ending on February 27, 2015.

=Ssample123|hist!'id5?req2?FSMIsingleSpaceSEPsingleSpace15_FUT_SOFFEX_CHF_
~/20150227singleSpace23singleColon59singleColon59_2singleSpaceD_9_BID_ASK_1_1'

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30 years Treasury bond expiring March 2015 (local symbol ZB SEP 15 – note the three spaces between ZB and SEP),
data generated only during regular trading hours, TRADES data for 1 month in day bars.

=Ssample123|hist!'id6?req2?ZBsingleSpacesingleSpacesingleSpaceSEPsingleSpace15_FUT_ECBOT_USD_
~/20150227singleSpace23singleColon59singleColon59_1singleSpaceM_11_ASK_0_1'

Options

Deutsche Bank CALL option expiring June 17, 2016 midpoint data in day bars during one month.

=Ssample123|hist!'id1?req?DBK_OPT_20160617_28_C_100_DTB_EUR_~_~/20150227singleSpace23singleCo-
lon59singleColon59_1singleSpaceM_11_MIDPOINT_1_1'

Interactive Brokers PUT option expiring September 18, 2015 one week of Bid/Ask combined data in hourly bars.

=Ssample123|hist!'id2?req?IBKR_OPT_20150918_32_P_100_SMART_USD_~_~/20150227singleSpace23singleCo-
lon59singleColon59_1singleSpaceW_10_BID_ASK_1_1'

Futures on Options

Euro/Dollar FOP expiring on May 8, 2015.

=Ssample123|hist!'id9?req?EUR_FOP_20150508_1.2_C_125000_GLOBEX_USD_~_
6E/20150227singleSpace23singleColon59singleColon59_1singleSpaceM_10_TRADES_1_1'

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Getting Started with the DDE for Excel API

We have created a sample DDE-linked Excel spreadsheet, TwsDde.xls, that you can use with your TWS to create a cus-
tom Excel application. It's easy to get started with the DDE for Excel API:

l Download the API components and sample Excel spreadsheet.

l Ensure that the DDE clients are enabled, either in Trader Workstation or IB Gateway, as described here here, or
that the IB Gateway is running.
l Open the spreadsheet and start using the DDE for Excel API.

The sample spreadsheet currently comprises several pages complete with sample data and action buttons that make it
easy for you to get market data, send orders and view your activity.

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Download the API Components and Spreadsheet

We recommending using the sample Excel spreadsheet that we provide as a starting point toward creating your own
DDE for Excel API. Follow the steps below to download the sample spreadsheet.

To install the sample DDE Spreadsheet

1. Download the latest API software from the IB website:
2. From the IB website menu, click Trading Technology > API Solutions.
3. Cick IB API, then click the API Software button.
4. In the popup window, read the license agreement then click I Agree.
5. Click the button corresponding to the Windows-based production, beta or previous API version you want to
install.

Note: Windows users can download the beta test version of the API by using the Windows
Beta column, or revert to the previous production version by selecting Downgrade to Pre-
vious Version.

6. Save the installation program to your computer, and if desired, select a different directory. Click Save. Note that
the API installation file is named for the API version; for example, TWS API 9.70.
7. Close any versions of TWS, the IB Gateway and Excel that you have running.
8. Locate the API installation program you just saved to your computer, then double-click the file to begin the API
installation.
9. Follow the instructions in the installation wizard. By default, the sample DDE spreadsheet is located in the
samples\Excel folder in your API installation folder.
Note: Before you can use the spreadsheet, you must have TWS running and configured to support
the DDE API. You can also run the sample against the IB Gateway but we recommend you
start by running TWS.

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Configure Trader Workstation to Support API Com-

ponents
You must have your system running to use any of the API components.

To configure the application to support accessing its functionality via the API
1. On the Edit menu select Global Configuration.
2. Click API in the left pane, and select Settings.
3. On the right panel, check Enable DDE clients to enable integration with TWS with TWS through DDE. Down-
load sample programs from the Software page on the IB website.
4. Set the rest of the API parameters as required. For details, see Trader Workstation API Settings.
Note: Not more than one API application can simultaneously access a single instance. With the
exception of DDE, the API application does not need to be running on the same computer
on which the application is running.

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Open the Sample Spreadsheet

After you have downloaded the sample spreadsheet and configured the application to allow the DDE for Excel API to
link to it, open the spreadsheet and save it as your personal file.

To open the sample spreadsheet

1. Go to the API installation folder in which the Excel API sample spreadsheet was installed (samples\Excel in your
API Installation folder), and double-click TwsDde.xls.
2. In the macro warning message box, click Enable Macros. If you receive a message asking if you want to link to
information in another worksheet, click Yes.
Note: To use the spreadsheet macros, your Excel macro security must be set to Medium or Low. If
you cannot open the spreadsheet or if the macros don't work, you need to modify your
macro security level.

In Microsoft Excel 2007, click the Microsoft Office Button, click Excel Options, and then
click Trust Center in the Excel Options window. In the Trust Center, click Macro Settings,
then change your settings as required.

In previous versions of Excel, select Macro from the Tools menu, and then select Security.
Set security to Medium or Low.

3. In the User Name field in the Which Trader Workstation? area, type your account user name. Note that you must
type your User Name on each page of the worksheet to properly connect.

We recommend using this spreadsheet as the starting point for your API application. This means that when new features
are added, you will need to cut and paste your information from your Excel spreadsheet to the newly released sample
spreadsheet, then save the application under a different filename.

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Using the DDE for Excel Sample Spreadsheet

The DDE for Excel API sample spreadsheet, TwsDde.xls, includes the following pages (tabs):

Page Description
Tickers Lets you set up your ticker lines and request market data. You can
view market data for all asset types including EFPs and combination
orders.
Basic Orders Lets you send and modify orders, and set up combination orders and
EFPs.
Extended Order Attrib- Used in conjunction with the Basic Orders, Advanced Orders, Condi-
utes tional Orders and Advisors pages, this page lets you change the time
in force, create Hidden or Iceberg orders and apply many other order
attributes.
Conditional Orders Lets you create an order whose submission is contingent on other con-
ditions being met, for example an order based on a prior fill.

Open Orders Shows you transmitted orders that are still working, including those
that have been accepted by the IB system, and those that are working
at an exchange.
Advanced Orders Lets you send and modify advanced orders types that require the use
of extended order attributes, such as Bracket, Scale and Trailing Stop
Limit orders.
Executions Lets you view all execution reports, and includes a filtering box so
you can limit your results.
Executions Reporting Linked to the Executions page, this page lets you run four different
types of execution reports.
Account Provides up to date account information.

Portfolio Displays all your current positions.

Historical Data Request historical data for an instrument based on data you enter in a
query.
Market Scanner Subscribe to TWS market scanners.
Contract Details Lets you collect contract-specific information you will need for other
actions, including the conid and supported order types for a contract

Bond Contract Details Lets you collect bond contract-specific information you will need for
other actions, including bond coupon and maturity date.

Market Depth Lets you view market depth for selected quotes.
Advisors Lets Financial Advisors send and modify FA orders.

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Note: Two additional pages, Old Style Executions and Old Style Account-Portfolio, represent func-
tionality that has been replaced by other pages in the spreadsheet (Executions, Account and
Portfolio pages). While these older pages are still included in the TswDde.xls sample spread-
sheet, they are no longer documented in this API Users’ Guide and you should not use
them.

Tickers Page

Use the Tickers page to:

l Create market data (ticker) lines.

l Request market data.

Using the Tickers Page

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To create a ticker using the Create Ticker button

1. Click the Tickers tab at the bottom of the spreadsheet.
2. Click the line number to the left of a blank row to select the row. You must have a blank row selected to create a
ticker line.
3. Click the Create Ticker button on the toolbar and enter information in the Tickers box.
4. Click OK.

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For stocks, you only need to specify the Symbol, Type, Exchange (usually SMART), and Currency.

To create a ticker on the spreadsheet

1. Select a blank cell in the Symbol column and enter a symbol.
2. Tab through the all contract description fields and enter data where necessary, for example if you are entering a
stock ticker, you don't need values in the Expiry, Strike, P/C and Multiplier fields.

The Exchange field accepts the following values: SMART (for smart order routing), and any valid exchange acronym.

To request market data for a ticker

1. Select the ticker row for which you want to request market data by clicking the row number.
2. Press Ctrl+R, or click Request Market Data on the toolbar.
To get market data for a group of tickers, select multiple ticker rows while holding down the Shift key, then click
Request Market Data multiple times until all rows are showing data.

To set the refresh rate

The refresh rate determines how often the DDE link to TWS is refreshed.

TWS market data updates every 300 milliseconds by default, so setting the refresh rate to 250 will get every tick to the
spreadsheet.

To set the processing rate

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The server processing rate affects the speed at which the DDE handles requests between TWS and the spreadsheet.

The allowed range is 100 ms- 2000 ms, inclusive.

To set the level of detail for logging of API client requests

1. In the Log Level field in the Which Trader Workstation? area, enter the desired log level value (1 =SYSTEM,
2=ERROR, 3=WARNING, 4=INFORMATION, 5=DETAIL).
2. Move your cursor out of the Log Level field, then click the Set Log Level button.

To remove all DDE links to TWS

The Clear All Links button on the Tickers page lets you remove all DDE links from the TwsDde.xls spreadsheet to
TWS that the Visual Basic for Applications (VBA) code provided with the spreadsheet could create. You typically use
this button when you are preparing to save the spreadsheet.

Clicking this button cancels all market data, historical data, market scanner subscriptions, and other data requests. If you
add your own links to existing or new pages, update the clearAllLinks macro to clear those links as well. Each page in
the spreadsheet contains its own clearLinks macro; these are all called by the clearAllLinks macro.

Note: Clearing all links does NOT cancel orders.

Tickers Page Toolbar Buttons

The toolbar on the Tickers page includes the buttons described below.

Button Description
Create Ticker Opens the Ticker box. Enter information to create a market data
line.
Combo Legs Opens the Combination Legs box. Enter contract details to cre-
ate legs of a combination order one by one.
Request Market Data Select a line and click to get market data for the selected con-
tract.
Set Refresh Rate The Refresh Rate value is in milliseconds, and determines how
often the DDE link to TWS is refreshed. The default refresh
rate is 1000 (updates every 1 second), and the allowed range
is 100ms to 2000ms, inclusive.
Note that the TWS market data updates every 300 mil-
liseconds. This means the default "every 1 second" rate will
only show 30% of the ticks. A Refresh Rate of 250 will get
every tick to the spreadsheet.
Set Processing Rate Set the TWS/DDE server message processing rate (also in mil-
liseconds) to affect the speed at which DDE will handle
requests between the spreadsheet and TWS. The allowed range
is 100ms to 2000ms, inclusive.

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Button Description
Set Log Level This specifies the level of log entry detail used when pro-
cessing API requests. Valid values include:
1 = SYSTEM
2 = ERROR
3 = WARNING
4 = INFORMATION
5 = DETAIL
Show Errors Jumps to the Error Code field and shows the most recent error
code.
Show Bulletins Opens the News Bulletins message. If you subscribe to bul-
letins, news will appear in the RED box in the upper right
corner of the spreadsheet.
Clear All Links Clears all DDE links to the TWS.

Basic Orders Page

Use the Basic Orders page to:

l Create an order.
l Create a "basket" of orders.
l Modify and cancel orders.
l Create combination orders.

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Placing Orders
This topic describes how to place the following types of orders on the Orders page:

l Simple orders
l Basket orders
l Modified orders
Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To place an order
1. Click the Basic Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
You must define the Action (Buy, Sell or Short Sell), Quantity, Order Type, Limit Price (unless it's a market order)
and if necessary, the Aux. Price for order types that require it.
4. If desired, apply extended order attributes by clicking the Apply Extended Template button on the toolbar. This
applies all attributes you have defined on the Extended Order Attributes page.
5. Click the Place/Modify Order button in the Toolbar section of the page.

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To place a "basket" of orders

1. Click the Basic Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using fields in the Order Description section.
4. Repeat Steps 1 and 2 for additional orders.
5. Select a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
6. Click the Place/Modify Order button.

To modify an order (or group of orders)

1. On the Basic Orders page, change any necessary parameters in an order or group of orders.
2. Select the order or a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
3. Click the Place/Modify Order button.
Note: You cannot modify orders in the DDE for Excel API that were submitted from TWS .This is
because the DDE for Excel API uses its own created order ID to modify the orders, not the
global customer order ID. All orders created in TWS have an internal order ID of 0. If you
try to modify an order in the DDE for Excel API with id = "id0" you will get the error
"duplicate order ID".

Placing a Combination Order

A combination order is a special type of order that is constructed of many separate legs but executed as a single trans-
action.

For example, to buy a calendar spread, you would:

l Buy 1 OPT JUL03 17.5 CALL (100)

l Sell 1 OPT AUG03 17.5 CALL (100)
The following example walks you through the process of placing a hypothetical calendar spread order for XYZ on ISE.

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To create a calendar spread order

1. Use the Contract Details page to get the contract id for both of the leg definitions.
o The conid for XYZ option JUL08 17.5 CALL on ISE is "12345678".
o The conid for XYZ option AUG08 17.5 CALL on ISE is "12345679".

2. Click the Basic Orders tab to build the combo leg definitions. Click the Combo Legs button on the Basic
Orders page toolbar and enter leg information. Your leg information is translated into the format:
[CMBLGS]_[NumOfLegs]_[Combo Leg Definitions]_[CMBLGS]

where:

o [CMBLGS] is the delimiter used to identify the start and end of the leg definitions
o [NumOfLegs] is the number of leg definitions
o [Combo Leg Definitions] defines N leg definitions, and each leg definition consists of [conid]_[ratio]_[action]_
[exchange]_[openClose], so the resulting combo substring looks as follows:

CMBLGS_2_17496957_1_BUY_EMPTY_0_15910089_1_SELL_EMPTY_0_CMBLGS
3. The combination leg definitions must occur before the extended order attributes. The full place order DDE request
string will look like this:
=acctName|ord!id12345?place?BUY_1_XYZ_BAG_ISE_LMT_1_CMBLGS_2_12345678_1_BUY_EMPTY_0_
12345679_1_SELL_EMPTY_0_CMBLGS_DAY_EMPTY_0_O_0_EMPTY_0_EMPTY_0_0_0EMPTY_0_0
If the order legs do not constitute a valid combination, one of the following errors will be returned:
o 312 = The combo details are invalid.
o 313 = The combo details for '<leg number>' are invalid.
o 314 = Security type 'BAG' requires combo leg details.
o 315 = Stock combo legs are restricted to SMART exchange.
Note: 1. The exchange for the leg definition must match that of the combination order. The excep-
tion is for a STK leg definition, which must specify the SMART exchange.

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2. The openClose leg definition value is always 'SAME' (i.e.0) for retail accounts. For insti-
tutional accounts, the value may be any of the following: (SAME, OPEN, CLOSE).

Supported Order Types

The order types currently supported through the DDE for Excel API are:

l Limit (LMT)
l Market (MKT)
l Limit if Touched (LIT)
l Market if Touched (MIT)
l Market on Close (MOC)
l Limit on Close (LOC)
l Pegged to Market (PEGMKT)
l Relative (REL)
l Stop (STP)
l Stop Limit (STPLMT)
l Trailing Stop (TRAIL)
l Trailing Stop Limit (TRAILLIMIT)
l Volume-Weighted Average Price (VWAP)
l Volatility orders (VOL)

Basic Orders Page Toolbar Buttons

The toolbar on the Basic Orders page includes the following buttons:

Button Description
Combo Legs Opens the Combination Legs box. Enter contract details to cre-
ate legs of a combination order one by one.
Place/Modify Orders After you have completed the Order Description fields, and
defined any extended attributes, click to create an order for the
selected contract.
Cancel Order This button cancels the order(s) you have highlighted.
Apply Extended Template Applies the current values on the Extended Order Attributes
page to the highlighted order row.
Show Errors Jumps to the Error Code field and shows the error code.

Extended Order Attributes Page

The Extended Order Attributes page includes all of the optional attributes you can use when you send an order, such as
setting a display size to create an iceberg order, adding orders to an OCA group, and setting the transmit date for a Good

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After Time order. Once you define the attributes on this page, you can apply them to a single order or selected group of
orders using the Apply Extended Template button, which occurs on both the Orders page and the Conditional Orders
page. The attributes populate the extended order attributes fields that follow the Order Status fields to the far right of the
page.

Manually Program Extended Order Attributes

Observe the following guidelines when you manually assign an attribute:

l When appended to orderDescription, the number and order of attributes cannot be changed.
l For any attribute that is not defined, use the value 'EMPTY' or {}. Since a string length is limited to 255 char-
acters, we recommend using the open/close curly braces {}.
l A place order message for a simple stock limit day order looks as follows, with the primary exchange "Supersoes"
separating the extended attributes:
=psmith12|ord!'id1814454745?place?BUY_1_MSFT_STK_SMART_USD_LMT_26_{}_DAY_{}_{}_O_0_{}_1_
{}_0_0_0_0_0_0_{}_{}_{}_{}_{}_{}_{}_{}_SUPERSOES_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}
_{}_1_2_3_4_5'

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Apply Extended Order Attributes to Individual Orders and Groups of Orders

Normally, values that you enter on the Extended Order Attributes page apply to all subsequent orders. However, you
also can apply selected attributes to an individual order or a group of orders on the Orders page.

Note: You can also use this procedure to apply extended order attributes to orders on the Condi-
tional Orders page.

To apply extended order attributes to individual orders or a group of orders

1. Enter the value or values on the Extended Order Attributes page that you want to apply to an individual order or
group of orders.
2. On the Orders page, select the order or group of orders.
3. Click the Apply Extended Template button.
The extended order attributes are applied to the order(s) and the values you entered on the Extended Order Attrib-
utes page are added to the corresponding fields in the Extended Order Attributes section of the Orders page.

When you place the order or group of orders, the extended order attribute values you entered are applied to the
order.

For example, you might want to assign a unique Order Ref number to a group or basket of orders. To do this, you
would enter the number for the Order Ref attribute on the Extended Order Attributes page, then select all the
orders in the group on the Orders page and click Apply Extended Template.

4. Delete the value of the extended order attributes you used for the order from the Extended Order Attributes page.
These values will still apply to all subsequent orders that you place from the DDE for Excel API spreadsheet
unless you remove the value.

Extended Order Attributes

The following table shows the available extended order attributes.

Attribute Valid Values

timeInForce DAY
GTC
OPG
IOC
GTD
FOK
DTC
ocaGroup String that identifies an OCA (One Cancels All) group
account String (for institutions)
open/close O, C (for institutions)
origin 0, 1 (for institutions)
orderRef String

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Attribute Valid Values

transmit Specifies whether the order is transmitted immediately (set to 1) or not (set
to 0).

This parameter can be useful for example when working with basket orders.
First, prepare a basket of orders (untransmitted), then when ready, set the
value of the transmit parameter of each order to 1 to transmit the basket for
execution.
parentId String (the order ID used for the parent order, use for bracket and auto trail-
ing stop orders)
blockOrder 0 (not a block order)
1 (this is a block order)
sweepToFill 0 (not a sweep-to-fill order)
1 (this is a sweep-to-fill order)
displaySize Publicly disclosed order size for iceberg orders. The value is a number that
should be stored as a String.
triggerMethod Specifies how simulated Stop, Stop-Limit, and Trailing Stop orders are
triggered:

l O - the default value. The "double bid/ask" method will be used for
orders for OTC stocks and US options. All other orders will use the
"last" method.
l 1 - use "double bid/ask" method, where stop orders are triggered
based on two consecutive bid or ask prices.
l 2 - "last" method, where stop orders are triggered based on the last
price.
l 3 - "double-last" method, where stop orders are triggered based on
last two prices.
l 4 – “bid-ask” method. For a buy order, a single occurrence of the
bid price must be at or above the trigger price. For a sell order, a
single occurrence of the ask price must be at or below the trigger
price.
l 7 – “last-or-bid-ask” method. For a buy order, a single bid price or
the last price must be at or above the trigger price. For a sell order, a
single ask price or the last price must be at or below the trigger
price.
l 8 – “mid-point” method, where the midpoint must be at or above
(for a buy) or at or below (for a sell) the trigger price, and the spread
between the bid and ask must be less than 0.1% of the midpoint.
For a complete description of Trigger Methods, see Modify the Trigger
Method in the Trader Workstation Users' Guide.

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Attribute Valid Values

hidden 0
1 (order not visible when viewing market depth)

Discretionary Amount Used in conjunction with a limit order to give the order a greater price
(SMART Routing) range over which to execute.
Good After Time Enter the date and time after which the order will become active. Use the
format YYYYMMDD hh:mm:ss TMZ, where TMZ is optional three-letter
time zone identifier. Allowed timezones are listed here.
Good 'Till Date The order continues working until the close of market on the date you
enter. Use the format YYYYMMDD. To specify a time of day to close the
order, enter the time using the format HH:MM:SS. Specify the time zone
using a valid three-letter acronym.

FA Group For Advisor accounts only. The name of the Financial Advisor group to
which the trade will be allocated to. Use an empty String if not applicable.
FA Method For Advisor accounts only. The share allocation method.

l EqualQuantity
l NetLiq
l AvailableEquity
l PctChange
FA Percentage For Advisor accounts only. The share allocation percentage.
FA Profile For Advisor accounts only. The name of the Share Allocation profile.

Short Sale Slot For institutions only. Valid values are 1 (broker holds shares) and 2 (shares
come from elsewhere).

Short Sale Location Institutional accounts only. Indicates the location where the shares to short
should originate.

Used only when Short Sale Slot is set to 2 (which means that the shares to
short are held elsewhere and not with Interactive Brokers).

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Attribute Valid Values

OCA Type Tells how to handle remaining orders in an OCA group when one order or
part of an order executes. Valid values include:

l 1 = Cancel all remaining orders with block

l 2 = Remaining orders are proportionately reduced in size with block
l 3 = Remaining orders are proportionately reduced in size with no
block
If you use a value, "with block" gives your order has overfill protection.
This means that only one order in the group will be routed at a time to
remove the possibility of an overfill.
Rule 80A l Individual = 'I'
l Agency = 'A',
l AgentOtherMember = 'W'
l IndividualPTIA = 'J'
l AgencyPTIA = 'U'
l AgentOtherMemberPTIA = 'M'
l IndividualPT = 'K'
l AgencyPT = 'Y'
l AgentOtherMemberPT = 'N'
Settling Firm Institutions only. Indicates the firm that will settle the trade.
All or None Indicates whether or not the order will remain at the exchange (or in the IB
system) until the entire quantity is available to be executed.

0 = false
1 = true
Minimum Qty Identifies the order as a minimum quantity order.
Percent Offset The percent offset for relative orders.
Electronic Trade Only Indicates whether to exclude exchanges whose quotes are not automatically
executable. If this option is selected, IB will use its best efforts to determine
which exchanges' quotes are immediately automatically executable, and
which exchanges' quotes would require manual (human) handling, and IB
will route only to those exchanges offering automatic execution. Please
note that while IB will use its best efforts, it is not always possible to
determine whether quote is automatically executable.

0 = false
1 = true
Firm Quote Only 0 = false
1 = true

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Attribute Valid Values

NBBO Price Cap Maximum SMART order distance from the NBBO. Can be used only if
either the Electronic Trade Only or Firm Quote Only extended order attrib-
ute is set to 1.
Auction Strategy match = 1
improvement = 2
transparent = 3
For BOX exchange only.
Starting Price The starting price. For BOX orders only.
Stock Ref Price Used for VOL orders to compute the limit price sent to an exchange
(whether or not Continuous Update is used), and for price range mon-
itoring. Also used for price improvement option orders.

Delta The stock delta. For BOX orders only.

Underlying Range The lower value for the acceptable underlying stock price range. For price
(Low) improvement option orders on BOX and VOL orders with dynamic man-
agement.
Underlying Range The upper value for the acceptable underlying stock price range. For price
(High) improvement option orders on BOX and VOL orders with dynamic man-
agement.
Volatility The option price in volatility, as calculated by TWS' Option Analytics.
This value is expressed as a percent and is used to calculate the limit price
sent to the exchange.
Volatility Type 1 = daily
2 = annual
Reference Price Type 1 = average (NBBO midpoint)
2 = BidOrAsk
Hedge Delta Order Type Enter an accepted order type such as: MKT, LMT, REL or MTL.

Continuous Update For volatility orders only. Indicates whether the price should be auto-
matically updated as the underlying stock price moves.

0 = false
1 = true
Hedge Delta Aux Price Enter the Aux Price for Hedge Delta order types that require one.

Trail Stop Price Used for Trailing Stop Limit orders only. This is the stop trigger price for
TRAILLMT orders.
Scale Component Size Used for Scale orders only, this value defines the order size of the each
order component.

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Attribute Valid Values

Scale Price Increment Used for Scale orders only, this value is used to calculate the per-unit price
of each component in the order. This cannot be a negative number.

Outside RTH Indicates whether the order should be allowed to execute outside of reg-
ular trading hours of the trading venue where the contract is listed.

0 = false
1 = true

Conditional Orders Page

Use the Conditional Orders page to create an order whose submission is contingent on other conditions being met, for
example, an order based on a prior fill or a change in the bid or ask price. To see the Condition Statement fields, use the
scroll bar on the bottom of the page to scroll to the right.

Setting Up Conditional Orders

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

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To set up a conditional order

1. On the Conditional Orders page, first create the order you want transmitted when a condition is met by defining
the contract in the Contract Description fields, and then using the Order Description area to set up the order para-
meters.
Note: Leave the Order Description fields blank if you plan to enter ADD in the ADD/MOD field
(see Step 3 below), because once the condition is TRUE, the Order Description fields will
be overwritten.

2. In the Condition Statements area, use the Statement field to set the criteria which must be met to trigger the order.
When the Statement = TRUE, your order will be submitted.
The sample spreadsheet includes a pair of orders, with the second orders transmission depending on the first order
being completely filled. In this case, the Statement field trigger is that the value in cell T10 (the Filled field) must
be equal to the value in M10 (the order Quantity field).

3. Type ADD in the ADD/MOD field because you are creating a one-time order.
4. Define the remaining order parameters just as you did in the Order Description area.

5. Complete the necessary fields on the Conditional Orders page according to the syntax in the following table.

Field Description
Statement An Excel function which returns a true or false. When true, the order will be
submitted; when false, nothing happens.
ADD/MOD Use ADD for a one-time order. Use MOD to continue checking and modi-
fying the order until it is completely filled. This is the field that activates a
conditional order, and orders will be activated only with the "ADD" or
"MOD" tags.

If you use ADD, leave the Order Description fields blank because once the
condition is TRUE, the Order Description fields will be overwritten.
Action BUY
SELL
Quantity Enter the quantity of the order.
Order Type Refer to list of supported order types.
Lmt Price The limit price for Limit and Stop Limit order types.

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Field Description
Aux. Price The stop-election price for Stop and Stop Limit order types, or the offset for
relative orders.

All of the fields described above may be variables that depend on other cells, so any type of conditional order may be
created.

Conditional Order Examples

If-Filled order

An if-filled order is an order that executes if a prior order executes. To create an if-filled order with the condition "If a
Buy order fully executes, enter a sell limit order at a price of $50.00":

Field Value
Statement Filled cell = 100
ADD/MOD ADD
Action SELL
Quantity 100
Order Type LMT
Lmt Price 50
Aux. Price empty

Price-change order

A price-change order will be triggered if a specific bid or ask price is greater than, less than or equal to a specific price.
To create a price change order with the condition "If the bid price drops below 81.20, submit a buy limit order for 200
shares with a limit price of $81.10:

Field Value
Statement On the Tickers page, put your cursor in the bid price field
you want to use, then copy the value that appears in the for-
mula bar (“=” entry field) at the top of the spreadsheet. This
value looks something like this:
=username|tik!id4?bid
where "4" identifies the bid price for a specific contract.
Paste this in the formula bar ("=" entry field) for the State-
ment, and add your qualifier, "=" ">" or "<" followed by the
price. In this example, the formula would be:
=username|tik!id4?bid<81.20

ADD/MOD ADD
Action BUY

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Field Value
Quantity 200
Order Type LMT
Lmt Price 81.10
Aux. Price Not used in this example.

To modify an order (or basket of orders)

1. Select the order or a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
1. Click the Place/Modify Order button.
2. Change any necessary parameters, then click the Place/Modify Order button.

Conditional Orders Page Toolbar Buttons

The toolbar on the Conditional Orders page includes the following buttons:

Button Description
Combo Legs Opens the Combination Legs box. Enter contract details to cre-
ate legs of a combination order one by one.

Place/Modify Order After you have completed the Order Description fields, and
defined any extended attributes, click to create an order for the
selected contract.
Apply Extended Template Applies all attributes on the Extended Order Attributes page to
the selected order(s).
Cancel Order This button cancels the order(s) you have highlighted.

Show Errors Jumps to the Error Code field and shows the error code.

Advanced Orders Page

Use the Advanced Orders page to create complex orders that require the use of extended order attributes, including:

l Bracket orders
l VOL orders
l Trailing Stop Limit Orders
l Scale Orders
l Relative Orders

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For more information about using extended order attributes for individual orders or groups of orders, see Apply Extended
Order Attributes to Individual Orders and Groups of Orders

Placing a Bracket Order

Bracket orders in the DDE for Excel sample spreadsheet require the use of the extended order attributes Transmit and Par-
ent Order Id. You must turn Transmit off until the order is completely set up, and you must identify the first order in the
bracket as the Parent Order.

To place a Buy-Limit bracket order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Enter the contract descriptions and order descriptions for all three orders on three contiguous rows:
o The first order should be a BUY LMT order.
o The second order should be a SELL STP order.
o The third order should be a SELL LMT order.
2. Click the Extended Order Attributes tab. Change the value for Transmit to 0 (row 13 on the Extended Order
Attributes page).
This ensures that your orders are not transmitted until you have completed the order setup.

3. Click the Advanced Orders tab, highlight the first order in the bracket order, then click the Place/Modify Order
button.

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The order is not executed, but the system generates an Order ID.

4. Copy the Order ID for the first order, omitting the “id” prefix, then click the Extended Order Attributes tab and
paste the Order ID into the Value field for Parent Order Id (row 14). This value will be applied to all subsequent
orders until you remove it from the Extended Order Attributes page.
The first order of the bracket order is now the primary order.

5. Click the Advanced Orders tab, highlight the second order, then click the Place/Modify Order button.
The order is not executed but is now associated with the primary order by means of the Parent Order Id extended
order attribute.

6. Click the Extended Order Attributes tab and change the value for Transmit back to 1 (row 13).
7. Click the Advanced Orders tab, highlight the third order in the bracket order, then click the Place/Modify Order
button. The entire bracket order is transmitted.
8. When you are done placing your bracket order, go to the Extended Order Attributes page and delete the Parent
Order Id value you entered. If you do not, this value will be applied to all subsequent orders that you place in the
spreadsheet.

Placing a Volatility Order

In the DDE for Excel sample spreadsheet, you place volatility (VOL) orders by entering values for the following exten-
ded order attributes:

l Volatility
l Volatility Type
l Reference Price Type
l Continuous Update
l Underlying Range (Low) - optional
l Underlying Range (High) - optional
l Hedge Delta Order Type - optional
l Hedge Delta Aux Price - optional

To place a VOL order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
o Enter VOL in the Order Type field.
4. Click the Extended Order Attributes tab. Enter values in the Value field for the following extended order attrib-
utes:
o Volatility - This value represents the volatility to use in calculating a limit price for the option. Enter this
value as a percentage, not as the market data is displayed. For example, enter 17.12 instead of .1712.

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o Volatility Type - Enter 1 for daily volatility or 2 for annual volatility.

o Reference Price Type - This value is used to compute the limit price sent to an exchange and for stock range
price monitoring. Enter 1 to use the average of the best bid and ask; or 2 to use NBB (bid) when buying a call
or selling a put, or the NBO (ask) when selling a call or buying a put.
o Continuous Update - Enter 1 to automatically update the option price as the underlying stock price (or futures
price, for index options) moves. Enter 0 if you do not want to use this feature.
5. On the Extended Order Attributes page, enter values in the Value field for the following optional extended order
attributes:
o Underlying Range (Low) - Enter a low-end acceptable stock price relative to the selected option order. If the
price of the underlying instrument falls below the lower stock range price, the option order will be canceled.
o Underlying Range (High) - Enter a high-end acceptable stock price relative to the selected option order. If the
price of the underlying instrument rises above the higher stock range price, the option order will be canceled.
o Hedge Delta Order Type - Enter LMT, MKT or REL. Enter NONE if you do not want to use delta hedging.
o Hedge Delta Aux Price - If you have entered LMT or REL as the Hedge Delta Order Type, enter the price as
the value for this attribute.
6. Click the Advanced Orders tab, then highlight the order row.
7. Click the Apply Extended Template button. The values you entered for the extended order attributes are applied
to the order row and displayed in the Extended Order Attributes section of the page.
8. With the order row highlighted, click the Place/Modify Order button.
9. When you are done placing VOL orders, go to the Extended Order Attributes page and delete the VOL order val-
ues you entered. If you do not, these values will be applied to all subsequent orders that you place in the spread-
sheet.

Placing a Trailing Stop Limit Order

In TWS, there are four values that make up a trailing stop limit order:

l trailing amount
l stop price
l limit price
l limit offset
In the DDE for Excel API spreadsheet, you enter the trailing amount, stop price and limit price. There is no field or exten-
ded order attribute for the limit offset value. You must include the limit offset in the stop price (the Trail Stop Price
extended order attribute).

To create a Trailing Stop Limit Order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.

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o Enter BUY or SELL in the Action field.

o Enter the limit price in the Lmt Price field.
o Enter TRAILLIMIT in the Order Type field.
o Enter the trailing amount in the Aux Price field.
4. Click the Extended Order Attributes tab. Specify the trailing stop price as an extended order attribute. Type this
value in the Trail Stop Price Value field.
The Trail Stop Price value must include the limit offset.
o For a sell order:
Trail Stop Price = Limit Price - Trailing Amount - Limit Offset
o For a buy order:
Trail Stop Price = Limit Price + Trailing Amount + Limit Offset
5. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The Trail
Stop Price value is applied to the selected order and displayed in the Trail Stop Price field in the Extended Order
Attributes section of the page.
6. Click the Place/Modify Order button.
7. When you are done placing your order, go to the Extended Order Attributes page and delete the Trail Stop Price
value you entered. If you do not, this value will be applied to all subsequent orders that you place in the spread-
sheet.

Placing a Scale Order

In the DDE for Excel sample spreadsheet, you place scale orders by entering values for the following extended order
attributes:

To place a scale order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields. The order type should be LMT or REL.
4. Click the Extended Order Attributes tab. Enter values in the Value field for the following extended order attrib-
utes:
o Scale Component Size - Enter the size of the first, or initial, order component. For example, if you submit a
10,000-share order with a Scale Component Size value of 1000, the first component will be fore 1000 shares.
o Scale Price Increment - Enter the amount used to calculate the per-unit price of each component in the scale
ladder. This cannot be a negative number.
Note: As of API Release 9.41, the Scale Num Components not supported.

3. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The scale
order values are applied to the selected order and displayed in the Extended Order Attributes section of the page.
4. Click the Place/Modify Order button.

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5. When you are done placing your order, go to the Extended Order Attributes page and delete the scale order val-
ues you entered. If you do not, these values will be applied to all subsequent orders that you place in the spread-
sheet.

Placing a Relative Order

In the DDE for Excel sample spreadsheet, you place relative orders by entering a value for the Percent Offset extended
order attribute.

To place a relative order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
o Enter REL as the order type.
o Enter the price cap in the Lmt Price cell.
4. Click the Extended Order Attributes tab. Enter a percentage in decimal form in the Value field for the Percent
Offset extended order attribute.
5. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The percent
offset value is applied to the selected order and displayed in the Extended Order Attributes section of the page.
6. Click the Place/Modify Order button.
7. When you are done placing your order, go to the Extended Order Attributes page and delete the Percent Offset
value you entered. If you do not, this value will be applied to all subsequent orders that you place in the spread-
sheet.

Advanced Orders Page Toolbar Buttons

The toolbar on the Advanced Orders page includes the following buttons:

Button Description
Combo Legs Opens the Combination Legs box. Enter contract details to cre-
ate legs of a combination order one by one.
Place/Modify Orders After you have completed the Order Description fields, and
defined any extended attributes, click to create an order for the
selected contract.
Cancel Order This button cancels the order(s) you have highlighted.
Apply Extended Template Applies the current values on the Extended Order Attributes
page to the highlighted order row.
Show Errors Jumps to the Error Code field and shows the error code.

Open Orders Page

The Open Orders page shows you all transmitted orders, including those that have been accepted by the IB system, and
those that are working at an exchange. Once you have subscribed, the page is updated each time you submit a new order,

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either through the API or in TWS.

Once an order executes, it remains on the Open Orders page for 30 seconds, with the Status value changed to FILLED.
Then the filled order is cleared and you can see it on the Executions page if you subscribed to real-time executions.

Viewing Open Orders

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To view open orders:

1. Click the Open Orders tab at the bottom of the spreadsheet.
2. Click Subscribe to Open Orders on the toolbar.
All of your open orders are displayed on the page, including orders you enter in the Excel API spreadsheet and in
TWS.
Orders that fill remain on the page for 30 seconds with a value of Fill in the Status field.

To remove open orders

1. Click the Cancel Open Orders Subscription button on the toolbar.
2. Click the Clear Open Orders button.

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Open Orders Tab Toolbar Buttons

The toolbar on the Open Orders page includes the following buttons:

Button Description
Subscribe to Open Orders Once you enter a valid user name, clicking this button queries
TWS and returns all open orders. Once you subscribe to open
orders, this page updates each time there is a new open order.

Cancel Open Orders Sub- Cancels the open orders subscription. The page will no longer
scription show your open orders.
Clear Open Orders Removes all open orders from the page.
Show Errors Jumps to the Error Code field and shows the error code.

Executions Page

When you subscribe to executions, the Executions page displays information about all completed trades (also called “exe-
cution reports”).

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Viewing Executions
Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To view executions
1. Click the Executions tab at the bottom of the spreadsheet.
2. Click the Subscribe to Executions button in the toolbar.

To remove execution reports

1. Click the Cancel Executions Subscription button on the toolbar.
2. Click the Clear Executions button.

Executions Page Toolbar Buttons

The toolbar on the Executions page includes the following buttons:

Button Description
Subscribe to Executions After you have entered a valid user name, this button queries
TWS and returns information about all valid executions. After
you subscribe to executions, this page updates each time an
order executes.
Cancel Executions Sub- Click to cancel the execution subscription.
scription
Clear Executions Removes all execution reports from the page.
Show Errors Jumps to the Error Code field and shows the error code.

Executions Reporting Page

Once you have subscribed to executions on the Executions page, you can use the Executions Reporting page to run
reports based on an Order ID, Order Reference number, VOL order key, or strategy

From a programming point of view, the Executions Reporting page is a practical example of how you can extract array
subscription data from the named ranges into which the data is put when it is received, and how such data can be used in
your own custom DDE for Excel API applications.

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Running Execution Reports

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To run execution reports

1. On the Executions page, click the Subscribe to Executions button on the toolbar.
2. Click the Executions Reporting tab at the bottom of the worksheet.
3. In the Type field select from:
o Order ID - finds all executions resulting from orders with a specified PermID.
o Order Ref - finds all executions resulting from orders with a given order reference; for example executions
from a specific basket order.
o VOL order - finds all executions resulting from specific volatility order, including any hedge delta executions.
o Strategy - in the Key field, enter a value to define the Type you selected. For example, if you selected Order
ID as the type, enter a specific order ID in the Key field.

Account Page

Use the Account page to:

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l View account details including your current Equity with Loan Value and Available funds.
l View list of advisor-managed account codes.
l View your current portfolio.

Using the Account Page

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To view account information

1. Click the Account tab at the bottom of the spreadsheet.
2. Click the Subscribe to Account Updates button on the toolbar.

To remove account information

1. Click the Cancel Account Subscription button.
2. Click the Clear Account Data button.

To request the list of Financial Advisor (FA) managed account codes

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1. Click the Account tab at the bottom of the spreadsheet.

2. Click the Request Managed Accounts button.

To request details of a Financial Advisor (FA) managed account

1. Click the Account tab at the bottom of the spreadsheet.
2. In the Account Code field in the Which Trader Workstation? area, type the account code for which you want
details.
3. Click the Request Managed Accounts button.

Account Page Toolbar Buttons

The toolbar on the Account page includes the following buttons.

Button Description
Subscribe to Account Each click gives you data for a specific account value. All
Updates blank lines that precede the Account Portfolio section will hold
data. Continue to click until all lines are populated.

Cancel Account Sub- Click this button one time for each position you hold. When
scription you get a line of "0's" you know you have downloaded all cur-
rent positions. These values continue to update in real-time.

Clear Account Data Clears all information from the page. You must first cancel your
subscription before you can clear the data.

Request Managed For advisor accounts, click this button one time for each
Accounts account.
Show Errors Jumps to the Error Code field and shows the error code.

Account Page Values

The Account page displays the following values:

Field Description Notes

Account Code The account number.
Account Ready For internal use only.
Account Type Identifies the IB account type.
Accrued Cash Reflects the current month's accrued debit and At the beginning of
credit interest to date, updated daily. each month, the past
month’s accrual is
added to the cash bal-
ance and this field is
zeroed out.

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Field Description Notes

Available Funds For securities:
Equity with Loan Value - Initial margin
For commodities:
Net Liquidation Value - Initial margin

Buying Power Cash Account:

(Minimum (Equity with Loan Value, Previous
Day Equity with Loan Value)-Initial Margin)
Standard Margin Account:
Available Funds*4

Cash Balance For securities:

Settled cash + sales at the time of trade
For commodities:
Settled cash + sales at the time of trade +
futures PNL

Currency Shows the currency types that are listed in

the Market Value area.
Cushion Shows your current margin cushion.
Day Trades Remaining Number of day trades left for pattern day
trader period.

Day Trades Remaining The number of day trades you have left for a
T+1, T+2, T+3, T+4 4-day pattern day-trader.

Equity With Loan For Securities:

Value Cash Account: Settled Cash

Margin Account:
Total cash value + stock value + bond value
+ (non-U.S. & Canada securities options
value)

For Commodities:
Cash Account: Total cash value + com-
modities option value - futures maintenance
margin requirement + minimum (0, futures
PNL)

Margin Account:
Total cash value + commodities option value
- futures maintenance margin requirement
Excess Liquidity Equity with Loan Value - Maintenance mar-
gin
Exchange Rate The exchange rate of the currency to your
base currency.

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Field Description Notes

Full Available Funds For securities:
Equity with Loan Value - Initial margin

For commodities:
Net Liquidation Value - Initial margin

Full Excess Liquidity Equity with Loan Value - Maintenance mar-

gin
Full Init Margin Req Overnight initial margin requirement in the
base currency of the account.
Full Maint Margin Maintenance margin requirement as of next
Req period's margin change in the base currency
of the account.
Future Option Value Real-time mark-to-market value of futures
options.
Futures PNL Real-time change in futures value since last
settlement.
Gross Position Value Long Stock Value + Short Stock Value +
Long Option Value + Short Option Value.
Init Margin Req Initial margin requirement in the base cur-
rency of the account.
Leverage For Securities:
Gross Position value / Net Liquidation value

For Commodities:
Net Liquidation value - Initial margin
Look Ahead Available For Securities:
Funds Equity with loan value - look ahead initial
margin.

For Commodities:
Net Liquidation value - look ahead initial
margin.
Look Ahead Excess Equity with loan value - look ahead main-
Liquidity tenance margin.
Look Ahead Init Mar- Initial margin requirement as of next period's
gin Req margin change in the base currency of the
account.
Look Ahead Maint Maintenance margin requirement as of next
Margin Req period's margin change in the base currency
of the account.
Maint Margin Req Maintenance margin requirement in the base
currency of the account.

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Field Description Notes

Net Liquidation For Securities:
Total cash value + stock value + securities
options value + bond value

For Commodities:
Total cash value + commodities options value

Net Liquidation by Same as above for individual currencies.

Currency
Option Market Value Real-time mark-to-market value of securities
options.
PNL The difference between the current market
value of your open positions and the average
cost, or Value - Average Cost.

Previous Day Equity Marginable Equity with Loan Value as of

with Loan Value 16:00 ET the previous day, only applicable
to securities.
Realized PnL Shows your profit on closed positions, which
is the difference between your entry exe-
cution cost and exit execution cost, or (exe-
cution price + commissions to open the
positions) - (execution price + commissions
to close the position).
Reg T Equity Initial margin requirements calculated under
US Regulation T rules.
Reg T Margin For Securities:
Cash Account : Settled Cash
Margin Account : Total cash value + stock
value + bond value + (non-U.S. & Canada
securities options value)

For Commodities:
Cash Account : Total cash value + com-
modities option value - futures maintenance
margin requirement + minimum (0, futures
PNL)
Margin Account : Total cash value - futures
maintenance margin requirement

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Field Description Notes

SMA Max ((EWL - US initial margin requirements) Only applicable for
*, (Prior Day SMA +/- change in day's cash securities.
+/- US initial margin requirements** for
trades made during the day.))
*calculated end of day under US Stock rules,
regardless of country of trading.
**at the time of the trade

Stock Market Value Real-time mark-to-market value of stock

Total Cash Balance Cash recognized at the time of trade + futures

PNL
Total Cash Value Total cash value of stock, commodities and
securities

Portfolio Page

The Portfolio page displays all of your current positions. This page communicates with TWS and updates the values
every three minutes, which you can see in the Last Update Time field in the Which Trader Workstation? area of the
page.

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Viewing Your Portfolio

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To view your portfolio

1. Click the Portfolio tab at the bottom of the worksheet.
2. Click the Subscribe to Portfolio Updates button.

To remove portfolio information

1. Click the Cancel Portfolio Subscription button.
2. Click the Clear Portfolio Data button.

Portfolio Page Toolbar Buttons

The toolbar on the Portfolio page includes the following buttons.

Button Description
Subscribe to Portfolio Click to view all current portfolio data.
Updates

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Button Description
Cancel Portfolio Sub- Cancels the connection to TWS that updates your portfolio
scription information.
Clear Portfolio Data Removes all data from the page. You must cancel your sub-
scription before you can clear all data.

Show Errors Jumps to the Error Code field and shows the error code.

Historical Data Page

Use the Historical Data page to request historical data for an instrument based on data you enter in query fields. The
query results display on a separate worksheet page and creates a new page for the results if the page doesn't currently
exist. Note that since the query returns in a named range of cells, you can write VBA macros to perform computations on
it, and you can chart and sort the data in Excel.

Note: For information about historical data request limitations, see Historical Data Limitations.

Viewing Historical Data

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet

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to properly connect to TWS.

To request historical data

1. Click the Historical Data tab at the bottom of the spreadsheet.
2. Create a ticker by filling in the fields in the Contract Description section of the page, or by clicking the Create
Ticker button on the toolbar and entering the required information in the Ticker box.
3. Enter the parameters of your query in the Query Specification fields. For complete descriptions of the query fields,
Historical Data Page Query Specification Fields.
4. Select the line, then click the Request Historical Data button. When the Ctrl field displays "Finished," the results
are displayed on the specified page.

To request historical data for expired contracts

1. On the Historical Data page, create a ticker by filling in the fields in the Contract Description section of the
page, or by clicking the Create Ticker button on the toolbar and entering the required information in the Ticker
box.
2. Enter the parameters of your query in the Query Specification fields.
3. In the Expired field in the Query Specification section, enter TRUE.
4. Select the line, then click the Request Historical Data button. When the Ctrl field displays "Finished," the results
are displayed on the specified page.
Note: Historical data queries on expired contracts are limited to the last year of the life of the con-
tract.

The following figure shows a typical historical data results page.

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Historical Data Page Toolbar Buttons

The toolbar on the Historical Data page includes the following buttons.

Button Description
Create Ticker Opens the Ticker box. Enter information to create a market data
line.
Combo Legs Opens the Combination Legs box. Enter contract details to cre-
ate legs of a combination order one by one.

Request Historical Data Submits your historical data query to TWS and displays the res-
ults on a separate worksheet page.

Cancel Historical Data Cancels the historical data request.

Show Errors Jumps to the Error Code field and shows the error code.

Historical Data Page Query Specification Fields

Historical Data queries include the following fields:

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Parameter Description
End Date/Time Use the format yyyymmdd {space}hh:mm:ss{space}tmz where the time zone
is allowed (optionally)after a space at the end.

Duration This is the time span the request will cover, and is specified using the
format integer {space} unit, where valid units are:
l S (seconds)
l D (days)
l W (weeks)
l Y (years)
This unit is currently limited to one. If no unit is specified, seconds are used.

Bar Size Specifies the size of the bars that will be returned. The following bar sizes
may be used, and are specified using the parametric value:

Bar Size String - Integer Value

l 1 second - 1
l 5 seconds - 2
l 15 seconds - 3
l 30 seconds - 4
l 1 minutes - 5
l 2 minutes - 6
l 3 minutes - 16
l 5 minutes - 7
l 15 minutes - 8
l 30 minutes - 9
l 1 hour - 10
l 1 day - 11
On the query return page, each "bar" is represented by a line in the spread-
sheet. If you specify a duration of 300 seconds, and a bar size of "1" (one
second) your return will include 300 lines, and the value in each line is
equal to one second, or is a one-second bar. Note that you can use either the
Integer value of the Bar Size String or the Integer Value to define the bar
sizes.

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Parameter Description
What to Show Determines the nature of the data extracted. Valid values include:
l TRADES
l MIDPOINT
l BID
l ASK
l BID_ASK
l HISTORICAL_VOLATILITY
l OPTION_IMPLIED_VOLATILITY
All but the Bid/Ask data contain the start time, open, high, low, close,
volume and weighted average price during the time slice queried.
For the Bid/Ask query, the open and close values are the time-weighted aver-
age bid and the time-weighted average offer, respectively. These bars are
identical to the TWS charts' candlestick bars.

RTH Only Regular Trading Hours only. Valid values include:

l 0 - all data available during the time span requested is returned, includ-
ing time intervals when the market in question was outside of regular
trading hours.
l 1 - only data within the regular trading hours for the product reques-
ted is returned, even if the time span falls partially or completely out-
side.

Date Format Style Valid values include:

l 1 - dates that apply to bars are returned in the format yyyymmdd
{space}{space}hh:mm:dd (the same format used when reporting exe-
cutions).
l 2 - the dates are returned as an integer specifying the number of
seconds since 1/1/1970 GMT.
Page Name The name of the results page. This appears in the tab for the results page at
the bottom of the worksheet.
Expired Valid values: TRUE, FALSE
If TRUE, the data query can be done on an expired futures contract, limited
to the last year of a contract's life.

For a request with a duration of 300 seconds and a bar of one second, the query return looks like this (the scroll bar on
the right side of the page allows you to scroll down and see all 300 bars).

Note that the new page is added to the right of the existing tabs on the worksheet.

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Market Scanner Page

Use the Market Scanner page to subscribe to TWS market scanners. These scanners allow you to define criteria and set fil-
ters that return the top x number of underlyings which meet all scan criteria. The scan is continually updated in real time.

Starting a Market Scanner Subscription

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To start a scanner subscription

1. Click the Market Scanner tab at the bottom of the spreadsheet.
2. Highlight an existing scanner row, or enter information for a different market scanner:
a. Type the name of the scan results page in the Page Name field.

b. Type TRUE or FALSE in the Activate Page field.

Setting these field to TRUE forces the scan results page to pop to the front of your application every time it
updates. To stop this behavior, set the value of this field to FALSE.

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c. Type values for the rest of the scan parameters in the lightly shaded section of the page.

3. Click the Start Scanner Subscription button in the toolbar. A new page for the scanner is created and is dis-
played after the subscription is processed.

Market Scanner Parameters

The following table describes the market scanner parameters that make up a scanner subscription.

Parameter Description
Page name The name that will be given to the new page that is created
with the scanner data.
Activate Page? If set to true, the new scanner page will display on top of the
worksheet every time the scan results update. This could be as
often as every minute.
Scan Code The type of scan.
Instrument The instrument type used in the scan.
Location code The market used (i.e. US Stocks) for the scan.
Stock type filter Allows you to specify just stocks, just ETFs, or both.
Number of rows The number of rows of data to return in the results.
Price Above Filters out returns with prices below the named price. Can be
left empty.
Price Below Filters out returns with prices above the named price. Can be
left empty.
Average volume above Filters out returns with an average volume below the named
price. Can be left empty.
Average Option Volume Filters out returns with an average option volume below the
Above named price. Can be left empty.
Market Cap Above Filters out returns with a market capitalization value below the
named price. Can be left empty.
Market Cap Below Filters out returns with a market capitalization value above the
named price. Can be left empty.
Moody Rating Above Filters out returns with a Moody rating below the named price.
Can be left empty.
Moody Rating Below Filters out returns with a Moody rating above the named price.
Can be left empty.
S & P Rating Above Filters out returns with an S&P rating below the named price.
Can be left empty.
S & P Rating Below Filters out returns with an S&P rating above the named price.
Can be left empty.
Maturity Date Above Filters out returns with a maturity date below the named price.
Can be left empty.

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Parameter Description
Maturity Date Below Filters out returns with a maturity date above the named price.
Can be left empty.
Coupon Rate Above Filters out returns with a coupon rate below the named price.
Can be left empty.
Coupon Rate Below Filters out returns with a coupon rate above the named price.
Can be left empty.
Exclude Convertible Filters out convertible bonds. Can be left empty.
Scanner Settings Pairs For example "Annual/True" used on the Top Option Implied
Vol% Gainers would instruct the scan to return annualized
volatilities.
Delimit setting pairs by slashes.

Market Scanner Page Toolbar Buttons

The toolbar on the Market Scanner page includes the following buttons.

Button Description
Start Scanner Sub- Creates and displays a new page for results of the selected mar-
scription ket scanner.
Cancel Scanner Sub- Cancels the market scanner.
scription
Show Errors Jumps to the Error Code field and shows the error code.

Available Market Scanners

The following table shows the available market scanners in the DDE for Excel API spreadsheet.

Note: To get more detailed market scan results than are available in the DDE for Excel API spread-
sheet, run the Market Scanners in TWS.

Market Scanner (Scan Code) Description

Low Opt Volume P/C Ratio Put option volumes are divided by call option
(LOW_OPT_VOL_PUT_CALL_RATIO)* volumes and the top underlying symbols with the
lowest ratios are displayed.
High Option Imp Vol Over Historical Shows the top underlying contracts (stocks or
(HIGH_OPT_IMP_VOLAT_OVER_HIST)* indices) with the largest divergence between
implied and historical volatilities.
Low Option Imp Vol Over Historical Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT_OVER_HIST)* indices) with the smallest divergence between
implied and historical volatilities.

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Market Scanner (Scan Code) Description

Highest Option Imp Vol Shows the top underlying contracts (stocks or
(HIGH_OPT_IMP_VOLAT)* indices) with the highest vega-weighted implied
volatility of near-the-money options with an expir-
ation date in the next two months.
Top Option Imp Vol % Gainers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_GAIN)* indices) with the largest percent gain between cur-
rent implied volatility and yesterday's closing
value of the 15 minute average of implied volat-
ility.
Top Option Imp Vol % Losers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_LOSE)* indices) with the largest percent loss between cur-
rent implied volatility and yesterday's closing
value of the 15 minute average of implied volat-
ility.
High Opt Volume P/C Ratio Put option volumes are divided by call option
(HIGH_OPT_VOLUME_PUT_CALL_ volumes and the top underlying symbols with the
RATIO) highest ratios are displayed.
Low Opt Volume P/C Ratio Put option volumes are divided by call option
(LOW_OPT_VOLUME_PUT_CALL_ volumes and the top underlying symbols with the
RATIO) lowest ratios are displayed.
Most Active by Opt Volume Displays the most active contracts sorted des-
(OPT_VOLUME_MOST_ACTIVE) cending by options volume.
Hot by Option Volume Shows the top underlying contracts for highest
(HOT_BY_OPT_VOLUME) options volume over a 10-day average.
High Option Open Interest P/C Ratio Returns the top 50 contracts with the
(HIGH_OPT_OPEN_INTEREST_PUT_ highest put/call ratio of outstanding option con-
CALL_RATIO) tracts.
Low Option Open Interest P/C Ratio Returns the top 50 contracts with the lowest put/c-
(LOW_OPT_OPEN_INTEREST_PUT_ all ratio of outstanding option contracts.
CALL_RATIO)
Top % Gainers Contracts whose last trade price shows the highest
(TOP_PERC_GAIN) percent increase from the previous night's closing
price.
Most Active Contracts with the highest trading volume today,
(MOST_ACTIVE) based on units used by TWS (lots for US stocks;
contract for derivatives and non-US stocks).
The sample spreadsheet includes two Most Active
scans: Most Active List, which displays the most
active contracts in the NASDAQ, NYSE and
AMEX markets, and Most Active US, which dis-
plays the most active stocks in the United States.

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Market Scanner (Scan Code) Description

Top % Losers Contracts whose last trade price shows the lowest
(TOP_PERC_LOSE) percent increase from the previous night's closing
price.
Hot Contracts by Volume Contracts where:
(HOT_BY_VOLUME)
l today's Volume/avgDailyVolume is highest.
l avgDailyVolume is a 30-day exponential
moving average of the contract's daily
volume.
Top % Futures Gainers Futures whose last trade price shows the highest
(TOP_PERC_GAIN) percent increase from the previous night's closing
price.
Hot Contracts by Price Contracts where:
(HOT_BY_PRICE)
l (lastTradePrice-prevClose)/avgDailyChange
is highest in absolute value (positive or neg-
ative).
l The avgDailyChange is defined as an expo-
nential moving average of the contract's
(dailyClose-dailyOpen)
Top Trade Count The top trade count during the day.
(TOP_TRADE_COUNT)
Top Trade Rate Contracts with the highest number of trades in the
(TOP_TRADE_RATE) past 60 seconds (regardless of the sizes of those
trades).
Top Price Range The largest difference between today's high and
(TOP_PRICE_RANGE) low, or yesterday's close if outside of today's range.

Hot by Price Range The largest price range (from Top Price Range cal-
(HOT_BY_PRICE_RANGE) culation) over the volatility.
Top Volume Rate The top volume rate per minute.
(TOP_VOLUME_RATE)
Lowest Option Imp Vol Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT) indices) with the lowest vega-weighted implied
volatility of near-the-money options with an expir-
ation date in the next two months.
Most Active by Opt Open Interest Returns the top 50 underlying contracts with the
(OPT_OPEN_INTEREST_MOST_ (highest number of outstanding call contracts) +
ACTIVE) (highest number of outstanding put contracts)
Not Open Contracts that have not traded today.
(NOT_OPEN)

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Market Scanner (Scan Code) Description

Halted Contracts for which trading has been halted.
(HALTED)
Top % Gainers Since Open Shows contracts with the highest percent price
(TOP_OPEN_PERC_GAIN) INCREASE between the last trade and opening
prices.
Top % Losers Since Open Shows contracts with the highest percent price
(TOP_OPEN_PERC_LOSE) DECREASE between the last trade and opening
prices.
Top Close-to-Open % Gainers Shows contracts with the highest percent price
(HIGH_OPEN_GAP) INCREASE between the previous close and today's
opening prices.
Top Close-to-Open % Losers Shows contracts with the highest percent price
(LOW_OPEN_GAP) DECREASE between the previous close and
today's opening prices.
Lowest Option Imp Vol Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT)* indices) with the lowest vega-weighted implied
volatility of near-the-money options with an expir-
ation date in the next two months.
Top Option Imp Vol % Gainers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_GAIN)* indices) with the largest percent gain between cur-
rent implied volatility and yesterday's closing
value of the 15 minute average of implied volat-
ility.
Top Option Imp Vol % Losers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_LOSE)* indices) with the largest percent loss between cur-
rent implied volatility and yesterday's closing
value of the 15 minute average of implied volat-
ility.
13-Week High The highest price for the past 13 weeks.
(HIGH_VS_13W_HL)
13-Week Low The lowest price for the past 13 weeks.
(LOW_VS_13W_HL)
26-Week High The highest price for the past 26 weeks.
(HIGH_VS_26W_HL)
26-Week Low The lowest price for the past 26 weeks.
(LOW_VS_26W_HL)
52-Week High The highest price for the past 52 weeks.
(HIGH_VS_52W_HL)
52-Week Low The lowest price for the past 52 weeks.
(LOW_VS_52W_HL)

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Market Scanner (Scan Code) Description

EFP - High Synth Bid Rev Yield Highlights the highest synthetic EFP interest rates
(HIGH_SYNTH_BID_REV_NAT_ available. These rates are computed by taking the
YIELD) price differential between the SSF and the under-
lying stock and netting dividends to calculate an
annualized synthetic implied interest rate over the
period of the SSF. The High rates may present an
investment opportunity.
EFP - Low Synth Bid Rev Yield Highlights the lowest synthetic EFP interest rates
(LOW_SYNTH_BID_REV_NAT_ available. These rates are computed by taking the
YIELD) price differential between the SSF and the under-
lying stock and netting dividends to calculate an
annualized synthetic implied interest rate over the
period of the SSF. The Low rates may present a bor-
rowing opportunity.

* 30-day (V30) Implied Volatilities:

Implied volatility is calculated using a 100-step binary tree for American style options, and a Black-
Scholes model for European style options. Interest rates are calculated using the settlement prices from
the day's Eurodollar futures contracts, and dividends are based on historical payouts.

The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days for-
ward of the current trading day. It is based on option prices from two consecutive expiration months.
The first expiration month is that which has at least eight calendar days to run. The implied volatility
is estimated for the eight options on the four closest to market strikes in each expiry. The implied
volatilities are fit to a parabola as a function of the strike price for each expiry. The at-the-market
implied volatility for an expiry is then taken to be the value of the fit parabola at the expected future
price for the expiry. A linear interpolation (or extrapolation, as required) of the 30-day variance based
on the squares of the at-market volatilities is performed. V30 is then the square root of the estimated
variance. If there is no first expiration month with less than sixty calendar days to run, we do not cal-
culate a V30.

Contract Details Page

Use the Contract Details page to request contract-specific information such as supported order types, valid exchanges, the
contract ID, and so on.

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Requesting Contract Details

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To request details for a contract

1. Click the Contract Details tab at the bottom of the spreadsheet to open the Contract Details page.
2. Select or enter the ticker symbol for which you want to request contract details.
3. To request contract details for an expired contract, type TRUE in the Expired field.
4. Click the Request Contract Details button on the toolbar.

Contract Details Page Toolbar Buttons

The toolbar on the Contract Details page includes the following buttons:

Button Description
Request Contract Details Returns information on the selected contract.

Show Errors Jumps to the Error Code field and shows the error code.

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Bond Contract Details Page

Use the Bond Contract Details page to request contract-specific information for bonds, including the coupon, ratings,
bond type, maturity date, and so on.

Note: Beginning with TWS Version 921, some bond contract data will be suppressed and will not
be available from the API. All bond contract data will continue to be available from Trader
Workstation, but only the following bond contract data will be available from the API:

- Contract ID
- Minimum Tick
- CUSIP (if you have subscribed to the CUSIP service)
- Rating (if you have subscribed to ratings)

Requesting Bond Contract Details

Note: Ensure that TWS is running, and that you have entered your user name in the User Name
field in the Which Trader Workstation? section of all pages in the Excel spreadsheet to prop-
erly connect to TWS.

To request details for a bond contract

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1. Click the Bond Contract Details tab at the bottom of the spreadsheet.
2. Enter the ticker symbol for which you want to request contract details.
3. Click the Request Bond Contract Details button on the toolbar.
Note: Beginning with TWS Version 921, some bond contract data will be suppressed and will not
be available from the API. All bond contract data will continue to be available from Trader
Workstation, but only the following bond contract data will be available from the API:

- Contract ID
- Minimum Tick
- CUSIP (if you have subscribed to the CUSIP service)
- Rating (if you have subscribed to ratings)

Bond Contract Details Page Toolbar Buttons

The toolbar on the Bond Contract Details page includes the following buttons:

Button Description
Request Bond Contract Details Gets bond information data for the selected contract.

Show Errors Jumps to the Error Code field and shows the error code.

Market Depth Page

Use the Market Depth page to view market depth for selected contracts. You can also view market depth for NYSE-listed
products through the Open Book Market Data Subscription, and NASDAQ-listed products through the TotalView Mar-
ket Data Subscriptions, if you have signed up for those subscriptions.

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Using the Market Depth Page

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To request market depth for a contract

1. Click the Market Depth tab at the bottom of the spreadsheet to open the Market Depth page.
2. Select the ticker symbol for which you want to request the market depth, or enter a new ticker on a blank line.
3. Click the Request Market Depth button on the toolbar.

To reset the market data refresh rate for tickers and market depth
1. Click the Tickers or Market Depth tab at the bottom of the spreadsheet.
2. Type the desired market data refresh rate in milliseconds in the Refresh Rate field in the Which Trader Work-
station? area.
3. Move your cursor out of the Refresh Rate field.
4. Click the Set Refresh Rate button on the toolbar.

To display more lines of market depth

You can edit the Request Market Depth macro to show more than the default 10 lines.

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1. From the Market Depth page, press Alt+F11.

The Visual Basic Editor (VBE) opens and displays the code for the Market Depth page.

2. In the Declarations section at the top of the code window for the page, change the number value in numDis-
playRows = 10 to a higher/lower value, then click the Save button on the VBE toolbar.
3. Close the Visual Basic Editor.

Market Depth Page Toolbar Buttons

The toolbar on the Market Depth page includes the following buttons:

Button Description
Request Market Depth View bid/ask depth prices for the selected contract.

Cancel Market Depth Cancel market depth for the selected contract.

Set Refresh Rate Resets the refresh rate (in milliseconds) for market
data.
Show Errors Jumps to the Error Code field and shows the error
code.

Advisors Page

If you are a Financial Advisor and manage multiple accounts, use the Advisors page to create FA orders that:

l allocate shares to a single managed account

l use FA account groups and methods

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l use allocation profiles

Note: You must set up your managed accounts, account groups, methods and allocation profiles in
TWS before you can place FA orders in the DDE for Excel API sample spreadsheet.

Allocating Shares to a Single Account

You can use the Advisors page to set up an order and allocate all shares in the order to a single account.

To allocate shares to a single account:

1. Create an account group in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.
4. Click the Extended Order Attributes tab. Enter the account code in the Value cell for the Account (Institutional
only) extended order attribute.
5. Click the Advisors tab.
6. Highlight the order row, then click the Apply Extended button to apply the Account order attribute value to the
order. The Account value is applied to the selected order and displayed in the Extended Order Attributes section
of the page.

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7. Click the Place/Modify Order button.

8. When you are done allocating shares to the account, delete the Account value from the Extended Order Attrib-
utes page. If you do not delete this value, it will be applied to all subsequent orders placed from the DDE for
Excel API spreadsheet.

Placing an Order using an FA Account Group and Method

You can also use the Advisors page to set up an order using an FA account group and FA method.

To place an order using an FA account group and FA method:

1. Create the FA account group(s) and FA method(s) in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.
4. Click the Extended Order Attributes tab. Enter values for the following extended order attributes:
o FA Group - Enter the name of the account group.
o FA Method - Enter the name of the allocation method to use for this order.
o FA Percentage - Enter the percentage used by the PctChange allocation method to use for this order. This attrib-
ute applies only to FA groups that use this method.
5. Click the Advisors tab.
6. Highlight the order row, then click the Apply Extended button to apply the extended order attribute values to the
order. The values for FA Group, FA Method and FA Percentage are applied to the selected order and displayed in
the Extended Order Attributes section of the page.
7. Click the Place/Modify Order button.
8. When you are done allocating shares to the account, delete the values you entered on the Extended Order Attrib-
utes page. If you do not delete these values, they will be applied to all subsequent orders placed from the DDE
for Excel API spreadsheet.

Placing an Order using an Allocation Profile

You can also use the Advisors page to set up an order using an FA allocation profile.

To place an order using an FA allocation profile:

1. Create the FA allocation profile in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.
4. Click the Extended Order Attributes tab. Enter the name of the allocation profile in the Value field for the FA
Profile extended order attribute.
5. Click the Advisors tab.

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6. Highlight the order row, then click the Apply Extended button to apply the extended order attribute value to the
order. The value for FA Profile is applied to the selected order and displayed in the Extended Order Attributes sec-
tion of the page.
7. Click the Place/Modify Order button.
8. When you are done allocating shares to the account, delete the FA Profile value you entered on the Extended
Order Attributes page. If you do not delete this value, it will be applied to all subsequent orders placed from the
DDE for Excel API spreadsheet.

Advisors Page Toolbar Buttons

The toolbar on the Basic Orders page includes the following buttons:

Button Description
Combo Legs Opens the Combination Legs box. Enter contract details to create
legs of a combination order one by one.
Place/Modify Orders After you have completed the Order Description fields, and
defined any extended attributes, click to create an order for the
selected contract.
Cancel Order This button cancels the order(s) you have highlighted.
Apply Extended Applies the current values on the Extended Order Attributes page
to the highlighted order row.
Show Errors Jumps to the Error Code field and shows the error code.

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DDE for Excel API Reference

This section provides a variety of reference information about the DDE for Excel API, including the following topics:

l Viewing the Code

l Modules
l Named Ranges
l Macros
l DDE Syntax for Excel

Viewing the Code

To view the Visual Basic code behind the DDE for Excel API spreadsheet, press Alt+F11 from any page. The Visual
Basic Editor opens:

The Visual Basic Editor contains three main components:

l Project Explorer
l Properties Window

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l Code Window
The Project Explorer contains a list of objects used in the spreadsheet. These object correspond to the pages in the spread-
sheet; to view the code for a particular page, double-click the page’s corresponding object in the Project Explorer.

Modules

The Visual Basic code includes the following modules (visible in the VBE Project Explorer):

l ArrayQueries
l ErrorDisplay
l Orders
l util

The util module contains many pre-defined constants that you can use when you program your own DDE API applic-
ation. Using these constants instead of hard-coded values will make your application more robust and easier to maintain.
Specifically, the following util functions are particularly useful in building new Visual Basic functionality:

l composeLink – put together a link that receives data, such as a market data bid size, option model volatility, or
execution id.
l composeControlLink – put together a link that causes operations to occur, such as subscribing to market data, pla-
cing orders, or subscribing to the market scanner.
l composeContractReq – Read a contract description out of a page like Tickers or Orders, and build the DDE string
representing it.

Macros

The DDE API sample spreadsheet uses Microsoft Excel macros extensively. Each toolbar button on every page in the
spreadsheet runs a macro when you click it. For example, when you click the Request Market Data button on the Tickers
page, you are actually running a macro called requestMarketData.

You can see all the macros used in the sample spreadsheet by opening the Excel Macro dialog. From there you can
choose to edit the macro, which opens macro code in the Visual Basic Editor.

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Note: You must enable macros when you open Excel or none of the macros in the spreadsheet will
function.

For information about recording, editing and viewing macros, refer to your Microsoft Excel documentation.

Named Ranges

Named ranges are a Microsoft Excel feature that lets you assign meaningful names to a single cell or a range of cells in
Microsoft Excel. The TwsDde.xls sample spreadsheet used named ranges extensively.

Named ranges help you to move data around on worksheets without breaking existing logic. It also makes important data
available to your own custom macros and worksheets.

You can view all the named ranges used in the spreadsheet by doing the following, depending on which version of
Excel you are using:

l In Excel 2007, you can see a complete list of all named ranges used in the spreadsheet by clicking Formulas then
clicking Name Manager. The Name Manager displays every named range used in the spreadsheet, the value of
the range, and the page and range of cells covered by the range.
l In earlier versions of Excel, you can view the named ranges by selecting Name > Define from the Tools menu.
You can also download a free Name Manager from Microsoft that has additional functionality for these earlier ver-
sions of Excel.
The following screen shows the Name Manager for the DDE for Excel API sample spreadsheet:

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DDE Syntax for Excel

The table below defines possible cell values for DDE-supported functionality. The basic syntax, which appears in the
Excel formula bar (the "=" field at the top of the spreadsheet) when you put your cursor in a cell, is:

=server|topic!id?reqType?field2
or
=server|error!error (for an optional tag that will display errors)
where:

Description Server Topic id reqType field2

Place an order server ord idn place orderDescription
Modify an order server ord idn modify orderModification
Cancel an order server ord idn cancel
Check order status server ord idn status
Request open orders server ord idn open
Request executions server ord idn executed
Check shares filled in order server ord idn sharesFilled

Check shares remaining in order server ord idn sharesRemaining

Execution (average) price server ord idn price

Underlying server ord idn symbol

Security type server ord idn secType Refer to Note 6
Expiry server ord idn expiry Refer to Note 7

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Description Server Topic id reqType field2

Strike server ord idn strike Refer to Note 8
Right server ord idn right Refer to Note 8
Specify contract multiplier for options server ord idn multiplier Refer to Note 8
and futures

Order destination server ord idn exchange

Currency server ord idn currency
Order side server ord idn side
Order quantity server ord idn size
Order type server ord idn orderType
Limit price server ord idn limitPrice
Auxiliary price server ord idn auxPrice
Local symbol server ord idn localSymbol
Last fill price server ord idn lastFillPrice
Create ticker server tik idn req
Bid implied volatility server tik idn bidImpliedVol
Bid delta server tik idn bidDelta
Request bid size server tik idn bidSize
Request bid price server tik idn bid
Request ask price server tik idn ask
Request ask size server tik idn askSize
Ask implied volatility server tik idn askImpliedVol
Ask delta server tik idn askDelta
Request last price server tik idn last
Request last size server tik idn lastSize
Last implied volatility server tik idn lastImpliedVol

Last delta server tik idn lastDelta

Request today's high price server tik idn high

Request today's low price server tik idn low

Request today's volume size server tik idn volume

Request last close price server tik idn close

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Description Server Topic id reqType field2

Request implied volatility calculated by server tik idn modelVolatility
the TWS option modeler

Request option delta calculated by the server tik idn modelDelta

TWS option modeler

Request the model price server tik idn modelPrice

Request present value of dividends server tik idn pvDividend

expected on the options underlier

Request number of hold days until the server tik idn holdDays
expiry of the EFP

Request expiration date of the single server tik idn futureExpiry

stock future

Request dividends expected until the server tik idn dividendsToExpiry

expiration of the single stock future

Request annualized basis points server tik idn basisPoints

Request annualized basis points in per- server tik idn formattedBasis

centage form Points

Request implied futures price server tik idn impliedFuture

Request the dividend impact on the server tik idn dividendImpact

annualized basis points interest rate

Account statement control key server acct idn acctv Account code (for
Advisor-managed
accounts only)
Request one account value string server acct idn key

Account value server acct idn value

Account currency server acct idn keyCurrency
Account portfolio control key server acct idn acctp Account code (for
Advisor-managed
accounts only)
Account portfolio underlying symbol server acct idn symbol

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Description Server Topic id reqType field2

Account portfolio security type server acct idn secType

Account portfolio expiry server acct idn expiry

Account portfolio strike price server acct idn strike

Account portfolio right server acct idn right

Account portfolio currency server acct idn currency

Account portfolio local symbol server acct idn localSymbol

Account portfolio market price server acct idn marketPrice

Account portfolio market value server acct idn marketValue

Account portfolio average cost server acct idn avgCost

Account portfolio realized PNL server acct idn realizedPNL

Account portfolio unrealized PNL server acct idn unrealizedPNL

Request contract details server contract idn req contractDescription

Valid order types server contract idn orderTypes

Valid exchanges server contract idn validExchanges
Contract identifier server contract idn conid
Minimum tick server contract idn minTick
Order multiplier server contract idn multiplier
Market name server contract idn marketName
Trading class server contract idn tradingClass
Execution order id server exec idn orderId
Underlying server exec idn symbol
Security type server exec idn secType
Expiry server exec idn expiry
Strike server exec idn strike
Right server exec idn right
Order destination server exec idn exchange
Currency server exec idn currency
Local symbol server exec idn localSymbol

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Description Server Topic id reqType field2

Execution id server exec idn execId
Execution time server exec idn time
Account number server exec idn acctnNumber
Exchange where executed server exec idn eExchange

Side server exec idn side

Number of shares filled in order server exec idn shares

Execution (average) price server exec idn price

Order ID server exec idn permId

Identifies position as one to be liquid- server exec idn liquidation
ated last

Request execution details server exec idn Req executionFilter

Request list of Advisor-managed server FAaccts idn Req

accounts

List of Advisor-managed accounts server FAaccts idn Value

Request market depth server mktDepth idn req contractDescripton? num_

display_rows
Refer to note (1) below.

Market maker server mktDepth idn mktMaker rowId_side

Refer to note (2) below.

Order price server mktDepth idn price rowId_side

Refer to note (2) below.

Order size server mktDepth idn size rowId_side

Refer to note (2) below.

Market data refresh rate server refreshRate idn millisec Number of milliseconds

Subscribe to news bulletins server news sub 0 Refer to note 3 below

News bulletin message ID server news newsID

News bulletin message type server news newsType Refer to note 4 below

News bulletin message text server news msg

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Description Server Topic id reqType field2

Exchange from which news bulletins ori- server news exchange
ginated

Set the server log level server logLevel <log_ Refer to note 5 below.
level>

Where orderDescription = symbol_secType_exchange_Currency_~/side_quantity_orderType_lmtPrice_~{extended order

attribute}

For more information

l Using DDE Syntax to Request Market Data

Using DDE Syntax to Request Market Data

When using our DDE for Excel API to request market data, we recommend the following guidelines:

l Save your own copy of our DDE-linked Excel spreadsheet, TwsDde.xls or create your own blank Excel spread-
sheet.
l Add a blank sheet to your saved copy o f TwsDde.xls or to your own blank Excel spreadsheet.

The following procedure demonstrates how to use DDE syntax to request and receive market data on a blank Excel
spreadsheet. The request string tells TWS that you want to request market data for a specific symbol. The receiving
strings display the appropriate market data.

How to request AAPL market data from a blank Excel worksheet

1. Log into TWS.
2. On your blank Excel sheet, type the following request string in any cell:
=Sdemo123|tik!'id1?req?AAPL_STK_SMART_USD_~/'
Where "demo123" in "Sdemo123" represents your actual username.

3. Type the following three receiving strings in three separate cells to receive the last price, volume and closing
price of AAPL stock:
=Sdemo123|tik!id1?last
=Sdemo123|tik!id1?volume
=Sdemo123|tik!id1?close
Note the following:
o Your username is identical in all three strings.
o The ID number (id in the strings above) must be identical in both the request and receiving strings. In this
case, the ID number is assigned to 1 (=Sdemo123|tik!id1?last). If the ID number is not the same in
both the request and receiving strings, then all the related strings are going to receive zeros.

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If you have entered the strings correctly, you have properly configured TWS to accept communication from the
DDE for Excel API, and the stock is trading, then your Excel sheet should look like the screen shown below. The
request string will displays 0 and the receiving links will display the values for the last price, volume and closing
price for AAPL stock.

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Active X
3
This chapter describes the ActiveX API, including the following topics:

l Linking to the Application using ActiveX

l Registering Third-Party ActiveX Controls
l Running the ActiveX API on 64-bit Windows XP Systems
l ActiveX Methods
l ActiveX Events
l ActiveX COM Objects
l ActiveX Properties
l Placing a Combination Order

Note: Beginning with API Version 9.71, the ActiveX component code based was migrated to the
C# API, and the ActiveX API source code is located in the source/CSharpClient folder in
the API installation directory.

The API software also includes an ActiveX for Excel sample spreadsheet, which duplicates most of the functionality of
the DDE for Excel sample spreadsheet but is based on the ActiveX control, Tws.ocx. See ActiveX for Excel for details.

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Linking to the Application using ActiveX

Before you can use third-party ActiveX controls, you must register them with Visual Basic.

To link using the ActiveX control and VB, VBA or C#

1. Drop the application control onto a form or dialog box.
2. Call the following methods:
o Call the connect() method to connect to the running application.
o Call the methods you need to perform whatever operations you require, such as the reqMktData() method to
request market data.
3. Call the placeOrder() method to place an order. Orders using extended attributes require that ActiveX properties
representing them be set first.
4. Handle the following events:
o Handle the nextValidId() event to receive the next available valid order ID. Increment the ID by one for suc-
cessive orders.
o Handle the tickPrice() and tickSize() events to receive the market data.
o Handle the orderStatus() event to receive status information about orders.
o Handle the error() event to receive error information.
o Handle the connectionClosed() event to be notified in case the application stops communicating with the Act-
iveX control.

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Registering Third-Party ActiveX Controls

To use a third-party ActiveX control in Visual Basic it must be registered first.

To register the ActiveX control with Visual Basic, follow these instructions:
1. From the Components menu in your VB project, select the TWS ActiveX control (Tws.ocx, located in the
bin/ActiveX folder in your API Installation folder).
2. Click Apply.
3. Verify that the TWS control appears in the toolbar with all standard controls.

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Running the ActiveX API on 64-bit Windows XP Sys-

tems
To run the ActiveX API on 64-bit Windows XP systems, do the following:
1. Install Microsoft Visual C++ 2005 SP1 Redistributable Package (x86).
2. Install Microsoft Visual J# 2.0 Redistributable Package.
3. Download and install the API software.

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ActiveX Methods
ActiveX methods allow your application to call functions and request information from TWS.

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Connection and Server News Bulletins

connect() reqNewsBulletins()
disconnect() cancelNewsBulletins()
reqCurrentTime()
setServerLogLevel() Financial Advisors
reqManagedAccts()
Market Data requestFA()
reqMktDataEx() replaceFA()
cancelMktData()
calculateImpliedVolatility() Historical Data
cancelCalculateImpliedVolatility() reqHistoricalDataEx()
calculateOptionPrice() cancelHistoricalData()
cancelCalculateOptionPrice()
Market Scanners
reqMarketDataType()
reqScannerParameters()
Orders reqScannerSubscriptionEx()
placeOrderEx() cancelScannerSubscription()
cancelOrder()
Real Time Bars
reqOpenOrders()
reqAllOpenOrders() reqRealTimeBarsEx()
reqAutoOpenOrders() cancelRealTimeBars()
reqIds()
Factory Methods
exerciseOptionsEx()
reqGlobalCancel() createComboLegList()
createContract()
Executions createExecutionFilter()
reqExecutionsEx() createOrder()
createScannerSubscription()
Contract Details createTagValueList()
reqContractDetailsEx() createUnderComp()

Market Depth Fundamental Data

reqMktDepthEx() reqFundamentalData()
cancelMktDepth() cancelFundamentalData()

Account and Portfolio Display Groups

reqAccountUpdates()
queryDisplayGroups()
reqAccountSummary()
subscribeToGroupEvents()
cancelAccountSummary()
updateDisplayGroups()
reqPositions() unsubscribeFromGroupEvents()
cancelPositions()

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connect()
Call this method to connect to the host application.

Public Overridable Sub connect(ByVal host as String, ByVal port as Integer, ByVal clientID as Integer

Parameter Type Description

host String The host name or IP address of the machine where TWS is running. Leave
blank to connect to the local host.

port Integer Must match the port specified in TWS on the Configure>API>Socket Port
field.

clientID Integer A number used to identify this client connection. All orders placed/modified
from this client will be associated with this client identifier.

Note: Each client MUST connect with a unique clientId.

disconnect()
Call this method to terminate the connections the host application. Calling this method does not cancel orders that have
already been sent.

Public Overridable Sub disconnect()

reqCurrentTime()
Returns the current system time on the server side.

Public Overridable Sub reqCurrentTime()

setServerLogLevel()
Public Overridable Sub setServerLogLevel(ByVal logLevel As Integer)

Parameter Type Description

logLevel Integer Specifies the level of log entry detail used by the server when processing
API requests. Valid values include:

l 1 = SYSTEM
l 2 = ERROR
l 3 = WARNING
l 4 = INFORMATION
l 5 = DETAIL

The default level is ERROR. See API Logging for more details.

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reqMktDataEx()
Call this method to request market data. The market data will be returned by the tickPrice(), tickSize(), tick-
OptionComputation(), tickGeneric(), tickString() and tickEFP() events in dispinterface_DTwsEvents.

Public Overridable Sub reqMktDataEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract, ByVal gen-
ericTicks As String, ByVal snapshot As Integer, ITagValueList* mktDataOptions)

Parameter Type Description

tickerId Integer The ticker id. Must be a unique value. When the market
data returns, it will be identified by this tag. This is also
used when canceling the market data.
contract IContract This object contains a description of the contract for
which market data is being requested.
genericTicks String A comma delimited list of generic tick types. For more
information about tick types, see Generic Tick Types.
snapshot Integer Check to return a single snapshot of market data and have
the market data subscription cancel. Do not enter any gen-
ericTicklist values if you use snapshot.
mktDataOptions ITagValueList For internal use only. Use default value XYZ.

cancelMktData()
After calling this method, market data for the specified id will stop flowing.

Public Overridable Sub cancelMktData(ByVal id As Integer)

Parameter Type Description

id Integer The ID that was specified in the call to reqMktData().

calculateImpliedVolatility()
Call this function to calculate volatility for a supplied option price and underlying price.

Public Overridable Sub calculateImpliedVolatility(ByVal reqId As Integer, ByVal contract As TWSLib.IContract,

ByVal optionPrice As Double, ByVal underPrice As Double)

Parameter Type Description

reqId Integer The ticker ID.
contract IContract Describes the contract.
optionPrice Double The price of the option.

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Parameter Type Description

underPrice Double Price of the underlying.

cancelCalculateImpliedVolatility()
Call this function to cancel a request to calculate volatility for a supplied option price and underlying price.

Public Overridable Sub calculateImpliedVolatility(ByVal reqId As Integer)

Parameter Type Description

reqId Integer The ticker id.

calculateOptionPrice()
Call this function to calculate option price and greek values for a supplied volatility and underlying price.

Public Overridable Sub calculateOptionPrice(ByVal reqId As Integer, ByVal contract As TWSLib.IContract, ByVal
volatility As Double, ByVal underPrice As Double)

Parameter Type Description

reqId Integer The ticker ID.
contract IContract Describes the contract.
volatility Double The volatility.
underPrice Double Price of the underlying.

cancelCalculateOptionPrice()
Call this function to cancel a request to calculate option price and greek values for a supplied volatility and underlying
price.

Public Overridable Sub calculateOptionPrice(ByVal reqId As Integer)

Parameter Type Description

reqId Integer The ticker id.

reqMarketDataType()
The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our sys-
tem. During normal trading hours, the API receives real-time market data. If you use this function, you are telling TWS to
automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data
will automatically switch back to real-time market data.

Public Overridable Sub reqMarketDataType(type As Integer)

Parameter Type Description

type Integer 1 for real-time streaming market data or 2 for frozen market data.

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placeOrderEx()
Call this method to place an order. The order status will be returned by the orderStatus() event in dispinterface_
DTwsEvents.

Public Overridable Sub placeOrderEx(ByVal orderId As Integer, ByVal contract As TWSLib.IContract, ByVal
order As TWSLib.IOrder)

Parameter Type Description

orderId Integer The order Id. You must specify a unique value. When the
order status returns, it will be identified by this tag. This tag
is also used when canceling the order.
contract IContract This object contains attributes used to describe the contract.
order IOrder This object contains the details of the order. Note: Each cli-
ent MUST connect with a unique clientId.

cancelOrder()
Call this method to cancel an order.

Public Overridable Sub cancelOrder(ByVal id As Integer)

Parameter Type Description

id Integer The order ID that was specified previously in the call to
placeOrder()

reqOpenOrders()
Call this method to request the open orders that were placed from this client. Each open order will be fed back through
the openOrderEx() events.

Note: The client with a clientId of 0 will also receive the application-owned open orders. These
orders will be associated with the client and a new orderId will be generated. This asso-
ciation will persist over multiple API and application sessions.

Public Overridable Sub reqOpenOrders()

reqAllOpenOrders()
Call this method to request the open orders that were placed from all clients and also from the application.Each open
order will be fed back through the orderStatus() event.

Note: No association is made between the returned orders and the requesting client

Public Overridable Sub reqAllOpenOrders()

reqAutoOpenOrders()
Call this method to request that newly created application orders be implicitly associated with the client. When a new
application order is created, the order will be associated with the client, and fed back through the orderStatus() event.

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Note: This request can only be made from a client with a clientId of 0.

Public Overridable Sub reqAutoOpenOrders(ByVal bAutoBind As Integer)

Parameter Type Description

bAutoBind Integer If set to TRUE, newly created application orders will be impli-
citly associated with the client. If set to FALSE, no association
will be made.

reqIds()
Call this function to request the next valid ID that can be used when placing an order. After calling this method, the nex-
tValidId() event will be triggered, and the id returned is that next valid ID. That ID will reflect any autobinding that has
occurred (which generates new IDs and increments the next valid ID therein).

Public Overridable Sub reqIds(ByVal numIds As Integer)

Parameter Type Description

numIds Integer Set to 1.

exerciseOptionsEx()
Call this method to exercise options.

Note: SMART is now an allowed exchange in exerciseOptionsEx() calls.

Public Overridable Sub exerciseOptionsEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract, ByVal
exerciseAction As Integer, ByVal exerciseQuantity As Integer, ByVal account As String, ByVal override As Integer)

Parameter Type Description

tickerId Integer The Id for the exercise request
contract IContract This structure contains a description of the contract for which
market data is being requested.
exerciseAction Integer This can have two values:

1 = exercise

2 = lapse
exerciseQuantity Integer The number of contracts to be exercised
account String For institutional orders. Specifies the IB account.

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Parameter Type Description

override Integer Specifies whether your setting will override the system's nat-
ural action. For example, if your action is "exercise" and the
option is not in-the-money, by natural action the option
would not exercise. If you have override set to "yes" the nat-
ural action would be overridden and the out-of-the money
option would be exercised. Values are:

0 = do not override

1 = override

reqGlobalCancel()
Use this method to cancel all open orders globally. It cancels both API and TWS open orders.

If the order was created in TWS, it also gets canceled. If the order was initiated in the API, it also gets canceled.

Public Overridable Sub reqGlobalCancel()

reqExecutionsEx()
When this method is called, the execution reports that meet the filter criteria are downloaded to the client via the execDe-
tailsEx() event in dispinterface_DTwsEvents. To view executions beyond the past 24 hours, open the Trade Log in TWS
and, while the Trade Log is displayed, request the executions again from the API.

Public Overridable Sub reqExecutionsEx(ByVal reqId As Integer, ByVal filter As TWSLib.IExecutionFilter)

Parameter Type Description

reqID Integer The ID of the data request. Ensures that responses are matched to
requests if several requests are in process.
filter IExecutionFilter The filter criteria used to determine which execution reports are
returned.

reqContractDetailsEx()
Call this method to download all details for a particular contract. The contract details will be received via the con-
tractDetailsEx() callback in dispinterface_DTwsEvents.

Public Overridable Sub reqContractDetailsEx(ByVal reqId As Integer, ByVal contract As TWSLib.IContract)

Parameter Type Description

reqId Integer The ID of the data request. Ensures that responses are matched to
requests if several requests are in process.
contract IContract This object contains a description of the contract for which market
data is being requested.

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reqMktDepthEx()
Call this method to request market depth for a specific contract. The market depth will be returned by the updateMk-
tDepth() and updateMktDepthL2() events.

Public Overridable Sub reqMktDepthEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract, ByVal
numRows As Integer, ITagValueList* mktDepthDataOptions)

Parameter Type Description

tickerId Integer The ticker Id. Must be a unique value. When the mar-
ket depth data returns, it will be identified by this tag.
This is also used when canceling the market depth.
contract IContract This object contains a description of the contract for
which market data is being requested.
numRows Integer Specifies the number of market depth rows to return.
mktDepthDataOptions ITagValueList For internal use only. Use default value XYZ.

cancelMktDepth()
After calling this method, market depth for the specified id will stop flowing.

Public Overridable Sub cancelMktDepth(ByVal id As Integer)

Parameter Type Description

id Integer The ID that was specified in the call to reqMktDepth() or reqMk-
tDepth2().

reqAccountUpdates()
Call this method to request account updates. The account data will be fed back through the updateAccountTime(),
updateAccountValue() and updatePortfolioEx() events.

Public Overridable Sub reqAccountUpdates(ByVal subscribe As Integer, ByVal acctCode As String)

Parameter Type Description

subscribe Integer If set to 1, the client will start receiving account and portfolio updates. If
set to 0, the client will stop receiving this information.

acctCode String The account code for which to receive account and portfolio updates.

To identify API Account keys:

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The API’s updateAccountValue() event handler delivers all of the account information.

l Strings or keys with a suffix of –C, such as AvailableFunds-C, EquityForInitial-C, NetLiquidation-C, correspond
to Commodities in the TWS Account Window.
l Keys with a suffix of –S, such as EquityForMaintenance-S, FullAvailableFunds-S or NetLiquidation-S, correspond
to Securities in the TWS Account Window.
l Keys without any suffix correspond to Totals in the TWS Account Window.
The image below is an actual example of how to compare TWS’s Account Window and the API’s account data. In this
particular case, we try to link three specific keys NetLiquidation, NetLiquidation-C, and NetLiquidation-S to the TWS
Account Window.

For more information about the information presented in the TWS Account Window, see https://in-
stitutions.interactivebrokers.com/en/software/tws/usersguidebook/realtimeactivitymonitoring/the_account_window.htm

reqAccountSummary()
Call this method to request and keep up to date the data that appears on the TWS Account Window Summary tab. The
data is returned by accountSummary().

reqAccountSummary() only allows two concurrent requests. If you use reqAccountSummary() to request more than two
concurrent account summaries, you will receive an error: 322|Error processing request. To resolve this error, unsubscribe
from one reqAccountSummary() request and then resubmit the request.

Note: This request can only be made when connected to an FA managed account.

Public Overridable Sub reqAccountSummary(ByVal messageType As Integer, ByVal version As Integer, ByVal
reqId As Integer, ByVal groupName As String, tags As String)

Parameter Type Description

messageType Integer Set this to 62.
version Integer Set this to 1.
reqId Integer

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Parameter Type Description

groupName String Set to All to return account summary data for all accounts, or set to a spe-
cific Advisor Account Group name that has already been created in
TWS Global Configuration.

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Parameter Type Description

tags String A comma-separated list of account tags.
Available tags are:

l AccountType
l NetLiquidation
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US stocks the
account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual funds
l PreviousDayEquityWithLoanValue
l GrossPositionValue — The sum of the absolute value of all stock
and equity option positions
l RegTEquity
l RegTMargin
l SMA — Special Memorandum Account
l InitMarginReq
l MaintMarginReq
l AvailableFunds
l ExcessLiquidity
l Cushion — Excess liquidity as a percentage of net liquidation value
l FullInitMarginReq
l FullMaintMarginReq
l FullAvailableFunds
l FullExcessLiquidity
l LookAheadNextChange — Time when look-ahead values take effect
l LookAheadInitMarginReq
l LookAheadMaintMarginReq
l LookAheadAvailableFunds
l LookAheadExcessLiquidity
l HighestSeverity — A measure of how close the account is to liquid-
ation

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Parameter Type Description

l DayTradesRemaining — The Number of Open/Close trades a user
could put on before Pattern Day Trading is detected. A value of "-1"
means that the user can put on unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation

cancelAccountSummary()
Cancels the request for Account Window Summary tab data.

Note: This request can only be made when connected to an FA managed account.

Public Overridable Sub cancelAccountSummary(ByVal messageId As Integer, ByVal version As Integer, ByVal
reqId As Integer)

Parameter Type Description

messageId Integer Set this to 63.
version Integer Set this to 1.
reqId Integer The ID of the data request being canceled.

reqPositions()
Requests real-time position data for all accounts.

Public Overridable Sub reqPositions(ByVal messageId As Integer, ByVal version As Integer)

Parameter Type Description

messageId Integer Set this to 62
version Integer Set this to 1.

cancelPositions()
Cancels real-time position updates.

Public Overridable Sub cancelPositions(ByVal messageId As Integer, ByVal version As Integer)

Parameter Type Description

messageId Integer Set this to 64.
version Integer Set this to 1.

reqNewsBulletins()
Call this method to start receiving news bulletins. Each bulletin will be returned by the updateNewsBulletin() event.

Public Overridable Sub reqNewsBulletins(ByVal allDaysMsgs As Integer)

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Parameter Type Description

allDaysMsgs Integer If set to TRUE, returns all the existing bulletins for the current day
and any new ones. If set to FALSE, will only return new bulletins.

cancelNewsBulletins()
Call this method to stop receiving news bulletins.

Public Overridable Sub cancelNewsBulletins()

reqManagedAccts()
Call this method to request the list of managed accounts. The list will be returned by the managedAccounts() event.

Note: This request can only be made when connected to a Financial Advisor account.

Public Overridable Sub reqManagedAccts()

requestFA()
Call this method to request FA configuration information from the server. The data returns in an XML string via the
receiveFA() event.

Public Overridable Sub requestFA(ByVal faDataType As Integer)

Parameter Type Description

faDataType Integer Specifies the type of Financial Advisor configuration data being reques-
ted. Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES

replaceFA()
Call this method to modify FA configuration information from the API. Note that this can also be done manually.

Public Overridable Sub replaceFA(ByVal faDataType As Integer, ByVal cxml As String)

Parameter Type Description

faDataType Integer Specifies the type of Financial Advisor configuration data being modified via
the API. Valid values include:

cxml String The XML string containing the new FA configuration information.

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reqHistoricalDataEx()
Call this method to start receiving historical data results through the historicalData() event.

Public Overridable Sub reqHistoricalDataEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract,

ByVal endDateTime As String, ByVal duration As String, ByVal barSize As String, ByVal whatToShow As String,
ByVal useRTH As Integer, ByVal formatDate As Integer, ITagValueList* chartOptions)

Parameter Type Description

tickerId Integer The Id for the request. Must be a unique value. When the data
is received, it will be identified by this Id. This is also used
when canceling the historical data request.
contract IContract This structure contains a description of the contract for which
market data is being requested.
endDateTime String Use the format yyyymmdd hh:mm:ss tmz, where the time zone
is allowed (optionally) after a space at the end.
durationStr String This is the time span the request will cover, and is specified
using the format: <integer> <unit>, i.e., 1 D, where valid units
are:
l S (seconds)
l D (days)
l W (weeks)
l M (months)
l Y (years)

Note: If no unit is specified, seconds are used. Also, note

"years" is currently limited to one.

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Parameter Type Description

barSize String The size of the bars that will be returned (within IB/TWS lim-
its). Valid values include:

Bar Size
l 1 sec
l 5 secs
l 15 secs
l 30 secs
l 1 min
l 2 mins
l 3 mins
l 5 mins
l 15 mins
l 30 mins
l 1 hour
l 1 day
whatToShow String Determines the nature of data being extracted. Valid values
include:

l TRADES
l MIDPOINT
l BID
l ASK
l BID_ASK
l HISTORICAL_VOLATILITY
l OPTION_IMPLIED_VOLATILITY
useRTH Integer Determines whether to return all data available during the
requested time span, or only data that falls within regular trad-
ing hours. Valid values include:
l 0 - all data is returned even where the market in question
was outside of its regular trading hours.
l 1 - only data within the regular trading hours is returned,
even if the requested time span falls partially or com-
pletely outside of the RTH.

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Parameter Type Description

formatDate Integer Determines the date format applied to returned bars. Valid val-
ues include:
l 1 - dates applying to bars returned in the format:
yyyymmdd{space}{space}hh:mm:dd
l 2 - dates are returned as a long integer specifying the
number of seconds since 1/1/1970 GMT.
chartOptions ITagValueList For internal use only. Use default value XYZ.

Note: For information about historical data request limitations, see Historical Data Limitations.

cancelHistoricalData()
Used if an internet disconnect has occurred or the results of a query are otherwise delayed and the application is no
longer interested in receiving the data.

Public Overridable Sub cancelHistoricalData(ByVal tickerId As Integer)

Parameter Type Description

tickerId Integer The ticker ID. Must be a unique value.

reqScannerParameters()
Requests an XML string that describes all possible scanner queries.

Public Overridable Sub reqScannerParameters()

reqScannerSubscriptionEx()
Call the reqScannerSubscriptionEX() method to start receiving market scanner results through the scannerDataEx() event.

Public Overridable Sub reqScannerSubscriptionEx(ByVal tickerId As Integer, ByVal subscription As TWSLib.IScan-

nerSubscription, ITagValueList* scannerDataOptions)

Parameter Type Description

tickerId Integer The Id for the subscription. Must be a unique
value. When the subscription data is received, it
will be identified by this Id. This is also used
when canceling the scanner.
subscription IScannerSubscription Summary of the scanner subscription parameters
including filters.

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Parameter Type Description

scannerDataOptions ITagValueList For internal use only. Use default value XYZ.

cancelScannerSubscription()
Public Overridable Sub cancelScannerSubscription(ByVal tickerId As Integer)

Parameter Type Description

tickerId Integer The ticker ID. Must be a unique value.

reqRealTimeBarsEx()
Call the reqRealTimeBarsEx() method to start receiving real time bar results through the realtimeBar() event.

Public Overridable Sub reqRealTimeBarsEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract,

ByVal barSize As Integer, ByVal whatToShow As String, ByVal useRTH As Integer, ITagValueList*
realTimeBarOptions)

Parameter Type Description

tickerId Integer The Id for the request. Must be a unique value. When the
data is received, it will be identified by this Id. This is also
used when canceling the historical data request.
contract IContract This structure contains a description of the contract for
which market data is being requested.
barSize Integer Currently only 5 second bars are supported, if any other
value is used, an exception will be thrown.
whatToShow String Determines the nature of the data extracted. Valid values
include:

l TRADES
l BID
l ASK
l MIDPOINT

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Parameter Type Description

useRTH Integer Regular Trading Hours only. Valid values include:

l 0 = all data available during the time span reques-

ted is returned, including time intervals when the
market in question was outside of regular trading
hours.
l 1 = only data within the regular trading hours for
the product requested is returned, even if the time
span falls partially or completely outside.
realTimeBarOptions ITagValueList For internal use only. Use default value XYZ.

cancelRealTimeBars()
Used if an Internet disconnect has occurred or the results of a query are otherwise delayed and the application is no
longer interested in receiving the data.

Public Overridable Sub cancelRealTimeBars(ByVal tickerId As Integer)

Parameter Type Description

tickerId Integer The ticker ID. Must be a unique value.

createComboLegList()
This factory method is used to create an IComboLegList COM object.

Public Overridable Sub createComboLegList() As TWSLib.IComboLegList

You must use the factory “create” methods to create the COM objects in this section. For example, the cre-
ateComboLegList() method creates an IComboLeg object. The IComboLeg object contains the definition of the leg list.

createContract()
This factory method is used to create an IContract COM object.

Public Overridable Sub createContract() As TWSLib.IContract

You must use the factory “create” methods to create the COM objects described in this chapter. The createContract()
method creates an IContract object, which contains a description of the contract for which market data is being requested.

createExecutionFilter()
This factory method is used to create an IExecutionFilter COM object.

Public Overridable Sub createExecutionFilter() As TWSLib.IExecutionFilter

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You must use the factory “create” methods to create the COM objects described in this chapter. The cre-
ateExecutionFilter() method creates an IExecutionFilter object, which contains the filter criteria used to determine which
execution reports are returned.

createOrder()
This factory method is used to create an IOrder COM object.

Public Overridable Sub createOrder() As TWSLib.IOrder

You must use the factory “create” methods to create the COM objects described in this chapter. The createOrder() method
creates an IOrder object, which contains the details of an order.

createScannerSubscription()
This factory method is used to create an IScannerSubscription COM object.

Public Overridable Sub createScannerSubscription() As TWSLib.IScannerSubscription

You must use the factory “create” methods to create the COM objects described in this chapter. The cre-
ateScannerSubscription() method creates an IScannerSubscription object, which contains a summary of the scanner sub-
scription parameters.

createTagValueList
This factory method is used to create ITagValueList and ITagValue objects.

Public Overridable Function createTagValueList() As TWSLib.ITagValueList

You must use the factory “create” methods to create the COM objects described in this chapter.

createUnderComp()
This factory method is used to create an IUnderComp COM object.

Public Overridable Sub createUnderComp() As TWSLib.IScannerSubscription

You must use the factory “create” methods to create the COM objects described in this chapter. The createUnderComp()
method creates an IUnderComp object, which is used to define a Delta-Neutral Combo contract.

reqFundamentalData()
Call this method to receive Reuters global fundamental data for stocks. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

reqFundamentalData() can handle conid specified in the Contract object, but not tradingClass or multiplier. This is
because reqFundamentalData() is used only for stocks and stocks do not have a multiplier and trading class.

Public Overridable Sub reqFundamentalData(ByVal reqId As Integer, ByVal contract As TWSLib.IContract, ByVal
reportType As String)

Parameter Type Description

reqId Integer The ID of the data request.

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Parameter Type Description

contract IContract This structure contains a description of the contract for which Reuters
Fundamental data is being requested.
reportType String One of the following XML reports:

l ReportSnapshot (company overview)

l ReportsFinSummary (financial summary)
l ReportRatios (financial ratios)
l ReportsFinStatements (financial statements)
l RESC (analyst estimates)
l CalendarReport (company calendar)

cancelFundamentalData()
Call this method to stop receiving Reuters global fundamental data.

Public Overridable Sub cancelFundamentalData(ByVal reqId As Integer)

Parameter Type Description

reqId Integer The ID of the data request.

queryDisplayGroups()
void queryDisplayGroups(reqId As Integer)

Parameter Type Description

reqId Integer The unique number that will be associated with the
response

subscribeToGroupEvents()
subscribeToGroupEvents(requestId As Integer, groupId As Integer)

Parameter Type Description

reqId Integer The unique number associated with the notification.

groupId Integer The ID of the group, currently it is a number from 1 to 7.

This is the display group subscription request sent by the
API to TWS.

updateDisplayGroup()
updateDisplayGroup(requestId As Integer, contractInfo As String)

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Parameter Type Description

requestId Integer The requestId specified in subscribeToGroupEvents().

contractInfo String The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

unsubscribeFromGroupEvents()
unsubscribeFromGroupEvents(requestId As Integer)

Parameter Type Description

reqId Integer The requestId specified in subscribeToGroupEvents().

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ActiveX Events
ActiveX events receive information from the system and make it available to an application. This section defines the Act-
iveX events you can receive via the DTwsEvents interface.

Connection and Server Contract Details

connectionClosed() contractDetailsEx()
currentTime() contractDetailsEnd()
errMsg() bondContractDetails()

Market Data Executions

tickPrice() execDetailsEx()
tickSize() execDetailsEnd()
tickOptionComputation() commissionReport()
tickGeneric()
tickString() Market Depth
tickEFP() updateMktDepth()
tickSnapshotEnd() updateMktDepthL2()
marketDataType()
Financial Advisors
Orders
managedAccounts()
orderStatus() receiveFA()
openOrderEx()
openOrderEnd() Historical Data
nextValidId() historicalData()
permId()
deltaNeutralValidation() Market Scanners
scannerParameters()
Account and Portfolio
scannerDataEx()
updateAccountValue() scannerDataEnd()
updatePortfolioEx()
updateAccountTime() Real Time Bars
accountDownloadEnd() realtimebar()
accountSummary()
accountSummaryEnd() Fundamental Data
position() fundamentalData()
positionEnd()
Display Groups
News Bulletins
displayGroupList()
updateNewsBulletin()
displayGroupUpdated()

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connectionClosed()
This event is triggered when TWS closes the sockets connection with the ActiveX control, or when TWS is shut down.

Sub connectionClosed()

currentTime()
This method receives the current system time on the server side.

Sub currentTime(ByVal time As Integer)

Parameter Typle Description

time Integer The current system time on the server side.,

errMsg()
This event is called when there is an error with the communication or when TWS wants to send a message to the client.

Sub errMsg(ByVal id As Integer, ByVal errorCode As Integer, ByVal errorMsg As String)

Parameter Type Description

id Integer This is the orderId or tickerId of the request that generated the error

errorCode Integer Error codes are documented in the Error Codes topic.
errorString String This is the textual description of the error, also documented in the Error
Codes topic.

tickPrice()
This function is called when the market data changes. Prices are updated immediately with no delay.

Sub tickPrice(ByVal id As Integer, ByVal tickType As Integer, ByVal price As Double,

ByVal canAutoExecute As Integer)

Parameter Type Description

id Integer The ticker ID that was specified previously in the call to reqMk-
tData()
tickType Integer Specifies the type of price. Possible values are:

l 1 = bid
l 2 = ask
l 4 = last
l 6 = high
l 7 = low
l 9 = close

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Parameter Type Description

price Double The bid, ask or last price, the daily high, daily low or last day
close, depending on tickType value.
canAutoExecute Integer Specifies whether the price tick is available for automatic exe-
cution. Possible values are:

l 0 = not eligible for automatic execution

l 1 = eligible for automatic execution

tickSize()
This function is called when the market data changes. Sizes are updated immediately with no delay.

Sub tickSize(ByVal id As Integer, ByVal tickType As Integer, ByVal size As Integer)

Parameter Type Description

id Integer The ticker ID that was specified previously in the call to reqMktData()

tickType Integer Specifies the type of price. Possible values are:

size Integer The bid size, ask size, last size or trading volume, depending on the tick-
Type value.

tickOptionComputation()
Sub tickOptionComputation(ByVal id As Integer, ByVal tickType As Integer, ByVal impliedVol As Double, ByVal
delta As Double, ByVal optPrice As Double, ByVal pvDividend As Double, ByVal gamma As Double, ByVal vega
As Double, ByVal theta As Double, ByVal undPrice As Double)

Parameter Type Description

id Integer The ticker ID that was specified previously in the call to reqMktData()

tickType Integer Specifies the type of tick. Possible values are:

l 10 = Bid
l 11 = Ask
l 12 = Last
ImpliedVol Double The implied volatility calculated by the TWS option modeler, using the
specified ticktype value.
delta Double The option delta calculated by the TWS option modeler.
optPrice Double The option price.

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Parameter Type Description

pvDivdend Double The present value of dividends expected on the options underlier.

gamma Double The option gamma value.

vega Double The option vega value.
theta Double The option theta value.
undPrice Double The price of the underlying.

tickGeneric()
This method is called when the market data changes. Values are updated immediately with no delay.

Sub tickGeneric(ByVal id As Integer, ByVal tickType As Integer, ByVal value As Double)

Parameter Type Description

tickerId Integer The ticker Id that was specified previously in the call to reqMktData()

tickType Integer Specifies the type of tick.

Pass the field value into TickType.getField(int tickType) to retrieve the
field description. For example, a field value of 46 will map to shortable,
etc.
value Double The value of the specified field.

tickString()
This method is called when the market data changes. Values are updated immediately with no delay.

Sub tickString(ByVal id As Integer, ByVal tickType As Integer, ByVal value As String)

Parameter Type Description

tickerId Integer The ticker Id that was specified previously in the call to reqMktData()

tickType Integer Specifies the type of tick.

Pass the field value into TickType.getField(int tickType) to retrieve the
field description. For example, a field value of 45 will map to
lastTimestamp, etc.
value String The value of the specified field.

tickEFP()
This method is called when the market data changes. Values are updated immediately with no delay.

Sub tickEFP(ByVal tickerId As Integer, ByVal field As Integer, ByVal basisPoints As Double, ByVal format-
tedBasisPoints As String, ByVal totalDividends As Double, ByVal holdDays As Integer, ByVal futureExpiry As
String, ByVal dividendImpact As Double, ByVal dividendsToExpiry As Double))

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Parameter Type Description

tickerId Integer The ticker Id that was specified previously in the call to reqMk-
tData().
field Integer Specifies the type of price.
Pass the field value into TickType.getField(int tickType) to
retrieve the field description. For example, a field value of 38
will map to bidEFP, etc.
basisPoints Double Annualized basis points, which is representative of the financing
rate that can be directly compared to broker rates.
formattedBasis String Annualized basis points as a formatted string that depicts them
Points in percentage form.
totalDividends Double The total expected dividends.
holdDays Integer The number of hold days until the expiry of the EFP.
futureExpiry String The expiration date of the single stock future.
dividendImpact Double The dividend impact upon the annualized basis points interest
rate.
dividendsToExpiry Double The dividends expected until the expiration of the single stock
future.

tickSnapshotEnd()
This is called when a snapshot market data subscription has been fully handled and there is nothing more to wait for.
This also covers the timeout case.

Sub tickSnapshotEnd(ByVal reqId As Integer)

Parameter Type Descrption

reqID Integer Id of the data request.

marketDataType()
TWS sends a marketDataType (type) callback to the API, where type is set to Frozen or RealTime, to announce that mar-
ket data has been switched between frozen and real-time. This notification occurs only when market data switches
between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every sub-
scription because different contracts can generally trade on a different schedule.

Sub marketDataType(ByVal reqId As Integer, type As Integer)

Parameter Type Description

reqId Integer Id of the data request
type Integer 1 for real-time streaming market data or 2 for frozen market data..

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orderStatus()
This event is called whenever the status of an order changes. It is also fired after reconnecting if the client has any open
orders.

Sub orderStatus(ByVal id As Integer, ByVal status As String, ByVal filled As Integer, ByVal remaining As Integer,
ByVal avgFillPrice As Double, ByVal permId As Integer, ByVal parentId As Integer, ByVal lastFillPrice As
Double, ByVal clientId As Integer, ByVal whyHeld As String)

Note: It is possible that orderStatus() may return duplicate messages. It is essential that you filter
the message accordingly.

Parameter Type Description

id Integer The order ID that was specified previously in the call to placeOrder()

status String The order status. Possible values include:

l PendingSubmit - indicates that you have transmitted the order,

but have not yet received confirmation that it has been accepted
by the order destination.
l PendingCancel - indicates that you have sent a request to cancel
the order but have not yet received cancel confirmation from the
order destination. At this point, your order is not confirmed can-
celed. You may still receive an execution while your cancellation
request is pending. PendingSubmit and PendingCancel order
statuses are not sent by the system and should be explicitly set
by the API developer when an order is canceled.
l PreSubmitted - indicates that a simulated order type has been
accepted by the system and that this order has yet to be elected.
The order is held in the system until the election criteria are met.
At that time the order is transmitted to the order destination as
specified.
l Submitted - indicates that your order has been accepted at the
order destination and is working.
l Cancelled - indicates that the balance of your order has been con-
firmed canceled by the system. This could occur unexpectedly
when the destination has rejected your order.
l Filled - indicates that he order has been completely filled.
l Inactive - indicates that the order has been accepted by the sys-
tem (simulated orders) or an exchange (native orders) but that cur-
rently the order is inactive due to system, exchange or other
issues.
filled Integer Specifies the number of shares that have been executed.

For more information about partial fills, see Order Status for Partial Fills.

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Parameter Type Description

remaining Integer Specifies the number of shares still outstanding.
avgFillPrice Double The average price of the shares that have been executed. This parameter
is valid only if the filled parameter value is greater than zero. Otherwise,
the price parameter will be zero.
permId Integer The id used to identify orders. Remains the same over sessions.
parentId Integer The order ID of the parent order, used for bracket and auto trailing stop
orders.
lastFillPrice Double The last price of the shares that have been executed. Valid only if the
filled parameter value is greater than zero. Otherwise, the price parameter
will be zero.
clientId Integer - The ID of the client who placed the order. Note that application orders
have a fixed clientId and orderId of 0 that distinguishes them from API
orders.
whyHeld String Identifies an order held when TWS is trying to locate shares for a short
sell.

openOrderEx()
This method is called to feed in open orders.

Sub openOrderEx(ByVal orderId As Integer, ByVal contract As TWSLib.IContract, ByVal order As

TWSLib.IOrder, ByVal orderState As TWSLib.IOrderState)

Parameter Type Description

orderId Integer The order Id assigned by TWS. Used to cancel or update the order.

contract IContract The Contract class attributes describe the contract.

order IOrder The Order class attributes define the details of the order.
orderState IOrderState The orderState attributes include margin and commissions fields for
both pre and post trade data.

openOrderEnd()
This is called at the end of a given request for open orders.

void openOrderEnd()

nextValidId()
This event is called after a successful connection to TWS.

Sub nextValidId(ByVal id As Integer)

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Parameter Type Description

id Integer The next available order ID received from TWS upon connection. Incre-
ment all successive orders by one based on this ID.

permId()
This event is always received after an order Status event. It gives the permId for the specified order id. The permId will
remain the same from session to session.

Sub permId(ByVal id As Integer, ByVal permId As Integer)

Parameter Type Description

id Integer The next available order ID received from TWS upon connection. Incre-
ment all successive orders by one based on this ID.

permId Integer This id will remain the same from session to session

deltaNeutralValidation()
Upon accepting a Delta-Neutral RFQ(request for quote), the server sends a deltaNeutralValidation() message with the
UnderComp structure. If the delta and price fields are empty in the original request, the confirmation will contain the cur-
rent values from the server. These values are locked when the RFQ is processed and remain locked until the RFQ is can-
celed.

void deltaNeutralValidation(LONG reqId, IUnderComp* underComp)

Parameter Type Description

reqID LONG The Id of the data request.
underComp IUnderComp Underlying component

updateAccountValue()
This event updates a single account value.

Sub updateAccountValue(ByVal key As String, ByVal value As String, ByVal curency As String, ByVal accoun-
tName As String)

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Parameter Type Description

key String A string that indicates one type of account value. Below are some of
the keys sent by TWS.
l Account Type
l Account Code
l Available Funds
l Buying Power
l CashBalance - Account cash balance
l Currency - Currency string
l updatePortfolioEx DayTradesRemaining - Number of day trades
left
l EquityWithLoanValue - Equity with Loan Value
l Excess Liquidity
l Full Available Funds
l Full Excess Liquidity
l Full Init Margin Req
l Full Maint Margin Req
l Future Option Value
l Futures PNL
l Gross Position Value
l InitMarginReq - Current initial margin requirement
l Leverage
l Look Ahead Available Funds
l Look Ahead Next Change
l Look Ahead Excess Liquidity
l Look Ahead Margin Req
l Look Ahead Maint Margin Req
l LongOptionValue - Long option value
l MaintMarginReq - Current maintenance margin
l NetLiquidation - Net liquidation value
l OptionMarketValue - Option market value
l Realized PNL
l Settled Cash
l ShortOptionValue - Short option value

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Parameter Type Description

l StockMarketValue - Stock market value
l Total Cash Balance
l Total Cash Value
l UnalteredInitMarginReq - Overnight initial margin requirement
l UnalteredMaintMarginReq - Overnight maintenance margin
requirement
l Unrealized PNL

value String The value associated with the key.

curency String Defines the currency of the value, if the value is a monetary amount.

account String states the account the message applies to. Useful for Financial Advisor
sub-account messages.

updatePortfolioEx()
This callback is made in response to the reqAccountUpdates() method.

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Sub updatePortfolioEx(ByVal contract As TWSLib.IContract, ByVal position As Integer, ByVal marketPrice As

Double, ByVal marketValue As Double, ByVal averageCost As Double, ByVal unrealizedPNL As Double, ByVal
realizedPNL As Double, ByVal accountName As String)

Parameter Type Description

contract IContract This object contains a description of the contract which is being
traded. The exchange field in a contract is not set for portfolio
update.
position Integer This integer indicates the position on the contract. If the position is
0, it means the position has just cleared.
marketPrice Double The unit price of the instrument.
marketValue Double The total market value of the instrument.
averageCost Double The average cost per share is calculated by dividing your cost (exe-
cution price + commission) by the quantity of your position.

unrealizedPNL Double The difference between the current market value of your open pos-
itions and the average cost, or Value - Average Cost.
realizedPNL Double Shows your profit on closed positions, which is the difference
between your entry execution cost (execution price + commissions to
open the position) and exit execution cost ((execution price + com-
missions to close the position)
accountName String The name of the account to which the message applies. Useful for Fin-
ancial Advisor sub-account messages.

updateAccountTime()
This event sends the time at which the account values and portfolio market prices were calculated.

Sub updateAccountTime(ByVal timeStamp As String)

Parameter Type Description

timeStamp String This indicates the last update time of the account information.

accountDownloadEnd()
This event is called after a batch updateAccountValue() and updatePortfolioEx() is sent.

Sub accountDownloadEnd(ByVal accountName As String)

Parameter Type Description

accountName String The name of the account.

accountSummary()
Returns the data from the TWS Account Window Summary tab in response to reqAccountSummary().

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Sub accountSummary(ByVal messageType As Integer, ByVal version As Integer, ByVal requestId As Integer, ByVal
account As String, tag As String, value As String, currency As String)

Parameter Type Description

messageType Integer Set to 62.
version Integer Set to 1.
requestId Integer The ID of the data request.
account String The account ID.

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Parameter Type Description

tag String The tag from the data request.
Available tags are:

l AccountType
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US stocks the
account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual funds
l PreviousEquityWithLoanValue
l GrossPositionValue — The sum of the absolute value of all stock
and equity option positions
l RegTEquity
l RegTMargin
l SMA — Special Memorandum Account
l InitMarginReq
l MaintMarginReq
l AvailableFunds
l ExcessLiquidity
l Cushion — Excess liquidity as a percentage of net liquidation value
l FullInitMarginReq
l FullMaintMarginReq
l FullAvailableFunds
l FullExcessLiquidity
l LookAheadNextChange — Time when look-ahead values take effect
l LookAheadInitMarginReq
l LookAheadMaintMarginReq
l LookAheadAvailableFunds
l LookAheadExcessLiquidity
l HighestSeverity — A measure of how close the account is to liquid-
ation
l DayTradesRemaining — The Number of Open/Close trades a user
could put on before Pattern Day Trading is detected. A value of "-1"

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Parameter Type Description

means that the user can put on unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation
value String The value of the tag.
currency String The currency of the tag.

accountSummaryEnd
This method is called once all account summary data for a given request are received.

Sub accountSummaryEnd(ByVal reqId As Integer)

Parameter Type Descrption

reqId Integer The ID of the data request.

position()
This event returns real-time positions for all accounts in response to the reqPositions() method.

Sub position(ByVal messageId As Integer, ByVal version As Integer, ByVal account as String, ByVal conid As
Integer, ByVal underlying As String, ByVal securityType As String, ByVal expiry As String, ByVal strike As String,
ByVal right As String, ByVal multiplier As String, ByVal exchange As String, ByVal currency As String, By Val
ibLocalSymbol As String, ByVal position As double)

Parameter Type Description

messageId Integer Set to 62.
version Integer Set to 1.
account String The account.
conid Integer Unique contract identifier.
underlying String The symbol of the underlying asset.
securityType String The security type.
expiry String The expiration date.
strike String The strike price.
right String Put or call.
multiplier String The multiplier.
exchange String The exchange.
currency String The currency.
ibLocalSymbol String The local symbol.
position double The position.

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positionEnd()
This is called once all position data for a given request are received and functions as an end marker for the position()
data.

Sub positionEnd(ByVal reqId As Integer)

Parameter Type Descrption

reqId Integer The ID of the data request.

updateNewsBulletin()
This event is triggered for each new bulletin if the client has subscribed (i.e. by calling the reqNewsBulletins() method).

Sub updateNewsBulletin(ByVal msgId As Short, ByVal msgType As Short, ByVal message As String, ByVal origEx-
change As String)

Parameter Type Description

msgId Short The bulletin ID, increments for each new bulletin.
msgType Short Specifies the type of bulletin. Valid values include:

l 1 = Regular IB news bulletin

l 2 = Exchange no longer available for trading.
l 3 = Exchange is available for trading.
message String The bulletins message text.
origExchange String The exchange from which this message originated.

contractDetailsEx()
This event is called only in response to the reqContractDetailsEx() method having been called.

Sub contractDetailsEx(ByVal reqId As Integer, ByVal contractDetails As TWSLib.IContractDetails

Parameter Type Description

reqId Integer The ID of the data request. Ensures that responses are
matched to requests if several requests are in process.
contractDetails IContractDetails This object contains a full description of the contract being
looked up.

contractDetailsEnd()
This method is called once all contract details for a given request are received. This helps to define the end of an option chain.

Sub contractDetailsEnd(ByVal reqId As Integer)

Parameter Type Description

reqID Integer Id of the data request.

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bondContractDetails()
Beginning with TWS Version 921, some bond contract data is suppressed and is not be available from the API. All bond
contract data continues to be available from Trader Workstation, but only the following bond contract data is available
from the API:

l Contract ID
l Minimum Tick
l CUSIP (if you have subscribed to the CUSIP service)
l Rating (if you have subscribed to ratings)

Sub bondContractDetails(ByVal symbol As String, ByVal secType As String, ByVal cusip As String, ByVal coupon
As Double, ByVal maturity As String, ByVal issueDate As String, ByVal ratings As String, ByVal bondType As
String, ByVal couponType As String, ByVal convertible As Integer, ByVal callable As Integer, ByVal putable As
Integer, ByVal descAppend As String, ByVal exchange As String, ByVal curency As String, ByVal marketName As
String, ByVal tradingClass As String, ByVal conId As Integer, ByVal minTick As Double, ByVal orderTypes As
String, ByVal validExchanges As String, ByVal nextOptionDate As String, ByVal nextOptionType As String, ByVal
nextOptionPartial As Integer, ByVal notes As String)

Parameter Type Description

symbol String The bond symbol.
secType String BOND
cusip String The nine-character bond CUSIP, or 12 character SEDOL.
coupon Double The interest rate used to calculate the amount you will receive
in interest payments over the course of the year.
maturity String The date on which the issuer must repay the face value of the
bond.
issueDate String he date on which the bond was issued.
ratings String Identifies the credit rating of the issuer. A higher credit rating
generally indicates a less risky investment. Bond ratings are
from Moody's and S&P respectively.
bondType String The type of the bond, such as "Corp" for corporate.
couponType String The type of the coupon, such as "FIXED."
convertible Integer Values are: True or False. If true, the bond can be converted to
stock under certain conditions.
callable Integer Values are: True or False. If true, the bond can be called by the
issuer under certain conditions.
putable Integer Values are: True or False. If true, the bond can be sold back to
the issuer under certain conditions.
descAppend String Description string containing further descriptive information
about the bond.
exchange String The exchange on which the BOND trades.

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Parameter Type Description

curency String The currency in which the bond trades.
marketName String The market name for this contract.
tradingClass String The trading class name for this contract.
conId Integer The IB contract ID of the bond.
minTick Double The minimum price increment of the bond.
orderTypes String The order types that apply to this bond.
validExchanges String A comma-delimited string of exchanges on which this bond
trades.
nextOptionDate String Next option date. Applies only to bonds with embedded
options.
nextOptionType String Next option type. Applies only to bonds with embedded
options.
nextOptionPartial Integer Next option partial. Applies only to bonds with embedded
options (is the next option full or partial?).
notes String Bond notes, if populated for the bond in IB’s database.

execDetailsEx()
This event is called when the reqExecutionsEx() method is invoked, or when an order is filled.

Sub execDetailsEx(ByVal reqId As Integer, ByVal contract As TWSLib.IContract, ByVal execution As TWSLib.IEx-
ecution)

Parameter Type Description

orderId Integer The order Id that was specified previously in the call to placeOrderEx().

contract IContract This object contains a full description of the contract that was
executed.
execution IExecution This structure contains addition order execution details.

execDetailsEnd()
This method is called once all executions have been sent to a client in response to reqExecutionsEx()

Sub execDetailsEnd(ByVal reqId As Integer)

Parameter Type Description

reqID Integer Id of the data request.

commissionReport()
The commissionReport() callback is triggered as follows:

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l Immediately after a trade execution

l By calling reqExecutionsEx().

Sub commissionReport(ByVal commissionReport As TWSLib.ICommissionReport)

Parameter Type Description

commissionReport ICommissionReport The structure that contains com-
mission details.

updateMktDepth()
This function is called when the market depth changes.

Sub updateMktDepth(ByVal id As Integer, ByVal position As Integer, ByVal operation As Integer, ByVal side As
Integer, ByVal price As Double, ByVal size As Integer)

Parameter Type Description

id Integer The ticker ID that was specified previously in the call to reqMktDepth()

position Integer Specifies the row ID of this market depth entry.

operation Integer Identifies how this order should be applied to the market depth. Valid
values are:

l 0 = insert (insert this new order into the row identified by 'pos-
ition')·
l 1 = update (update the existing order in the row identified by
'position')·
l 2 = delete (delete the existing order at the row identified by 'pos-
ition')
side Integer The side of the book to which this order belongs. Valid values are:

l 0 = ask
l 1 = bid

price Double The order price.

size Integer The order size.

updateMktDepthL2()
This function is called when the Level II market depth changes.

Sub updateMktDepthL2(ByVal id As Integer, ByVal position As Integer, ByVal marketMaker As String, ByVal oper-
ation As Integer, ByVal side As Integer, ByVal price As Double, ByVal size As Integer)

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Parameter Type Description

id Integer The ticker ID that was specified previously in the call to reqMk-
tDepth()
position Integer Specifies the row id of this market depth entry.
marketMaker String Specifies the exchange hosting this order.
operation Integer Identifies the how this order should be applied to the market depth.
Valid values are:

l 0 = insert (insert this new order into the row identified by 'pos-
ition')·
l 1 = update (update the existing order in the row identified by
'position')·
l 2 = delete (delete the existing order at the row identified by
'position')
side Integer Identifies the side of the book that this order belongs to. Valid values
are:

l 0 = ask
l 1 = bid

price Double The order price.

size Integer The order size.

managedAccounts()
This event is fired when a successful connection is made to an account. It is also fired when the reqManagedAccts()
method is invoked.

Sub managedAccounts(ByVal accountsList As String)

Parameter Type Description

accountsList String The comma delimited list of FA-managed accounts.

receiveFA()
This event receives previously requested FA configuration information from TWS.

Sub receiveFA(ByVal faDataType As Integer, ByVal cxml As String)

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Parameter Type Description

faDataType Integer Specifies the type of Financial Advisor configuration data being
received from TWS. Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES
cxml String The XML string containing the previously requested FA configuration
information.

historicalData()
This event receives requested historical data from TWS.

Sub historicalData(ByVal reqId As Integer, ByVal date As String, ByVal open As Double, ByVal high As Double,
ByVal low As Double, ByVal close As Double, ByVal volume As Integer, ByVal barCount As Integer, ByVal WAP
As Double, ByVal hasGaps As Integer)

Parameter Type Description

reqId integer The ticker ID of the request to which this bar is responding.
date String The date-time stamp of the start of the bar. The format is determined by
the reqHistoricalData() formatDate parameter.
open Double The bar opening price.
high Double The high price during the time covered by the bar.
low Double The low price during the time covered by the bar.
close Double The bar closing price.
barCount Integer The bar count.
volume Integer The volume during the time covered by the bar.
WAP Double The weighted average price during the time covered by the bar.
hasGaps Integer Identifies whether or not there are gaps in the data.

scannerParameters()
Sub scannerParameters(ByVal xml As String)

Parameter Type Description

xml String An XML document that describes the valid parameters that a scanner
parameter can have.

scannerDataEx()
This event receives the requested market scanner data results.

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Sub scannerDataEx(ByVal reqId As Integer, ByVal rank As Integer, ByVal contractDetails As TWSLib.ICon-
tractDetails, ByVal distance As String, ByVal benchmark As String, ByVal projection As String, ByVal legsStr As
String)

Parameter Type Description

reqId Integer The ID of the request to which this row is responding.
rank Integer The ranking within the response of this bar.
contractDetails IContractDetails This object contains a full description of the contract.
distance String Varies based on query.
benchmark String Varies based on query.
projection String Varies based on query.
legsStr String Describes combo legs when scan is returning EFP.

scannerDataEnd()
This function is called when the snapshot is received and marks the end of one scan.

Sub scannerDataEnd(ByVal reqId As Integer)

Parameter Type Description

reqId Integer The ID of the market data snapshot request being closed by this para-
meter.

realtimeBar()
This method receives the real-time bars data results.

Sub realtimeBar(ByVal tickerId As Integer, ByVal time As Integer, ByVal open As Double, ByVal high As Double,
ByVal low As Double, ByVal close As Double, ByVal volume As Integer, ByVal WAP As Double, ByVal Count As
Integer)

Parameter Type Description

reqId Integer The ticker Id of the request to which this bar is responding.
time Integer The date-time stamp of the start of the bar. The format is determined by
the reqHistoricalData() formatDate parameter.
open Double The bar opening price.
high Double The high price during the time covered by the bar.
low Double The low price during the time covered by the bar.
close Double The bar closing price.
volume Integer The volume during the time covered by the bar.
wap Double The weighted average price during the time covered by the bar.
count Integer When TRADES historical data is returned, represents the number of
trades that occurred during the time period the bar covers.

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fundamentalData()
This method is called to receive Reuters global fundamental market data. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

Sub fundamentalData(ByVal reqId As Integer, ByVal data As String)

Parameter Type Description

reqId Integer The ID of the data request.
data String One of these XML reports:

l Company overview
l Financial summary
l Financial ratios
l Financial statements
l Analyst estimates
l Company calendar

displayGroupList()
This callback is a one-time response to queryDisplayGroups().

displayGroupList(requestId As Integer, groups As String)

Parameter Type Description

requestId Integer The requestId specified in queryDisplayGroups().

groups String A list of integers representing visible group ID separated

by the “|” character, and sorted by most used group first.
This list will not change during TWS session (in other
words, user cannot add a new group; sorting can change
though). Example: “3|1|2”

displayGroupUpdated()
This is sent by TWS to the API client once after receiving the subscription request subscribeToGroupEvents(), and will
be sent again if the selected contract in the subscribed display group has changed.

displayGroupList(requestId As Integer, contractInfo As String)

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Parameter Type Description

requestId Integer The requestId specified in subscribeToGroupEvents().

contractInfo String The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

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ActiveX COM Objects

The tables below define properties for the following objects:

l IExecution
l IExecutionFilter
l ICommissionReport
l IContract
l IContractDetails
l IComboLeg
l IComboLegList
l IOrder
l IOrderState
l IScannerSubscription
l ITagValueList
l ITagValue
l IUnderComp

You must use the factory “create” methods to create the COM objects in this section. Once a COM object has been cre-
ated by a factory method, the COM object is tied to a corresponding TWS COM object (an instance of the COM object).
Do not try to pass a COM object to another instance of a TWS COM object.

IExecution

Attribute Description
acctNumber() As String The customer account number.
avgPrice() As Double Average price. Used in regular trades, combo trades
and legs of the combo. Does not include com-
missions.
clientId() As Integer The id of the client that placed the order.

Note: TWS orders have a fixed

client id of "0."
cumQty() As Integer Cumulative quantity. Used in regular trades, combo
trades and legs of the combo.
exchange() As String Exchange that executed the order.
execId() As String Unique order execution id.
liquidation() As Integer Identifies the position as one to be liquidated last
should the need arise.

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Attribute Description
orderId() As Integer The order id.
Note: TWS orders have a fixed
order id of "0."
permId() As Integer The TWS id used to identify orders, remains the same
over TWS sessions.
price() As Double The order execution price, not including com-
missions.
shares() As Integer The number of shares filled.
side() As String Specifies if the transaction was a sale or a purchase.
Valid values are:

l BOT
l SLD
time() As String The order execution time.
evRule() As String Contains the Economic Value Rule name and the
respective optional argument. The two values should
be separated by a colon. For example, aus-
sieBond:YearsToExpiration=3. When the optional
argument is not present, the first value will be fol-
lowed by a colon.
evMultiplier As Double Tells you approximately how much the market value
of a contract would change if the price were to
change by 1. It cannot be used to get market value by
multiplying the price by the approximate multiplier.

IExecutionFilter

Attribute Description
acctCode() As String Filter the results of the reqExecutionsEx() method based
on an account code. Note: this is only relevant for Fin-
ancial Advisor (FA) accounts.
clientId() As Integer Filter the results of the reqExecutionsEx() method based
on the clientId.
exchange() As String Filter the results of the reqExecutionsEx() method based
on the order exchange.
secType() String Filter the results of the reqExecutionsEx() method based
on the order security type.

Note: Refer to the Contract object

for the list of valid security
types.

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Attribute Description
side() As String Filter the results of the reqExecutionsEx() method based
on the order action.

Note: Refer to the Order object for

the list of valid order actions.
symbol() As String Filter the results of the reqExecutionsEx() method based
on the order symbol.
time() As String Filter the results of the reqExecutionsEx() method based
on execution reports received after the specified time. The
format for timeFilter is "yyyymmdd-hh:mm:ss"

ICommissionReport

Attribute Description
commission() As Double The commission amount.

currency() As String The currency.

execId() As String Unique order execution id.

realizedPNL() As Double The amount of realized Profit and Loss.

yield() As Double The yield.

yieldRedemptionDate() As Double Takes the YYYYMMDD format.

IContract

Attribute Description
comboLegs() As Object Dynamic memory structure used to store the leg
definitions for this contract.
comboLegsDescrip() As String Description for combo legs
conId() As Integer The unique contract identifier.
currency() As String Specifies the currency. Ambiguities may require that
this field be specified, for example, when SMART is
the exchange and IBM is being requested (IBM can
trade in GBP or USD). Given the existence of this
kind of ambiguity, it is a good idea to always spe-
cify the currency.
exchange() As String The order destination, such as Smart.
expiry() As String The expiration date. Use the format YYYYMM.

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Attribute Description
includeExpired() As Integer If set to true, contract details requests and historical
data queries can be performed pertaining to expired
contracts.
Note: Historical data queries on expired contracts
are limited to the last year of the contracts life, and
are initially only supported for expired futures con-
tracts,
localSymbol() As String This is the local exchange symbol of the underlying
asset.
multiplier() As String Allows you to specify a future or option contract
multiplier. This is only necessary when multiple pos-
sibilities exist.
primaryExch() As String Identifies the listing exchange for the contract (do
not list SMART).
right() As String Specifies a Put or Call. Valid values are: P, PUT, C,
CALL.
secId as String Unique identifier for the secIdType.
secIdType As String Security identifier, when querying contract details or
when placing orders. Supported identifiers are:

l ISIN (Example: Apple: US0378331005)

l CUSIP (Example: Apple: 037833100)
l SEDOL (Consists of 6-AN + check digit.
Example: BAE: 0263494)
l RIC (Consists of exchange-independent RIC
Root and a suffix identifying the exchange.
Exa
secType() As String This is the security type. Valid values are:

l STK
l OPT
l FUT
l IND
l FOP
l CASH
l BAG
l NEWS
strike() As Double The strike price.
symbol() As String This is the symbol of the underlying asset.

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Attribute Description
tradingClass() As String The trading class name for this contract.

IContractDetails

Attribute Description
category() As String The industry category of the underlying. For example,
InvestmentSvc.
contractMonth() As String The contract month. Typically the contract month of the
underlying for a futures contract.
industry() As String The industry classification of the underlying/product. For
example, Financial.
liquidHours() As String The liquid trading hours of the product. For example,
20090507:0930-1600;20090508:CLOSED.
longName() As String The descriptive name of the asset.
marketName() String The market name for this contract.
minTick() As Double The minimum price tick.
orderTypes() As String The list of valid order types for this contract.
priceMagnifier() Integer Allows execution and strike prices to be reported con-
sistently with market data, historical data and the order
price, i.e. Z on LIFFE is reported in index points and not
GBP.
ratings() As String Identifies the credit rating of the issuer. A higher credit
rating generally indicates a less risky investment. Bond
ratings are from Moody's and S&P respectively.
secIdList() As Object A list of contract identifiers that the customer is allowed
to view (CUSIP, ISIN, etc.)
subcategory() As String The industry subcategory of the underlying. For example,
Brokerage.
summary() As Object A contract summary.
timeZoneId() As String The ID of the time zone for the trading hours of the
product. For example, EST.
tradingHours() As String The trading hours of the product. For example,
20090507:0700-1830,1830-2330;20090508:CLOSED.
underConId() As String The underlying contract ID.
validExchanges() As String The list of exchanges this contract is traded on.

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Attribute Description
evRule() As String Contains the Economic Value Rule name and the respect-
ive optional argument. The two values should be sep-
arated by a colon. For example,
aussieBond:YearsToExpiration=3. When the optional
argument is not present, the first value will be followed
by a colon.
evMultiplier As Double Tells you approximately how much the market value of a
contract would change if the price were to change by 1.
It cannot be used to get market value by multiplying the
price by the approximate multiplier.
Bond Values
bondType() As String The type of bond, such as "CORP."
callable() As Integer Values are True or False. If true, the bond can be called
by the issuer under certain conditions.
convertible() As Integer Values are True or False. If true, the bond can be con-
verted to stock under certain conditions.
coupon() As Double The interest rate used to calculate the amount you will
receive in interest payments over the course of the year.

couponType() As String The type of bond coupon, such as "FIXED."

cusip() As String The nine-character bond CUSIP or the 12-character
SEDOL.
descAppend() As String A description string containing further descriptive inform-
ation about the bond.
issueDate() As String The date the bond was issued.
maturity() As String The date on which the issuer must repay the face value
of the bond.
nextOptionDate)_ As String Applies to bonds with embedded options.
nextOptionPartial() As Integer Applies to bonds with embedded options.

nextOptionType() As String Applies to bonds with embedded options.

notes() As String If populated for the bond in IB's database
putable() As Integer Values are True or False. If true, the bond can be sold
back to the issuer under certain conditions.

IComboLeg

Attribute Description
action() As String The side (buy or sell) for the leg you are constructing.
conId() As Integer The unique contract identifier specifying the security.

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Attribute Description
exchange() As String The exchange to which the complete combination order will be routed.

openClose() As Integer Specifies whether the order is an open or close order. Valid values are:

l 0 - Same as the parent security. This is the only option for retail
customers.
l 1 - Open. This value is only valid for institutional customers.
l 2 - Close. This value is only valid for institutional customers.
l Unknown - (3)

ratio() As Integer Select the relative number of contracts for the leg you are constructing.
To help determine the ratio for a specific combination order, refer to
the Interactive Analytics section of the User's Guide.

For Short Sale Stock Legs

designatedLocation() As String If shortSaleSlot == 2, the designatedLocation must be specified.

Otherwise leave blank or orders will be rejected.

shortSaleSlot() Integer For institutional customers only.

l 0 - inapplicable (i.e. retail customer or not short leg)

l 1 - clearing broker
l 2 - third party. If this value is used, you must enter a designated
location.

IComboLegList

Attribute Description
Add() As Object Adds combo legs to a combo leg list.
Count() As Integer Leg count.
Item(Integer) As Object Get leg by index.

IOrder

Attribute Description
Order Identifiers
clientId() As Integer The id of the client that placed this order.
orderId() As Integer The id for this order.

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Attribute Description
permId() As Integer The TWS id used to identify orders, remains the
same over TWS sessions.
Main Order Fields
action() As String Identifies the side. Valid values are: BUY, SELL,
SSHORT
auxPrice() As Double This is the STOP price for stop-limit orders, and
the offset amount for relative orders. In all other
cases, specify zero.
lmtPrice() As Double This is the LIMIT price, used for limit, stop-limit
and relative orders. In all other cases specify zero.
For relative orders with no limit price, also spe-
cify zero.
orderType() As String Identifies the order type.

For more information about supported order types,

see Supported Order Types.

totalQuantity() As Integer The order quantity.

Extended Order Fields
allOrNone() As Integer 0 = no, 1 = yes
blockOrder() As Integer Specifies that the order is an ISE Block order.
displaySize() As Integer The publicly disclosed order size, used when pla-
cing Iceberg orders.
goodAfterTime() As String The trade's "Good After Time," format
"YYYYMMDD hh:mm:ss (optional time zone)"
Use an empty String if not applicable.
goodTillDate() As String You must enter GTD as the time in force to use
this string. The trade's "Good Till Date," format
"YYYYMMDD hh:mm:ss (optional time zone)"
Use an empty String if not applicable.
hidden() As Integer Specifies that the order will not be visible when
viewing the market depth. This option only
applies to orders routed to the ISLAND exchange.
minQty() As Integer Identifies a minimum quantity order type.
ocaGroup() As String Identifies an OCA (one cancels all) group.

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Attribute Description
ocaType() As Integer Tells how to handle remaining orders in an OCA
group when one order or part of an order
executes. Valid values include:

l 1 = Cancel all remaining orders with

block
l 2 = Remaining orders are proportionately
reduced in size with block
l 3 = Remaining orders are proportionately
reduced in size with no block
If you use a value "with block" gives your order
has overfill protection. This means that only one
order in the group will be routed at a time to
remove the possibility of an overfill.
orderRef() As String The order reference. Intended for institutional cus-
tomers only, although all customers may use it to
identify the API client that sent the order when
multiple API clients are running.
outsideRth() As Integer Specifies whether orders can trigger or fill outside
of regular trading hours or not.
overridePercentageConstraints() As Precautionary constraints are defined on the
Integer TWS Presets page, and help ensure tha tyour
price and size order values are reasonable. Orders
sent from the API are also validated against
these safety constraints, and may be rejected if
any constraint is violated. To override val-
idation, set this parameter’s value to True.
Valid values include:

l 0 = False
l 1 = True
parentId() As Integer The order ID of the parent order, used for bracket
and auto trailing stop orders.
percentOffset() As Double The percent offset amount for relative orders.

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Attribute Description
rule80A() As String Values include:

l Individual = 'I'
l Agency = 'A',
l AgentOtherMember = 'W'
l IndividualPTIA = 'J'
l AgencyPTIA = 'U'
l AgentOtherMemberPTIA = 'M'
l IndividualPT = 'K'
l AgencyPT = 'Y'
l AgentOtherMemberPT = 'N'
sweepToFill() As Integer Specifies if the order is a Sweep-to-Fill order.
tif() As String The time in force. Valid values are: DAY, GTC,
IOC, GTD.
transmit() As Integer Specifies whether the order will be transmitted by
TWS.
triggerMethod() As Integer Specifies how Simulated Stop, Stop-Limit and
Trailing Stop orders are triggered. Valid values
are:

l 0 - The default value. The "double

bid/ask" function will be used for orders
for OTC stocks and US options. All other
orders will used the "last" function.
l 1 - use "double bid/ask" function, where
stop orders are triggered based on two con-
secutive bid or ask prices.
l 2 - "last" function, where stop orders are
triggered based on the last price.
l 3 double last function.
l 4 bid/ask function.
l 7 last or bid/ask function.
l 8 mid-point function.
trailStopPrice() As Double For TRAILLIMIT orders only

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Attribute Description
trailingPercent() As Double Specify the trailing amount of a trailing stop
order as a percentage. Observe the following
guidelines when using the trailingPercent field:

l This field is mutually exclusive with the

existing trailing amount. That is, the API
client can send one or the other but not
both.
l This field is read AFTER the stop price
(barrier price) as follows: deltaNeut-
ralAuxPrice
stopPrice
trailingPercent
scale order attributes
l The field will also be sent to the API in
the openOrder message if the API client
version is >= 56. It is sent after the
stopPrice field as follows:
stopPrice
trailingPct
basisPoint
activeStartTime As String For GTC orders.
activeStopTime As String For GTC orders.
Financial Advisor Fields

faGroup() As String The Financial Advisor group the trade will be

allocated to -- use an empty String if not applic-
able.
faMethod() As String The Financial Advisor allocation function the
trade will be allocated with -- use an empty
String if not applicable.
faPercentage() As String The Financial Advisor percentage concerning the
trade's allocation -- use an empty String if not
applicable.
faProfile() As String The Financial Advisor allocation profile the trade
will be allocated to -- use an empty String if not
applicable.
Institutional (non-cleared) Only
designatedLocation() As String Used only when shortSaleSlot = 2.

openClose() As String For institutional customers only. Valid values are

O, C.

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Attribute Description
origin() As Integer The order origin. For institutional customers only.
Valid values are 0 = customer, 1 = firm
shortSaleSlot() As Integer Valid values are 1 or 2.
SMART Routing Only
discretionaryAmt() As Double The amount off the limit price allowed for dis-
cretionary orders.
eTradeOnly() As Integer Trade with electronic quotes.
0 = no, 1 = yes
firmQuoteOnly() As Integer Trade with firm quotes.
0 = no, 1 = yes
nbboPriceCap() As Double Maximum smart order distance from the NBBO.
optOutSmartRouting() As Integer Use to opt out of default SmartRouting for orders
routed directly to ASX. This attribute defaults to
false unless explicitly set to true. When set to
false, orders routed directly to ASX will NOT use
SmartRouting. When set to true, orders routed dir-
ectly to ASX orders WILL use SmartRouting.
notHeld() As Integer For IBDARK orders only. Orders routed to
IBDARK are tagged as “post only” and are held
in IB's order book, where incoming SmartRouted
orders from other IB customers are eligible to
trade against them.
BOX or VOL Orders Only
auctionStrategy() As Integer Values include:

l match = 1
l improvement = 2
l transparent = 3
For orders on BOX only.
BOX Exchange Orders Only
delta() As Double The stock delta. For orders on BOX only.
startingPrice() As Double The auction starting price. For orders on BOX
only.
stockRefPrice() As Double The stock reference price. The reference price is
used for VOL orders to compute the limit price
sent to an exchange (whether or not Continuous
Update is selected), and for price range mon-
itoring.
Pegged-to-Stock and VOL Orders Only

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Attribute Description
stockRangeLower() As Double The lower value for the acceptable underlying
stock price range. For price improvement option
orders on BOX and VOL orders with dynamic
management.
stockRangeUpper() As Double The upper value for the acceptable underlying
stock price range. For price improvement option
orders on BOX and VOL orders with dynamic
management.
Volatility Orders Only
continuousUpdate() As Integer VOL orders only. Specifies whether TWS will
automatically update the limit price of the order
as the underlying price moves.
deltaNeutralOrderType() As String VOL orders only. Enter an order type to instruct
TWS to submit a delta neutral trade on full or par-
tial execution of the VOL order. For no hedge
delta order to be sent, specify NONE.
deltaNeutralAuxPrice() As Integer VOL orders only. Use this field to enter a value if
the value in the deltaNeutralOrderType field is
an order type that requires an Aux price, such as a
REL order.
referencePriceType() As Integer VOL orders only. Specifies how you want TWS
to calculate the limit price for options, and for
stock range price monitoring.
Valid values include:

l 1 = Average of NBBO
l 2 = NBB or the NBO depending on the
action and right.
volatility() As Double The option price in volatility, as calculated by
TWS' Option Analytics. This value is expressed
as a percent and is used to calculate the limit
price sent to the exchange.
volatilityType() As Integer Values include:

l 1 = Daily volatility
l 2 = Annual volatility
deltaNeutralOpenClose() As String Specifies whether the order is an Open or a Close
order and is used when the hedge involves a CFD
and the order is clearing away.

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Attribute Description
deltaNeutralShortSale () As Integer Used when the hedge involves a stock and indic-
ates whether or not it is sold short.

deltaNeutralShortSaleSlot() As Integer Has a value of 1 (the clearing broker holds shares)

or 2 (delivered from a third party). If you use 2,
then you must specify a deltaNeut-
ralDesignatedLocation.
deltaNeutralDesignatedLocation() As Used only when deltaNeutralShortSaleSlot = 2.
String

Combo Orders Only

basisPoints() As Double For EFP orders only
basisPointsType() As Integer For EFP orders only
Scale Orders Only
scaleAutoReset() As Integer For extended Scale orders.

scaleInitFillQty() As Integer For extended Scale orders.

scaleInitLevelSize() As Integer For Scale orders: Defines the size of the first, or
initial, order component.
scaleInitPosition() As Integer For extended Scale orders.

scalePriceIncrement() As Double For Scale orders: Defines the price increment

between scale components. This field is required.
scalePriceAdjustInterval() As Integer For extended Scale orders.

scalePriceAdjustValue() As Double For extended Scale orders.

scaleProfitOffset() As Double For extended Scale orders.

scaleRandomPercent() As Integer For extended Scale orders.

scaleSubsLevelSize() As Integer For Scale orders: Defines the order size of the sub-
sequent scale order components. Used in con-
junction with scaleInitLevelSize().
scaleTable As String Manual table for Scale orders.

Hedge Orders Only

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Attribute Description
hedgeParam() As String Beta = x for Beta hedge orders, ratio = y for Pair
hedge order
hedgeType() As String For hedge orders. Possible values are:

l D = Delta
l B = Beta
l F = FX
l P = Pair
Clearing Information
account() As String The account. For institutional customers only.
clearingAccount() As String For IBExecution customers: Specifies the true
beneficiary of the order. This value is required for
FUT/FOP orders for reporting to the exchange.
clearingIntent() As String For IBExecution customers: Valid values are: IB,
Away, and PTA (post trade allocation).
settlingFirm() As String Institutional only.
Algo Orders Only
algoStrategy() As String For information about API Algo orders, see
IBAlgo Parameters.

algoParams() As Object Support for IBAlgo parameters.

algoId As String Identifies an order generated by algorithmic trad-

ing.

What If
whatIf() As Integer Use to request pre-trade commissions and margin
information.
If set to true, margin and commissions data is
received back via the OrderState() object for the
openOrder() callback.
Smart Combo Routing
smartComboRoutingParams() As Object Support for Smart combo routing.

Order Combo Legs

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Attribute Description
OrderComboLegs() As Object Holds attributes for all legs in a combo order.

Solicited Orders
bool solicited True = solicited (orders initiated by a broker
through the brokers research and design)

False = unsolicited (those instigated by a broker's

customer either through their actions or by the
broker at their direction)
Internal use only
TagValueListSPtr orderMiscOptions For internal use only. Use the default value XYZ.

OrderComboLeg

Attribute Description
double price Order-specific leg price.

IOrderState

Attribute Description
commission() As Double Shows the commission amount on the order.
commissionCurrency() As String Shows the currency of the commission value.

equityWithLoan() As String Shows the impact the order would have on your
equity with loan value.
initMargin() As String Shows the impact the order would have on your ini-
tial margin.
maintMargin() As String Shows the impact the order would have on your
maintenance margin.
maxCommission() As Double Used in conjunction with the minCommission field,
this defines the highest end of the possible range
into which the actual order commission will fall.
minCommission() As Double Used in conjunction with the maxCommission field,
this defines the lowest end of the possible range into
which the actual order commission will fall.
status() As String Displays the order status.
warningText() As String Displays a warning message if warranted.

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IScannerSubscription

Attribute Description
averageOptionVolumeAbove () As Integer Can leave empty.

couponRateAbove() As String Filter out contracts with a coupon rate lower

than this value. Can be left blank.
couponRateBelow() As String Filter out contracts with a coupon rate higher
than this value. Can be left blank.
excludeConvertible() As Integer Filter out convertible bonds. Can be left
blank.
instrument() As String Defines the instrument type for the scan.
locations() As String The location.
marketCapAbove() As Double Filter out contracts with a market cap lower
than this value. Can be left blank.
marketCapBelow() As Double Filter out contracts with a market cap above
this value. Can be left blank.
maturityDateAbove() As String Filter out contracts with a maturity date
earlier than this value. Can be left blank.
maturityDateBelow() As String Filter out contracts with a maturity date later
than this value. Can be left blank.
moodyRatingAbove() As String Filter out contracts with a Moody rating
below this value. Can be left blank.
moodyRatingBelow() As String Filter out contracts with a Moody rating
above this value. Can be left blank.
numberOfRows() As Integer Defines the number of rows of data to return
for a query.
priceAbove() As Double Filter out contracts with a price lower than
this value. Can be left blank.
priceBelow() As Double Filter out contracts with a price higher than
this value. Can be left blank.
scanCode() As String Can be left blank.
scannerSettingPairs() As String Can leave empty. For example, a pairing
"Annual, true" used on the "top Option
Implied Vol % Gainers" scan would return
annualized volatilities.
spRatingAbove() As String Filter out contracts with an S&P rating below
this value. Can be left blank.
spRatingBelow() As String Filter out contracts with an S&P rating above
this value. Can be left blank.

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Attribute Description
stockTypeFilter() As String Valid values are:

l CORP = Corporation
l ADR = American Depositary Receipt
l ETF = Exchange Traded Fund
l REIT = Real Estate Investment Trust
l CEF = Closed End Fund
volumeAbove() As Integer Filter out contracts with a volume lower than
this value. Can be left blank.

ITagValueList

Attribute Description
Count() As Integer The number of tag-value pairs (IBAlgo parameters).
Item(Integer) As Object A tag-value pair (IBAlgo parameter). For more information,
see IBAlgo Parameters.

ITagValue

Attribute Description
tag() As String An IBAlgo order parameter. For more information, see IBAlgo
Parameters.
value() As String The value of the IBAlgo parameter.

IUnderComp

Attribute Description
conId() As Integer The unique contract identifier specifying the security. Used
for Delta-Neutral Combo contracts.
delta() As Double The underlying stock or future delta. Used for Delta-Neutral
Combo contracts.
price() As Double The price of the underlying. Used for Delta-Neutral Combo
contracts.

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ActiveX Properties
The table below defines properties you can use when connecting to a server using ActiveX.

Property Description
String TwsConnectionTime Connection time.
long serverVersion Server Version.

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Placing a Combination Order

A combination order is a special type of order that is constructed of many separate legs but executed as a single trans-
action. Submit combo orders such as calendar spreads, conversions and straddles using the BAG security type (defined in
the Contract object). The key to implementing a successful API combination order using the API is to knowing how to
place the same order using Trader Workstation. If you are familiar with placing combination orders in TWS, then it will
be easier to place the same order using the API, because the API only imitates the behavior of TWS.

Example
In this example, a customer places a BUY order on a calendar spread for GOOG. To buy one calendar spread means:

Leg 1: Sell 1 GOOG OPT SEP 18 '09 150.0 CALL (100)

Leg 2: Buy 1 GOOG OPT JAN 21 '11 150.0 CALL (100)

Here is a summary of the steps required to place a combo order using the API:

l Obtain the contract id (conId) for each leg. Get this number by invoking the reqContractDetailsEx() method.
l Include each leg on the IComboLeg COM object by populating the related fields.
l Implement the placeOrderEx() method with the IContract and IOrder COM objects.

To place this combo order

1. Get the Contract IDs for both leg definitions:
'First Leg
Dim con1 As TWSLib.IContract
con1 = Tws1.createContract

con1.symbol = "GOOG"
con1.secType = "OPT"
con1.expiry = "200909"
con1.strike = 150.0
con1.right = "C"
con1.multiplier = "100"
con1.exchange = "SMART"
con1.currency = "USD"

Tws1.reqContractDetailsEx(1, con1)

'Second Leg
Dim con2 As TWSLib.IContract
con2 = Tws1.createContract

con2.symbol = "GOOG"
con2.secType = "OPT"
con2.expiry = "201101"
con2.strike = 150.0
con2.right = "C"
con2.multiplier = "100"
con2.exchange = "SMART"

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con2.currency = "USD"

Tws1.reqContractDetailsEx(2, con2)

'All conId numbers are delivered by the ContractDetail()

Private Sub Tws1_contractDetailsEx(ByVal sender As Object, ByVal e As

AxTWSLib._DTwsEvents_contractDetailsExEvent) Handles Tws1.contractDetailsEx

Dim contractDetails As TWSLib.IContractDetails

contractDetails = e.contractDetails

Dim contract As TWSLib.IContract

contract = contractDetails.summary

'reqId = 1 is corresponding to the first request or first leg

'reqId = 2 is corresponding to the second request or second leg

If e.reqId = 1 Then
leg1 = contract.conId 'to obtain conId for the first leg
End If

If e.reqId = 2 Then
leg2 = contract.conId 'to obtain conId for the second leg
End If

End Sub

2. Once the program has acquired the conId value for each leg, include it in the ComboLeg object:
TWSLib.IComboLegList
addAllLegs = Tws1.createComboLegList

'First Combo leg

Dim Leg1 As TWSLib.IComboLeg
Leg1 = addAllLegs.Add()

Leg1.conId = leg1_conId
Leg1.ratio = 1
Leg1.action = "SELL"
Leg1.exchange = "SMART"
Leg1.openClose = 0
Leg1.shortSaleSlot = 0
Leg1.designatedLocation = ""

' Second Combo leg

Dim Leg2 As TWSLib.IComboLeg
Leg2 = addAllLegs.Add()

Leg1.conId = leg2_conId
Leg1.ratio = 1
Leg1.action = "BUY"
Leg1.exchange = "SMART"
Leg1.openClose = 0

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Leg1.shortSaleSlot = 0
Leg1.designatedLocation = ""

3. Invoke the placeOrder() method with the appropriate contract and order objects:
Dim contract As TWSLib.IContract
contract = Tws1.createContract

contract.symbol = "USD"
contract.secType = "BAG"
contract.exchange = "SMART"
contract.currency = "USD"
contract.comboLegs = addAllLegs

Dim order As TWSLib.IOrder

order = Tws1.createOrder

order.action = "BUY"
order.totalQuantity = 1
order.orderType = "MKT"

Tws1.placeOrderEx(OrderId, contract, order)

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4
This chapter describes the C++ API, including the following topics:

l Tutorial: Building a C++ Sample Application

l Class EClientSocket Functions
l Class EWrapper Functions
l SocketClient Properties
l Placing a Combination Order

Note: Beginning with API Version 9.72, the C++ MFC implementation has been deprecated. If you
are running API Version 9.72 or higher and want to use the C++ API, you must use the
POSIX implementation.

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Tutorial: Build a C++ API Sample Application

This tutorial provides a step-by-step guide to using C++ to build a sample application which retrieves market data from
Trader Workstation (TWS). You will build an application that connects to TWS, requests some forex market data and dis-
plays it on the screen.

Note: Please note, as of API 9.72, the MFC based C++ client is deprecated. The present tutorial is
valid only for versions 9.71 and below.

The Tutorial includes these steps:

1. Create the Project

2. Prepare the User Interface
3. Add the API Source Files
4. Implement the EWrapper Interface
5. Connect to TWS
6. Display Information from TWS
7. Request Market Data

Note: All the code provided with this example is “as is” and for illustrative purposes only.

For this tutorial, we are using Interactive Brokers C++ API (v. 9.71) and displaying it in an MFC-based application using
Microsoft Visual Studio 2010 Professional Edition.

For your convenience, you can request the full sample solution resulting from this tutorial by contacting our API Support
team at [email protected].

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C++ Tutorial: 1. Create the Project

In this first part of the tutorial, you will create new project in Visual Studio.

To create a new project in Microsoft Visual Studio 2010 Professional Edition

1. Open Microsoft Visual Studio 2010 Professional Edition, then click File > New > Project.

2. In New Project dialog, select Visual C++ from the list of Installed Templates on the left, then select MFC Applic-
ation.
3. Type HelloIBMFC as the project name in the Name field, then click the Browse button and choose a location for
the project on your computer.
4. Click OK.

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The MFC Application Wizard starts.

5. Click Next.
6. The next screen in the wizard lets you choose the kind of application you want to create. For this tutorial, make
the following selections:
o Application Type = Dialog based
o Project style = MFC standard
o Use of MFC = Use MFC as a shared DLL.

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7. Click Next.
8. The next screen in the wizard lets you choose some additional User Interface options. For this tutorial, disable all
of these options by deselecting all check boxes, then click Finish.

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9. The result will be our empty project showing an application with a single dialog. This simple user interface will
be the shell of your sample application.

Continue to the next step in this tutorial, 2. Prepare the User Interface.

C++ Tutorial: 2. Prepare the User Interface

In this part of the tutorial, you will modify the user interface of your application.

To prepare the user interface

1. So far in this tutorial, you have created a simple dialog box that contains two buttons, labeled OK and Cancel.
Change the captions to Get Data and Close as follows:
o Click each button, then type the new label as the value of Caption in the Properties section of the Resource
View, shown below:

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2. Next, you need to add an area in which to display market data. To do this, open the Toolbox either by using the
toolbox tab on the left side of the screen or by selecting View > Toolbox from the menu.

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3. In the Toolbox dialog, select the List Box component, then drag and drop the component into the application’s
dialog and resize it so that it resembles the image below.

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4. Save the project.

Continue to the next step in this tutorial, 3. Add the API Source Files.

C++ Tutorial: 3. Add the API Source Files

In this part of the tutorial, you will add the API source files to your project.

To add the API source files

1. Find and copy the Shared and src directories from the source/CppClient directory in the API installation directory
to your application directory.
When you view the contents of your application directory after copying the directories, it should look something
like this:

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2. Next, you need to tell Visual Studio to include both directories in your project. Open the Property Pages for your
project by selecting Project -> HelloIBMFC Properties from the Visual Studio menu.

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3. In the Properties dialog, navigate to Configuration Properties > C/C++ > Additional Include Directories >
Edit.

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4. Add the Shared and src directories that you just copied to your application directory earlier.

5. Click OK, and then save the project.

6. Finally, before you can start coding, you need to add the client socket’s implementation classes to the project. In
the Solution Explorer, right-click the project and select Add -> Existing Item from the popup menu.

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7. Navigate to the previously copied src directory and select the files EClientSocket.cpp and ECli-
entSocketBase.cpp, then click Add.

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If you were to try to compile and run the project at this stage, it might show the following errors:

8. To prevent these errors, open the Property Pages by selecting Project -> HelloIBMFC Properties from the Visual
Studio menu, then change the Character Set to <inherit from parent or project defaults> as shown below.

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9. Save the project.

Continue to the next step in this tutorial, 4. Implement the EWrapper Interface.

C++ Tutorial: 4. Implement the EWrapper Interface

Now we are ready for coding. The IB API needs to implement the EWrapper virtual class (interface). For this example we
will implement it in the application’s dialog class (CHelloIBMFCDlg) by inheriting from it.

To implement the EWrapper interface

1. In the dialog’s header file (HelloIBMFCDlg.h), include the EWrapper.h header file.
2. Inherit the EWrapper class.
The completed code for this step in the tutorial is shown below.

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3. Save all files.

Continue to the next step in this tutorial, 5. Connect to TWS.

C++ Tutorial: 5. Connect to TWS

Another key component of Interactive Broker’s API is the EClient class, which provides the methods used to com-
municate to the TWS. In this step of the tutorial, you will add the code required to connect your application to TWS.

To add the code required to connect to TWS

1. The EClient class provides the methods that you will use to communicate with TWS. In the HelloIBMFCDlg.h
file, instantiate the EClient class as a member variable of the HelloIBMFCDlg class, taking care to also declare
the EClient class, as shown below.

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2. In the HelloIBMFCDlg.cpp file, initialize this variable on the class constructor (CHel-
loIBMFCDlg::CHelloIBMFCDlg). Don't forget to include EClientSocket’s header.

3. Now you are finally ready to connect to TWS. In Visual Studio’s Resource View, open the Design dialog, then
double-click the Get Data button. This automatically adds the OnBnClickedOK() method to the dialog class.
Now add the connectivity code to the OnBnClickedOk() method as shown below.

4. Save all files.

This is all the code you need to connect to the TWS or IB Gateway. When you click the Get Data button, your
application will connect to TWS and receive some events, most importantly, the next valid order id, which we
will display in the next step.
Continue to the next step in this tutorial, 6. Display Information from TWS.

C++ Tutorial: 6. Display Information from TWS

When you started modifying our user interface, you added a List Box component. In this step, you will make use of it
with the help of the CHScrollListBox.cpp file, located in the API’s Shared directory. This class is nothing but an exten-
sion of the CListBox MFC class and contains some useful methods.

To display information from TWS

1. Right-click the HelloIBMFC project in the Solution Explorer, then click Add > Existing Item from the menu.

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2. Navigate to the API's Shared directory and select the file HScrollListBox.cpp, then click Add.
3. In the file HelloIBMFCDlg.h, add a CHScrollListBox member variable to our main dialog just as we did with the
EClient class:

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4. In the HelloIBMFCDlg.cpp file, link the CHScrollListBox member variable to the GUI’s List Box component via
the MFC wizard’s auto-generated DoDataExchange method’s implementation:

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5. When the client application connects to the TWS, it receives the next valid order id on its nextValidId() method,
so in the same file, you can use this same method to send the event to the GUI:

6. Save all files.

7. Compile and run the project. The dialog you created in Step 2 of this tutorial will open.
8. Click the Get Data button. You will see the message telling us that the connection is successful and the next
valid order id:

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Continue to the last step in this tutorial, 6. Request Market Data.

C++ Tutorial: 7. Request Market Data

In this final step of the tutorial, you will add the code required to request market data from TWS.

To request market data from TWS

1. In the file HelloIBMFCDlg.h, add a Contract member variable:

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2. In the file HelloIBMFCDlg.cpp, initialize the contract in HelloIBMFC’s constructor (CHel-

loIBMFCDlg::CHelloIBMFCDlg):

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3. In the same file, trigger the request upon reception of the next valid id:

4. In the same file, add the code that will display some results:

5. Save all files.

6. Now the application is able to receive and display the market data. Compile and run the application.

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For your convenience, you can request the full sample solution resulting from this tutorial by contacting our API Support
team at [email protected].

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Class EClientSocket Functions

The list below define the class EClientSocket functions you can use when connecting to TWS. The list of functions
includes:

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Connection and Server Contract Details

EClientSocket() reqContractDetails()
eConnect()
eDisconnect() Market Depth
isConnected() reqMktDepth()
reqCurrentTime() cancelMktDepth()
serverVersion()
News Bulletins
TwsConnectionTime()
setLogLevel() reqNewsBulletins()
checkMessages() cancelNewsBulletins()

Market Data Financial Advisors

reqMktData() reqManagedAccts()
cancelMktData() requestFA()
calculateImpliedVolatility() replaceFA()
cancelCalculateImpliedVolatility()
Historical Data
calculateOptionPrice()
cancelCalculateOptionPrice() reqHistoricalData()
reqMarketDataType() cancelHistoricalData()

Orders Market Scanners

placeOrder() reqScannerParameters()
cancelOrder() reqScannerSubscription()
reqOpenOrders() cancelScannerSubscription()
reqAllOpenOrders()
Real Time Bars
reqAutoOpenOrders()
reqIDs() reqRealTimeBars()
exerciseOptions() cancelRealTimeBars()
reqGlobalCancel()
Fundamental Data
Account and Portfolio
reqFundamentalData()
reqAccountUpdates() cancelFundamentalData()
reqAccountSummary()
cancelAccountSummary() Display Groups
reqPositions()
queryDisplayGroups()
cancelPositions()
subscribeToGroupEvents()
Executions updateDisplayGroups()
unsubscribeFromGroupEvents()
reqExecutions()

EClientSocket()
This is the constructor.

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EClientSocket( EWrapper *ptr)

Parameter Description
ptr The pointer to an object that was derived from the EWrapper base class.

eConnect()
This function must be called before any other. There is no feedback for a successful connection, but a subsequent attempt
to connect will return the message "Already connected."

bool eConnect( const char *host, UINT port, int clientId=0)

Parameter Type Description

host const The host name or IP address of the
machine where TWS is running. Leave
blank to connect to the local host.
port UINT Must match the port specified in TWS on
the Configure>API>Socket Port field.
clientId int A number used to identify this client con-
nection. All orders placed/modified from
this client will be associated with this cli-
ent identifier.
Note: Each client MUST connect with a
unique clientId.

eDisconnect()
Call this function to terminate the connections with TWS. Calling this function does not cancel orders that have already been sent.

void eDisconnect()

Parameter Description
ptr The pointer to an object that was derived from the EWrapper base class.

isConnected()
Call this function to check if there is a connection with TWS

void isConnected()

reqCurrentTime()
Returns the current system time on the server side.

void reqCurrentTime()

serverVersion()
Returns the version of the TWS instance to which the API application is connected.

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serverVersion()

setLogLevel()
The default detail level is ERROR. For more details, see API Logging.

void setLogLevel(int logLevel)

Parameter Type Description

logLevel int Specifies the level of log entry
detail used by the server (TWS)
when processing API requests.
Valid values include:

l 1 = SYSTEM
l 2 = ERROR
l 3 = WARNING
l 4 = INFORMATION
l 5 = DETAIL

TwsConnectionTime()
Returns the time the API application made a connection to TWS.

TwsConnectionTime()

checkMessages()
This function should be called frequently (every 1 second) to check for messages received from TWS.

void checkMessages()

reqMktData()
Call this function to request market data. The market data will be returned by the tickPrice and tickSize events.

void reqMktData(TickerId id, const Contract &contract, IBString &genericTicks, bool snapshot, const
TagValueListSPtr& mktDataOptiosn)

Parameter Type Description

id TickerId The ticker id. Must be a unique value.
When the market data returns, it will be
identified by this tag. This is also used
when canceling the market data.
contract Contract This structure contains a description of
the contract for which market data is
being requested.

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Parameter Type Description

genericTicks IBString A comma delimited list of generic tick
types. Tick types can be found in the Gen-
eric Tick Types page.
snapshot bool Check to return a single snapshot of mar-
ket data and have the market data sub-
scription cancel. Do not enter any
genericTicklist values if you use snap-
shot.
mktDataOptions TagValueListSPtr For internal use only. Use default value
XYZ.

cancelMktData()
After calling this function, market data for the specified id will stop flowing.

void cancelMktData(TickerId id)

Parameter Type Description

id TickerId The ID that was specified in the call to
reqMktData().

calculateImpliedVolatility()
Call this function to calculate volatility for a supplied option price and underlying price.

void calculateImpliedVolatility(TickerId reqId, Contract &contract, double optionPrice, double underPrice)

Parameter Type Description

reqId TickerId (long) The ticker id.
contract Contract Describes the contract.
optionPrice double The price of the option.
underPrice double Price of the underlying.

cancelCalculateImpliedVolatility()
Call this function to cancel a request to calculate volatility for a supplied option price and underlying price.

calculateImpliedVolatility(TickerId reqId)

Parameter Type Description

id TickerId The ticker ID.

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calculateOptionPrice()
Call this function to calculate option price and greek values for a supplied volatility and underlying price.

void calculateOptionPrice(TickerId reqId, const Contract &contract, double volatility, double underPrice)

Parameter Type Description

reqId TickerId The ticker ID.
contract Contract Describes the contract.
volatility double The volatility.
underPrice double Price of the underlying.

cancelCalculateOptionPrice()
Call this function to cancel a request to calculate the option price and greek values for a supplied volatility and under-
lying price.

cancelCalculateOptionPrice(TickerId reqId)

Parameter Type Description

reqId TickerId The ticker id.

reqMarketDataType()
The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our sys-
tem. During normal trading hours, the API receives real-time market data. If you use this function, you are telling TWS to
automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data
will automatically switch back to real-time market data.

reqMarketDataType(int marketDataType)

Parameter Type Description

marketDataType int 1 for real-time streaming market data or 2 for frozen market data.

placeOrder()
Call this function to place an order. The order status will be returned by the orderStatus event.

void placeOrder( OrderId id, const Contract &contract, const Order &order)

Parameter Type Description

id OrderId The order id. You must specify a unique value.
When the order status returns, it will be identified
by this tag. This tag is also used when canceling
the order.

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Parameter Type Description

contract Contract This structure contains a description of the con-
tract which is being traded.
order Order This structure contains the details of the order.
Note: Each client MUST connect with a unique
clientId.

cancelOrder()
Call this function to cancel an order.

void cancelOrder(OrderId id)

Parameter Type Description

id OrderId The order ID that was specified pre-
viously in the call to placeOrder()

reqOpenOrders()
Call this function to request the open orders that were placed from this client. Each open order will be fed back through
the openOrder() and orderStatus() functions on the EWrapper.

void reqOpenOrders()

Note: The client with a clientId of 0 will also receive the TWS-owned open orders. These orders
will be associated with the client and a new orderId will be generated. This association will
persist over multiple API and TWS sessions.

reqAllOpenOrders()
Call this function to request the open orders placed from all clients and also from TWS. Each open order will be fed back
through the openOrder() and orderStatus() functions on the EWrapper.

void reqAllOpenOrders()

Note: No association is made between the returned orders and the requesting client.

reqAutoOpenOrders()
Call this function to request that newly created TWS orders be implicitly associated with the client. When a new TWS
order is created, the order will be associated with the client, and fed back through the openOrder() and orderStatus() func-
tions on the EWrapper.

reqAutoOpenOrders (bool bAutoBind)

Note: This request can only be made from a client with clientId of 0.

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Parameter Type Description

bAutoBind bool If set to TRUE, newly created TWS orders will
be implicitly associated with the client. If set to
FALSE, no association will be made.

reqIDs()
Call this function to request from TWS the next valid ID that can be used when placing an order. After calling this func-
tion, the nextValidId() event will be triggered, and the id returned is that next valid ID. That ID will reflect any auto-
binding that has occurred (which generates new IDs and increments the next valid ID therein).

void reqIds(int numIds)

Parameter Type Description

numIds int The number of ids you want to reserve.

exerciseOptions()
void exerciseOptions(TickerId id, const Contract &contract, int exerciseAction, int exerciseQuantity, const IBString
&account, int override)

Parameter Type Description

id TickerId The ticker id. Must be a unique value.
contract Contract This structure contains a description of the con-
tract for which market depth data is being
requested.
exerciseAction int Specifies whether you want the option to lapse
or be exercised. Values are 1 = exercise, 2 =
lapse.
exerciseQuantity int The quantity you want to exercise.
account IBString Account
override int Specifies whether your setting will override the
system's natural action. For example, if your
action is "exercise" and the option is not in-the-
money, by natural action the option would not
exercise. If you have override set to "yes" the
natural action would be overridden and the out-
of-the money option would be exercised. Val-
ues are: 0 = no, 1 = yes.

reqGlobalCancel()
Use this function to cancel all open orders globally. It cancels both API and TWS open orders.

If the order was created in TWS, it also gets canceled. If the order was initiated in the API, it also gets canceled.

void reqGlobalCancel()

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reqAccountUpdates()
Call this function to start getting account values, portfolio, and last update time information.

void reqAccountUpdates(bool subscribe, const IBString& acctCode)

Parameter Type Description

subscribe bool If set to TRUE, the client will start receiving
account and portfolio updates. If set to FALSE,
the client will stop receiving this information.
acctCode IBString The account code for which to receive account
and portfolio updates.

To identify API Account keys:

The API’s updateAccountValue() event handler delivers all of the account information.

l Strings or keys with a suffix of –C, such as AvailableFunds-C, EquityForInitial-C, NetLiquidation-C, correspond
to Commodities in the TWS Account Window.
l Keys with a suffix of –S, such as EquityForMaintenance-S, FullAvailableFunds-S or NetLiquidation-S, correspond
to Securities in the TWS Account Window.
l Keys without any suffix correspond to Totals in the TWS Account Window.
The image below is an actual example of how to compare TWS’s Account Window and the API’s account data. In this
particular case, we try to link three specific keys NetLiquidation, NetLiquidation-C, and NetLiquidation-S to the TWS
Account Window.

For more information about the information presented in the TWS Account Window, see https://in-
stitutions.interactivebrokers.com/en/software/tws/usersguidebook/realtimeactivitymonitoring/the_account_window.htm

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reqAccountSummary()
Call this method to request and keep up to date the data that appears on the TWS Account Window Summary tab. The
data is returned by accountSummary().

reqAccountSummary() only allows two concurrent requests. If you use reqAccountSummary() to request more than two
concurrent account summaries, you will receive an error: 322|Error processing request. To resolve this error, unsubscribe
from one reqAccountSummary() request and then resubmit the request.

Note: This request can only be made when connected to an FA managed account.

void reqAccountSummary(int reqID, const IBString& groupName, const IBString& tags)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to
requests if several requests are in process.
groupName IBString Set to All to return account summary data for all accounts, or set to a
specific Advisor Account Group name that has already been created
in TWS Global Configuration.

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Parameter Type Description

tags IBString A comma-separated list of account tags.
Available tags are:

l AccountType
l NetLiquidation,
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US
stocks the account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual
funds
l PreviousDayEquityWithLoanValue,
l GrossPositionValue — The sum of the absolute value of all
stock and equity option positions
l RegTEquity,
l RegTMargin,
l SMA — Special Memorandum Account
l InitMarginReq,
l MaintMarginReq,
l AvailableFunds,
l ExcessLiquidity,
l Cushion — Excess liquidity as a percentage of net liquidation
value
l FullInitMarginReq,
l FullMaintMarginReq,
l FullAvailableFunds,
l FullExcessLiquidity,
l LookAheadNextChange — Time when look-ahead values take
effect
l LookAheadInitMarginReq,
l LookAheadMaintMarginReq,
l LookAheadAvailableFunds,
l LookAheadExcessLiquidity,

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Parameter Type Description

l HighestSeverity — A measure of how close the account is to
liquidation
l DayTradesRemaining — The Number of Open/Close trades a
user could put on before Pattern Day Trading is detected. A
value of "-1" means that the user can put on unlimited day
trades.
l Leverage — GrossPositionValue / NetLiquidation

cancelAccountSummary()
Cancels the request for Account Window Summary tab data.

void cancelAccountSummary(int reqId)

Parameter Type Description

reqId int The ID of the data request being canceled.

reqPositions()
Requests real-time position data for all accounts.

void reqPositions()

cancelPositions()
Cancels real-time position updates.

void cancelPositions()

reqExecutions()
When this function is called, the execution reports that meet the filter criteria are downloaded to the client via the
execDetails() function. To view executions beyond the past 24 hours, open the Trade Log in TWS and, while the Trade
Log is displayed, request the executions again from the API.

void reqExecutions(int reqID, const ExecutionFilter& filter)

Parameter Type Description

reqId int The ID of the data request. Ensures that
responses are matched to requests if several
requests are in process.
filter ExecutionFilter This object contains attributes that describe
the filter criteria used to determine which
execution reports are returned.

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reqContractDetails()
Call this function to download all details for a particular underlying. The contract details will be received via the con-
tractDetails() function on the EWrapper.

void reqContractDetails (int reqId, const Contract &contract)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses
are matched to requests if several requests are in
process.
Contract Contract The summary description of the contract being
looked up.

reqMktDepth()
Call this function to request market depth for a specific contract. The market depth will be returned by the updateMk-
tDepth() and updateMktDepthL2() events.

void reqMktDepth (TickerID id, const Contract &contract, int numRows, const TagValueListSPtr& mktDepthOp-
tions)

Parameter Type Description

id TickerId The ticker id. Must be a
unique value. When the mar-
ket depth data returns, it will
be identified by this tag.
This is also used when can-
celing the market depth
contract Contact This structure contains a
description of the contract
for which market depth data
is being requested.
numRows int Specifies the number of mar-
ket depth rows to display.
mktDepthOptions TagValueListSPtr For internal use only. Use
default value XYZ.

cancelMktDepth()
After calling this function, market depth data for the specified id will stop flowing.

void cancelMktDepth (TickerId id)

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Parameter Type Description

id TickerId The ID that was specified in the call to
reqMktDepth().

reqNewsBulletins()
Call this function to start receiving news bulletins. Each bulletin will be returned by the updatedNewsBulletin() event.

void reqNewsBulletins(bool allMsgs)

Parameter Type Description

allMsgs bool If set to TRUE, returns all the existing bulletins for
the current day and any new ones. If set to FALSE,
will only return new bulletins.

cancelNewsBulletins()
Call this function to stop receiving news bulletins.

void cancelNewsBulletins()

reqManagedAccts()
Call this function to request the list of managed accounts. The list will be returned by the managedAccounts() function
on the EWrapper.

Note: This request can only be made when connected to a FA managed account.

void reqManagedAccts()

requestFA()
Call this function to request FA configuration information from TWS. The data returns in an XML string via a
"receiveFA" ActiveX event.

requestFA(faDataType faDataType)

Parameter Type Description

faDataType faDataType Specifies the type of Financial Advisor con-
figuration data being requested. Valid val-
ues include:

l 1 = GROUPS
l 2 = PROFILE
l 3 = ACCOUNT ALIASES

replaceFA()
Call this function to modify FA configuration information from the API. Note that this can also be done manually in
TWS itself.

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replaceFA(faDataType faDataType, const IBString& cxml)

Parameter Type Description

faDataType faDataType Specifies the type of Financial Advisor con-
figuration data being modified via the API. Valid
values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES
cxml IBString The XML string containing the new FA con-
figuration information.

reqHistoricalData()
void reqHistoricalData (TickerId id, const Contract &contract, const IBString &endDateTime, const IBString &dur-
ationStr, const IBString &barSizeSetting, const IBString &whatToShow, int useRTH, int formatDate, const
TagValueListSPtr& chartOptions)

Parameter Type Description

id TickerId The id of the request. Must be a unique value. When the market
data returns, it will be identified by this tag. This is also used
when canceling the market data.
contract Contract This object contains a description of the contract for which mar-
ket data is being requested.
endDateTime IBString Defines a query end date and time at any point during the past
6 mos. Valid values include any date/time within the past six
months in the format: yyyymmdd HH:mm:ss ttt
where "ttt" is the optional time zone.
durationStr IBString Set the query duration up to one week, using a time unit of
seconds, days or weeks. Valid values include any integer fol-
lowed by a space and then S (seconds), D (days) or W (week). If
no unit is specified, seconds is used.

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Parameter Type Description

barSizeSetting IBString Specifies the size of the bars that will be returned (within IB/TWS
limits). Valid values include:

l 1 sec
l 5 secs
l 15 secs
l 30 secs
l 1 min
l 2 mins
l 3 mins
l 5 mins
l 15 mins
l 30 mins
l 1 hour
l 1 day
whatToShow IBString Determines the nature of data being extracted. Valid values
include:

l TRADES
l MIDPOINT
l BID
l ASK
l BID_ASK
l HISTORICAL_VOLATILITY
l OPTION_IMPLIED_VOLATILITY
useRTH int Determines whether to return all data available during the reques-
ted time span, or only data that falls within regular trading hours.
Valid values include:

l 0 - all data is returned even where the market in question

was outside of its regular trading hours.
l 1 - only data within the regular trading hours is returned,
even if the requested time span falls partially or com-
pletely outside of the RTH.

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Parameter Type Description

formatDate int Determines the date format applied to returned bars. Valid values
include:

l 1 - dates applying to bars returned in the format:

yyyymmdd{space}{space}hh:mm:dd
l 2 - dates are returned as a long integer specifying the num-
ber of seconds since 1/1/1970 GMT.
chartOptions TagValueListSPtr For internal use only. Use default value XYZ.

For a information about historical data request limitations, see Historical Data Limitations.

cancelHistoricalData()
Used if an internet disconnect has occurred or the results of a query are otherwise delayed and the application is no
longer interested in receiving the data.

void cancelHistoricalData (TickerId tickerId)

Parameter Type Description

tickerId TickerId The ticker ID. Must be a unique value.

reqScannerParameters()
Requests an XML string that describes all possible scanner queries.

void reqScannerParameters()

reqScannerSubscription()
void reqScannerSubscription(int tickerId, const ScannerSubscription &subscription, const TagValueListSPtr& scan-
nerSubscriptionsOptions)

Parameter Type Description

tickerId int The ticker ID. Must be a unique
value.
ScannerSubscription ScannerSubscription This structure contains possible para-
meters used to filter results.

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Parameter Type Description

scannerSubscriptionOptions TagValueListSPtr For internal use only. Use default
value XYZ.

cancelScannerSubscription()
void cancelScannerSubscription(int tickerId)

Parameter Type Description

tickerId int The ticker ID. Must be a unique value.

reqRealTimeBars()
Call the reqRealTimeBars() function to start receiving real time bar results through the realtimeBar() EWrapper function.

void reqRealTimeBars(TickerId id, Contract contract, int barSize, const IBString &whatToShow, bool useRTH,
const TagValueListSPtr& realTimeBarsOptions)

Parameter Type Description

id TickerId The Id for the request. Must be a unique
value. When the data is received, it will be
identified by this Id. This is also used when
canceling the request.
contract Contract This object contains a description of the con-
tract for which real time bars are being reques-
ted
barSize int Currently only 5 second bars are supported, if
any other value is used, an exception will be
thrown.
whatToShow IBString Determines the nature of the data extracted.
Valid values include:

l TRADES
l BID
l ASK
l MIDPOINT

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Parameter Type Description

useRTH bool Regular Trading Hours only. Valid values
include:

l 0 = all data available during the time

span requested is returned, including
time intervals when the market in ques-
tion was outside of regular trading
hours.
l 1 = only data within the regular trad-
ing hours for the product requested is
returned, even if the time time span
falls partially or completely outside.
realTimeBarOptions TagValueListSPtr For internal use only. Use default value XYZ.

cancelRealTimeBars()
Call the cancelRealTimeBars() function to stop receiving real time bar results.

void cancelRealTimeBars (TickerId tickerId)

Parameter Type Description

tickerId TickerId The Id that was specified in the call to reqRealTimeBars().

reqFundamentalData()
Call this function to receive Reuters global fundamental data for stocks. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

reqFundamentalData() can handle conid specified in the Contract object, but not tradingClass or multiplier. This is
because reqFundamentalData() is used only for stocks and stocks do not have a multiplier and trading class.

void reqFundamentalData(TickerId reqId, const Contract &contract, const IBString& reportType)

Parameter Type Description

reqId TickerId The ID of the data request. Ensures that responses are
matched to requests if several requests are in process.
contract Contract This structure contains a description of the contract for
which Reuters Fundamental data is being requested.

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Parameter Type Description

reportType IBString One of the following XML reports:

l ReportSnapshot (company overview)

l ReportsFinSummary (financial summary)
l ReportRatios (financial ratios)
l ReportsFinStatements (financial statements)
l RESC (analyst estimates)
l CalendarReport (company calendar)

cancelFundamentalData()
Call this function to stop receiving Reuters global fundamental data.

void cancelFundamentalData(TickerId reqId)

Parameter Type Description

reqId TickerId The ID of the data request.

queryDisplayGroups()
queryDisplayGroups(int reqId)

Parameter Type Description

reqId int The unique number that will be associated with the
response

subscribeToGroupEvents()
subscribeToGroupEvents(int reqId, int groupId)

Parameter Type Description

reqId int The unique number associated with the notification.

groupId int The ID of the group, currently it is a number from 1 to 7.

This is the display group subscription request sent by the
API to TWS.

updateDisplayGroup()
updateDisplayGroup(int reqId, const IBString& contractInfo)

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Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

contractInfo IBString The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

unsubscribeFromGroupEvents()
unsubscribeFromGroupEvents(int reqId)

Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

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Class EWrapper Functions

The tables below define the class EWrapper functions you can use when connecting to TWS. These functions receive
events from TWS. The list of functions includes:

Connection and Server Contract Details

winError() contractDetails()
error() contractDetailsEnd()
connectionClosed() bondContractDetails()
currentTime()
Executions
Market Data execDetails()
tickPrice() execDetailsEnd()
tickSize() commissionReport()
tickOptionComputation()
tickGeneric() Market Depth
tickString() updateMktDepth()
tickEFP() updateMktDepthL2()
tickSnapshotEnd()
Financial Advisors
marketDataType()
managedAccounts()
Orders receiveFA()
orderStatus()
Historical Data
openOrder()
openOrderEnd() historicalData()
nextValidId()
Market Scanners
deltaNeutralValidation()
scannerParameters()
Account and Portfolio scannerData()
updateAccountValue() scannerDataEnd()
updatePortfolio()
Real Time Bars
updateAccountTime()
accountDownloadEnd() realtimeBar()
accountSummary()
Fundamental Data
accountSummaryEnd()
position() fundamentalData()
positionEnd()
Display Groups
News Bulletins
displayGroupList()
updateNewsBulletin() displayGroupUpdated()

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winError()
This event is called when there is an error on the client side.

virtual void winError(const IBString &str, int lastError)

Parameter Type Description

str IBString This is the error message text.
lastError int The error code returned by GetLastError().

error()
This event is called when there is an error with the communication or when TWS wants to send a message to the client.

virtual void error(const int id, const int errorCode, const IBString errorString)

Parameter Type Description

Parameter Description
id int This is the orderId or tickerId of the
request that generated the error.
errorCode int Error codes are documented in the API
Message Codes topic.
errorString IBString This is the textual description of the
error, also documented in the Error Codes
topic.

connectionClosed()
This function is called when TWS closes the sockets connection with the ActiveX control, or when TWS is shut down.

virtual void connectionClosed()

currentTime()
This function receives the current system time on the server side.

virtual void currentTime(long time)

Parameter Type Description

time long The current system time on the server side.

tickPrice()
This function is called when the market data changes. Prices are updated immediately with no delay.

virtual void tickPrice(TickerId TickerId, TickType tickType, double price, int canAutoExecute)

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Parameter Type Description

id TickerId The ticker ID that was specified previously in the call to reqMk-
tData()
tickType TickeType Specifies the type of price. Possible values are:

l 1 = bid
l 2 = ask
l 4 = last
l 6 = high
l 7 = low
l 9 = close
price double The bid, ask or last price, the daily high, daily low or last day
close, depending on tickType value.
canAutoExecute int Specifies whether the price tick is available for automatic exe-
cution. Possible values are:

l 0 = not eligible for automatic execution

l 1 = eligible for automatic execution

tickSize()
This function is called when the market data changes. Sizes are updated immediately with no delay.

virtual void tickSize(TickerId TickerId, TickType tickType, int size)

Parameter Type Description

id TickerId The ticker ID that was specified previously in the call to reqMktData
()
tickType TickType Specifies the type of size. Possible values are:

l 0 = bid size
l 3 = ask size
l 5 = last size
l 8 = volume
size int Could be the bid size, ask size, last size or trading volume, depending
on the tickType value.

tickOptionComputation()
This function is called when the market in an option or its underlier moves. TWS’s option model volatilities, prices, and
deltas, along with the present value of dividends expected on that options underlier are received.

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virtual void tickOptionComputation(TickerID tickerId, TickType tickType, double impliedVol, double delta, double
optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)

Parameter Type Description

id TickerId The ticker ID that was specified previously in the call to reqMktData()

tickType TickType Specifies the type of tick. Possible values are:

l 10 = Bid
l 11 = Ask
l 12 = Last
impliedVol double The implied volatility calculated by the TWS option modeler, using
the specified ticktype value.
delta double The option delta value.
optPrice double The option price.
pvDividend double The present value of dividends expected on the options underlying
instrument.
gamma double The option gamma value.
vega double The option vega value.
theta double The option theta value.
undPrice double The price of the underlying.

tickGeneric()
This function is called when the market data changes. Values are updated immediately with no delay.

virtual void tickGeneric(TickerId tickerId, TickType tickType, double value)

Parameter Type Description

tickerId TickerId The ticker Id that was specified previously in the call to reqMk-
tData().
tickType TickType Specifies the type of price.
Pass the field value into TickType.getField(int tickType) to
retrieve the field description. For example, a field value of 46
will map to shortable, etc.
value double The value of the specified field.

tickString()
This function is called when the market data changes. Values are updated immediately with no delay.

virtual void tickString(TickerId tickerId, TickType tickType, const IBString& value)

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Parameter Type Description

tickerId TickerId The ticker Id that was specified previously in the call to reqMktData().

field TickType Specifies the type of price.

Pass the field value into TickType.getField(int tickType) to retrieve the
field description. For example, a field value of 45 will map to
lastTimestamp, etc.
value IBString The value of the specified field.

tickEFP()
This function is called when the market data changes. Values are updated immediately with no delay.

virtual void tickEFP(TickerId tickerId, TickType tickType, double basisPoints, const IBString& format-
tedBasisPoints, double totalDividends, int holdDays, const IBString& futureExpiry, double dividendImpact, double
dividendsToExpiry)

Parameter Type Description

tickerId TickerId The ticker Id that was specified previously in the call to reqMk-
tData()
field TickType Specifies the type of price.
Pass the field value into TickType.getField(int tickType) to
retrieve the field description. For example, a field value of 38
will map to bidEFP, etc.
basisPoints double Annualized basis points, which is representative of the fin-
ancing rate that can be directly compared to broker rates.
formattedBasisPoints IBString Annualized basis points as a formatted string that depicts them
in percentage form.
impliedFuture double Implied futures price.
holdDays int Number of hold days until the expiry of the EFP.
futureExpiry IBString Expiration date of the single stock future.
dividendImpact double The dividend impact upon the annualized basis points interest
rate.
dividendsToExpiry double The dividends expected until the expiration of the single stock
future.

tickSnapshotEnd()
This is called when a snapshot market data subscription has been fully handled and there is nothing more to wait for.
This also covers the timeout case.

virtual void tickSnapshotEnd(int reqId)

Parameter Type Description

reqID int Id of the data request.

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marketDataType()
TWS sends a marketDataType(type) callback to the API, where type is set to Frozen or RealTime, to announce that mar-
ket data has been switched between frozen and real-time. This notification occurs only when market data switches
between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every sub-
scription because different contracts can generally trade on a different schedule.

virtual void marketDataType(TickerId reqId, int marketDataType)

Parameter Type Description

reqId TickerId ID of the data request
marketDataType int 1 for real-time streaming market data or 2 for frozen market data..

orderStatus()
This event is called whenever the status of an order changes. It is also fired after reconnecting to TWS if the client has
any open orders.

virtual void orderStatus(OrderId orderId, const IBString &status, int filled, int remaining, double avgFillPrice, int
permId, int parentId, double lastFillPrice, int clientId, const IBString& whyHeld)

Note: It is possible that orderStatus() may return duplicate messages. It is essential that you filter
the message accordingly.

Parameter Type Description

id OrderId The order ID that was specified previously in the call to placeOrder()

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Parameter Type Description

status IBString The order status. Possible values include:

l PendingSubmit - indicates that you have transmitted the

order, but have not yet received confirmation that it has been
accepted by the order destination. NOTE: This order status is
not sent by TWS and should be explicitly set by the API
developer when an order is submitted.
l PendingCancel - indicates that you have sent a request to can-
cel the order but have not yet received cancel confirmation
from the order destination. At this point, your order is not
confirmed canceled. You may still receive an execution while
your cancellation request is pending. NOTE: This order
status is not sent by TWS and should be explicitly set by the
API developer when an order is canceled.
l PreSubmitted - indicates that a simulated order type has been
accepted by the IB system and that this order has yet to be
elected. The order is held in the IB system until the election
criteria are met. At that time the order is transmitted to the
order destination as specified.
l Submitted - indicates that your order has been accepted at the
order destination and is working.
l Cancelled - indicates that the balance of your order has been
confirmed canceled by the IB system. This could occur unex-
pectedly when IB or the destination has rejected your order.
l Filled - indicates that the order has been completely filled.
l Inactive - indicates that the order has been accepted by the
system (simulated orders) or an exchange (native orders) but
that currently the order is inactive due to system, exchange or
other issues.

filled int Specifies the number of shares that have been executed.

For more information about partial fills, see Order Status for Partial
Fills.
remaining int Specifies the number of shares still outstanding.
avgFillPrice double The average price of the shares that have been executed. This para-
meter is valid only if the filled parameter value is greater than zero.
Otherwise, the price parameter will be zero.
permId int The TWS id used to identify orders. Remains the same over TWS ses-
sions.

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Parameter Type Description

parentId int The order ID of the parent order, used for bracket and auto trailing
stop orders.
lastFilledPrice double The last price of the shares that have been executed. This parameter
is valid only if the filled parameter value is greater than zero. Other-
wise, the price parameter will be zero.
clientId int The ID of the client (or TWS) that placed the order. Note that TWS
orders have a fixed clientId and orderId of 0 that distinguishes them
from API orders.
whyHeld IBString This field is used to identify an order held when TWS is trying to
locate shares for a short sell. The value used to indicate this is 'loc-
ate'.

openOrder()
This function is called to feed in open orders.

virtual void openOrder(OrderId orderId, const Contract&, const Order&, const OrderState&)

For more information, see Extended Order Attributes.

Parameter Type Description

orderID OrderId The order ID assigned by TWS. Use to cancel or update the order.

contract Contract The Contract class attributes describe the contract.

order Order The Order class gives the details of the open order.

orderState OrderState The orderState class includes attributes used for both pre and post
trade margin and commission data.

openOrderEnd()
This is called at the end of a given request for open orders.

void openOrderEnd()

nextValidId()
This function is called after a successful connection to TWS.

virtual void nextValidId(OrderId orderId)

Parameter Type Description

orderId OrderId The next available order ID received from TWS upon connection. Incre-
ment all successive orders by one based on this ID.

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deltaNeutralValidation()
Upon accepting a Delta-Neutral RFQ(request for quote), the server sends a deltaNeutralValidation() message with the
UnderComp structure. If the delta and price fields are empty in the original request, the confirmation will contain the cur-
rent values from the server. These values are locked when the RFQ is processed and remain locked until the RFQ is can-
celed.

void deltaNeutralValidation(int reqId, const UnderComp& underComp)

Parameter Type Description

reqID int The Id of the data request.
underComp UnderComp Underlying component.

updateAccountValue()
This function is called only when ReqAccountUpdates on EClientSocket object has been called.

virtual void updateAccountValue(const IBString& key, const IBString& value, const IBString& currency, const
IBString& accountName)

Parameter Type Description

key IBString A string that indicates one type of account value. Below is a set of keys
sent by TWS.

l CashBalance - Account cash balance

l Currency - Currency string
l DayTradesRemaining - Number of day trades left
l EquityWithLoanValue - Equity with Loan Value
l InitMarginReq - Current initial margin requirement
l LongOptionValue - Long option value
l MaintMarginReq - Current maintenance margin
l NetLiquidation - Net liquidation value
l OptionMarketValue - Option market value
l ShortOptionValue - Short option value
l StockMarketValue - Stock market value
l UnalteredInitMarginReq - Overnight initial margin requirement
l UnalteredMaintMarginReq - Overnight maintenance margin require-
ment
value IBString The value associated with the key.
currency IBString Defines the currency type, in case the value is a currency type.
account IBString States the account to which the message applies. Useful for Financial
Advisor sub-account messages.

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updatePortfolio()
This function is called only when reqAccountUpdates on EClientSocket object has been called.

virtual void updatePortfolio(const Contract& contract, int position, double marketPrice, double marketValue, double
averageCost, double unrealizedPNL, double realizedPNL, const IBString& accountName)

Parameter Type Description

contract Contract This structure contains a description of the contract which is being
traded. The exchange field in a contract is not set for portfolio update.

position int This integer indicates the position on the contract. If the position is 0,
it means the position has just cleared.
marketPrice double Unit price of the instrument.
marketValue double The total market value of the instrument.
averageCost double The average cost per share is calculated by dividing your cost (exe-
cution price + commission) by the quantity of your position.

unrealizedPNL double The difference between the current market value of your open positions
and the average cost, or Value - Average Cost.
realizedPNL double Shows your profit on closed positions, which is the difference between
your entry execution cost (execution price + commissions to open the
position) and exit execution cost ((execution price + commissions to
close the position)
accountName IBString States the account to which the message applies. Useful for Financial
Advisor sub-account messages.

updateAccountTime()
This function is called only when reqAccountUpdates on EClientSocket object has been called.

virtual void updateAccountTime(const IBString& timeStamp)

Parameter Type Description

timeStamp IBString This indicates the last update time of the account information.

accountDownloadEnd()
This is called after a batch updateAccountValue() and updatePortfolio() is sent.

virtual void accountDownloadEnd(const IBString& accountName)

Parameter Type Description

accountName IBString The name of the account.

accountSummary()
Returns the data from the TWS Account Window Summary tab in response to reqAccountSummary().

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virtual void accountSummary(int reqID, const IBString& account, const IBString& tag, const IBString& value, const
IBString& currency)

Parameter Type Description

reqId int The ID of the data request.
account IBString The account ID.

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Parameter Type Description

tag IBString The tag from the data request.
Available tags are:

l AccountType
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US
stocks the account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual
funds
l PreviousEquityWithLoanValue
l GrossPositionValue — The sum of the absolute value of all
stock and equity option positions
l RegTEquity
l RegTMargin
l SMA — Special Memorandum Account
l InitMarginReq
l MaintMarginReq
l AvailableFunds
l ExcessLiquidity
l Cushion — Excess liquidity as a percentage of net liquidation
value
l FullInitMarginReq
l FullMaintMarginReq
l FullAvailableFunds
l FullExcessLiquidity
l LookAheadNextChange — Time when look-ahead values take
effect
l LookAheadInitMarginReq
l LookAheadMaintMarginReq
l LookAheadAvailableFunds
l LookAheadExcessLiquidity
l HighestSeverity — A measure of how close the account is to

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Parameter Type Description

liquidation
l DayTradesRemaining — The Number of Open/Close trades a
user could put on before Pattern Day Trading is detected. A
value of "-1" means that the user can put on unlimited day
trades.
l Leverage — GrossPositionValue / NetLiquidation
value IBString The value of the tag.
currency IBString The currency of the tag.

accountSummaryEnd
This method is called once all account summary data for a given request are received.

virtual void accountSummaryEnd(int reqId)

Parameter Type Description

reqId int The ID of the data request.

position()
This event returns real-time positions for all accounts in response to the reqPositions() method.

virtual void position(const IBString& account, const Contract& contract, int position)

Parameter Type Description

account IBString The account.
contract Contract The exchange.
position int The position.

positionEnd()
This is called once all position data for a given request are received and functions as an end marker for the position()
data.

virtual void positionEnd()

updateNewsBulletin()
This event is triggered for each new bulletin if the client has subscribed (i.e. by calling the reqNewsBulletins() function.

virtual void updateNewsBulletin(int msgId, int msgType, const IBString& message, const IBString& origExch

Parameter Type Description

msgId int The bulletin ID, incrementing for each new bulletin.

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Parameter Type Description

msgType int Specifies the type of bulletin. Valid values include:

l 1 = Regular news bulletin

l · 2 = Exchange no longer available for trading
l · 3 = Exchange is available for trading
message IBString The bulletin's message text.
origExch IBString The exchange from which this message originated.

contractDetails()
This function is called only when reqContractDetails function on the EClientSocket object has been called.

virtual void contractDetails(int reqId, const ContractDetails &contractDetails)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses are
matched to requests if several requests are in process.
contractDetails ContractDetails This structure contains a full description of the contract
being looked up.

contractDetailsEnd()
This function is called once all contract details for a given request are received. This helps to define the end of an option chain.

void contractDetailsEnd(int reqId)

Parameter Type Description

reqID int The ID of the data request.

bondContractDetails()
This function is called only when reqContractDetails function on the EClientSocket object has been called for bonds.

virtual void bondContractDetails(int reqId, const ContractDetails& contractDetails)

Parameter Type Description

reqId int The ID of the data request.
contractDetails ContractDetails This structure contains a description of the contract which is
being traded. The exchange field in a contract is not set for
portfolio update.

execDetails()
This event is fired when the reqExecutions() functions is invoked, or when an order is filled.

virtual void execDetails(int reqId, const Contract& contract, const Execution& execution)

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Parameter Type Description

reqId int The ID of the data request.

contract Contract This structure contains a full description of the contract that
was executed.
execution Execution This structure contains addition order execution details.

execDetailsEnd()
This function is called once all executions have been sent to a client in response to reqExecutions().

virtual void execDetailsEnd(int reqId)

Parameter Type Description

reqID int The Id of the data request.

commissionReport()
The commissionReport() callback is triggered as follows:

l Immediately after a trade execution

l By calling reqExecutions().

virtual void commissionReport(const CommissionReport &commissionReport)

Parameter Type Description

commissionReport CommissionReport The structure that contains com-
mission details.

updateMktDepth()
This function is called when the market depth changes.

virtual void updateMktDepth(TickerId id, int position, int operation, int side, double price, int size)

Parameter Type Description

id TickerId The ticker ID that was specified previously in the call to reqMktDepth()

position int Specifies the row id of this market depth entry.

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Parameter Type Description

operation int Identifies the how this order should be applied to the market depth.
Valid values are:

l 0 = insert (insert this new order into the row identified by 'pos-
ition')·
l 1 = update (update the existing order in the row identified by
'position')·
l 2 = delete (delete the existing order at the row identified by 'pos-
ition')
side int Identifies the side of the book that this order belongs to. Valid values
are:

l 0 = ask
l 1 = bid
price double The order price.
size int The order size.

updateMktDepthL2()
This function is called when the Level II market depth changes.

virtual void updateMktDepthL2(TickerId id, int position, IBString marketMaker, int operation, int side, double price,
int size)

Parameter Type Description

id TickerId The ticker ID that was specified previously in the
call to reqMktDepth()
position int Specifies the row id of this market depth entry.
marketMaker IBString Specifies the exchange hosting this order.
operation int Identifies the how this order should be applied to
the market depth. Valid values are:

l 0 = insert (insert this new order into the row

identified by 'position')·
l 1 = update (update the existing order in the
row identified by 'position')·
l 2 = delete (delete the existing order at the
row identified by 'position')

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Parameter Type Description

side int Identifies the side of the book that this order
belongs to. Valid values are:

l 0 = ask
l 1 = bid
price double The order price.
size int The order size.

managedAccounts()
This function is called when a successful connection is made to an account. It is also called when the reqManagedAccts()
function is invoked.

virtual void managedAccounts(const IBString& accountsList)

Parameter Type Description

accountsList IBString The comma delimited list of FA managed accounts.

receiveFA()
This event receives previously requested FA configuration information from TWS.

virtual receiveFA(faDataType pFaDataType, IBString cxml)

Parameter Type Description

pFaDataType faDataType Specifies the type of Financial Advisor configuration data being
received from TWS. Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES
cxml IBString The XML string containing the previously requested FA con-
figuration information.

historicalData()
This function receives the requested historical data results.

virtual void historicalData(TickerId reqId, const IBString& date, double open, double high, double low, double close,
int volume, int barCount, double WAP, int hasGaps)

Parameter Type Description

reqId TickerId The ticker ID of the request to which this bar is responding.
date IBString The date-time stamp of the start of the bar. The format is determined
by the reqHistoricalData() formatDate parameter.

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Parameter Type Description

open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume int The volume during the time covered by the bar.
barCount int When TRADES historical data is returned, represents the number of
trades that occurred during the time period the bar covers.
WAP double The weighted average price during the time covered by the bar.
hasGaps int Reports whether or not there are gaps in the data.

scannerParameters()
This function receives an XML document that describes the valid parameters that a scanner subscription can have.

virtual void scannerParameters(const IBString &xml)

Parameter Type Description

xml IBString An XML document that describes the valid parameters for
queries.

scannerData()
This function receives the requested market scanner data results.

virtual void scannerData(int reqId, int rank, const ContractDetails &contractDetails, IBString &distance, IBString
&benchmark, IBString &projection, IBString &legsStr)

Parameter Type Description

reqId int The ticker ID of the request to which this row is responding.
rank int The ranking within the response of this bar.
contractDetails ContractDetails This object contains a full description of the contract.
distance IBString Varies based on query.
benchmark IBString Varies based on query.
projection IBString Varies based on query.
legsStr IBString Describes combo legs when scan is returning EFP.

scannerDataEnd()
This function is called when the snapshot is received and marks the end of one scan.

virtual void scannerDataEnd(int reqId)

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Parameter Type Description

reqId int The ID of the market scanner request being closed by this parameter.

realtimeBar()
This function receives the real-time bars data results.

virtual void realtimeBar(TickerId reqId, long time, double open, double high, double low, double close, long volume,
double wap, int count)

Parameter Type Description

reqId TickerId The ticker Id of the request to which this bar is responding.
time long The date-time stamp of the start of the bar. The format is determined by the
reqHistoricalData() formatDate parameter.
open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume long The volume during the time covered by the bar.
wap double The weighted average price during the time covered by the bar.
count int When TRADES historical data is returned, represents the number of trades
that occurred during the time period the bar covers.

fundamentalData()
This function is called to receive Reuters global fundamental market data. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

virtual void fundamentalData(TickerId reqId, IBString& data)

Parameter Type Description

reqId TickerId The ID of the data request.
data IBString One of these XML reports:

l Company overview
l Financial summary
l Financial ratios
l Financial statements
l Analyst estimates
l Company calendar

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displayGroupList()
This callback is a one-time response to queryDisplayGroups().

displayGroupList(int reqId As Integer, const IBString& groups)

Parameter Type Description

reqtId int The requestId specified in queryDisplayGroups().

groups IBString A list of integers representing visible group ID separated

by the “|” character, and sorted by most used group first.
This list will not change during TWS session (in other
words, user cannot add a new group; sorting can change
though). Example: “3|1|2”

displayGroupUpdated()
This is sent by TWS to the API client once after receiving the subscription request subscribeToGroupEvents(), and will
be sent again if the selected contract in the subscribed display group has changed.

displayGroupList(int reqId, const IBString contractInfo)

Parameter Type Description

requestId int The requestId specified in subscribeToGroupEvents().

contractInfo IBString The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

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SocketClient Properties
The tables below define properties for the Execution, Contract and Order classes, and classes that are closely related to
them.

l Execution
l ExecutionFilter
l Contract
l ContractDetails
l ComboLeg
l Order
l OrderState
l ScannerSubscription
l UnderComp
l CommissionReport

Execution

Attribute Description
IBString execId Unique order execution id.
IBString time The order execution time.
IBString acctNumber The customer account number.
IBString exchange Exchange that executed the order.
IBString side Specifies if the transaction was a sale or a purchase. Valid val-
ues are:

l BOT
l SLD
int shares The number of shares filled.
double price The order execution price, not including commissions.
int permId The TWS id used to identify orders, remains the same over
TWS sessions.
long clientId The id of the client that placed the order.
Note: TWS orders have a fixed client id
of 0.
long orderId The order id.
Note: TWS orders have a fixed order id
of 0.

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Attribute Description
int liquidation Identifies the position as one to be liquidated last should the
need arise.
int cumQty Cumulative quantity. Used in regular trades, combo trades and
legs of the combo.
double avgPrice Average price. Used in regular trades, combo trades and legs
of the combo. Does not include commissions.
IBString evRule Contains the Economic Value Rule name and the respective
optional argument. The two values should be separated by a
colon. For example, aussieBond:YearsToExpiration=3. When
the optional argument is not present, the first value will be fol-
lowed by a colon.
double evMultiplier Tells you approximately how much the market value of a con-
tract would change if the price were to change by 1. It cannot
be used to get market value by multiplying the price by the
approximate multiplier.

ExecutionFilter

Attribute Description
IBString acctCode Filter the results of the reqExecutions() function based
on an account code. Note: this is only relevant for FA
managed accounts.
IBString exchange Filter the results of the reqExecutions() function based
on the order exchange.
IBString secType Filter the results of the reqExecutions() function based
on the order security type.
Note: Refer to the Contract struct for the list of valid
security types.
IBString side Filter the results of the reqExecutions() function based
on the order action.
Note: Refer to the Order struct for the list of valid
order actions.
IBString symbol Filter the results of the reqExecutions() function based
on the order symbol.
IBString time Filter the results of the reqExecutions() function based
on execution reports received after the specified time.
The format for timeFilter is "yyyymmdd-hh:mm:ss"
long clientId Filter the results of the reqExecutions() function based
on the clientId.

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Contract

Attribute Description
vector<ComboLeg> comboLegs Dynamic memory structure used to store the leg defin-
itions for this contract.
IBString comboLegsDescrip Description for combo legs.

int conId The unique contract identifier.

IBString currency Specifies the currency. Ambiguities may require that
this field be specified, for example, when SMART is
the exchange and IBM is being requested (IBM can
trade in GBP or USD). Given the existence of this
kind of ambiguity, it is a good idea to always specify
the currency.
IBString exchange The order destination, such as Smart.
IBString expiry The expiration date. Use the format YYYYMM.
bool includeExpired If set to true, contract details requests and historical
data queries can be performed pertaining to expired
contracts.

Note: Historical data queries on

expired contracts are lim-
ited to the last year of the
contracts life, and are ini-
tially only supported for
expired futures contracts.
IBString localSymbol This is the local exchange symbol of the underlying
asset.
IBString multiplier Allows you to specify a futures or options multiplier.
This is only necessary when multiple possibilities
exist.;
IBString primaryExchange To clarify any ambiguity for Smart-routed contracts,
include the primary exchange, along with the Smart
designation, for the destination.
IBString right Specifies a Put or Call. Valid values are: P, PUT, C,
CALL.
IBString secId Unique identifier for the secIdType.

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Attribute Description
IBString secIdType Security identifier, when querying contract details or
when placing orders. Supported identifiers are:
l ISIN (Example: Apple: US0378331005)
l CUSIP (Example: Apple: 037833100)
l SEDOL (Consists of 6-AN + check digit.
Example: BAE: 0263494)
l RIC (Consists of exchange-independent RIC
Root and a suffix identifying the exchange.
Example: AAPL.O for Apple on NASDAQ.)
IBString secType This is the security type. Valid values are:

l STK
l OPT
l FUT
l IND
l FOP
l CASH
l BAG
l NEWS
double strike The strike price.
IBString symbol This is the symbol of the underlying asset.
IBString tradingClass The trading class name for this contract.

ContractDetails

Attribute Description
bool callable For Bonds. Values are True or False. If true, the
bond can be called by the issuer under certain con-
ditions.
IBString category The industry category of the underlying. For
example, InvestmentSvc.
IBString contractMonth The contract month. Typically the contract month
of the underlying for a futures contract.
bool convertible For Bonds. Values are True or False. If true, the
bond can be converted to stock under certain con-
ditions.

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Attribute Description
double coupon For Bonds. The interest rate used to calculate the
amount you will receive in interest payments over
the course of the year.
IBString industry The industry classification of the under-
lying/product. For example, Financial.
IBString liquidHours The liquid trading hours of the product. For
example, 20090507:0930-
1600;20090508:CLOSED.
IBString longName The descriptive name of the asset.
IBString marketName The market name for this contract.
double minTick The minimum price tick.
Bool nextOptionPartial For Bonds, relevant if the bond has embedded
options, i.e., is the next option full or partial?
IBString orderTypes The list of valid order type for this contract
long priceMagnifier Allows execution and strike prices to be reported
consistently with market data, historical data and
the order price, i.e. Z on LIFFE is reported in index
points and not GBP.
bool putable For Bonds. Values are True or False. If true, the
bond can be sold back to the issuer under certain
conditions.
TagValueListSPtr secIdList() A list of contract identifiers that the customer is
allowed to view (CUSIP, ISIN, etc.)
IBString subcategory The industry subcategory of the underlying. For
example, Brokerage.
Contract summary A contract structure.
IBString tradingHours The trading hours of the product. For example,
20090507:0700-1830,1830-
2330;20090508:CLOSED.
IBString timeZoneId The ID of the time zone for the trading hours of
the product. For example, EST.
IBString underConId The underlying contract ID.
IBString evRule Contains the Economic Value Rule name and the
respective optional argument. The two values
should be separated by a colon. For example, aus-
sieBond:YearsToExpiration=3. When the optional
argument is not present, the first value will be fol-
lowed by a colon.

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Attribute Description
double evMultiplier Tells you approximately how much the market
value of a contract would change if the price were
to change by 1. It cannot be used to get market
value by multiplying the price by the approximate
multiplier.
Bond Values
IBString bondType For Bonds. The type of bond, such as "CORP."
IBString couponType For Bonds. The type of bond coupon, such as
"FIXED."
IBString cusip For Bonds. The nine-character bond CUSIP or the
12-character SEDOL.
IBString descAppend For Bonds. A description string containing further
descriptive information about the bond.
IBString issueDate For Bonds. The date the bond was issued.
IBString maturity For Bonds. The date on which the issuer must
repay the face value of the bond.
IBString nextOptionDate For Bonds, relevant if the bond has embedded
options.
IBString nextOptionType For Bonds, relevant if the bond has embedded
options.
IBString notes For Bonds, if populated for the bond in IB's data-
base
IBString ratings For Bonds. Identifies the credit rating of the issuer.
A higher credit rating generally indicates a less
risky investment. Bond ratings are from Moody's
and S&P respectively.
IBString validExchanges The list of exchanges on which this contract is
traded.

ComboLeg

Attribute Description
IBString action The side (buy or sell) for the leg you are constructing.
long conId The unique contract identifier specifying the security.
IBString des- If shortSaleSlot == 2, the designatedLocation must be specified.
ignatedLocation Otherwise leave blank or orders will be rejected.

IBString exchange The exchange to which the complete combination order will be routed.

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Attribute Description
long openClose Specifies whether the order is an open or close order. Valid values are:

l Same - (0) same as the parent security. This is the only option for retail
customers.
l Open - (1) only valid for institutional customers.
l Close - (2) only valid for institutional customers.
l Unknown
long ratio Select the relative number of contracts for the leg you are constructing. To help
determine the ratio for a specific combination order, refer to the Interactive Ana-
lytics section of the User's Guide.

int shortSaleSlot For institutional customers only.

l 0 - inapplicable (i.e. retail customer or not short leg)

l 1 - clearing broker
l 2 - third party. If this value is used, you must enter a designated location.

Order

Attribute Description
Order Identifiers
long clientId The id of the client that placed this order.
long orderId The id for this order.
long permId The TWS id used to identify orders, remains the same over TWS ses-
sions.
Main Order Fields
IBString action Identifies the side. Valid values are: BUY, SELL, SSHORT
double auxPrice This is the STOP price for stop-limit orders, and the offset amount
for relative orders. In all other cases, specify zero.
double lmtPrice This is the LIMIT price, used for limit, stop-limit and relative orders.
In all other cases specify zero. For relative orders with no limit
price, also specify zero.
IBString orderType Identifies the order type.

For more information about supported order types, see Supported

Order Types.

long totalQuantity The order quantity.

Extended Order Fields

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Attribute Description
bool allOrNone 0 = no, 1 = yes
bool blockOrder If set to true, specifies that the order is an ISE Block order.
int displaySize The publicly disclosed order size, used when placing Iceberg orders.

IBString goodAfterTime The trade's "Good After Time," format

"YYYYMMDD hh:mm:ss (optional time zone)"
Use an empty String if not applicable.
IBString goodTillDate You must enter GTD as the time in force to use this string. The
trade's "Good Till Date," format "YYYYMMDD hh:mm:ss
(optional time zone)"
Use an empty String if not applicable.
boolean hidden If set to true, the order will not be visible when viewing the market
depth. This option only applies to orders routed to the ISLAND
exchange.
int minQty Identifies a minimum quantity order type.
IBString ocaGroup Identifies an OCA (one cancels all) group.
int ocaType Tells how to handle remaining orders in an OCA group when one
order or part of an order executes. Valid values include:

l 1 = Cancel all remaining orders with block

l 2 = Remaining orders are proportionately reduced in size
with block
l 3 = Remaining orders are proportionately reduced in size
with no block
If you use a value "with block" gives your order has overfill pro-
tection. This means that only one order in the group will be routed
at a time to remove the possibility of an overfill.
IBString orderRef The order reference. Intended for institutional customers only,
although all customers may use it to identify the API client that
sent the order when multiple API clients are running.
boolean outsideRth() If set to true, allows orders to also trigger or fill outside of regular
trading hours.
bool over- Precautionary constraints are defined on the TWS Presets page, and
ridePercentageConstraints help ensure tha tyour price and size order values are reasonable.
Orders sent from the API are also validated against these safety
constraints, and may be rejected if any constraint is violated. To
override validation, set this parameter’s value to True.
Valid values include:

l 0 = False
l 1 = True

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Attribute Description
long parentId The order ID of the parent order, used for bracket and auto trailing
stop orders.
double percentOffset The percent offset amount for relative orders.
IBString rule80A Values include:

l Individual = 'I'
l Agency = 'A',
l AgentOtherMember = 'W'
l IndividualPTIA = 'J'
l AgencyPTIA = 'U'
l AgentOtherMemberPTIA = 'M'
l IndividualPT = 'K'
l AgencyPT = 'Y'
l AgentOtherMemberPT = 'N'
IBString tif The time in force. Valid values are: DAY, GTC, IOC, GTD.
bool sweepToFill If set to true, specifies that the order is a Sweep-to-Fill order.
double trailingPercent Specify the trailing amount of a trailing stop order as a percentage.
Observe the following guidelines when using the trailingPercent
field:

l This field is mutually exclusive with the existing trailing

amount. That is, the API client can send one or the other but
not both.
l This field is read AFTER the stop price (barrier price) as fol-
lows: deltaNeutralAuxPrice
stopPrice
trailingPercent
scale order attributes
l The field will also be sent to the API in the openOrder mes-
sage if the API client version is >= 56. It is sent after the
stopPrice field as follows:
stopPrice
trailingPct
basisPoint
double trailStopPrice For TRAILLIMIT orders only
bool transmit Specifies whether the order will be transmitted by TWS. If set to
false, the order will be created at TWS but will not be sent.

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Attribute Description
int triggerfunction Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders
are triggered. Valid values are:

l 0 - The default value. The "double bid/ask" function will be

used for orders for OTC stocks and US options. All other
orders will used the "last" function.
l 1 - use "double bid/ask" function, where stop orders are
triggered based on two consecutive bid or ask prices.
l 2 - "last" function, where stop orders are triggered based on
the last price.
l 3 double last function.
l 4 bid/ask function.
l 7 last or bid/ask function.
l 8 mid-point function.

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Attribute Description

IBString activeStartTime For GTC orders.

IBString activeStopTime For GTC orders.

Financial Advisor Fields

IBString faGroup The Financial Advisor group the trade will be allocated to -- use an
empty String if not applicable.
IBString faMethod The Financial Advisor allocation function the trade will be alloc-
ated with -- use an empty String if not applicable.
IBString faPercentage The Financial Advisor percentage concerning the trade's allocation -
- use an empty String if not applicable.
IBString faProfile The Financial Advisor allocation profile the trade will be allocated
to -- use an empty String if not applicable.
Institutional (non-cleared) Only
IBString designatedLocation Used only when shortSaleSlot = 2.

IBString openClose For institutional customers only. Valid values are O, C.

int origin The order origin. For institutional customers only. Valid values are
0 = customer, 1 = firm
int shortSaleSlot Valid values are 1 or 2.
SMART Routing Only

double discretionaryAmt The amount off the limit price allowed for discretionary orders.

bool eTradeOnly Trade with electronic quotes.

0 = no, 1 = yes

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Attribute Description
bool firmQuoteOnly Trade with firm quotes.
0 = no, 1 = yes
double nbboPriceCap Maximum smart order distance from the NBBO.
bool optOutSmartRouting Use to opt out of default SmartRouting for orders routed directly to
ASX. This attribute defaults to false unless explicitly set to true.
When set to false, orders routed directly to ASX will NOT use
SmartRouting. When set to true, orders routed directly to ASX
orders WILL use SmartRouting.
BOX or VOL Orders Only

int auctionStrategy Values include:

l match = 1
l improvement = 2
l transparent = 3
For orders on BOX only.
BOX Exchange Orders Only
double delta The stock delta. For orders on BOX only.
double startingPrice The auction starting price. For orders on BOX only.
double stockRefPrice The stock reference price. The reference price is used for VOL
orders to compute the limit price sent to an exchange (whether or
not Continuous Update is selected), and for price range monitoring.

Pegged-to-Stock and VOL Orders Only

double stockRangeLower The lower value for the acceptable underlying stock price range. For
price improvement option orders on BOX and VOL orders with
dynamic management.
double stockRangeUpper The upper value for the acceptable underlying stock price range. For
price improvement option orders on BOX and VOL orders with
dynamic management.
Volatility Orders Only

bool continuousUpdate VOL orders only. Specifies whether TWS will automatically update
the limit price of the order as the underlying price moves.

int deltaNeutralAuxPrice VOL orders only. Use this field to enter a value if the value in the
deltaNeutralOrderType field is an order type that requires an Aux
price, such as a REL order.
IBString deltaNeutralOrderType VOL orders only. Enter an order type to instruct TWS to submit a
delta neutral trade on full or partial execution of the VOL order. For
no hedge delta order to be sent, specify NONE.

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Attribute Description
int referencePriceType VOL orders only. Specifies how you want TWS to calculate the
limit price for options, and for stock range price monitoring.
Valid values include:

l 1 = Average of NBBO
l 2 = NBB or the NBO depending on the action and right.

double volatility The option price in volatility, as calculated by TWS' Option Ana-
lytics. This value is expressed as a percent and is used to calculate
the limit price sent to the exchange.
int volatilityType Values include:

l 1 = Daily volatility
l 2 = Annual volatility
IBString deltaNeutralOpenClose Specifies whether the order is an Open or a Close order and is used
when the hedge involves a CFD and the order is clearing away.

bool deltaNeutralShortSale Used when the hedge involves a stock and indicates whether or not
it is sold short.

int deltaNeutralShortSaleSlot Has a value of 1 (the clearing broker holds shares) or 2 (delivered
from a third party). If you use 2, then you must specify a deltaNeut-
ralDesignatedLocation.

IBString deltaNeut- Used only when deltaNeutralShortSaleSlot = 2.

ralDesignatedLocation

Combo Orders Only

double basisPoints For EFP orders only

int basisPointsType For EFP orders only
Scale Orders Only

bool scaleAutoReset() For extended Scale orders.

int scaleInitFillQty() For extended Scale orders.

int scaleInitLevelSize For Scale orders: Defines the size of the first, or initial, order com-
ponent.
int scaleInitPosition() For extended Scale orders.

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Attribute Description
int scalePriceAdjustInterval() For extended Scale orders.

double scalePriceAdjustValue() For extended Scale orders.

double scalePriceIncrement For Scale orders: Defines the price increment between scale com-
ponents. This field is required.
double scaleProfitOffset() For extended Scale orders.

bool scaleRandomPercent() For extended Scale orders.

int scaleSubsLevelSize For Scale orders: Defines the order size of the subsequent scale
order components. Used in conjunction with scaleInitLevelSize().

IBString scaleTable Manual table for Scale orders.

Hedge Orders Only

IBString hedgeParam Beta = x for Beta hedge orders, ratio = y for Pair hedge order
IBString hedgeType For hedge orders. Possible values are:

l D = Delta
l B = Beta
l F = FX
l P = Pair
Clearing Information

IBString account The account. For institutional customers only.

IBString clearingAccount For IBExecution customers: Specifies the true beneficiary of the
order. This value is required for FUT/FOP orders for reporting to the
exchange.
IBString clearingIntent For IBExecution customers: Valid values are: IB, Away, and PTA
(post trade allocation).
IBString settlingFirm Institutional only.
Algo Orders Only

IBString algoStrategy For information about API Algo orders, see IBAlgo Parameters.

Vector<TagValue> algoParams Support for IBAlgo parameters.

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Attribute Description
IBString algoId Identifies an order generated by algorithmic trading.

What If
bool whatIf Use to request pre-trade commissions and margin information.
If set to true, margin and commissions data is received back via the
OrderState() object for the openOrder() callback.
Order Combo Legs

Vector<TagValue> Order- Holds attributes for all legs in a combo order.

ComboLegs

Solicited Orders
bool solicited True = solicited (orders initiated by a broker through the brokers
research and design)

False = unsolicited (those instigated by a broker's customer either

through their actions or by the broker at their direction)
Not Held

bool m_notHeld For IBDARK orders only. Orders routed to IBDARK are tagged as
“post only” and are held in IB's order book, where incoming
SmartRouted orders from other IB customers are eligible to trade
against them.

Internal use only

TagValueListSPtr order- For internal use only. Use the default value XYZ.
MiscOptions

OrderState

Attribute Description
double commission Shows the commission amount on the order.
IBString commissionCurrency Shows the currency of the commission value.

IBString equityWithLoan Shows the impact the order would have on your
equity with loan value.
IBString initMargin Shows the impact the order would have on your
initial margin.

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Attribute Description
IBString maintMargin Shows the impact the order would have on your
maintenance margin.
double maxCommission Used in conjunction with the minCommission
field, this defines the highest end of the possible
range into which the actual order commission will
fall.
double minCommission Used in conjunction with the maxCommission
field, this defines the lowest end of the possible
range into which the actual order commission will
fall.
IBString status Displays the order status.
IBString warningText Displays a warning message if warranted.

ScannerSubscription

Attribute Description
double abovePrice Filter out contracts with a price lower than this value. Can be left
blank.
int aboveVolume Filter out contracts with a volume lower than this value. Can be left
blank.
int aver- Can leave empty.
ageOptionVolumeAbove

double belowPrice Filter out contracts with a price higher than this value. Can be left
blank.
double couponRateAbove Filter out contracts with a coupon rate lower than this value. Can be
left blank.
double couponRateBelow Filter out contracts with a coupon rate higher than this value. Can be
left blank.
IBString excludeConvertible Filter out convertible bonds. Can be left blank.

IBString instrument Defines the instrument type for the scan.

IBString locationCode The location.
double marketCapAbove Filter out contracts with a market cap lower than this value. Can be left
blank.
double marketCapBelow Filter out contracts with a market cap above this value. Can be left
blank.
IBString maturityDateAbove Filter out contracts with a maturity date earlier than this value. Can be
left blank.
IBString maturityDateBelow Filter out contracts with a maturity date later than this value. Can be
left blank.

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Attribute Description
IBString moodyRatingAbove Filter out contracts with a Moody rating below this value. Can be left
blank.
IBString moodyRatingBelow Filter out contracts with a Moody rating above this value. Can be left
blank.
int numberOfRows Defines the number of rows of data to return for a query.
IBString scanCode Can be left blank.
IBString scannerSettingPairs Can leave empty. For example, a pairing "Annual, true" used on the
"top Option Implied Vol % Gainers" scan would return annualized
volatilities.
IBString spRatingAbove Filter out contracts with an S&P rating below this value. Can be left
blank.
IBString spRatingBelow Filter out contracts with an S&P rating above this value. Can be left
blank.
IBString stockTypeFilter Valid values are:

l CORP = Corporation
l ADR = American Depositary Receipt
l ETF = Exchange Traded Fund
l REIT = Real Estate Investment Trust
l CEF = Closed End Fund

UnderComp

Attribute Description
int conId The unique contract identifier specifying the security. Used for Delta-
Neutral Combo contracts.
double delta The underlying stock or future delta. Used for Delta-Neutral Combo
contracts.
double price The price of the underlying. Used for Delta-Neutral Combo contracts.

CommissionReport

Attribute Description
double commission The commission amount.

IBString currency() The currency.

IBString execId() Unique order execution id.

double realizedPNL() The amount of realized Profit and Loss.

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Attribute Description
double yield() The yield.

int yieldRedemptionDate() Takes the YYYYMMDD format.

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Placing a Combination Order

A combination order is a special type of order that is constructed of many separate legs but executed as a single trans-
action. Submit combo orders such as calendar spreads, conversions and straddles using the BAG security type (defined in
the Contract object). The key to implementing a successful API combination order using the API is to knowing how to
place the same order using Trader Workstation. If you are familiar with placing combination orders in TWS, then it will
be easier to place the same order using the API, because the API only imitates the behavior of TWS.

Example
In this example, a customer places a BUY order for a CLK9 futures contract and a SELL order for a CLM9 futures con-
tract. In this procedure, the customer must invoke reqContractDetails() to obtain the conId for both CLK9 and CLM9 con-
tracts.

Leg 1: Buy 1 CLK9 futures contract

Leg 2: Sell 1 CLM9 futures contract

Here is a summary of the steps required to place a combo order using the API:

l Obtain the contract id (conId) for each leg. Get this number by invoking the reqContractDetails() method.
l Include each leg on the ComboLeg object by populating the related fields.
l Implement the placeOrder() method with the Contract and Order socket client properties.

To place this combo order

1. Get the Contract IDs for both leg definitions. Request 1 is assigned to CLK9 and Request 2 is assigned to CLM9.
con1.localSymbol = "CLK9";
con1.secType = "FUT";
con1.exchange = "NYMEX";
con1.currency = "USD";

m_client->reqContractDetails(1, con1->getContract()); // request 1

con2.m_localSymbol = "CLM9";
con2.m_secType = "FUT";
con2.m_exchange = "NYMEX";
con2.m_currency = "USD";

m_client->reqContractDetails(2, con2->getContract()); // request 2

The conId values are delivered by the following event. If reqId is equal to 1, then the conid is for the CLK9 con-
tract. If reqId is equal to 2, then the conId is for CLM9.

::contractDetails( int reqId, const ContractDetails &contractDetails)

{

// to obtain conId for CLK9

if (reqId == 1)
…

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// to obtain conid for CLM9

if (reqId == 2)
...
}

2. Assign all the related values for combo orders and combine them:

leg1.conId = Leg1_conId;
leg1.ratio = 1;
leg1.action = "BUY";
leg1.exchange = "NYMEX";
leg1.openClose = 0;
leg1.shortSaleSlot = 0;
leg1.designatedLocation = "";

leg2.conId = Leg2_conId;
leg2.ratio = 1;
leg2.action = "SELL";
leg2.exchange = "NYMEX";
leg2.openClose = 0;
leg2.shortSaleSlot = 0;
leg2.designatedLocation = "";

3. Invoke the placeOrder() method with the appropriate contract and order objects. As shown below, it includes the
addAllLegs declaration in the contract object.

contract.symbol = "USD"; // abitrary value only combo orders

contract.secType = "BAG"; // BAG is the security type for COMBO order
contract.exchange = "NYMEX";
contract.currency = "USD";
contract.comboLegs = addAllLegs; //including combo order in contract object

order.m_action = "BUY";
order.m_totalQuantity = 1;
order.m_orderType = "MKT";

m_client->placeOrder(Orderid, contract->getContract(), order->getOrder());

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5
This chapter describes the Java API, including the following topics:

l Running the Java Test Client Sample Program

l Running the Java Test Client Program with Eclipse
l Java EClientSocket Methods
l Java EWrapper Methods
l Java SocketClient Properties
l Placing a Combination Order
l Java Code Samples: Contract Parameters

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Running the Java Test Client Sample Program

You can access the IB trading system via TWS or the IB Gateway through a Java application using the socket client com-
ponent. Before you can connect to TWS, you must:

To run the Java Test Client sample program on Windows

1. From Windows Explorer, navigate to the samples\Java folder in your API installation folder.
2. Run the file run.bat. It may be necessary to edit this file for your system.

To run the Java Test Client sample program from a new project in NetBeans
1. Open NetBeans and click New Project to start the wizard.
2. In the Projects area, select Java Application and click Next.
3. In the New Java Application window, name your project, choose a location, and uncheck the check box for
Create Main Class.
4. Click Finish.
5. To set up Java to use the API, right-click the project you just created, then select Properties.
6. From the source category click Add Folder.
7. Navigate to the folder where the TWS API is installed. The folders you want to add are called source\JavaCli-
ent\com and samples\Java\apidemo. Click OK.
8. Press F6 to run the sample java project. When the message says "Project Samplejavacode does not have main class
set" select apidemo and click OK.
The Java Test Client’s sample application window is pictured below.

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Running the Java Test Client Program with Eclipse

This section describes how to run the Java Test Client Program with the Eclipse IDE. The following steps assume that
you have already downloaded and installed the TWS API software.

Note: This procedure assumes that you are using Eclipse Helios 3.6.2, but other versions of Eclipse
should also work.

To run the Java Test Client Program with Eclipse

1. Download the Eclipse IDE from http://www.eclipse.org/downloads/.
o Download the Windows 32-bit or Windows 64-bit version, depending on your operating system.
o The download process will suggest the most appropriate mirror for your download automatically. Click on the
link and save the zip file to your computer.
2. Unzip the downloaded Eclipse file.
3. Launch the Eclipse IDE by running the file eclipse.exe, which will be unzipped to the eclipse directory.
4. Start a new project:
a. To start a new project in Eclipse, select File > New > Java Project.

b. Type the project name. For this example, name the project My API Program.

c. Type or browse for the project o

d. Optionally, change various settings such as JRE.

e. Click Finish.

6. Import the TWS API source files:

a. Expand the project you just created in the Package Explorer panel on the left.

b. Right-click the src folder, then select New > Package.

c. Enter com.ib as the package com, then click Finish.

d. Right-click the package com.ib in the Package Explorer panel, then select Import.

e. Select General > File System, then click Next.

f. Click Browse… , then locate the folder where the API is installed (typically source\JavaClient\com). Select
the ib folder (for example, C:\TWS API 9.70\source\JavaClient\com\ib), then click OK.

g. Put a check mark on the ib folder, then click Finish.

8. Import the Java sample test client files:

a. Expand the project you just created in the Package Explorer panel on the left.

b. Right-click the src folder, then select New > Package.

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c. Enter apidemoas the package com, then click Finish.

d. Right-click the package apidemoin the Package Explorer panel, then select Import.

e. Select General > File System, then click Next.

f. Click Browse… , then locate the folder where the Java Test Client is installed (typically samples\Java\).
Select the apidemofolder (for example, C:\TWS API 9.70\samples\Java\apidemo), then click OK.

g. Put a check mark on the apidemo folder, then click Finish.

8. Run the sample test client:

a. Right-click the apidemo package and select Run As… > Java Application.

b. This is what you should see and you are ready to create your own customized program:

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Java EClientSocket Methods

This section describes the class EClientSocket methods you use when connecting to TWS. The list of methods includes:

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Connection and Server Contract Details

EClientSocket() reqContractDetails()
eConnect()
eDisconnect() Market Depth
isConnected() reqMktDepth()
setServerLogLevel() cancelMktDepth()
reqCurrentTime()
News Bulletins
serverVersion()
TwsConnectionTime() reqNewsBulletins()
cancelNewsBulletins()
Market Data
Financial Advisors
reqMktData()
cancelMktData() reqManagedAccts()
calculateImpliedVolatility() requestFA()
cancelCalculateImpliedVolatility() replaceFa()
calculateOptionPrice()
Market Scanners
cancelCalculateOptionPrice()
reqMarketDataType() reqScannerParameters()
reqScannerSubscription()
Orders cancelScannerSubscription()
placeOrder()
Historical Data
cancelOrder()
reqOpenOrders() reqHistoricalData()
reqAllOpenOrders() cancelHistoricalData()
reqAutoOpenOrders()
Real Time Bars
reqIDs()
exerciseOptions() reqRealTimeBars()
reqGlobalCancel() cancelRealTimeBars()

Account and Portfolio Fundamental Data

reqFundamentalData()
reqAccountUpdates()
cancelFundamentalData()
reqAccountSummary()
cancelAccountSummary() Display Groups
reqPositions() queryDisplayGroups()
cancelPositions() subscribeToGroupEvents()
updateDisplayGroups()
Executions unsubscribeFromGroupEvents()
reqExecutions()

EClientSocket()
This is the constructor.

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EClientSocket(AnyWrapper anyWrapper)

Parameter Type Description

anyWrapper AnyWrapper The reference to an object that was derived from the AnyWrapper
base interface. Note EWrapper extends AnyWrapper.

eConnect()
This function must be called before any other. There is no feedback for a successful connection, but a subsequent attempt
to connect will return the message "Already connected."

void eConnect(String host, int port, int clientId)

Parameter Type Description

host String The host name or IP address of the machine where TWS is running.
Leave blank to connect to the local host.
port int Must match the port specified in TWS on the Configure>API>Socket
Port field.
clientId int A number used to identify this client connection. All orders placed/-
modified from this client will be associated with this client identifier.
Note: Note: Each client MUST connect with a
unique clientId.

eDisconnect()
Call this method to terminate the connections with TWS. Calling this method does not cancel orders that have already
been sent.

void eDisconnect()

isConnected()
Call this method to check if there is a connection with TWS.

void isConnected()

setServerLogLevel()
The default level is ERROR. Refer to the API logging page for more details.

void setServerLogLevel(int logLevel)

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Parameter Type Description

logLevel int Specifies the level of log entry detail used by the server (TWS) when
processing API requests. Valid values include:

l 1 = SYSTEM
l 2 = ERROR
l 3 = WARNING
l 4 = INFORMATION
l 5 = DETAIL

reqCurrentTime()
Returns the current system time on the server side via the currentTime() EWrapper method.

void reqCurrentTime()

serverVersion()
Returns the version of the TWS instance to which the API application is connected.

void serverVersion()

TwsConnectionTime()
Returns the time the API application made a connection to TWS.

void TwsConnectionTime ()

reqMktData()
Call this method to request market data. The market data will be returned by the tickPrice(), tickSize(), tick-
OptionComputation(), tickGeneric(), tickString() and tickEFP() methods.

void reqMktData(int tickerId, Contract contract, String genericTicklist, boolean snapshot, Lis<TagValue>
mktDataOptions)

Parameter Type Description

tickerId int The ticker id. Must be a unique value. When the mar-
ket data returns, it will be identified by this tag. This
is also used when canceling the market data.
contract Contract This class contains attributes used to describe the
contract.
genericTicklist String A comma delimited list of generic tick types. Tick
types can be found in the Generic Tick Types page.
snapshot boolean Check to return a single snapshot of market data and
have the market data subscription cancel. Do not
enter any genericTicklist values if you use snapshot.

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Parameter Type Description

mktDataOptions List<TagValue> For internal use only. Use default value XYZ.

cancelMktData()
After calling this method, market data for the specified Id will stop flowing.

void cancelMktData(int tickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqMktData().

calculateImpliedVolatility()
Call this function to calculate volatility for a supplied option price and underlying price.

calculateImpliedVolatility(int reqId, Contract optionContract, double optionPrice, double underPrice)

Parameter Type Description

reqId int The ticker id.
optionContract Contract Describes the contract.
optionPrice double The price of the option.
underPrice double Price of the underlying.

cancelCalculateImpliedVolatility()
Call this function to cancel a request to calculate volatility for a supplied option price and underlying price.

calculateImpliedVolatility(int reqId)

Parameter Type Description

reqId int The ticker id.

calculateOptionPrice()
Call this function to calculate option price and greek values for a supplied volatility and underlying price.

void calculateOptionPrice(int reqId, Contract contract, double volatility, double underPrice)

Parameter Type Description

conid int The ticker ID.
contract Contract Describes the contract.
volatility double The volatility.
underPrice double Price of the underlying.

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cancelCalculateOptionPrice()
Call this function to cancel a request to calculate the option price and greek values for a supplied volatility and under-
lying price.

cancelCalculateOptionPrice(int reqId)

Parameter Type Description

reqId int The ticker id.

reqMarketDataType()
The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our sys-
tem. During normal trading hours, the API receives real-time market data. If you use this function, you are telling TWS to
automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data
will automatically switch back to real-time market data.

reqMarketDataType(int type)

Parameter Type Description

type int 1 for real-time streaming market data or 2 for frozen market data.

placeOrder()
void placeOrder( int id, Contract contract, Order order)

Parameter Type Description

id int The order Id. You must specify a
unique value. When the order status
returns, it will be identified by this
tag. This tag is also used when can-
celing the order.
contract Contract This class contains attributes used to
describe the contract.
order Order This structure contains the details of
the order. Note: Each client MUST
connect with a unique clientId.

cancelOrder()
Call this method to cancel an order.

void cancelOrder(int id)

Parameter Type Description

id int The order Id that was specified previously in
the call to placeOrder()

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reqOpenOrders()
Call this method to request any open orders that were placed from this API client. Each open order will be fed back
through the openOrder() and orderStatus() methods on the EWrapper.

Note: The client with a clientId of "0" will also receive the TWS-owned open orders. These orders
will be associated with the client and a new orderId will be generated. This association will
persist over multiple API and TWS sessions.

void reqOpenOrders()

reqAllOpenOrders
Call this method to request all open orders that were placed from all API clients linked to one TWS, and also from the
TWS. Note that you can run up to 8 API clients from a single TWS. Each open order will be fed back through the
openOrder() and orderStatus() methods on the EWrapper.

Note: No association is made between the returned orders and the requesting client.

void reqAllOpenOrders()

reqAutoOpenOrders()
Call this method to request that newly created TWS orders be implicitly associated with the client. When a new TWS
order is created, the order will be associated with the client and automatically fed back through the openOrder() and
orderStatus() methods on the EWrapper.

Note: TWS orders can only be bound to clients with a clientId of 0.

void reqAutoOpenOrders(boolean bAutoBind)

Parameter Type Description

bAutoBind boolean If set to TRUE, newly created TWS orders will be
implicitly associated with the client. If set to
FALSE, no association will be made.

reqIDs()
Call this function to request the next valid ID that can be used when placing an order. After calling this method, the nex-
tValidId() event will be triggered, and the id returned is that next valid ID. That ID will reflect any autobinding that has
occurred (which generates new IDs and increments the next valid ID therein).

Public synchronized Void reqIds (int numIds)

Parameter Type Description

numIds int Set to 1.

exerciseOptions()
Call the exerciseOptions() method to exercise options.

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Note: SMART is not an allowed exchange in exerciseOptions() calls, and TWS does a request for
the position in question whenever any API initiated exercise or lapse is attempted.

void exerciseOptions(int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, String account, int over-
ride)

Parameter Type Description

tickerId int The Id for the exercise request
contract Contract This class contains attributes used to describe the contract.
exerciseAction int Specifies whether to exercise the specified option or let the
option lapse. Valid values are:

l 1 = exercise
l 2 = lapse
exerciseQuantity int The number of contracts to be exercised
account String For institutional orders. Specifies the IB account.
override int Specifies whether your setting will override the system's natural
action. For example, if your action is "exercise" and the option
is not in-the-money, by natural action the option would not exer-
cise. If you have override set to "yes" the natural action would
be overridden and the out-of-the money option would be exer-
cised. Values are:

l 0 = do not override
l 1 = override

reqGlobalCancel()
Use this method to cancel all open orders globally. It cancels both API and TWS open orders.

If the order was created in TWS, it also gets canceled. If the order was initiated in the API, it also gets canceled.

void reqGlobalCancel()

reqAccountUpdates()
Call this function to start getting account values, portfolio, and last update time information. The account data will be
fed back through the updateAccountTime(), updateAccountValue() and updatePortfolio() EWrapper methods.

void reqAccountUpdates (boolean subscribe, String acctCode)

Parameter Type Description

subscribe boolean If set to TRUE, the client will start receiving
account and portfolio updates. If set to FALSE,
the client will stop receiving this information.
acctCode String The account code for which to receive account
and portfolio updates.

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The account information resulting from the invocation of reqAccountUpdates() is the same information that appears in
Trader Workstation’s Account Window. When trying to determine the definition of each variable or key within the API
account data, it is essential that you use the TWS Account Window as guidance.

To identify API Account keys:

The API’s updateAccountValue() event handler delivers all of the account information.

l Strings or keys with a suffix of –C, such as AvailableFunds-C, EquityForInitial-C, NetLiquidation-C, correspond
to Commodities in the TWS Account Window.
l Keys with a suffix of –S, such as EquityForMaintenance-S, FullAvailableFunds-S or NetLiquidation-S, correspond
to Securities in the TWS Account Window.
l Keys without any suffix correspond to Totals in the TWS Account Window.
The image below is an actual example of how to compare TWS’s Account Window and the API’s account data. In this
particular case, we try to link three specific keys NetLiquidation, NetLiquidation-C, and NetLiquidation-S to the TWS
Account Window.

For more information about the information presented in the TWS Account Window, see https://in-
stitutions.interactivebrokers.com/en/software/tws/usersguidebook/realtimeactivitymonitoring/the_account_window.htm

reqAccountSummary()
Call this method to request and keep up to date the data that appears on the TWS Account Window Summary tab. The
data is returned by accountSummary().

reqAccountSummary() only allows two concurrent requests. If you use reqAccountSummary() to request more than two
concurrent account summaries, you will receive an error: 322|Error processing request. To resolve this error, unsubscribe
from one reqAccountSummary() request and then resubmit the request.

Note: This request can only be made when connected to a Financial Advisor (FA) account.

void reqAccountSummary(int reqId, String group, String tags)

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Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to requests if
several requests are in process.
group String Set to All to return account summary data for all accounts, or set to a specific
Advisor Account Group name that has already been created in TWS Global
Configuration.

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Parameter Type Description

tags String A comma-separated list of account tags.
Available tags are:

l AccountType
l NetLiquidation,
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US stocks the
account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual funds
l PreviousDayEquityWithLoanValue,
l GrossPositionValue — The sum of the absolute value of all stock and
equity option positions
l RegTEquity,
l RegTMargin,
l SMA — Special Memorandum Account
l InitMarginReq,
l MaintMarginReq,
l AvailableFunds,
l ExcessLiquidity,
l Cushion — Excess liquidity as a percentage of net liquidation value
l FullInitMarginReq,
l FullMaintMarginReq,
l FullAvailableFunds,
l FullExcessLiquidity,
l LookAheadNextChange — Time when look-ahead values take effect
l LookAheadInitMarginReq,
l LookAheadMaintMarginReq,
l LookAheadAvailableFunds,
l LookAheadExcessLiquidity,
l HighestSeverity — A measure of how close the account is to liquid-
ation
l DayTradesRemaining — The Number of Open/Close trades a user

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Parameter Type Description

could put on before Pattern Day Trading is detected. A value of "-1"
means that the user can put on unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation

cancelAccountSummary()
Cancels the request for Account Window Summary tab data.

void cancelAccountSummary(int messageId, int version As Integer, int reqId As Integer)

Parameter Type Description

messageId Integer Set this to 63.
version Integer Set this to 1.
reqId Integer The ID of the data request being canceled.

reqPositions()
Requests real-time position data for all accounts.

void reqPositions()

cancelPositions()
Cancels real-time position updates.

void cancelPositions()

reqExecutions()
When this method is called, the execution reports from the last 24 hours that meet the filter criteria are downloaded to
the client via the execDetails() method. To view executions beyond the past 24 hours, open the Trade Log in TWS and,
while the Trade Log is displayed, request the executions again from the API.

void reqExecutions(ExecutionFilter filter)

Parameter Type Description

filter ExecutionFilter The filter criteria used to determine which exe-
cution reports are returned.

reqContractDetails()
Call this method to download all details for a particular contract. The contract details will be received via the con-
tractDetails() method on the EWrapper.

void reqContractDetails (int reqId, Contract contract)

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Parameter Type Description

reqId int The ID of the data request. Ensures that
responses are matched to requests if several
requests are in process.
contract Contract This class contains attributes used to describe
the contract.

reqMktDepth()
Call this method to request market depth for a specific contract. The market depth will be returned by the updateMk-
tDepth() and updateMktDepthL2() methods.

void reqMktDepth(int tickerId, Contract contract, int numRows, Vector<TagValue> mktDepthOptions)

Parameter Type Description

tickerId int The ticker Id. Must be a unique value. When the
market depth data returns, it will be identified by
this tag. This is also used when canceling the mar-
ket depth.
contract Contract This class contains attributes used to describe the
contract.
numRows int Specifies the number of market depth rows to
return.
mktDepthOptions Vector<TagValue> For internal use only. Use default value XYZ.

cancelMktDepth()
After calling this method, market depth data for the specified Id will stop flowing.

void cancelMktDepth(int TickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqMktDepth().

reqNewsBulletins()
Call this method to start receiving news bulletins. Each bulletin will be returned by the updateNewsBulletin() method.

void reqNewsBulletins(boolean allMsgs)

Parameter Type Description

allMsgs boolean If set to TRUE, returns all the existing bulletins
for the current day and any new ones. IF set to
FALSE, will only return new bulletins.

cancelNewsBulletins()
Call this method to stop receiving news bulletins.

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void cancelNewsBulletins()

reqManagedAccts()
Call this method to request the list of managed accounts. The list will be returned by the managedAccounts() method on
the EWrapper.

Note: This request can only be made when connected to a Financial Advisor (FA) account

void reqManagedAccts()

requestFA()
Call this method to request FA configuration information from TWS. The data returns in an XML string via the
receiveFA() method.

void requestFA(int faDataType)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor configuration data being
requested. Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 = ACCOUNT ALIASES

replaceFA()
Call this method to request new FA configuration information from TWS. The data returns in an XML string via a
"receiveFA" method.

void replaceFA(int faDataType, String xml)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor con-
figuration data being requested. Valid values
include:

l 1 = GROUPS
l 2 = PROFILE
l 3 = ACCOUNT ALIASES
xml String The XML string containing the new FA con-
figuration information.

reqAccountSummary()
Call this method to request and keep up to date the data that appears on the TWS Account Window Summary tab. The
data is returned by accountSummary().

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reqAccountSummary() only allows two concurrent requests. If you use reqAccountSummary() to request more than two
concurrent account summaries, you will receive an error: 322|Error processing request. To resolve this error, unsubscribe
from one reqAccountSummary() request and then resubmit the request.

Note: This request can only be made when connected to a Financial Advisor (FA) account.

void reqAccountSummary(int reqId, String group, String tags)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to requests if
several requests are in process.
group String Set to All to return account summary data for all accounts, or set to a specific
Advisor Account Group name that has already been created in TWS Global
Configuration.

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Parameter Type Description

tags String A comma-separated list of account tags.
Available tags are:

l AccountType
l NetLiquidation,
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US stocks the
account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual funds
l PreviousDayEquityWithLoanValue,
l GrossPositionValue — The sum of the absolute value of all stock and
equity option positions
l RegTEquity,
l RegTMargin,
l SMA — Special Memorandum Account
l InitMarginReq,
l MaintMarginReq,
l AvailableFunds,
l ExcessLiquidity,
l Cushion — Excess liquidity as a percentage of net liquidation value
l FullInitMarginReq,
l FullMaintMarginReq,
l FullAvailableFunds,
l FullExcessLiquidity,
l LookAheadNextChange — Time when look-ahead values take effect
l LookAheadInitMarginReq,
l LookAheadMaintMarginReq,
l LookAheadAvailableFunds,
l LookAheadExcessLiquidity,
l HighestSeverity — A measure of how close the account is to liquid-
ation
l DayTradesRemaining — The Number of Open/Close trades a user

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Parameter Type Description

could put on before Pattern Day Trading is detected. A value of "-1"
means that the user can put on unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation

cancelAccountSummary()
Cancels the request for Account Window Summary tab data.

void cancelAccountSummary(int messageId, int version As Integer, int reqId As Integer)

Parameter Type Description

messageId Integer Set this to 63.
version Integer Set this to 1.
reqId Integer The ID of the data request being canceled.

reqPositions()
Requests real-time position data for all accounts.

void reqPositions()

cancelPositions()
Cancels real-time position updates.

void cancelPositions()

reqScannerParameters()
Call the reqScannerParameters() method to receive an XML document that describes the valid parameters that a scanner
subscription can have.

void reqScannerParameters()

reqScannerSubscription()
Call the reqScannerSubscription() method to start receiving market scanner results through the scannerData() EWrapper
method.

void reqScannerSubscription(int tickerId, ScannerSubscription subscription, Vector<TagValue> scan-

nerSubscriptionOptions)

Parameter Type Description

tickerId int The Id for the subscription. Must be a unique
value. When the subscription data is received,
it will be identified by this Id. This is also
used when canceling the scanner.

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Parameter Type Description

subscription ScannerSubscription Summary of the scanner subscription para-
meters including filters.
scannerSubscriptionOptions Vector<TagValue> For internal use only. Use default value XYZ.

cancelScannerSubscription()
Call the cancelScannerSubscription() method to stop receiving market scanner results.

void cancelScannerSubscription(int tickerId)

Parameter Description

tickerId The Id that was specified in the call to reqScannerSubscription().

reqHistoricalData()
Call the reqHistoricalData() method to start receiving historical data results through the historicalData() EWrapper
method.

void reqHistoricalData (int id, Contract contract, String endDateTime, String durationStr, String barSizeSetting,
String whatToShow, int useRTH, int formatDate, List<TagValue> chartOptions)

Parameter Type Description

tickerId int The Id for the request. Must be a unique value. When the data
is received, it will be identified by this Id. This is also used
when canceling the historical data request.
contract Contract This class contains attributes used to describe the contract.
endDateTime String Use the format yyyymmdd hh:mm:ss tmz, where the time zone
is allowed (optionally) after a space at the end.

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Parameter Type Description

durationStr String This is the time span the request will cover, and is specified
using the format: <integer> <unit>, i.e., 1 D, where valid units
are:

l " S (seconds)
l " D (days)
l " W (weeks)
l " M (months)
l " Y (years)
If no unit is specified, seconds are used. Also, note "years" is
currently limited to one.
barSizeSetting String Specifies the size of the bars that will be returned (within
IB/TWS limits). Valid bar size values include:

l 1 sec
l 5 secs
l 15 secs
l 30 secs
l 1 min
l 2 mins
l 3 mins
l 5 mins
l 15 mins
l 30 mins
l 1 hour
l 1 day
whatToShow String Determines the nature of data being extracted. Valid values
include:

l TRADES
l MIDPOINT
l BID
l ASK
l BID_ASK
l HISTORICAL_VOLATILITY
l OPTION_IMPLIED_VOLATILITY

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Parameter Type Description

useRTH int Determines whether to return all data available during the
requested time span, or only data that falls within regular trad-
ing hours. Valid values include:

l 0 - all data is returned even where the market in ques-

tion was outside of its regular trading hours.
l 1 - only data within the regular trading hours is
returned, even if the requested time span falls partially
or completely outside of the RTH.
formatDate int Determines the date format applied to returned bars. Valid val-
ues include:

l 1 - dates applying to bars returned in the format:

yyyymmdd{space}{space}hh:mm:dd
l 2 - dates are returned as a long integer specifying the
number of seconds since 1/1/1970 GMT.
chartOptions List<TagValue> For internal use only. Use default value XYZ.

Note: For more information about historical data request limitations, see Historical Data Lim-
itations.

cancelHistoricalData()
Call the cancelHistoricalData() method to stop receiving historical data results.

void cancelHistoricalData (int tickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqHistoricalData().

reqRealTimeBars()
Call the reqRealTimeBars() method to start receiving real time bar results through the realtimeBar() EWrapper method.

void reqRealTimeBars(int tickerId, Contract contract, int barSize, String whatToShow, boolean useRTH, Vect-
or<TagValue> realTimeBarOptions)

Parameter Type Description

tickerId int The Id for the request. Must be a unique value. When the data
is received, it will be identified by this Id. This is also used
when canceling the historical data request.

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Parameter Type Description

contract Contract This class contains attributes used to describe the contract.
barSize int Currently only 5 second bars are supported, if any other value
is used, an exception will be thrown.
whatToShow String Determines the nature of the data extracted. Valid values
include:
l TRADES
l BID
l ASK
l MIDPOINT
useRTH boolean Regular Trading Hours only. Valid values include:

l 0 = all data available during the time span requested is

returned, including time intervals when the market in
question was outside of regular trading hours.
l 1 = only data within the regular trading hours for the
product requested is returned, even if the time time span
falls partially or completely outside.
realTimeBarOptions Vector<TagValue> For internal use only. Use default value XYZ.

cancelRealTimeBars()
Call this method to stop receiving real time bar results.

void cancelRealTimeBars (int tickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqRealTimeBars().

reqFundamentalData()
Call this method to receive Reuters global fundamental data for stocks. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

reqFundamentalData() can handle conid specified in the Contract object, but not tradingClass or multiplier. This is
because reqFundamentalData() is used only for stocks and stocks do not have a multiplier and trading class.

void reqFundamentalData(int reqId, Contract contract, String reportType)

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Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to
requests if several requests are in process.
contract Contract This structure contains a description of the contract for which Reuters
Fundamental data is being requested.
reportType String One of the following XML reports:

l ReportSnapshot (company overview)

l ReportsFinSummary (financial summary)
l ReportRatios (financial ratios)
l ReportsFinStatements (financial statements)
l RESC (analyst estimates)
l CalendarReport (company calendar)

cancelFundamentalData()
Call this method to stop receiving Reuters global fundamental data.

void cancelFundamentalData(int reqId)

Parameter Type Description

reqId int The ID of the data request.

queryDisplayGroups()
queryDisplayGroups(int reqId)

Parameter Type Description

reqId int The unique number that will be associated with the
response

subscribeToGroupEvents()
subscribeToGroupEvents(int reqId, int groupId)

Parameter Type Description

reqId int The unique number associated with the notification.

groupId int The ID of the group, currently it is a number from 1 to 7.

This is the display group subscription request sent by the
API to TWS.

updateDisplayGroup()
updateDisplayGroup(int reqId, const String contractInfo)

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Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

contractInfo String The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

unsubscribeFromGroupEvents()
unsubscribeFromGroupEvents(int reqId)

Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

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Java EWrapper Methods

This section describes the class EWrapper methods you can use when connecting to TWS. The list of methods includes:

Connection and Server Executions

currentTime() execDetails()
error() execDetailsEnd()
connectionClosed() commissionReport()

Market Data Market Depth

tickPrice() updateMktDepth()
tickSize() updateMktDepthL2()
tickOptionComputation()
tickGeneric() News Bulletins
tickString() updateNewsBulletin(
tickEFP()
tickSnapshotEnd() Financial Advisors
marketDataType() managedAccounts()
receiveFA()
Orders
orderStatus() Historical Data
openOrder() historicalData()
openOrderEnd()
nextValidId() Market Scanners
deltaNeutralValidation() scannerParameters()
scannerData()
Account and Portfolio
scannerDataEnd()
updateAccountValue()
updatePortfolio() Real Time Bars
updateAccountTime() realtimeBar()
accountDownloadEnd()
accountSummary() Fundamental Data
accountSummaryEnd() fundamentalData()
position()
positionEnd() Display Groups

Contract Details displayGroupList()

displayGroupUpdated()
contractDetails()
contractDetailsEnd()
bondContractDetails()

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currentTime()
This method receives the current system time on the server side.

void currentTime(long time)

Parameter Type Description

time long The current system time on the server side

error()
This method is called when there is an error with the communication or when TWS wants to send a message to the cli-
ent.

void error(int id, int errorCode, String errorString)

Parameter Type Description

id int This is the orderId or tickerId of the request that generated the
error.
errorCode int For information on error codes, see Error Codes.
errorString String The textual description of the error.

This method is called when an exception occurs while handling a request.

void error(Exception e)

Parameter Type Description

e Exception The exception that occurred

This method is called when TWS wants to send an error message to the client. (V1).

void error(String str)

Parameter Type Description

str String This is the textual description of the error

connectionClosed()
This method is called when TWS closes the sockets connection, or when TWS is shut down.

void connectionClosed()

tickPrice()
This method is called when the market data changes. Prices are updated immediately with no delay.

void tickPrice(int tickerId, int field, double price, int canAutoExecute)

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Parameter Type Description

tickerId int The ticker Id that was specified pre-
viously in the call to reqMktData()
field int Specifies the type of price. Pass the field
value into TickType.getField(int tick-
Type) to retrieve the field description.
For example, a field value of 1 will map
to bidPrice, a field value of 2 will map to
askPrice, etc.

l 1 = bid
l 2 = ask
l 4 = last
l 6 = high
l 7 = low
l 9 = close
price double Specifies the price for the specified field
canAutoExecute int Specifies whether the price tick is avail-
able for automatic execution. Possible val-
ues are:

l 0 = not eligible for automatic exe-

cution
l 1 = eligible for automatic exe-
cution

tickSize()
This method is called when the market data changes. Sizes are updated immediately with no delay.

void tickSize(int tickerId, int field, int size)

Parameter Type Description

tickerId int The ticker Id that was specified previously in the call to reqMk-
tData()

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Parameter Type Description

field int Specifies the type of price.
Pass the field value into TickType.getField(int tickType) to retrieve
the field description. For example, a field value of 0 will map to
bidSize, a field value of 3 will map to askSize, etc.

l 0 = bid size
l 3 = ask size
l 5 = last size
l 8 = volume
size int Specifies the size for the specified field

tickOptionComputation()
This method is called when the market in an option or its underlier moves. TWS’s option model volatilities, prices, and
deltas, along with the present value of dividends expected on that options underlier are received.

void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double optPrice, double
pvDividend, double gamma, double vega, double theta, double undPrice)

Parameter Type Description

tickerId int The ticker Id that was specified previously in
the call to reqMktData()
field int Specifies the type of option computation.
Pass the field value into TickType.getField(int
tickType) to retrieve the field description. For
example, a field value of 13 will map to mod-
elOptComp, etc.

l 10 = Bid
l 11 = Ask
l 12 = Last
impliedVol double The implied volatility calculated by the TWS
option modeler, using the specified ticktype
value.
delta double The option delta value.
optPrice double The option price.
pvDividend double The present value of dividends expected on the
options underlier
gamma double The option gamma value.
vega double The option vega value.
theta double The option theta value.
undPrice double The price of the underlying.

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tickGeneric()
This method is called when the market data changes. Values are updated immediately with no delay.

void tickGeneric(int tickerId, int tickType, double value)

Parameter Type Description

tickerId int The ticker Id that was specified previously in the call to reqMktData()

tickType int Specifies the type of price.

Pass the field value into TickType.getField(int tickType) to retrieve the
field description. For example, a field value of 46 will map to shortable,
etc.
value double The value of the specified field

tickString()
This method is called when the market data changes. Values are updated immediately with no delay.

void tickString(int tickerId, int tickType, String value)

Parameter Type Description

tickerId int The ticker Id that was specified previously in the call
to reqMktData()
field int Specifies the type of price.
Pass the field value into TickType.getField(int tick-
Type) to retrieve the field description. For example,
a field value of 45 will map to lastTimestamp, etc.
value String The value of the specified field

tickEFP()
This method is called when the market data changes. Values are updated immediately with no delay.

void tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int
holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry)

Parameter Type Description

tickerId int The ticker Id that was specified previously in the call to reqMk-
tData()
field int Specifies the type of price.
Pass the field value into TickType.getField(int tickType) to
retrieve the field description. For example, a field value of 38
will map to bidEFP, etc.
basisPoints double Annualized basis points, which is representative of the fin-
ancing rate that can be directly compared to broker rates

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Parameter Type Description

formattedBasisPoints String Annualized basis points as a formatted string that depicts them
in percentage form
impliedFuture double Implied futures price
holdDays int The number of hold days until the expiry of the EFP
futureExpiry String The expiration date of the single stock future
dividendImpact double The dividend impact upon the annualized basis points interest
rate
dividendsToExpiry double The dividends expected until the expiration of the single stock
future

tickSnapshotEnd()
This is called when a snapshot market data subscription has been fully handled and there is nothing more to wait for.
This also covers the timeout case.

void tickSnapshotEnd(int reqId)

Parameter Type Description

reqID int Id of the data request.

marketDataType()
TWS sends a marketDataType(type) callback to the API, where type is set to Frozen or RealTime, to announce that mar-
ket data has been switched between frozen and real-time. This notification occurs only when market data switches
between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every sub-
scription because different contracts can generally trade on a different schedule.

void marketDataType(int reqId, int marketDataType)

Parameter Type Description

int reqId int Id of the data request
marketDataType int 1 for real-time streaming market data or 2 for frozen market data..

orderStatus()
This method is called whenever the status of an order changes. It is also fired after reconnecting to TWS if the client has
any open orders.

void orderStatus(int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId,
double lastFillPrice, int clientId, String whyHeld)

Note: It is possible that orderStatus() may return duplicate messages. It is essential that you filter
the message accordingly.

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Parameter Type Description

id int The order Id that was specified previously in the call to placeOrder()

status String The order status. Possible values include:

l PendingSubmit - indicates that you have transmitted the order,

but have not yet received confirmation that it has been accepted
by the order destination. NOTE: This order status is not sent by
TWS and should be explicitly set by the API developer when
an order is submitted.
l PendingCancel - indicates that you have sent a request to cancel
the order but have not yet received cancel confirmation from the
order destination. At this point, your order is not confirmed can-
celed. You may still receive an execution while your can-
cellation request is pending. NOTE: This order status is not sent
by TWS and should be explicitly set by the API developer
when an order is canceled.
l PreSubmitted - indicates that a simulated order type has been
accepted by the IB system and that this order has yet to be elec-
ted. The order is held in the IB system until the election criteria
are met. At that time the order is transmitted to the order des-
tination as specified .
l Submitted - indicates that your order has been accepted at the
order destination and is working.
l Cancelled - indicates that the balance of your order has been
confirmed canceled by the IB system. This could occur unex-
pectedly when IB or the destination has rejected your order.
l Filled - indicates that the order has been completely filled.
l Inactive - indicates that the order has been accepted by the sys-
tem (simulated orders) or an exchange (native orders) but that
currently the order is inactive due to system, exchange or other
issues.
filled int Specifies the number of shares that have been executed.

For more information about partial fills, see Order Status for Partial
Fills.
remaining int Specifies the number of shares still outstanding.
avgFillPrice double The average price of the shares that have been executed. This parameter
is valid only if the filled parameter value is greater than zero. Other-
wise, the price parameter will be zero.
permId int The TWS id used to identify orders. Remains the same over TWS ses-
sions.

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Parameter Type Description

parentId int The order ID of the parent order, used for bracket and auto trailing stop
orders.
lastFilledPrice double The last price of the shares that have been executed. This parameter is
valid only if the filled parameter value is greater than zero. Otherwise,
the price parameter will be zero.
clientId int The ID of the client (or TWS) that placed the order. Note that TWS
orders have a fixed clientId and orderId of 0 that distinguishes them
from API orders.
whyHeld String This field is used to identify an order held when TWS is trying to loc-
ate shares for a short sell. The value used to indicate this is 'locate'.

openOrder()
This method is called to feed in open orders.

void openOrder(int orderId, Contract contract, Order order, OrderState orderState )

Parameter Type Description

orderId int The order Id assigned by TWS. Used to cancel or
update the order.
contract Contract The Contract class attributes describe the contract.
order Order The Order class attributes define the details of the
order.
orderState OrderState The orderState attributes include margin and com-
missions fields for both pre and post trade data.

openOrderEnd()
This is called at the end of a given request for open orders.

void openOrderEnd()

nextValidId()
This method is called after a successful connection to TWS.

void nextValidId(int orderId)

Parameter Type Description

orderId int The next available order Id received from TWS upon
connection. Increment all successive orders by one
based on this Id.

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deltaNeutralValidation()
Upon accepting a Delta-Neutral RFQ(request for quote), the server sends a deltaNeutralValidation() message with the
UnderComp structure. If the delta and price fields are empty in the original request, the confirmation will contain the cur-
rent values from the server. These values are locked when the RFQ is processed and remain locked until the RFQ is can-
celed.

void deltaNeutralValidation(int reqId, UnderComp underComp)

Parameter Type Description

reqID int The Id of the data request.
underComp UnderComp Underlying component.

updateAccountValue()
This method is called only when reqAccountUpdates() method on the EClientSocket object has been called.

void updateAccountValue(String key, String value, String currency, String accountName)

Parameter Type Description

key String A string that indicates one type of account value.
There is a long list of possible keys that can be sent,
here are just a few examples:

l CashBalance - account cash balance

l DayTradesRemaining - number of day trades
left
l EquityWithLoanValue - equity with Loan
Value
l InitMarginReq - current initial margin require-
ment
l MaintMarginReq - current maintenance margin
l NetLiquidation - net liquidation value
value String The value associated with the key.
currency String Defines the currency type, in case the value is a cur-
rency type.
account String States the account the message applies to. Useful for
Financial Advisor sub-account messages.

updatePortfolio()
This method is called only when reqAccountUpdates() method on the EClientSocket object has been called.

void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost,
double unrealizedPNL, double realizedPNL, String accountName)

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Parameter Type Description

contract Contract This structure contains a description of the con-
tract which is being traded. The exchange field
in a contract is not set for portfolio update.
position int This integer indicates the position on the con-
tract. If the position is 0, it means the position
has just cleared.
marketPrice double The unit price of the instrument.
marketValue double The total market value of the instrument.
averageCost double The average cost per share is calculated by divid-
ing your cost (execution price + commission) by
the quantity of your position.
unrealizedPNL double The difference between the current market value
of your open positions and the average cost, or
Value - Average Cost.
realizedPNL double Shows your profit on closed positions, which is
the difference between your entry execution cost
(execution price + commissions to open the pos-
ition) and exit execution cost ((execution price
+ commissions to close the position)
accountName String The name of the account to which the message
applies. Useful for Financial Advisor sub-
account messages.

updateAccountTime()
This method is called only when reqAccountUpdates() method on the EClientSocket object has been called.

void updateAccountTime(String timeStamp)

Parameter Type Description

timeStamp String This indicates the last update time of the account information

accountDownloadEnd()
This event is called after a batch updateAccountValue() and updatePortfolio() is sent.

void accountDownloadEnd(String accountName)

Parameter Type Description

accountName String The name of the account.

accountSummary()
Returns the data from the TWS Account Window Summary tab in response to reqAccountSummary().

void accountSummary(int reqId, String account, String tag, String value, String currency)

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Parameter Type Description

reqId int The ID of the data request.
account String The account ID.

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Parameter Type Description

tag String The tag from the data request.
Available tags are:

l AccountType
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable
US stocks the account can buy
l EquityWithLoanValue — Cash + stocks + bonds +
mutual funds
l PreviousEquityWithLoanValue
l GrossPositionValue — The sum of the absolute value of
all stock and equity option positions
l RegTEquity
l RegTMargin
l SMA — Special Memorandum Account
l InitMarginReq
l MaintMarginReq
l AvailableFunds
l ExcessLiquidity
l Cushion — Excess liquidity as a percentage of net
liquidation value
l FullInitMarginReq
l FullMaintMarginReq
l FullAvailableFunds
l FullExcessLiquidity
l LookAheadNextChange — Time when look-ahead val-
ues take effect
l LookAheadInitMarginReq
l LookAheadMaintMarginReq
l LookAheadAvailableFunds
l LookAheadExcessLiquidity
l HighestSeverity — A measure of how close the account

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Parameter Type Description

is to liquidation
l DayTradesRemaining — The Number of Open/Close
trades a user could put on before Pattern Day Trading is
detected. A value of "-1" means that the user can put on
unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation
value String The value of the tag.
currency String The currency of the tag.

accountSummaryEnd
This method is called once all account summary data for a given request are received.

void accountSummaryEnd(int reqId)

Parameter Type Descrption

reqId int The ID of the data request.

position()
This event returns real-time positions for all accounts in response to the reqPositions() method.

void position(String account, Contract contract, int pos)

Parameter Type Description

account String The account.
contract Contract This structure contains a full description of the
contract that was executed.
pos double The position.

positionEnd()
This is called once all position data for a given request are received and functions as an end marker for the position()
data.

void positionEnd()

contractDetails()
This method is called only when reqContractDetails method on the EClientSocket object has been called.

void contractDetails(int ReqId, ContractDetails contractDetails)

Parameter Type Description

reqID int The ID of the data request. Ensures that
responses are matched to requests if sev-
eral requests are in process.

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Parameter Type Description

contractDetails ContractDetails This structure contains a full description
of the contract being looked up.

contractDetailsEnd()
This method is called once all contract details for a given request are received. This helps to define the end of an option
chain.

void contractDetailsEnd(int reqId)

Parameter Type Description

reqID int The Id of the data request.

bondContractDetails()
This method is called only when reqContractDetails method on the EClientSocket object has been called for bonds.

void bondContractDetails(int reqId, ContractDetails contractDetails)

Parameter Type Description

reqId int The ID of the data request.
contractDetails ContractDetails This structure contains a full description of
the bond contract being looked up.

execDetails()
This method is called when the reqExecutions() method is invoked, or when an order is filled.

void execDetails(int reqId, Contract contract, Execution execution)

Parameter Type Description

reqId int The reqID that was specified previously in the call to reqExecution().

contract Contract This structure contains a full description of the contract that was
executed.

Note: Refer to the Java SocketClient

Properties page for more information.
execution Execution This structure contains addition order execution details.

execDetailsEnd()
This method is called once all executions have been sent to a client in response to reqExecutions().

void execDetailsEnd(int reqId)

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Parameter Type Description

reqID int The Id of the data request.

commissionReport()
The commissionReport() callback is triggered as follows:

l Immediately after a trade execution

l By calling reqExecutions().

void commissionReport(CommissionReport commissionReport)

Parameter Type Description

commissionReport CommissionReport The structure that contains com-
mission details.

updateMktDepth()
This method is called when the market depth changes.

void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size)

Parameter Type Description

tickerId int The ticker Id that was specified previously in
the call to reqMktDepth()
position int Specifies the row Id of this market depth
entry.
operation int Identifies how this order should be applied to
the market depth. Valid values are:

l 0 = insert (insert this new order into

the row identified by 'position')·
l 1 = update (update the existing order
in the row identified by 'position')·
l 2 = delete (delete the existing order at
the row identified by 'position')
side int Identifies the side of the book that this order
belongs to. Valid values are:

l 0 = ask
l 1 = bid
price double The order price.
size int The order size.

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updateMktDepthL2()
This method is called when the Level II market depth changes.

void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price, int size)

Parameter Type Description

tickerId int The ticker Id that was specified previously in the call to reqMktDepth()

position int Specifies the row id of this market depth entry.

marketMaker String Specifies the exchange hosting this order.
operation int Identifies the how this order should be applied to the market depth.
Valid values are:

l 0 = insert (insert this new order into the row identified by 'pos-
ition')·
l 1 = update (update the existing order in the row identified by
'position')·
l 2 = delete (delete the existing order at the row identified by 'pos-
ition')
side int Identifies the side of the book that this order belongs to. Valid values
are:

l 0 = ask
l 1 = bid
price double The order price.
size int The order size.

updateNewsBulletin()
This method is triggered for each new bulletin if the client has subscribed (i.e. by calling the reqNewsBulletins() method.

void updateNewsBulletin(int msgId, int msgType, String message, String origExchange)

Parameter Type Description

msgId int The bulletin ID, incrementing for each new bulletin.
msgType int Specifies the type of bulletin. Valid values include:

l 1 = Regular news bulletin

l 2 = Exchange no longer available for trading
l 3 = Exchange is available for trading
message String The bulletin's message text.
origExchange String The exchange from which this message originated.

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managedAccounts()
This method is called when a successful connection is made to an account. It is also called when the reqManagedAccts()
method is invoked.

void managedAccounts(String accountsList)

Parameter Type Description

accountsList String The comma delimited list of FA managed accounts.

receiveFA()
This method receives previously requested FA configuration information from TWS.

receiveFA(int faDataType, String xml)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor con-
figuration data being received from TWS. Valid
values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES
xml String The XML string containing the previously
requested FA configuration information.

historicalData()
This method receives the requested historical data results.

void historicalData (int reqId, String date, double open, double high, double low, double close, int volume, int count,
double WAP, boolean hasGaps)

Parameter Type Description

reqId int The ticker Id of the request to which this bar is responding.
date String The date-time stamp of the start of the bar. The format is determined by
the reqHistoricalData() formatDate parameter.
open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume int The volume during the time covered by the bar.

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Parameter Type Description

count int When TRADES historical data is returned, represents the number of trades
that occurred during the time period the bar covers

WAP double The weighted average price during the time covered by the bar.
hasGaps boolean Whether or not there are gaps in the data.

scannerParameters()
This method receives an XML document that describes the valid parameters that a scanner subscription can have.

void scannerParameters(String xml)

Parameter Type Description

xml String A document describing available scanner subscription parameters.

scannerData()
This method receives the requested market scanner data results.

void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String pro-
jection, String legsStr)

Parameter Type Description

reqId int The ID of the request to which this row is responding.
rank int The ranking within the response of this bar.
contractDetails ContractDetails This structure contains a full description of the contract that
was executed.
distance String Varies based on query.
benchmark String Varies based on query.
projection String Varies based on query.
legsStr String Describes combo legs when scan is returning EFP.

scannerDataEnd()
This method is called when the snapshot is received and marks the end of one scan.

void scannerDataEnd(int reqId)

Parameter Type Description

reqId int The ID of the market data snapshot request being closed
by this parameter.

realtimeBar()
This method receives the real-time bars data results.

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void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap,
int count)

Parameter Type Description

reqId int The ticker ID of the request to which this bar is responding.
time long The date-time stamp of the start of the bar. The format is determined by the
reqHistoricalData() formatDate parameter.
open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume long The volume during the time covered by the bar.
wap double The weighted average price during the time covered by the bar.
count int When TRADES historical data is returned, represents the number of trades
that occurred during the time period the bar covers.

fundamentalData()
This method is called to receive Reuters global fundamental market data. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

void fundamentalData(int reqId, String data)

Parameter Type Description

reqId int The ID of the data request.
data String One of these XML reports:

l Company overview
l Financial summary
l Financial ratios
l Financial statements
l Analyst estimates
l Company calendar

displayGroupList()
This callback is a one-time response to queryDisplayGroups().

displayGroupList(int reqId As Integer, String groups)

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Parameter Type Description

reqtId int The requestId specified in queryDisplayGroups().

groups String A list of integers representing visible group ID separated

by the “|” character, and sorted by most used group first.
This list will not change during TWS session (in other
words, user cannot add a new group; sorting can change
though). Example: “3|1|2”

displayGroupUpdated()
This is sent by TWS to the API client once after receiving the subscription request subscribeToGroupEvents(), and will
be sent again if the selected contract in the subscribed display group has changed.

displayGroupList(int reqId, String contractInfo)

Parameter Type Description

requestId int The requestId specified in subscribeToGroupEvents().

contractInfo String The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

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Java SocketClient Properties

The tables below define attributes for the following classes:

l Execution
l ExecutionFilter
l CommissionReport
l Contract
l ContractDetails
l ComboLeg
l Order
l OrderState
l ScannerSubscription
l UnderComp

Execution

Attribute Description
String m_acctNumber The customer account number.
double m_avgPrice Average price. Used in regular trades, combo
trades and legs of the combo. Does not include
commissions.
int m_clientId The id of the client that placed the order.
Note: TWS orders have a fixed client id of "0."
int m_cumQty Cumulative quantity. Used in regular trades,
combo trades and legs of the combo.
String m_exchange Exchange that executed the order.
String m_execId Unique order execution id.
int m_liquidation Identifies the position as one to be liquidated
last should the need arise.
int m_orderId The order id.

Note: TWS orders have a

fixed order id of "0."
int m_permId The TWS id used to identify orders, remains the
same over TWS sessions.
double m_price The order execution price, not including com-
missions.
int m_shares The number of shares filled.

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Attribute Description
String m_side Specifies if the transaction was a sale or a pur-
chase. Valid values are:

l BOT
l SLD
String m_time The order execution time.
String m_evRule Contains the Economic Value Rule name and the
respective optional argument. The two values
should be separated by a colon. For example, aus-
sieBond:YearsToExpiration=3. When the
optional argument is not present, the first value
will be followed by a colon.
double m_evMultiplier Tells you approximately how much the market
value of a contract would change if the price
were to change by 1. It cannot be used to get mar-
ket value by multiplying the price by the approx-
imate multiplier.

ExecutionFilter

Attribute Description
String m_acctCode Filter the results of the reqExecutions() method based on an
account code. Note: this is only relevant for Financial
Advisor (FA) accounts.
int m_clientId Filter the results of the reqExecutions() method based on
the clientId.
String m_exchange Filter the results of the reqExecutions() method based on
theorder exchange.
String m_secType Filter the results of the reqExecutions() method based on
the order security type.
Note: Refer to the Contract struct for the list of valid secur-
ity types.
String m_side Filter the results of the reqExecutions() method based on
the order action.
Note: Refer to the Order class for the list of valid order
actions.
String m_symbol Filter the results of the reqExecutions() method based on
the order symbol.
String m_time Filter the results of the reqExecutions() method based on
execution reports received after the specified time.
The format for timeFilter is "yyyymmdd-hh:mm:ss"

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CommissionReport

Attribute Description
double m_commission() The commission amount.

String m_currency() The currency.

String m_execId() Unique order execution id.

double m_realizedPNL() The amount of realized Profit and Loss.

double m_yield() The yield.

int m_yieldRedemptionDate() Takes the YYYYMMDD format.

Contract

Attribute Description

Vector m_comboLegs Dynamic memory structure used to store the leg definitions for
this contract.

String m_comboLegsDescrip Description for combo legs

int m_conId The unique contract identifier.

String m_currency Specifies the currency. Ambiguities may require that this field
be specified, for example, when SMART is the exchange and
IBM is being requested (IBM can trade in GBP or USD).
Given the existence of this kind of ambiguity, it is a good idea
to always specify the currency.

String m_exchange The order destination, such as Smart.

String m_expiry The expiration date. Use the format YYYYMM.

boolean m_includeExpired If set to true, contract details requests and historical data quer-
ies can be performed pertaining to expired contracts.
Note: Historical data queries on expired contracts are limited
to the last year of the contracts life, and are initially only sup-
ported for expired futures contracts,

String m_localSymbol This is the local exchange symbol of the underlying asset.

String m_multiplier Allows you to specify a future or option contract multiplier.

This is only necessary when multiple possibilities exist.

String m_primaryExch Identifies the listing exchange for the contract (do not list
SMART).

String m_right Specifies a Put or Call. Valid values are: P, PUT, C, CALL.

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String m_secId Unique identifier for the secIdType.

String m_secIdType Security identifier, when querying contract details or when pla-
cing orders. Supported identifiers are:

l SIN (Example: Apple: US0378331005)

l CUSIP (Example: Apple: 037833100)
l SEDOL (Consists of 6-AN + check digit. Example:
BAE: 0263494)
l RIC (Consists of exchange-independent RIC Root and a
suffix identifying the exchange. Example: AAPL.O for
Apple on NASDAQ.)

String m_secType This is the security type. Valid values are:

l STK
l OPT
l FUT
l IND
l FOP
l CASH
l BAG
l NEWS

double m_strike The strike price.

String m_symbol This is the symbol of the underlying asset.

String m_tradingClass The trading class name for this contract.

ContractDetails

Attribute Description

String m_category The industry category of the underlying. For example, Invest-
mentSvc.

String m_contractMonth The contract month. Typically the contract month of the under-
lying for a futures contract.

String m_industry The industry classification of the underlying/product. For

example, Financial.

String m_liquidHours The regular trading hours of the product. For example,
20090507:0930-1600;20090508:CLOSED.

String m_longName Descriptive name of the asset.

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String m_marketName The market name for this contract.

double m_minTick The minimum price tick.

String m_orderTypes The list of valid order types for this contract.

String m_priceMagnifier Allows execution and strike prices to be reported consistently

with market data, historical data and the order price, i.e. Z on
LIFFE is reported in index points and not GBP.

Vector<TagValue> m_ A list of contract identifiers that the customer is allowed to view

secIdList() (CUSIP, ISIN, etc.)

String m_subcategory The industry subcategory of the underlying. For example, Broker-
age.

Contract m_summary A contract summary.

String m_timeZoneId The ID of the time zone for the trading hours of the product. For
example, EST.

String m_tradingHours The total trading hours of the product. For example,
20090507:0700-1830,1830-2330;20090508:CLOSED.

String m_underConId The underlying contract ID.

String m_validExchanges The list of exchanges this contract is traded on.

String m_evRule Contains the Economic Value Rule name and the respective
optional argument. The two values should be separated by a
colon. For example, aussieBond:YearsToExpiration=3. When the
optional argument is not present, the first value will be followed
by a colon.

double m_evMultiplier Tells you approximately how much the market value of a con-
tract would change if the price were to change by 1. It cannot be
used to get market value by multiplying the price by the approx-
imate multiplier.

Bond Values

String m_bondType For Bonds. The type of bond, such as "CORP."

boolean m_callable For Bonds. Values are True or False. If true, the bond can be
called by the issuer under certain conditions.

boolean m_convertible For Bonds. Values are True or False. If true, the bond can be con-
verted to stock under certain conditions.

double m_coupon For Bonds. The interest rate used to calculate the amount you
will receive in interest payments over the course of the year.

String m_couponType For Bonds. The type of bond coupon.

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String m_cusip For Bonds. The nine-character bond CUSIP or the 12-character
SEDOL.

String m_descAppend For Bonds. A description string containing further descriptive

information about the bond.

String m_issueDate For Bonds. The date the bond was issued.

String m_maturity For Bonds. The date on which the issuer must repay the face
value of the bond.

String m_nextOptionDate For Bonds, only if bond has embedded options.

boolean m_nextOptionPartial For Bonds, only if bond has embedded options.

boolean m_putable For Bonds. Values are True or False. If true, the bond can be
sold back to the issuer under certain conditions.

String m_ratings For Bonds. Identifies the credit rating of the issuer. A higher
credit rating generally indicates a less risky investment. Bond rat-
ings are from Moody's and S&P respectively.

String m_nextOptionType For Bonds, only if bond has embedded options.

String m_notes For Bonds, if populated for the bond in IB's database

ComboLeg

Attribute Description
String m_action The side (buy or sell) for the leg you are con-
structing.
int m_conId The unique contract identifier specifying the
security.
String m_designatedLocation If shortSaleSlot == 2, the designatedLocation
must be specified. Otherwise leave blank or
orders will be rejected.
String m_exchange The exchange to which the complete com-
bination order will be routed.
int m_openClose Specifies whether the order is an open or close
order. Valid values are:

l 0 - Same as the parent security. This is

the only option for retail customers.
l 1 - Open. This value is only valid for
institutional customers.
l 2 - Close. This value is only valid for
institutional customers.
l Unknown - (3)

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Attribute Description
int m_ratio Select the relative number of contracts for the
leg you are constructing. To help determine the
ratio for a specific combination order, refer to
the Interactive Analytics section of the User's
Guide.
int m_shortSaleSlot For institutional customers only.

l 0 - inapplicable (i.e. retail customer or

not short leg)
l 1 - clearing broker
l 2 - third party. If this value is used, you
must enter a designated location.

OrderComboLeg

Attribute Description
double m_price Order-specific leg price.

Order

Attribute Description
Order Identifiers
int m_clientId The id of the client that placed this order.
int m_orderId The id for this order.
int m_permid The TWS id used to identify orders, remains the same over
TWS sessions.
Main Order Fields
String m_action Identifies the side. Valid values are: BUY, SELL, SSHORT
double m_auxPrice This is the STOP price for stop-limit orders, and the offset
amount for relative orders. In all other cases, specify zero.
double m_lmtPrice This is the LIMIT price, used for limit, stop-limit and relative
orders. In all other cases specify zero. For relative orders with
no limit price, also specify zero.
String m_orderType Identifies the order type.

For more information about supported order types, see Sup-

ported Order Types.

long m_totalQuantity The order quantity.

Extended Order Fields
boolean m_allOrNone 0 = no, 1 = yes

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Attribute Description
boolean m_blockOrder If set to true, specifies that the order is an ISE Block order.
int m_displaySize The publicly disclosed order size, used when placing Iceberg
orders.
String m_goodAfterTime The trade's "Good After Time," format
"YYYYMMDD hh:mm:ss (optional time zone)"
Use an empty String if not applicable.
String m_goodTillDate You must enter GTD as the time in force to use this string.
The trade's "Good Till Date," format "YYYYMMDD hh:m-
m:ss (optional time zone)"
Use an empty String if not applicable.
boolean hidden If set to true, the order will not be visible when viewing the
market depth. This option only applies to orders routed to the
ISLAND exchange.
int m_minQty Identifies a minimum quantity order type.
String m_ocaGroup Identifies an OCA (one cancels all) group.
int m_ocaType Tells how to handle remaining orders in an OCA group when
one order or part of an order executes. Valid values include:

l 1 = Cancel all remaining orders with block

l 2 = Remaining orders are proportionately reduced in
size with block
l 3 = Remaining orders are proportionately reduced in
size with no block
If you use a value "with block" gives your order has overfill
protection. This means that only one order in the group will
be routed at a time to remove the possibility of an overfill.
String m_orderRef The order reference. Intended for institutional customers only,
although all customers may use it to identify the API client that
sent the order when multiple API clients are running.
boolean m_outsideRth If set to true, allows orders to also trigger or fill outside of reg-
ular trading hours.
int m_parentId The order ID of the parent order, used for bracket and auto trail-
ing stop orders.
double m_percentOffset The percent offset amount for relative orders.

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Attribute Description
boolean overridePercentageConstraints Precautionary constraints are defined on the TWS Presets page,
and help ensure tha tyour price and size order values are reas-
onable. Orders sent from the API are also validated against
these safety constraints, and may be rejected if any constraint
is violated. To override validation, set this parameter’s value
to True.
Valid values include:

l 0 = False
l 1 = True
string m_rule80A Values include:

l Individual = 'I'
l Agency = 'A',
l AgentOtherMember = 'W'
l IndividualPTIA = 'J'
l AgencyPTIA = 'U'
l AgentOtherMemberPTIA = 'M'
l IndividualPT = 'K'
l AgencyPT = 'Y'
l AgentOtherMemberPT = 'N'
boolean m_sweepToFill If set to true, specifies that the order is a Sweep-to-Fill order.
String m_tif The time in force. Valid values are: DAY, GTC, IOC, GTD.
bool m_transmit Specifies whether the order will be transmitted by TWS. If set
to false, the order will be created at TWS but will not be sent.

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Attribute Description
int m_triggerMethod Specifies how Simulated Stop, Stop-Limit and Trailing Stop
orders are triggered. Valid values are:

l 0 - The default value. The "double bid/ask" function

will be used for orders for OTC stocks and US options.
All other orders will used the "last" function.
l 1 - use "double bid/ask" function, where stop orders are
triggered based on two consecutive bid or ask prices.
l 2 - "last" function, where stop orders are triggered based
on the last price.
l 3 double last function.
l 4 bid/ask function.
l 7 last or bid/ask function.
l 8 mid-point function.

double m_trailStopPrice For TRAILLIMIT orders only

double m_trailingPercent Specify the trailing amount of a trailing stop order as a per-
centage. Observe the following guidelines when using the trail-
ingPercent field:

l This field is mutually exclusive with the existing trail-

ing amount. That is, the API client can send one or the
other but not both.
l This field is read AFTER the stop price (barrier price) as
follows: deltaNeutralAuxPrice
stopPrice
trailingPercent
scale order attributes
l The field will also be sent to the API in the openOrder
message if the API client version is >= 56. It is sent
after the stopPrice field as follows:
stopPrice
trailingPct
basisPoint
String m_activeStartTime For GTC orders.
String m_activeStopTime For GTC orders.
Financial Advisor Fields

String m_faGroup The Financial Advisor group the trade will be allocated to --
use an empty String if not applicable.
String m_faMethod The Financial Advisor allocation function the trade will be
allocated with -- use an empty String if not applicable.

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Attribute Description
String m_faPercentage The Financial Advisor percentage concerning the trade's
allocation -- use an empty String if not applicable.
String m_faProfile The Financial Advisor allocation profile the trade will be alloc-
ated to -- use an empty String if not applicable.
Institutional (non-cleared) Only
String m_designatedLocation Used only when shortSaleSlot = 2.

String m_openClose For institutional customers only. Valid values are O, C.

int m_origin The order origin. For institutional customers only. Valid values
are 0 = customer, 1 = firm
int m_shortSaleSlot Valid values are 1 or 2.
SMART Routing Only

double m_discretionaryAmt The amount off the limit price allowed for discretionary orders.

boolean m_eTradeOnly Trade with electronic quotes.

0 = no, 1 = yes
boolean m_firmQuoteOnly Trade with firm quotes.
0 = no, 1 = yes
double m_nbboPriceCap Maximum smart order distance from the NBBO.
boolean m_optOutSmartRouting Use to opt out of default SmartRouting for orders routed dir-
ectly to ASX. This attribute defaults to false unless explicitly
set to true. When set to false, orders routed directly to ASX
will NOT use SmartRouting. When set to true, orders routed dir-
ectly to ASX orders WILL use SmartRouting.
BOX or VOL Orders Only

int m_auctionStrategy Values include:

l match = 1
l improvement = 2
l transparent = 3
For orders on BOX only.
BOX Exchange Orders Only

double m_delta The stock delta. For orders on BOX only.

double m_startingPrice The auction starting price. For orders on BOX only.
double m_stockRefPrice The stock reference price. The reference price is used for VOL
orders to compute the limit price sent to an exchange (whether
or not Continuous Update is selected), and for price range mon-
itoring.

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Attribute Description
Pegged-to-Stock and VOL Orders Only

double m_stockRangeLower The lower value for the acceptable underlying stock price
range. For price improvement option orders on BOX and VOL
orders with dynamic management.
double m_stockRangeUpper The upper value for the acceptable underlying stock price
range. For price improvement option orders on BOX and VOL
orders with dynamic management.
Volatility Orders Only

boolean m_continuousUpdate VOL orders only. Specifies whether TWS will automatically
update the limit price of the order as the underlying price
moves.
String m_deltaNeutralOrderType VOL orders only. Enter an order type to instruct TWS to sub-
mit a delta neutral trade on full or partial execution of the VOL
order. For no hedge delta order to be sent, specify NONE.
int m_deltaNeutralAuxPrice VOL orders only. Use this field to enter a value if the value in
the deltaNeutralOrderType field is an order type that requires
an Aux price, such as a REL order.
int m_referencePriceType VOL orders only. Specifies how you want TWS to calculate
the limit price for options, and for stock range price mon-
itoring.
Valid values include:

l 1 = Average of NBBO
l 2 = NBB or the NBO depending on the action and
right.
double m_volatility The option price in volatility, as calculated by TWS' Option
Analytics. This value is expressed as a percent and is used to
calculate the limit price sent to the exchange.
int m_volatilityType Values include:

l 1 = Daily volatility
l 2 = Annual volatility
String m_deltaNeutralOpenClose Specifies whether the order is an Open or a Close order and is
used when the hedge involves a CFD and the order is clearing
away.

boolean m_deltaNeutralShortSale Used when the hedge involves a stock and indicates whether or
not it is sold short.

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Attribute Description
int m_deltaNeutralShortSaleSlot Has a value of 1 (the clearing broker holds shares) or 2
(delivered from a third party). If you use 2, then you must spe-
cify a deltaNeutralDesignatedLocation.

String m_deltaNeut- Used only when deltaNeutralShortSaleSlot = 2.

ralDesignatedLocation

Combo Orders Only

double m_basisPoints For EFP orders only

int m_basisPointsType For EFP orders only
Scale Orders Only

boolean m_scaleAutoReset() For extended Scale orders.

int m_scaleInitFillQty() For extended Scale orders.

int m_scaleInitLevelSize For Scale orders: Defines the size of the first, or initial, order
component.
int m_scaleInitPosition() For extended Scale orders.

int m_scalePriceAdjustInterval() For extended Scale orders.

double m_scalePriceAdjustValue() For extended Scale orders.

double m_scalePriceIncrement For Scale orders: Defines the price increment between scale
components. This field is required.
double m_scaleProfitOffset() For extended Scale orders.

boolean m_scaleRandomPercent() For extended Scale orders.

int m_scaleSubsLevelSize For Scale orders: Defines the order size of the subsequent scale
order components. Used in conjunction with scaleInitLevelSize
().
String m_scaleTable Manual table for Scale orders.

Hedge Orders Only

String m_hedgeParam Beta = x for Beta hedge orders, ratio = y for Pair hedge order

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Attribute Description
String m_hedgeType For hedge orders. Possible values are:

l D = Delta
l B = Beta
l F = FX
l P = Pair
Clearing Information

String m_account The account. For institutional customers only.

String m_clearingAccount For IBExecution customers: Specifies the true beneficiary of the
order. This value is required for FUT/FOP orders for reporting
to the exchange.
String m_clearingIntent For IBExecution customers: Valid values are: IB, Away, and
PTA (post trade allocation).
String m_settlingFirm Institutional only.
Algo Orders Only
String m_algoStrategy For information about API Algo orders, see IBAlgo
Parameters.

Vector<TagValue> Support for IBAlgo parameters.

m_algoParams

String m_algoId Identifies an order generated by algorithmic trading.

Solicited Orders

boolean m_solicited True = solicited (orders initiated by a broker through the

brokers research and design)

False = unsolicited (those instigated by a broker's customer

either through their actions or by the broker at their direction)
What If

boolean m_whatIf Use to request pre-trade commissions and margin information.

If set to true, margin and commissions data is received back
via the OrderState() object for the openOrder() callback.
Smart Combo Routing

Vector<TagValue> Support for Smart Combo Routing.

m_smartComboRoutingParams

Order Combo Legs

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Attribute Description
OrderComboLegs() As Object Holds attributes for all legs in a combo order.

Not Held
boolean m_notHeld For IBDARK orders only. Orders routed to IBDARK are tagged
as “post only” and are held in IB's order book, where incoming
SmartRouted orders from other IB customers are eligible to
trade against them.

Internal use only

Vector<TagValue> For internal use only. Use the default value XYZ.
m_orderMiscOptions

OrderState

Attribute Description
double m_commission Shows the commission amount on the order.
String m_commissionCurrency Shows the currency of the commission value.
String m_equityWithLoan Shows the impact the order would have on your
equity with loan value.
String m_initMargin Shows the impact the order would have on your ini-
tial margin.
String m_maintMargin Shows the impact the order would have on your
maintenance margin.
double m_maxCommission Used in conjunction with the minCommission field,
this defines the highest end of the possible range
into which the actual order commission will fall.
double m_minCommission Used in conjunction with the maxCommission field,
this defines the lowest end of the possible range into
which the actual order commission will fall.
string m_status Displays the order status.
String m_warningText Displays a warning message if warranted.

ScannerSubscription

Attribute Description
double m_abovePrice Filter out contracts with a price lower than this value. Can be left
blank.

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Attribute Description
int m_aboveVolume Filter out contracts with a volume lower than this value. Can be left
blank.
int m_aver- Can leave empty.
ageOptionVolumeAbove
double m_belowPrice Filter out contracts with a price higher than this value. Can be left
blank.
double m_couponRateAbove Filter out contracts with a coupon rate lower than this value. Can be
left blank.
double m_couponRateBelow Filter out contracts with a coupon rate higher than this value. Can be
left blank.
String m_excludeConvertible Filter out convertible bonds. Can be left blank.
String m_instrument Defines the instrument type for the scan.
String m_locationCode The location.
String m_matur- Filter out contracts with a maturity date earlier than this value. Can be
ityDateAbove left blank.
String m_maturityDateBelow Filter out contracts with a maturity date later than this value. Can be
left blank.
double m_marketCapAbove Filter out contracts with a market cap lower than this value. Can be left
blank.
double m_marketCapBelow Filter out contracts with a market cap above this value. Can be left
blank.
String m_moodyRat- Filter out contracts with a Moody rating below this value. Can be left
ingAbove blank.
String m_moodyRat- Filter out contracts with a Moody rating above this value. Can be left
ingBelow blank.
int m_numberOfRows Defines the number of rows of data to return for a query.

String m_scanCode Can be left blank.

String m_scannerSettingPairs Can leave empty. For example, a pairing "Annual, true" used on the
"top Option Implied Vol % Gainers" scan would return annualized
volatilities.
String m_spRatingAbove Filter out contracts with an S&P rating below this value. Can be left
blank.
String m_spRatingBelow Filter out contracts with an S&P rating above this value. Can be left
blank.

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Attribute Description
String m_stockTypeFilter Valid values are:

l CORP = Corporation
l ADR = American Depositary Receipt
l ETF = Exchange Traded Fund
l REIT = Real Estate Investment Trust
l CEF = Closed End Fund

UnderComp

Attribute Description
int m_conId The unique contract identifier specifying the security. Used for Delta-
Neutral Combo contracts.
double m_delta The underlying stock or future delta. Used for Delta-Neutral Combo
contracts.
double m_price The price of the underlying. Used for Delta-Neutral Combo contracts.

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Placing a Combination Order

A combination order is a special type of order that is constructed of many separate legs but executed as a single trans-
action. Submit combo orders such as calendar spreads, conversions and straddles using the BAG security type (defined in
the Contract object). The key to implementing a successful API combination order using the API is to knowing how to
place the same order using Trader Workstation. If you are familiar with placing combination orders in TWS, then it will
be easier to place the same order using the API, because the API only imitates the behavior of TWS.

Example
In this example, a customer places a BUY order on a calendar spread for GOOG. To buy one calendar spread means:

Leg 1: Sell 1 GOOG OPT SEP 18 '09 150.0 CALL (100)

Leg 2: Buy 1 GOOG OPT JAN 21 '11 150.0 CALL (100)

Here is a summary of the steps required to place a combo order using the API:

l Obtain the contract id (conId) for each leg. Get this number by invoking the reqContractDetails() method.
l · Include each leg on the ComboLeg object by populating the related fields.
l · Implement the placeOrder() method with the Contract and Order socket client properties.

To place this combo order

1. Get the Contract IDs for both leg definitions:
//First leg

Contract con1 = new Contract();

con1.m_symbol = "GOOG";
con1.m_secType = "OPT";
con1.m_expiry = “200909”;
con1.m_strike = 150.0
con1.m_right = “C”
con1.m_multiplier = “100”
con1.m_exchange = "SMART”;
con1.m_currency = "USD";

.reqContractDetails(1, con1);

//Second leg

Contract con2 = new Contract();

con2.m_symbol = "GOOG";
con2.m_secType = "OPT";
con2.m_expiry = “201101”;
con2.m_strike = 150.0
con2.m_right = “C”
con2.m_multiplier = “100”
con2.m_exchange = "SMART”;

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con2.m_currency = "USD";

.reqContractDetails(2, con2);

//All conId numbers are delivered by the ContractDetail()

static public String contractDetails(int reqId, ContractDetails con-

tractDetails) {

Contract contract = contractDetails.m_summary;

/*Base on the request above,

reqId = 1 is corresponding to the first request or first leg
reqId = 2 is corresponding to the second request or second leg*/

if (reqId == 1)
{ Leg1_conId = contract.m_conId;} // to obtain conId for first leg

if (reqId == 2)
{ Leg2_conId = contract.m_conId;} // to obtain conId for second leg
}

2. Once the program has acquired the conId value for each leg, include it in the ComboLeg object:
ComboLeg leg1 = new ComboLeg(); // for the first leg
ComboLeg leg2 = new ComboLeg(); // for the second leg
Vector addAllLegs = new Vector();

leg1.m_conId = Leg1_conId;
leg1.m_ratio = 1;
leg1.m_action = "SELL";
leg1.m_exchange = "SMART";
leg1.m_openClose = 0;
leg1.m_shortSaleSlot = 0;
leg1.m_designatedLocation = "";

leg2.m_conId = Leg2_conId;
leg2.m_ratio = 1;
leg2.m_action = "BUY";
leg2.m_exchange = "SMART";
leg2.m_openClose = 0;
leg2.m_shortSaleSlot = 0;
leg2.m_designatedLocation = "";

addAllLegs.add(leg1);
addAllLegs.add(leg2);

3. Invoke the placeOrder() method with the appropriate contract and order objects:
Contract contract = new Contract();
Order order = new Order();

contract.m_symbol = "USD"; // For combo order use “USD” as the symbol value
all the time

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contract.m_secType = "BAG"; // BAG is the security type for COMBO order

contract.m_exchange = "SMART";
contract.m_currency = "USD";
contract.m_comboLegs = addAllLegs; //including combo order in contract object

order.m_action = “BUY”;
order.m_totalQuantity = 1;
order.m_orderType = “MKT”
.placeOrder(OrderId, contract, order);

Note: For more information on combination orders, see the TWS Users Guide topic About Com-
bination Orders.

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Java Code Samples: Contract Parameters

This section includes the following Java code samples:

l How to Determine an Option Contract

l How to Determine a Futures Contract
l How to Determine a Stock

How to Determine an Option Contract

Example 1 - Standard Method of Determining an Option Contract

void onHowToDetermineOption(){

Contract contract = new Contract();

Order order = new Order();

contract.m_symbol = "IBKR";
contract.m_secType = "OPT";
contract.m_expiry = "20120316";
contract.m_strike = 20.0;
contract.m_right = "P";
contract.m_multiplier = "100";
contract.m_exchange = "SMART";
contract.m_currency = "USD";

order.m_action = "BUY";
order.m_totalQuantity = 1;
order.m_orderType = "LMT";
order.m_lmtPrice = enteredLmtPrice;

m_client.placeOrder(GlobalOrderId, contract, order);

}

Example 2 - Determining an Option Contract Using OCC Option Symbology Initiative

void inUsingOptionSymbologyInitiative(){

Contract contract = new Contract();

Order order = new Order();

contract.m_localSymbol = "IBKR 120317P00020000"; //OSI

contract.m_secType = "OPT";
contract.m_exchange = "SMART";
contract.m_currency = "USD";

order.m_action = "BUY";
order.m_totalQuantity = 1;
order.m_orderType = "LMT";
order.m_lmtPrice = enteredLmtPrice;

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m_client.placeOrder(GlobalOrderId, contract, order);

How to Determine a Futures Contract

Example 1 - Standard Method of Determining a Futures Contract

void onHowtoDetermineFuture(){

Contract contract = new Contract();

Order order = new Order();

contract.m_symbol = "ES";
contract.m_secType = "FUT";
contract.m_expiry = "201109";
contract.m_exchange = "GLOBEX";
contract.m_currency = "USD";

order.m_action = "BUY";
order.m_totalQuantity = 1;
order.m_orderType = "LMT";
order.m_lmtPrice = enteredLmtPrice;

m_client.placeOrder(GlobalOrderId, contract, order);

}

Example 2 - Determining a Futures Contract Using the Local Symbol

void inUsingLocalSymbolForFuture(){

Contract contract = new Contract();

Order order = new Order();

contract.m_localSymbol = "ESU1";
contract.m_secType = "FUT";
contract.m_exchange = "GLOBEX";
contract.m_currency = "USD";

order.m_action = "BUY";
order.m_totalQuantity = 1;
order.m_orderType = "LMT";
order.m_lmtPrice = enteredLmtPrice;

m_client.placeOrder(GlobalOrderId, contract, order);

}

How to Determine a Stock

void onHowToDetermineStock(){

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Contract contract = new Contract();

Order order = new Order();

contract.m_symbol = "IBKR";
contract.m_secType = "STK";
contract.m_exchange = "SMART";
contract.m_currency = "USD";

order.m_action = "BUY";
order.m_totalQuantity = 100;
order.m_orderType = "LMT";
order.m_lmtPrice = enteredLmtPrice;

m_client.placeOrder(GlobalOrderId, contract, order);

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6
Beginning with API Version 9.70, a new CSharp API client is included with the API. After you install API software on
your computer, you can find CSharp API components in the following locations:

l CSharp API sample code - located in the samples/CSharp folder in your API installation directory (typically
TWS API X.XX, where X.XX is the current version number);
l CSharp source code - located in the source/CSharpClient folder in your API installation directory.

This chapter describes the C# (C Sharp) API, including the following topics:

l Tutorial: Building a Sample C# Application

l Using the VB.NET Sample Program
l C# EClientSocket Methods
l C# EWrapper Methods
l C# SocketClient Properties

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Tutorial: Building a C# API Sample Application

This tutorial provides a step-by-step guide to using C# to build a console application from scratch.

Note: For this tutorial, we are using Interactive Brokers C# API (v. 9.71) and creating the sample
application in Microsoft Visual Studio 2010 Professional Edition.

The Tutorial includes these steps:

1. Create the Project

2. Add the CSharpAPI Project
3. Add the DLL Reference
4. Implement the EWrapper Interface
5. Connect to TWS
6. Request Market Data

Note: All the code provided with this example is “as is” and for illustrative purposes only.

For your convenience, you can request the full sample solution resulting from this tutorial by contacting our API Support
team at [email protected].

C# Tutorial: 1. Create the Project

In this first part of the tutorial, you will create new C# Console Application in Visual Studio.

To create a new project in Microsoft Visual Studio 2010 Professional Edition

1. Open Microsoft Visual Studio 2010 Professional Edition, then click File > New > Project.

2. In New Project dialog, select Visual C# from the list of Installed Templates on the left, then select Console Applic-
ation.
3. Type HelloIBCSharp as the project name in the Name field, then click the Browse button and choose a location
for the project on your computer.
4. Click OK.

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Continue to the next step in this tutorial, 2. Add the CSharpAPI Project.

C# Tutorial: 2. Add the CSharpAPI Project

Now that the project has been created, the first thing that you need to do is to add a reference to the pre-built C# API
DLL file (which is the result of opening and building the C# API project), or directly add the C# API project to the solu-
tion. Adding the entire C# API project lets gives you access to the API source code for reference while developing.

To add the CSharpAPI Project to your solution

1. Right-click the HelloIBCSharp project in the Solution Explorer, then click Add > Existing Project from the
menu.

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2. Navigate to the API's source/CSharpClientdirectory and select the file CSharpAPI.csproj, then click Open.

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3. Now that both projects are shown in the Solution Explorer, you need to add a reference of CSharpAPI to Hel-
loIBCSharp. Right-click the HelloIBCSharp project , then select Add Reference from the menu.

4. The CSharpAPI project appears on the Projects tab of the Add Reference dialog. Click CSharpAPI, and then
click OK to finish adding the reference.

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Continue to the next step in this tutorial, 3. Add the DLL Reference.

C# Tutorial: 3. Add the DLL Reference

In this step of the tutorial, instead of adding the complete CSharpAPI project to your solution, you will directly add a ref-
erence to the pre-built DLL (Dynamic Link Library).

To add the DLL reference

1. In Visual Studio, open the CSharpAPI.sln file located in your API installation directory’s source/cscharpclient
folder.
2. Click Build > Build Solution.

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The resulting DLL will be created in your API installation directory's the /source/csharpclient/bin/Release folder
as CSharpAPI.dll.
3. Right-click the HelloIBCSharp project in the Solution Explorer, then click Add reference.

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4. On the resulting dialog’s Browse tab, navigate to the location of the DLL (/source/csharpclient/bin/Release in
your API installation directory) and select the library:

Your HelloIBCSharp project now has a reference on it to the C# API:

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Continue to the next step in this tutorial, 4. Implement the EWrapper Interface.

C# Tutorial: 4. Implement the EWrapper Interface

IB’s C# API consists mainly of a client socket (ESocketClient) containing a reference to an object which implements the
EWrapper interface. It is because of this interface’s implementation that the client application (HelloIBCSharp) can
receive and handle all incoming messages sent by TWS/IB Gateway. In this step of the tutorial, you will implement the
EWrapper interface.

To implement the EWrapper interface

1. Add a new class to the project by right-clicking the HelloIBCSharp project in the Solution Explorer, then click-
ing Add > Existing Item from the menu.

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2. In the Add New Item dialog, select Class, then enter the name of the new class as EWrapperImpl. Click Add.

Visual Studio creates the new class.

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3. Given that EWrapperImpl will implement the EWrapper, extend your new class as shown below in the file EWrap-
perImpl.cs.

4. Since you also want to use the EWrapperImpl class to communicate with the TWS/IB Gateway, you will need to
add an EClientSocket member variable along with its get/set properties. Note that in the class constructor, you ini-
tialize the clientSocket variable passing a reference of the newly created EWrapperImpl object.
If you were to try to compile and run the project at this stage, you would see errors like the ones shown below.

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These errors indicate that EWrapperImpl is not implementing all of the methods declared in the EWrapper inter-
face. In order to proceed, you need to provide at least an empty shell of all methods declared in EWrapper.
5. Save all files.
Continue to the next step in this tutorial, 5. Connect to TWS.

C# Tutorial: 5. Connect to TWS

In this step of the tutorial, you will add the code required to connect your application to TWS.

To add the code required to connect to TWS

1. Once you have finished filling in the EWrapperImpl class with the method declarations from EWrapper in the full
sample solution, you can finally add the code required to connect your program to TWS. Add the lines shown
below to your program’s main method (in the file Program.cs).

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2. Note that after connecting, you also added a call to prevent the application from exiting immediately. Imme-
diately after the connection is established, TWS will automatically send some messages like managed accounts
and the server time. The following image shows the EWrapperImpl methods which get triggered:

3. Save all files.

Running the application now should produce a console window similar to the one shown below.

Continue to the last step in this tutorial, 6. Request Market Data.

C# Tutorial: 6. Request Market Data

In the final step of this tutorial, you will add code to your solution to request market data and display it on the screen.

To request market data from TWS

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1. After we request the market data, it will mainly arrive via the tickPrice() and tickSize() methods. Our imple-
mentation of them will be very simple as we only want to show the messages on the program’s console window
via Console.

In the file EWrapperImpl, add the following lines of code to implement the relevant methods.

2. Next, in the main method in the file Program.cs, you need to define a contract whose market data you want to
request. Forex pairs are the ideal candidates as they do not require any market data subscription, so in this tutorial,
you will show the price and sizes for the EUR.GBP contract.

To do this, your main class will look like the code in the following image.

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The lines in the larger box pictured above show the contract’s definition while on the line in the smaller box pic-
tured above represents the actual market data request (using the reqMktData() method). When requesting real-time
market data, you must provide an identifier to which the incoming data is matched. This identifier is the tickerId
parameter, which is passed to the tickSize and tickPrice events on the EWrapper’s interface and its implementing
class.
3. Save all files.
4. Build and run your application. You should be able to see all the incoming values, as pictured below.

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Note the underlined Ticker Id: 1 fragment. This indicates that the received data corresponds to the request iden-
tified by Id 1.

This simple tutorial was an introduction on how to create the first C# program from scratch. The C# API provides two
sample solutions demonstrating the rest of the API functionality.

For your convenience, you can request the full sample solution resulting from this tutorial by contacting our API Support
team at [email protected].

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Using the VB.NET Sample Program

Another way to use the C# API is to create a VB.NET application. Beginning with API Version 9.72, we provide a
VB.NET sample application. To run the sample you must:

l Install the API sample programs

l Configure the application to support the API components
l Have MS Visual Studio installed on your PC.

To run the VB.NET API sample program:

1. Navigate to the samples\VB directory in your API installation folder.
2. Open the file named VB_API_sample.sln.
3. Press Ctrl+F5 to compile and run the project.

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C# EClientSocket Methods
This section describes the class EClientSocket methods you use when connecting to TWS using C#. The list of methods
includes:

Connection and Server Contract Details

EClientSocket() reqContractDetails()
eConnect()
eDisconnect() Market Depth
isConnected() reqMktDepth()
setServerLogLevel() cancelMktDepth()
reqCurrentTime()
News Bulletins
Market Data reqNewsBulletins()
reqMktData() cancelNewsBulletins()
cancelMktData()
Financial Advisors
calculateImpliedVolatility()
cancelCalculateImpliedVolatility() reqManagedAccts()
calculateOptionPrice() requestFA()
cancelCalculateOptionPrice() replaceFa()
reqMarketDataType()
Market Scanners
Orders reqScannerParameters()
placeOrder() reqScannerSubscription()
cancelOrder() cancelScannerSubscription()
reqOpenOrders()
Historical Data
reqAllOpenOrders()
reqAutoOpenOrders() reqHistoricalData()
reqIDs() cancelHistoricalData()
exerciseOptions()
Real Time Bars
reqGlobalCancel()
reqRealTimeBars()
Account and Portfolio cancelRealTimeBars()

reqAccountUpdates() Fundamental Data

reqAccountSummary()
reqFundamentalData()
cancelAccountSummary()
cancelFundamentalData()
reqPositions()
cancelPositions() Display Groups
queryDisplayGroups()
Executions
subscribeToGroupEvents()
reqExecutions() updateDisplayGroups()
unsubscribeFromGroupEvents()

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EClientSocket()
This client class contains all the available methods to communicate with IB. Up to eight clients can be connected to a
single instance of the TWS/Gateway simultaneously.

public EClientSocket(EWrapper wrapper)

Parameter Type Description

EWrapper wrapper EWrapper's implementating class instance. Every message being
delivered by IB to the API client will be forwarded to the EWrapper's
implementating class.

eConnect()
Establishes a connection to TWS/Gateway. After establishing a connection successfully, TWS/Gateway will provide the
next valid order id, server's current time, managed accounts and open orders among others depending on the TWS/Gate-
way version.

public void eConnect(string host, int port, int clientId)

Parameter Type Description

host string The host name or IP address of the machine where TWS is running. Leave
blank to connect to the local host.
port int Must match the port specified in TWS on the Configure>API>Socket Port
field. 7496 by default for the TWS, 4001 by default on the Gateway.
clientId int Unique ID required of every API client program; can be any integer. Note that
up to eight clients can be connected simultaneously to a single instance of
TWS or Gateway. All orders placed/modified from this client will be asso-
ciated with this client identifier.

Note: Each client MUST connect with a unique cli-

entId.

eDisconnect()
Call this method to terminate the connections with TWS. Calling this method does not cancel orders that have already
been sent.

public void eDisconnect()

isConnected()
Call this method to check if there the API client is connected to TWS/Gateway.

public bool isConnected()

setServerLogLevel()
The default level is ERROR. Refer to the API logging page for more details.

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public void setServerLogLevel(int logLevel)

Parameter Type Description

logLevel int Specifies the level of log entry detail used by the server (TWS) when
processing API requests. Valid values include:

l 1 = SYSTEM
l 2 = ERROR
l 3 = WARNING
l 4 = INFORMATION
l 5 = DETAIL

reqCurrentTime()
Requests the server's current system time. The currentTime() EWrapper method returns the time.

public void reqCurrentTime()

reqGlobalCancel()
Use this method to cancel all open orders. It cancels orders placed from the API client and orders placed directly in TWS.

public void reqGlobalCancel()

reqMktData()
Call this method to request market data. The market data will be returned by the tickPrice(), tickSize(), tick-
OptionComputation(), tickGeneric(), tickString() and tickEFP() methods.

public void reqMktData(int tickerId, Contract contract, string genericTickList, bool snapshot)

Parameter Type Description

tickerId int The ticker id. Must be a unique value. When the mar-
ket data returns, it will be identified by this tag. This
is also used when canceling the market data.
contract Contract This class contains attributes used to describe the
contract.
genericTicklist string A comma-separated list of IDs that represent generic
tick types. Tick types can be found in the Generic
Tick Types page.
snapshot bool When set to True, returns a single snapshot of market
data. When set to False, returns continues updates.
Do not enter any genericTicklist values if you use
snapshot.
mktDataOptions List<TagValue> For internal use only. Use default value XYZ.

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cancelMktData()
Cancels a market data request.

public void cancelMktData(int tickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqMktData().

calculateImpliedVolatility()
Request the calculation of the implied volatility based on hypothetical option and its underlying prices. The calculation
will be return in EWrapper's tickOptionComputation() callback.

public void calculateImpliedVolatility(int reqId, Contract contract, double optionPrice, double underPrice)

Parameter Type Description

reqId int Unique identifier of the request.
contract Contract The option's contract for which you want to calculate
volatility.
optionPrice double The hypothetical price of the option.
underPrice double The hypothetical price of the underlying.

cancelCalculateImpliedVolatility()
Cancels a request to calculate implied volatility for a supplied option price and underlying price.

public void calculateImpliedVolatility(int reqId)

Parameter Type Description

reqId int The identifier of the implied volatility's calculation
request.

calculateOptionPrice()
Calculates an option's price based on the provided volatility and its underlying's price. The calculation will be returned
in the EWrapper tickOptionComputation() callback.

void calculateOptionPrice(int reqId, Contract contract, double volatility, double underPrice)

Parameter Type Description

conid int The request's unique identifier.
contract Contract The option contract for which you want to calculate the
price.
volatility double The hypothetical volatility.
underPrice double The hypothetical price of the underlying.

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cancelCalculateOptionPrice()
Call this function to cancel a request to calculate the option price and greek values for a supplied volatility and under-
lying price.

cancelCalculateOptionPrice(int reqId)

Parameter Type Description

reqId int The ticker id.

reqMarketDataType()
The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our sys-
tem. During normal trading hours, the API receives real-time market data. If you use this function, you are telling TWS to
automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data
will automatically switch back to real-time market data.

reqMarketDataType(int marketDataType)

Parameter Type Description

marketDataType int Set to 1 for real-time streaming market data or 2 for frozen market
data.

placeOrder()
public void placeOrder( int id, Contract contract, Order order)

Parameter Type Description

id int The order's unique identifier. When the order
status returns, it will be identified by this ID,
which is also used when canceling the order.

Use a sequential id starting with the ID

received at the nextValidId() method.
contract Contract This class contains attributes used to
describe the contract.
order Order This structure contains the details of the
order. Note: Each client MUST connect with
a unique clientId.

cancelOrder()
Call this method to cancel an order.

public void cancelOrder(int orderId)

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Parameter Type Description

orderId int The order ID that was specified previously in
placeOrder().

reqOpenOrders()
Requests all open orders that were placed from this specific API client (identified by the API client ID). Each open order
will be fed back through the openOrder() and orderStatus() events.

Note: The client with a clientId of "0" will also receive the TWS-owned open orders. These orders
will be associated with the client and a new orderId will be generated. This association will
persist over multiple API and TWS sessions.

public void reqOpenOrders()

reqAllOpenOrders
Requests all open orders submitted by any API client as well as those directly placed in the TWS. The existing orders
will be received via the openOrder() and orderStatus() events.

Note: No association is made between the returned orders and the requesting client.

public void reqAllOpenOrders()

reqAutoOpenOrders()
Requests all order placed on the TWS directly. Only the orders created after this request has been made will be returned.
When a new TWS order is created, the order will be associated with the client and automatically fed back through the
openOrder() and orderStatus() events.

Note: TWS orders can only be bound to clients with a clientId of 0.

public void reqAutoOpenOrders(bool autoBind)

Parameter Type Description

autoBind bool If set to TRUE, newly created TWS orders will be
implicitly associated with the client. If set to
FALSE, no association will be made.

reqIDs()
Requests the next valid order ID.

public v Void reqIds (int numIds)

Parameter Type Description

numIds int Set to 1.

exerciseOptions()
Call this method to exercise options.

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Note: SMART is not an allowed exchange in exerciseOptions() calls, and TWS does a request for
the position in question whenever any API initiated exercise or lapse is attempted.

public void exerciseOptions(int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account,
int override)

Parameter Type Description

tickerId int The identifier for the exercise request.
contract Contract This class contains attributes used to describe the option con-
tract.
exerciseAction int Specifies whether to exercise the specified option or let the
option lapse. Valid values are:

l 1 = exercise
l 2 = lapse
exerciseQuantity int The number of contracts to be exercised.
account string For institutional orders. Specifies the destination account.
override int Specifies whether your setting will override the system's natural
action. For example, if your action is "exercise" and the option
is not in-the-money, by natural action the option would not exer-
cise. If you have override set to "yes" the natural action would
be overridden and the out-of-the money option would be exer-
cised. Values are:

l 0 = do not override
l 1 = override

reqGlobalCancel()
Use this method to cancel all open orders. It cancels orders placed from the API client and orders placed directly in TWS.

public void reqGlobalCancel()

reqAccountUpdates()
Subscribes to a specific account's information and portfolio. Use this method to start and stop a subscription to a single
account. As a result of this subscription, the account's information, portfolio and last update time will be received via the
updateAccountTime(), updateAccountValue() and updatePortfolio() EWrapper events.

You can subscribe to only one account at a time. A second subscription request for another account when the previous
subscription is still active will cause the first one to be canceled in favor of the second. Consider using reqPositions() if
you want to retrieve all your accounts' portfolios directly.

public void reqAccountUpdates (bool subscribe, string acctCode)

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Parameter Type Description

subscribe bool If set to TRUE, the client will start receiving
account and portfolio updates. If set to FALSE,
the client will stop receiving this information.
acctCode string The account code for which to receive account
and portfolio updates.

To identify API Account keys:

The API’s updateAccountValue() event handler delivers all of the account information.

l Strings or keys with a suffix of –C, such as AvailableFunds-C, EquityForInitial-C, NetLiquidation-C, correspond
to Commodities in the TWS Account Window.
l Keys with a suffix of –S, such as EquityForMaintenance-S, FullAvailableFunds-S or NetLiquidation-S, correspond
to Securities in the TWS Account Window.
l Keys without any suffix correspond to Totals in the TWS Account Window.
The image below is an actual example of how to compare TWS’s Account Window and the API’s account data. In this
particular case, we try to link three specific keys NetLiquidation, NetLiquidation-C, and NetLiquidation-S to the TWS
Account Window.

For more information about the information presented in the TWS Account Window, see https://in-
stitutions.interactivebrokers.com/en/software/tws/usersguidebook/realtimeactivitymonitoring/the_account_window.htm

reqAccountSummary()
This method will subscribe to the account summary as presented on the TWS Account Summary tab. The data is returned
by accountSummary().

Note: This request can only be made when connected to a Financial Advisor (FA) account.

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reqAccountSummary() only allows two concurrent requests. If you use reqAccountSummary() to request more than two
concurrent account summaries, you will receive an error: 322|Error processing request. To resolve this error, unsubscribe
from one reqAccountSummary() request and then resubmit the request.

void reqAccountSummary(int reqId, string group, string tags)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to requests if
several requests are in process.
group string Set to All to return account summary data for all accounts, or set to a specific
Advisor Account Group name that has already been created in TWS Global
Configuration.

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Parameter Type Description

tags string A comma-separated list of account tags.
Available tags are:

l AccountType
l NetLiquidation,
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable US stocks the
account can buy
l EquityWithLoanValue — Cash + stocks + bonds + mutual funds
l PreviousDayEquityWithLoanValue,
l GrossPositionValue — The sum of the absolute value of all stock and
equity option positions
l RegTEquity,
l RegTMargin,
l SMA — Special Memorandum Account
l InitMarginReq,
l MaintMarginReq,
l AvailableFunds,
l ExcessLiquidity,
l Cushion — Excess liquidity as a percentage of net liquidation value
l FullInitMarginReq,
l FullMaintMarginReq,
l FullAvailableFunds,
l FullExcessLiquidity,
l LookAheadNextChange — Time when look-ahead values take effect
l LookAheadInitMarginReq,
l LookAheadMaintMarginReq,
l LookAheadAvailableFunds,
l LookAheadExcessLiquidity,
l HighestSeverity — A measure of how close the account is to liquid-
ation
l DayTradesRemaining — The Number of Open/Close trades a user

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Parameter Type Description

could put on before Pattern Day Trading is detected. A value of "-1"
means that the user can put on unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation

cancelAccountSummary()
Cancels the request for Account Window Summary tab data.

public void cancelAccountSummary(int reqID)

Parameter Type Description

reqId in The ID of the data request being canceled.

reqPositions()
Requests real-time position data for all accounts.

public void reqPositions()

cancelPositions()
Cancels real-time position updates.

public void cancelPositions()

reqExecutions()
Requests all the day's executions matching the filter criteria. Only the current day's executions can be retrieved. Along
with the executions, the CommissionReport will also be returned. Execution details are returned to the client via execDe-
tails(). To view executions beyond the past 24 hours, open the Trade Log in TWS and, while the Trade Log is displayed,
request the executions again from the API.

public void reqExecutions(int reqId, ExecutionFilter filter)

Parameter Type Description

reqId int The request's unique identifier.

filter ExecutionFilter The filter criteria used to determine which exe-

cution reports are returned.

reqContractDetails()
This method returns all contracts matching the contract provided. It can also be used to retrieve complete options and
futures chains. The contract details will be received via the contractDetails() method on the EWrapper.

void reqContractDetails (int reqId, Contract contract)

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Parameter Type Description

reqId int The ID of the data request. Ensures that
responses are matched to requests if several
requests are in process.
contract Contract This class contains attributes used to describe
the contract.

reqMktDepth()
Call this method to request market depth (order book) for a specific contract. The market depth will be returned by the
updateMktDepth() and updateMktDepthL2() methods.

public void reqMarketDepth(int tickerId, Contract contract, int numRows)

Parameter Type Description

tickerId int The ticker Id. Must be a unique value. When the
market depth data returns, it will be identified by
this ID. This is also used when canceling the mar-
ket depth.
contract Contract This class contains attributes used to describe the
contract.
numRows int Specifies the number of market depth rows on each
side of the order book to return.
mktDepthOptions Vector<TagValue> For internal use only. Use default value XYZ.

cancelMktDepth()
Cancels market depth for the specified ID.

public void cancelMktDepth(int TickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqMktDepth().

reqNewsBulletins()
Call this method to start receiving news bulletins. Each bulletin will be returned by the updateNewsBulletin() method.

public void reqNewsBulletins(bool allMessages)

Parameter Type Description

allMessages bool If set to TRUE, returns all the existing bulletins for the
current day and any new ones. IF set to FALSE, will
only return new bulletins.

cancelNewsBulletins()
Call this method to stop receiving news bulletins.

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public void cancelNewsBulletins()

reqManagedAccts()
Requests the accounts to which the logged-in user has access. The list will be returned by managedAccounts().

Note: This request can only be made when connected to a Financial Advisor (FA) account

public void reqManagedAccts()

requestFA()
Requests Financial Advisor configuration information from TWS. The data returns in an XML string via receiveFA().A
Financial Advisor can define three different configurations:

1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in
the group.
2. Profiles: lets you allocate shares on an account-by-account basis using a predefined calculation value.
3. Account Aliases: lets you easily identify accounts by meaningful names rather than account numbers.

public void requestFA(int faDataType)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor configuration data being requested.
Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 = ACCOUNT ALIASES

replaceFA()
Call this method to request new FA configuration information from TWS. The data returns in an XML string via a
"receiveFA" method.

void replaceFA(int faDataType, String xml)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor con-
figuration data being requested. Valid values
include:

l 1 = GROUPS
l 2 = PROFILE
l 3 = ACCOUNT ALIASES

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Parameter Type Description

xml String The XML string containing the new FA con-
figuration information.

reqScannerParameters()
Requests all valid parameters that a scanner subscription can have.

public void reqScannerParameters()

reqScannerSubscription()
Starts a subscription to market scan results based on the provided parameters.

public void reqScannerSubscription(int reqId, ScannerSubscription subscription)

Parameter Type Description

reqId int The request's identifier.

subscription ScannerSubscription Summary of the scanner subscription parameters includ-

ing filters.

cancelScannerSubscription()
Cancels a scanner subscription.

public void cancelScannerSubscription(int tickerId)

Parameter Description

tickerId The Id that was specified in the call to reqScannerSubscription().

reqHistoricalData()
Requests contracts' historical data. The resulting bars will be returned in through historicalData(). When requesting his-
torical data, a finishing time and date is required along with a duration string. For example, having:

l endDateTime: 20130701 23:59:59 GMT

l durationStr: 3 D

will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT, resulting in all the available bars
of the last three days until the date and time specified. It is possible to specify a time zone.

public void reqHistoricalData(int tickereId, Contract contract, string endDateTime, string durationString, string
barSizeSetting, string whatToShow, int useRTH, int formatDate, List<TagValue> chartOptions)

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Parameter Type Description

tickerId int The Id for the request. Must be a unique value. When the
data is received, it will be identified by this Id. This is also
used when canceling the historical data request.
contract Contract This class contains attributes used to describe the contract.
endDateTime string Use the format yyyymmdd hh:mm:ss tmz, where the time
zone is allowed (optionally) after a space at the end.
durationString string This is the time span the request will cover, and is specified
using the format: <integer> <unit>, i.e., 1 D, where valid
units are:

l " S (seconds)
l " D (days)
l " W (weeks)
l " M (months)
l " Y (years)
If no unit is specified, seconds are used. Also, note "years"
is currently limited to one.
barSizeSetting string Specifies the size of the bars that will be returned (within
IB/TWS limits). Valid bar size values include:

l 1 sec
l 5 secs
l 15 secs
l 30 secs
l 1 min
l 2 mins
l 3 mins
l 5 mins
l 15 mins
l 30 mins
l 1 hour
l 1 day

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Parameter Type Description

whatToShow string Determines the nature of data being extracted. Valid values
include:

l TRADES
l MIDPOINT
l BID
l ASK
l BID_ASK
l HISTORICAL_VOLATILITY
l OPTION_IMPLIED_VOLATILITY
useRTH int Determines whether to return all data available during the
requested time span, or only data that falls within regular
trading hours. Valid values include:

l 0 - all data is returned even where the market in

question was outside of its regular trading hours.
l 1 - only data within the regular trading hours is
returned, even if the requested time span falls par-
tially or completely outside of the RTH.
formatDate int Determines the date format applied to returned bars. Valid
values include:

l 1 - dates applying to bars returned in the format:

yyyymmdd{space}{space}hh:mm:dd
l 2 - dates are returned as a long integer specifying
the number of seconds since 1/1/1970 GMT.
chartOptions List<TagValue> For internal use only. Use default value XYZ.

Note: For more information about historical data request limitations, see Historical Data Lim-
itations.

cancelHistoricalData()
Cancels a historical data request.

public void cancelHistoricalData (int reqId)

Parameter Type Description

reqId int The request's identifier.

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reqRealTimeBars()
Requests real time bars, which are returned via realtimeBar(). Currently, only 5-second bars are provided. This request is
subject to the same pacing restrictions as any historical data request.

public void reqRealTimeBars(int tickerId, Contract contract, int barSize, string whatToShow, bool useRTH,Vect-
or<TagValue> realTimeBarOptions)

Parameter Type Description

tickerId int The Id for the request. Must be a unique value. When the data
is received, it will be identified by this Id. This is also used
when canceling the historical data request.
contract Contract This class contains attributes used to describe the contract.
barSize int Currently only 5-second bars are supported,so this parameter is
ignored.
whatToShow string Determines the nature of the data extracted. Valid values
include:
l TRADES
l BID
l ASK
l MIDPOINT
useRTH bool Regular Trading Hours only. Valid values include:

l 0 = all data available during the time span requested is

returned, including time intervals when the market in
question was outside of regular trading hours.
l 1 = only data within the regular trading hours for the
product requested is returned, even if the time time span
falls partially or completely outside.
realTimeBarOptions Vector<TagValue> For internal use only. Use default value XYZ.

cancelRealTimeBars()
Call this method to stop receiving real time bar results.

public void cancelRealTimeBars (int tickerId)

Parameter Type Description

tickerId int The Id that was specified in the call to reqRealTimeBars().

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reqFundamentalData()
Call this method to receive Reuters global fundamental data for stocks. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

reqFundamentalData() can handle conid specified in the Contract object, but not tradingClass or multiplier. This is
because reqFundamentalData() is used only for stocks and stocks do not have a multiplier and trading class.

void reqFundamentalData(int reqId, Contract contract, String reportType)

Parameter Type Description

reqId int The ID of the data request. Ensures that responses are matched to
requests if several requests are in process.
contract Contract This structure contains a description of the contract for which Reuters
Fundamental data is being requested.
reportType String One of the following XML reports:

l ReportSnapshot (company overview)

l ReportsFinSummary (financial summary)
l ReportRatios (financial ratios)
l ReportsFinStatements (financial statements)
l RESC (analyst estimates)
l CalendarReport (company calendar)

cancelFundamentalData()
Call this method to stop receiving Reuters global fundamental data.

public void cancelFundamentalData(int reqId)

Parameter Type Description

reqId int The ID of the data request.

queryDisplayGroups()
queryDisplayGroups(int reqId)

Parameter Type Description

reqId int The unique number that will be associated with the
response

subscribeToGroupEvents()
subscribeToGroupEvents(int reqId, int groupId)

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Parameter Type Description

reqId int The unique number associated with the notification.

groupId int The ID of the group, currently it is a number from 1 to 7.

This is the display group subscription request sent by the
API to TWS.

updateDisplayGroup()
updateDisplayGroup(int reqId, const String contractInfo)

Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

contractInfo String The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

unsubscribeFromGroupEvents()
unsubscribeFromGroupEvents(int reqId)

Parameter Type Description

reqId int The requestId specified in subscribeToGroupEvents().

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C# EWrapper Methods
This section describes the class EWrapper methods you can use when connecting to TWS. The list of methods includes:

Connection and Server Executions

currentTime() execDetails()
error() execDetailsEnd()
connectionClosed() commissionReport()

Market Data Market Depth

tickPrice() updateMktDepth()
tickSize() updateMktDepthL2()
tickOptionComputation()
tickGeneric() News Bulletins
tickString() updateNewsBulletin()
tickEFP()
tickSnapshotEnd() Financial Advisors
marketDataType() managedAccounts()
receiveFA()
Orders
orderStatus() Historical Data
openOrder() historicalData()
openOrderEnd()
nextValidId() Market Scanners
deltaNeutralValidation() scannerParameters()
scannerData()
Account and Portfolio
scannerDataEnd()
updateAccountValue()
updatePortfolio() Real Time Bars
updateAccountTime() realtimeBar()
accountDownloadEnd()
accountSummary() Fundamental Data
accountSummaryEnd() fundamentalData()
position()
positionEnd() Display Groups

Contract Details displayGroupList()

displayGroupUpdated()
contractDetails()
contractDetailsEnd()
bondContractDetails()

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currentTime()
This method receives the current system time on IB's server as a result of calling reqCurrentTime().

void currentTime(long time)

Parameter Type Description

time long The current system time on the IB server.

error()
This method is called when there is an error with the communication or when TWS wants to send a message to the cli-
ent.

void error(int id, int errorCode, string errorMsg)

Parameter Type Description

id int The request identifier that generated the error.

errorCode int The code identifying the error. For information on error codes,
see Error Codes.
errorMsg string The description of the error.

This method is called when an exception occurs while handling a request.

void error(Exception e)

Parameter Type Description

e Exception The exception that occurred.

This method is called when TWS wants to send an error message to the client. (V1).

void error(string str)

Parameter Type Description

str string This is the text of the error message.

connectionClosed()
This method is called when TWS closes the sockets connection, or when TWS is shut down.

void connectionClosed()

tickPrice()
Market data tick price callback, handles all price-related ticks.

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void tickPrice(int tickerId, int field, double price, int canAutoExecute)

Parameter Type Description

tickerId int The request's unique identifier.

field int Specifies the type of price. Pass the field value
into TickType.getField(int tickType) to retrieve
the field description. For example, a field value
of 1 will map to bidPrice, a field value of 2 will
map to askPrice, etc.

l 1 = bid
l 2 = ask
l 4 = last
l 6 = high
l 7 = low
l 9 = close
price double The actual price.
canAutoExecute int Specifies whether the price tick is available for
automatic execution. Possible values are:

l 0 = not eligible for automatic execution

l 1 = eligible for automatic execution

tickSize()
Market data tick size callback, handles all size-related ticks.

void tickSize(int tickerId, int field, int size)

Parameter Type Description

tickerId int The request's unique identifier.

field int The type of size being received. Pass the field value into Tick-
Type.getField(int tickType) to retrieve the field description. For
example, a field value of 0 will map to bidSize, a field value of 3
will map to askSize, etc.

l 0 = bid size
l 3 = ask size
l 5 = last size
l 8 = volume
size int The actual size.

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tickOptionComputation()
This method is called when the market in an option or its underlying moves. TWS’s option model volatilities, prices, and
deltas, along with the present value of dividends expected on that option's underlying are received.

void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double optPrice, double
pvDividend, double gamma, double vega, double theta, double undPrice)

Parameter Type Description

tickerId int The request's unique identifier.

field int Specifies the type of option computation. Pass the

field value into TickType.getField(int tickType) to
retrieve the field description. For example, a field
value of 13 will map to modelOptComp, etc.

l 10 = Bid
l 11 = Ask
l 12 = Last
impliedVol double The implied volatility calculated by the TWS
option modeler, using the specified tick type value.
delta double The option delta value.
optPrice double The option price.
pvDividend double The present value of dividends expected on the
option's underlying.
gamma double The option gamma value.
vega double The option vega value.
theta double The option theta value.
undPrice double The price of the underlying.

tickGeneric()
Market data callback.

void tickGeneric(int tickerId, int tickType, double value)

Parameter Type Description

tickerId int The request's unique identifier.

tickType int Specifies the type of tick being received.

Pass the field value into TickType.getField(int tickType) to retrieve the
field description. For example, a field value of 46 will map to shortable,
etc.
value double The value of the specified field.

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tickString()
Market data callback.

void tickString(int tickerId, int tickType, string value)

Parameter Type Description

tickerId int The request's unique identifier.

field int Specifies the type of tick being received. Pass the field
value into TickType.getField(int tickType) to retrieve
the field description. For example, a field value of 45
will map to lastTimestamp, etc.
value String The value of the specified field.

tickEFP()
Market data callback for Exchange for Physicals.

void tickEFP(int tickerId, int tickType, double basisPoints, string formattedBasisPoints, double impliedFuture, int
holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry)

Parameter Type Description

tickerId int The request's unique identifier.

field int Specifies the type of tick being received. Pass the field value
into TickType.getField(int tickType) to retrieve the field
description. For example, a field value of 38 will map to
bidEFP, etc.
basisPoints double Annualized basis points, which is representative of the fin-
ancing rate that can be directly compared to broker rates.
formattedBasisPoints String Annualized basis points as a formatted string that depicts them
in percentage form.
impliedFuture double Implied futures price.
holdDays int The number of hold days until the expiry of the EFP.
futureExpiry String The expiration date of the single stock future.
dividendImpact double The dividend impact upon the annualized basis points interest
rate.
dividendsToExpiry double The dividends expected until the expiration of the single stock
future.

tickSnapshotEnd()
This is called when a snapshot market data subscription has been fully received and there is nothing more to wait for.
This also covers the timeout case.

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void tickSnapshotEnd(int tickerId)

Parameter Type Description

tickerId int The request's unique identifier.

marketDataType()
TWS sends a marketDataType(type) callback to the API, where type is set to Frozen or RealTime, to announce that mar-
ket data has been switched between frozen and real-time. This notification occurs only when market data switches
between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every sub-
scription because different contracts can generally trade on a different schedule.

void marketDataType(int reqId, int marketDataType)

Parameter Type Description

int reqId int The request's identifier.
marketDataType int 1 for real-time streaming market data or 2 for frozen market data.

orderStatus()
This method is called whenever the status of an order changes. It is also called after reconnecting to TWS if the client
has any open orders.

void orderStatus(int orderId, string status, int filled, int remaining, double avgFillPrice, int permId, int parentId,
double lastFillPrice, int clientId, String whyHeld)

Note: It is possible that orderStatus() may return duplicate messages. It is essential that you filter
the message accordingly.

Parameter Type Description

id int The order Id that was specified previously in the call to placeOrder()

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Parameter Type Description

status String The order status. Possible values include:

l PendingSubmit - indicates that you have transmitted the order, but have
not yet received confirmation that it has been accepted by the order des-
tination. NOTE: This order status is not sent by TWS and should be
explicitly set by the API developer when an order is submitted.
l PendingCancel - indicates that you have sent a request to cancel the
order but have not yet received cancel confirmation from the order des-
tination. At this point, your order is not confirmed canceled. You may
still receive an execution while your cancellation request is pending.
NOTE: This order status is not sent by TWS and should be explicitly
set by the API developer when an order is canceled.
l PreSubmitted - indicates that a simulated order type has been accepted
by the IB system and that this order has yet to be elected. The order is
held in the IB system until the election criteria are met. At that time the
order is transmitted to the order destination as specified .
l Submitted - indicates that your order has been accepted at the order des-
tination and is working.
l ApiCanceled - after an order has been submitted and before it has been
acknowledged, an API client client can request its cancellation, pro-
ducing this state.
l Cancelled - indicates that the balance of your order has been confirmed
canceled by the IB system. This could occur unexpectedly when IB or
the destination has rejected your order.
l Filled - indicates that the order has been completely filled.
l Inactive - indicates that the order has been accepted by the system (sim-
ulated orders) or an exchange (native orders) but that currently the order
is inactive due to system, exchange or other issues.

filled int Specifies the number of shares that have been executed.

For more information about partial fills, see Order Status for Partial Fills.
remaining int Specifies the number of shares still outstanding.
avgFillPrice double The average price of the shares that have been executed. This parameter is valid
only if the filled parameter value is greater than zero. Otherwise, the price para-
meter will be zero.
permId int The TWS id used to identify orders. Remains the same over TWS sessions.

parentId int The order ID of the parent order, used for bracket and auto trailing stop orders.

lastFilledPrice double The last price of the shares that have been executed. This parameter is valid
only if the filled parameter value is greater than zero. Otherwise, the price para-
meter will be zero.

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Parameter Type Description

clientId int The ID of the client (or TWS) that placed the order. Note that TWS orders have
a fixed clientId and orderId of 0 that distinguishes them from API orders.

whyHeld String This field is used to identify an order held when TWS is trying to locate shares
for a short sell. The value used to indicate this is 'locate'.

openOrder()
This callback feeds in open orders.

void openOrder(int orderId, Contract contract, Order order, OrderState orderState )

Parameter Type Description

orderId int The order Id assigned by TWS. Used to cancel or
update the order.
contract Contract The Contract class attributes describe the contract.
order Order The Order class attributes define the details of the
order.
orderState OrderState The orderState attributes include margin and com-
missions fields for both pre and post trade data.

openOrderEnd()
This is called at the end of a given request for open orders.

void openOrderEnd()

nextValidId()
Receives the next valid Order ID.

void nextValidId(int orderId)

Parameter Type Description

orderId int The next available order ID received from TWS upon
connection. Increment all successive orders by one
based on this Id.

deltaNeutralValidation()
Upon accepting a Delta-Neutral RFQ(request for quote), the server sends a deltaNeutralValidation() message with the
UnderComp structure. If the delta and price fields are empty in the original request, the confirmation will contain the cur-
rent values from the server. These values are locked when the RFQ is processed and remain locked until the RFQ is can-
celed.

void deltaNeutralValidation(int reqId, UnderComp underComp)

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Parameter Type Description

reqID int The ID of the data request.
underComp UnderComp Underlying component.

updateAccountValue()
This callback receives the subscribed account's information in response to reqAccountUpdates(). You can only subscribe
to one account at a time.

void updateAccountValue(string key, string value, string currency, string accountName)

Parameter Type Description

key string A string that indicates one type of account value.
There is a long list of possible keys that can be sent,
here are just a few examples:

l CashBalance - account cash balance

l DayTradesRemaining - number of day trades
left
l EquityWithLoanValue - equity with Loan
Value
l InitMarginReq - current initial margin require-
ment
l MaintMarginReq - current maintenance margin
l NetLiquidation - net liquidation value
value string The value associated with the key.
currency string Defines the currency type, in case the value is a cur-
rency type.
account string The account. Useful for Financial Advisor sub-account
messages.

updatePortfolio()
Receives the subscribed account's portfolio in response to reqAccountUpdates(). If you want to receive the portfolios of
all managed accounts, use reqPositions().

void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost,
double unrealizedPNL, double realizedPNL, string accountName)

Parameter Type Description

contract Contract This structure contains a description of the contract
which is being traded. The exchange field in a con-
tract is not set for portfolio update.

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Parameter Type Description

position int The number of positions held. If the position is 0, it
means the position has just cleared.
marketPrice double The unit price of the instrument.
marketValue double The total market value of the instrument.
averageCost double The average cost per share is calculated by dividing
your cost (execution price + commission) by the
quantity of your position.
unrealizedPNL double The difference between the current market value of
your open positions and the average cost, or Value -
Average Cost.
realizedPNL double Shows your profit on closed positions, which is the
difference between your entry execution cost (exe-
cution price + commissions to open the position) and
exit execution cost ((execution price + commissions
to close the position)
accountName string The name of the account to which the message
applies. Useful for Financial Advisor sub-account
messages.

updateAccountTime()
Receives the last time at which the account was updated.

void updateAccountTime(string timeStamp)

Parameter Type Description

timeStamp string The last update system time.

accountDownloadEnd()
This event is called when the receipt of an account's information has been completed.

void accountDownloadEnd(string accountName)

Parameter Type Description

accountName string The account ID.

accountSummary()
Returns the account information from TWS in response to reqAccountSummary().

void accountSummary(int reqId, string account, string tag, string value, string currency)

Parameter Type Description

reqId int The request's unique identifier.

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Parameter Type Description

account string The account ID.

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Parameter Type Description

tag string The account attribute being received.
Available attributes are:

l AccountType
l Net Liquidation
l TotalCashValue — Total cash including futures pnl
l SettledCash — For cash accounts, this is the same as
TotalCashValue
l AccruedCash — Net accrued interest
l BuyingPower — The maximum amount of marginable
US stocks the account can buy
l EquityWithLoanValue — Cash + stocks + bonds +
mutual funds
l PreviousEquityWithLoanValue
l GrossPositionValue — The sum of the absolute value of
all stock and equity option positions
l RegTEquity
l RegTMargin
l SMA — Special Memorandum Account
l InitMarginReq
l MaintMarginReq
l AvailableFunds
l ExcessLiquidity
l Cushion — Excess liquidity as a percentage of net
liquidation value
l FullInitMarginReq
l FullMaintMarginReq
l FullAvailableFunds
l FullExcessLiquidity
l LookAheadNextChange — Time when look-ahead val-
ues take effect
l LookAheadInitMarginReq
l LookAheadMaintMarginReq
l LookAheadAvailableFunds
l LookAheadExcessLiquidity

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Parameter Type Description

l HighestSeverity — A measure of how close the account
is to liquidation
l DayTradesRemaining — The Number of Open/Close
trades a user could put on before Pattern Day Trading is
detected. A value of "-1" means that the user can put on
unlimited day trades.
l Leverage — GrossPositionValue / NetLiquidation
value string The value of the attribute.
currency string The currency in which the attribute is expressed.

accountSummaryEnd
This is called once all account information for a given reqAccountSummary() request are received.

void accountSummaryEnd(int reqId)

Parameter Type Descrption

reqId int The request's identifier.

position()
This event returns open positions for all accounts in response to the reqPositions() method.

void position(string account, Contract contract, int pos, double avgCost)

Parameter Type Description

account string The account holding the positions.
contract Contract This structure contains a full description of the
position's contract .
pos double The number of positions held.
avgCost double The average cost of the position.

positionEnd()
This is called once all position data for a given request are received and functions as an end marker for the position()
data.

void positionEnd()

contractDetails()
Returns all contracts matching the requested parameters in reqContractDetails(). For example, you can receive an entire
option chain.

void contractDetails(int ReqId, ContractDetails contractDetails)

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Parameter Type Description

reqID int The ID of the data request. Ensures that responses
are matched to requests if several requests are in
process.
contractDetails ContractDetails This structure contains a full description of the
contract being looked up.

contractDetailsEnd()
This method is called once all contract details for a given request are received. This helps to define the end of an option
chain.

void contractDetailsEnd(int reqId)

Parameter Type Description

reqID int The Id of the data request.

bondContractDetails()
Sends bond contract data when the reqContractDetails() method has been called for bonds.

void bondContractDetails(int reqId, ContractDetails contractDetails)

Parameter Type Description

reqId int The ID of the data request.
contractDetails ContractDetails This structure contains a full description of the
bond contract being looked up.

execDetails()
Returns executions from the last 24 hours as a response to reqExecutions(), or when an order is filled.

void execDetails(int reqId, Contract contract, Execution execution)

Parameter Type Description

reqId int The request's identifier.

contract Contract This structure contains a full description of the contract that was
executed.

Note: Refer to the C# SocketClient Properties page

for more information.
execution Execution This structure contains addition order execution details.

execDetailsEnd()
This method is called once all executions have been sent to a client in response to reqExecutions().

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void execDetailsEnd(int reqId)

Parameter Type Description

reqID int The request's identifier.

commissionReport()
This callback returns the commission report portion of an execution and is triggered immediately after a trade execution,
or by calling reqExecution().

void commissionReport(CommissionReport commissionReport)

Parameter Type Description

commissionReport CommissionReport The structure that contains commission
details.

updateMktDepth()
Returns market depth (the order book) in response to reqMktDepth().

void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size)

Parameter Type Description

tickerId int The request's identifier.

position int Specifies the row Id of this market depth entry.

operation int Identifies how this order should be applied to the
market depth. Valid values are:

l 0 = insert (insert this new order into the row

identified by 'position')·
l 1 = update (update the existing order in the
row identified by 'position')·
l 2 = delete (delete the existing order at the
row identified by 'position').
side int Identifies the side of the book that this order
belongs to. Valid values are:

l 0 = ask
l 1 = bid.
price double The order price.
size int The order size.

updateMktDepthL2()
Returns Level II market depth in response to reqMktDepth().

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void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size)

Parameter Type Description

tickerId int The request's identifier.

position int Specifies the row id of this market depth entry.

marketMaker string Specifies the exchange holding the order.
operation int Identifies how this order should be applied to the market depth. Valid
values are:

l 0 = insert (insert this new order into the row identified by 'pos-
ition')·
l 1 = update (update the existing order in the row identified by
'position')·
l 2 = delete (delete the existing order at the row identified by 'pos-
ition').
side int Identifies the side of the book that this order belongs to. Valid values
are:

l 0 = ask
l 1 = bid.
price double The order price.
size int The order size.

updateNewsBulletin()
Provides news bulletins if the client has subscribed (i.e. by calling the reqNewsBulletins() method).

void updateNewsBulletin(int msgId, int msgType, string message, string origExchange)

Parameter Type Description

msgId int The bulletin ID, incrementing for each new bulletin.
msgType int Specifies the type of bulletin. Valid values include:

l 1 = Regular news bulletin

l 2 = Exchange no longer available for trading
l 3 = Exchange is available for trading
message string The bulletin's message text.
origExchange string The exchange from which this message originated.

managedAccounts()
Receives a comma-separated string containing IDs of managed accounts.

void managedAccounts(string accountsList)

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Parameter Type Description

accountsList string The comma delimited list of FA managed accounts.

receiveFA()
This method receives Financial Advisor configuration information from TWS.

receiveFA(int faDataType, string faXmlData)

Parameter Type Description

faDataType int Specifies the type of Financial Advisor configuration
data being received from TWS. Valid values include:

l 1 = GROUPS
l 2 = PROFILE
l 3 =ACCOUNT ALIASES
faXmlData string The XML string containing the previously requested
FA configuration information.

historicalData()
Receives the historical data in response to reqHistoricalData().

void historicalData (int reqId, string date, double open, double high, double low, double close, int volume, int count,
double WAP, bool hasGaps)

Parameter Type Description

reqId int The request's identifier.
date string The date-time stamp of the start of the bar. The format is determined by the reqHis-
toricalData() formatDate parameter (either as a yyyymmss hh:mm:ss formatted
string or as system time according to the request).
open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume int The volume during the time covered by the bar.
count int When TRADES historical data is returned, represents the number of trades that
occurred during the time period the bar covers.

WAP double The weighted average price during the time covered by the bar.
hasGaps bool Whether or not there are gaps in the data.

historicalDataEnd()
Marks the end of receipt of historical data.

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void historicalDataEnd(int reqId, string start, string end)

scannerParameters()
This method receives an XML document that describes the valid parameters that a scanner subscription can have.

void scannerParameters(string xml)

Parameter Type Description

xml string The xml-formatted string with the available parameters.

scannerData()
This method receives the requested market scanner data results.

void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string pro-
jection, string legsStr)

Parameter Type Description

reqId int The request's identifier.
rank int The ranking within the response of this bar.
contractDetails ContractDetails This structure contains a full description of the contract that
was executed.
distance string Varies based on query.
benchmark string Varies based on query.
projection string Varies based on query.
legsStr string Describes combo legs when scan is returning EFP.

scannerDataEnd()
Marks the end of one scan (the receipt of scanner data has ended).

void scannerDataEnd(int reqId)

Parameter Type Description

reqId int The request's identifier.

realtimeBar()
Updates real time 5-second bars.

void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap,
int count)

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Parameter Type Description

reqId int The request's identifier.
time long The date-time stamp of the start of the bar. The format is determined by the reqHis-
toricalData() formatDate parameter (either as a yyyymmss hh:mm:ss formatted
string or as system time).
open double The bar opening price.
high double The high price during the time covered by the bar.
low double The low price during the time covered by the bar.
close double The bar closing price.
volume long The volume during the time covered by the bar.
wap double The weighted average price during the time covered by the bar.
count int When TRADES data is returned, represents the number of trades that occurred dur-
ing the time period the bar covers.

fundamentalData()
This method is called to receive Reuters global fundamental market data. There must be a subscription to Reuters Fun-
damental set up in Account Management before you can receive this data.

void fundamentalData(int reqId, string data)

Parameter Type Description

reqId int The request's identifier.
data string One of these XML reports:

l Company overview
l Financial summary
l Financial ratios
l Financial statements
l Analyst estimates
l Company calendar

displayGroupList()
This callback is a one-time response to queryDisplayGroups().

displayGroupList(int reqId As Integer, string groups)

Parameter Type Description

reqtId int The requestId specified in queryDisplayGroups().

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Parameter Type Description

groups string A list of integers representing visible group ID separated
by the “|” character, and sorted by most used group first.
This list will not change during TWS session (in other
words, user cannot add a new group; sorting can change
though). Example: “3|1|2”

displayGroupUpdated()
This is sent by TWS to the API client once after receiving the subscription request subscribeToGroupEvents(), and will
be sent again if the selected contract in the subscribed display group has changed.

displayGroupList(int reqId, string contractInfo)

Parameter Type Description

requestId int The requestId specified in subscribeToGroupEvents().

contractInfo string The encoded value that uniquely represents the contract in
IB. Possible values include:

l none = empty selection

l contractID@exchange – any non-combination con-
tract. Examples: 8314@SMART for IBM SMART;
8314@ARCA for IBM @ARCA.
l combo = if any combo is selected.

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C# SocketClient Properties
The tables below define attributes for the following classes:

l Execution
l ExecutionFilter
l CommissionReport
l Contract
l ContractDetails
l ComboLeg
l Order
l OrderComboLeg
l OrderState
l ScannerSubscription
l UnderComp

Execution

Class that describes an order's execution.

Attribute Description
int orderId The order id.

Note: TWS orders have a fixed order id

of "0."
int clientId The id of the client that placed the order.Note: TWS orders
have a fixed client id of "0."
string execId Unique order execution id.
string time The order execution time.
string acctNumber The customer account number.
string exchange Exchange that executed the order.
string side Specifies if the transaction was a sale or a purchase. Valid val-
ues are:

l BOT
l SLD
int shares The number of shares filled.
double price The order execution price, not including commissions.

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Attribute Description
int permId The TWS id used to identify orders, remains the same over
TWS sessions.
int liquidation Identifies the position as one to be liquidated last should the
need arise.
int cumQty Cumulative quantity. Used in regular trades, combo trades
and legs of the combo.
double avgPrice Average price. Used in regular trades, combo trades and legs
of the combo. Does not include commissions.
string orderRef Allows the API client to add a reference to an order.

string evRule Contains the Economic Value Rule name and the respective
optional argument. The two values should be separated by a
colon. For example, aussieBond:YearsToExpiration=3. When
the optional argument is not present, the first value will be
followed by a colon.
double evMultiplier Tells you approximately how much the market value of a con-
tract would change if the price were to change by 1. It can-
not be used to get market value by multiplying the price by
the approximate multiplier.

ExecutionFilter

Attribute Description
int clientId Filter the results of the reqExecutions() method based on
the clientId.
string acctCode Filter the results of the reqExecutions() method based on an
account code. Note: this is only relevant for Financial
Advisor (FA) accounts.
string time Filter the results of the reqExecutions() method based on
execution reports received after the specified time.The
format for timeFilter is "yyyymmdd-hh:mm:ss"
string symbol Filter the results of the reqExecutions() method based on
the order symbol.
string secType Filter the results of the reqExecutions() method based on
the order security type.
Note: Refer to the Contract object for the list of valid secur-
ity types.
string exchange Filter the results of the reqExecutions() method based on
the order exchange.
string side Filter the results of the reqExecutions() method based on
the order action.
Note: Refer to the Order class for the list of valid order
actions.

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CommissionReport

Class that class represents the commissions generated by an execution.

Attribute Description
string execId() Unique order execution id.
double commission() The commission amount.

string currency() The reporting currency.

double realizedPNL() The amount of realized Profit and Loss.

double yield() The yield.

int yieldRedemptionDate() Date expressed in yyyymmdd format.

Contract

Class that describes an instrument's definition.

Attribute Description

int conId The unique contract identifier.

string symbol This is the symbol of the underlying asset.

string secType This is the security type. Valid values are:

l STK
l OPT
l FUT
l IND
l FOP
l CASH
l BAG
l NEWS

string expiry The expiration date. Use the format YYYYMM.

double strike The strike price.

string right Specifies a Put or Call. Valid values are: P, PUT, C, CALL.

string multiplier Allows you to specify a future or option contract multiplier.

This is only necessary when multiple possibilities exist.

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Vector comboLegs Dynamic memory structure used to store the leg definitions for
this contract.

string exchange The order destination, such as Smart.

string currency Specifies the currency. Ambiguities may require that this field
be specified, for example, when SMART is the exchange and
IBM is being requested (IBM can trade in GBP or USD).
Given the existence of this kind of ambiguity, it is a good idea
to always specify the currency.

string localSymbol This is the local exchange symbol of the underlying asset.

string primaryExch Identifies the listing exchange for the contract (do not list
SMART).

string tradingClass The trading class name for this contract.

bool includeExpired If set to true, contract details requests and historical data quer-
ies can be performed pertaining to expired contracts.
Note: Historical data queries on expired contracts are limited
to the last year of the contracts life, and are initially only sup-
ported for expired futures contracts,

string secIdType Security identifier, when querying contract details or when pla-
cing orders. Supported identifiers are:

l SIN (Example: Apple: US0378331005)

l CUSIP (Example: Apple: 037833100)
l SEDOL (Consists of 6-AN + check digit. Example:
BAE: 0263494)
l RIC (Consists of exchange-independent RIC Root and a
suffix identifying the exchange. Example: AAPL.O for
Apple on NASDAQ.)

string secId Unique identifier for the secIdType.

string comboLegsDescrip Description for combo legs

UnderComp underComp Delta and underlying price for Delta-Neutral combo orders.
Underlying (STK or FUT), delta and underlying price goes into
this attribute.

ContractDetails

Class that describes extended contract details, including bond contract details.

Attribute Description

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Contract summary A contract summary.

string marketName The market name for this contract.

double minTick The minimum price tick.

string priceMagnifier Allows execution and strike prices to be reported consistently

with market data, historical data and the order price, i.e. Z on
LIFFE is reported in index points and not GBP.

string orderTypes The list of valid order types for this contract.

string validExchanges The list of exchanges this contract is traded on.

string underConId The underlying contract ID.

string longName Descriptive name of the asset.

string contractMonth The contract month. Typically the contract month of the under-
lying for a futures contract.

string industry The industry classification of the underlying/product. For

example, Financial.

string category The industry category of the underlying. For example, Invest-
mentSvc.

string subcategory The industry subcategory of the underlying. For example, Broker-
age.

string timeZoneId The ID of the time zone for the trading hours of the product. For
example, EST.

string tradingHours The total trading hours of the product. For example,
20090507:0700-1830,1830-2330;20090508:CLOSED.

string liquidHours The regular trading hours of the product. For example,
20090507:0930-1600;20090508:CLOSED.

string evRule Contains the Economic Value Rule name and the respective
optional argument. The two values should be separated by a
colon. For example, aussieBond:YearsToExpiration=3. When the
optional argument is not present, the first value will be followed
by a colon.

double evMultiplier Tells you approximately how much the market value of a con-
tract would change if the price were to change by 1. It cannot be
used to get market value by multiplying the price by the approx-
imate multiplier.

Vector<TagValue> secIdList() A list of contract identifiers that the customer is allowed to view
(CUSIP, ISIN, etc.)

Bond Values

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string cusip For Bonds. The nine-character bond CUSIP or the 12-character
SEDOL.

string ratings For Bonds. Identifies the credit rating of the issuer. A higher
credit rating generally indicates a less risky investment. Bond rat-
ings are from Moody's and S&P respectively.

string descAppend For Bonds. A description string containing further descriptive

information about the bond.

string bondType For Bonds. The type of bond, such as "CORP."

string couponType For Bonds. The type of bond coupon.

bool callable For Bonds. Values are True or False. If true, the bond can be
called by the issuer under certain conditions.

bool putable For Bonds. Values are True or False. If true, the bond can be
sold back to the issuer under certain conditions.

double coupon For Bonds. The interest rate used to calculate the amount you
will receive in interest payments over the course of the year.

bool convertible For Bonds. Values are True or False. If true, the bond can be con-
verted to stock under certain conditions.

string maturity For Bonds. The date on which the issuer must repay the face
value of the bond.

string issueDate For Bonds. The date the bond was issued.

string nextOptionDate For Bonds, only if bond has embedded options.

string nextOptionType For Bonds, only if bond has embedded options.

bool nextOptionPartial For Bonds, only if bond has embedded options.

string notes For Bonds, if populated for the bond in IB's database

ComboLeg

Class that represents a leg within a combo order.

Attribute Description
int conId The unique contract identifier specifying the
security.
int ratio Select the relative number of contracts for the
leg you are constructing. To help determine the
ratio for a specific combination order, refer to
the Interactive Analytics section of the User's
Guide.

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Attribute Description
string action The side (buy or sell) for the leg you are con-
structing.
string exchange The exchange to which the complete com-
bination order will be routed.
int openClose Specifies whether the order is an open or close
order. Valid values are:

l 0 - Same as the parent security. This is

the only option for retail customers.
l 1 - Open. This value is only valid for
institutional customers.
l 2 - Close. This value is only valid for
institutional customers.
l 3 = Unknown
int shortSaleSlot For institutional customers only.

l 0 - inapplicable (i.e. retail customer or

not short leg)
l 1 - clearing broker
l 2 - third party. If this value is used, you
must enter a designated location.
string designatedLocation If shortSaleSlot == 2, the designatedLocation
must be specified. Otherwise leave blank or
orders will be rejected.

Order

Attribute Description
Order Identifiers
int clientId The id of the client that placed this order.
int orderId The id for this order.
int permid The TWS id used to identify orders, remains the same over
TWS sessions.
Main Order Fields
string action Identifies the side. Valid values are: BUY, SELL, SSHORT
long totalQuantity The order quantity.
string orderType Identifies the order type.

For more information about supported order types, see Sup-

ported Order Types.

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Attribute Description
double lmtPrice This is the LIMIT price, used for limit, stop-limit and relative
orders. In all other cases specify zero. For relative orders with
no limit price, also specify zero.
double auxPrice This is the STOP price for stop-limit orders, and the offset
amount for relative orders. In all other cases, specify zero.
Extended Order Fields
string tif The time in force. Valid values are: DAY, GTC, IOC, GTD.
string activeStartTime For GTC orders.
string activeStopTime For GTC orders.
string ocaGroup Identifies an OCA (one cancels all) group.
int ocaType Tells how to handle remaining orders in an OCA group when
one order or part of an order executes. Valid values include:

l 1 = Cancel all remaining orders with block

l 2 = Remaining orders are proportionately reduced in
size with block
l 3 = Remaining orders are proportionately reduced in
size with no block
If you use a value "with block" gives your order has overfill
protection. This means that only one order in the group will
be routed at a time to remove the possibility of an overfill.
string orderRef The order reference. Intended for institutional customers only,
although all customers may use it to identify the API client that
sent the order when multiple API clients are running.
bool transmit Specifies whether the order will be transmitted by TWS. If set
to false, the order will be created at TWS but will not be sent.
int parentId The order ID of the parent order, used for bracket and auto trail-
ing stop orders.
bool blockOrder If set to true, specifies that the order is an ISE Block order.
bool sweepToFill If set to true, specifies that the order is a Sweep-to-Fill order.
int displaySize The publicly disclosed order size, used when placing Iceberg
orders.

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Attribute Description
int triggerMethod Specifies how Simulated Stop, Stop-Limit and Trailing Stop
orders are triggered. Valid values are:

l 0 - The default value. The "double bid/ask" function

will be used for orders for OTC stocks and US options.
All other orders will used the "last" function.
l 1 - use "double bid/ask" function, where stop orders are
triggered based on two consecutive bid or ask prices.
l 2 - "last" function, where stop orders are triggered based
on the last price.
l 3 double last function.
l 4 bid/ask function.
l 7 last or bid/ask function.
l 8 mid-point function.

bool outsideRth If set to true, allows orders to also trigger or fill outside of reg-
ular trading hours.
bool hidden If set to true, the order will not be visible when viewing the
market depth. This option only applies to orders routed to the
ISLAND exchange.
string goodAfterTime The trade's "Good After Time," format
"YYYYMMDD hh:mm:ss (optional time zone)"
Use an empty string if not applicable.
string goodTillDate You must enter GTD as the time in force to use this string.
The trade's "Good Till Date," format "YYYYMMDD hh:m-
m:ss (optional time zone)"
Use an empty string if not applicable.
bool overridePercentageConstraints Precautionary constraints are defined on the TWS Presets page,
and help ensure tha tyour price and size order values are reas-
onable. Orders sent from the API are also validated against
these safety constraints, and may be rejected if any constraint
is violated. To override validation, set this parameter’s value
to True.
Valid values include:

l 0 = False
l 1 = True

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Attribute Description
string rule80A Values include:

l Individual = 'I'
l Agency = 'A',
l AgentOtherMember = 'W'
l IndividualPTIA = 'J'
l AgencyPTIA = 'U'
l AgentOtherMemberPTIA = 'M'
l IndividualPT = 'K'
l AgencyPT = 'Y'
l AgentOtherMemberPT = 'N'
bool allOrNone 0 = no, 1 = yes
int minQty Identifies a minimum quantity order type.
double percentOffset The percent offset amount for relative orders.
TRAILLIMIT Order Fields

double trailStopPrice For TRAILLIMIT orders only

double trailingPercent Specify the trailing amount of a trailing stop order as a per-
centage. Observe the following guidelines when using the trail-
ingPercent field:

l This field is mutually exclusive with the existing trail-

ing amount. That is, the API client can send one or the
other but not both.
l This field is read AFTER the stop price (barrier price) as
follows: deltaNeutralAuxPrice
stopPrice
trailingPercent
scale order attributes
l The field will also be sent to the API in the openOrder
message if the API client version is >= 56. It is sent
after the stopPrice field as follows:
stopPrice
trailingPct
basisPoint
Financial Advisor Fields

string faGroup The Financial Advisor group the trade will be allocated to --
use an empty string if not applicable.

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Attribute Description
string faProfile The Financial Advisor allocation profile the trade will be alloc-
ated to -- use an empty string if not applicable.
string faMethod The Financial Advisor allocation function the trade will be
allocated with -- use an empty string if not applicable.
string faPercentage The Financial Advisor percentage concerning the trade's
allocation -- use an empty string if not applicable.
Institutional (non-cleared) Only
string openClose For institutional customers only. Valid values are O, C.
int origin The order origin. For institutional customers only. Valid values
are 0 = customer, 1 = firm
int shortSaleSlot Valid values are 1 or 2.
string designatedLocation Used only when shortSaleSlot = 2.

SMART Routing Only

double discretionaryAmt The amount off the limit price allowed for discretionary orders.

bool eTradeOnly Trade with electronic quotes.

0 = no, 1 = yes
bool firmQuoteOnly Trade with firm quotes.
0 = no, 1 = yes
double nbboPriceCap Maximum smart order distance from the NBBO.
bool optOutSmartRouting Use to opt out of default SmartRouting for orders routed dir-
ectly to ASX. This attribute defaults to false unless explicitly
set to true. When set to false, orders routed directly to ASX
will NOT use SmartRouting. When set to true, orders routed dir-
ectly to ASX orders WILL use SmartRouting.
BOX or VOL Orders Only

int auctionStrategy Values include:

l match = 1
l improvement = 2
l transparent = 3
For orders on BOX only.
double delta The stock delta. For orders on BOX only.
double startingPrice The auction starting price. For orders on BOX only.
double stockRefPrice The stock reference price. The reference price is used for VOL
orders to compute the limit price sent to an exchange (whether
or not Continuous Update is selected), and for price range mon-
itoring.

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Attribute Description
Pegged-to-Stock and VOL Orders Only

double stockRangeLower The lower value for the acceptable underlying stock price
range. For price improvement option orders on BOX and VOL
orders with dynamic management.
double stockRangeUpper The upper value for the acceptable underlying stock price
range. For price improvement option orders on BOX and VOL
orders with dynamic management.
Volatility Orders Only

double volatility The option price in volatility, as calculated by TWS' Option

Analytics. This value is expressed as a percent and is used to
calculate the limit price sent to the exchange.
int volatilityType Values include:

l 1 = Daily volatility
l 2 = Annual volatility
bool continuousUpdate VOL orders only. Specifies whether TWS will automatically
update the limit price of the order as the underlying price
moves.
int referencePriceType VOL orders only. Specifies how you want TWS to calculate
the limit price for options, and for stock range price mon-
itoring.
Valid values include:

l 1 = Average of NBBO
l 2 = NBB or the NBO depending on the action and
right.
string deltaNeutralOrderType VOL orders only. Enter an order type to instruct TWS to sub-
mit a delta neutral trade on full or partial execution of the VOL
order. For no hedge delta order to be sent, specify NONE.
int deltaNeutralAuxPrice VOL orders only. Use this field to enter a value if the value in
the deltaNeutralOrderType field is an order type that requires
an Aux price, such as a REL order.
string deltaNeutralOpenClose Specifies whether the order is an Open or a Close order and is
used when the hedge involves a CFD and the order is clearing
away.

int deltaNeutralConId

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Attribute Description
string deltaNeutralSettlingFirm

string deltaNeutralClearingAccount

string deltaNeutralClearingIntent

string deltaNeutralOpenClose

bool deltaNeutralShortSale Used when the hedge involves a stock and indicates whether or
not it is sold short.

int deltaNeutralShortSaleSlot Has a value of 1 (the clearing broker holds shares) or 2

(delivered from a third party). If you use 2, then you must spe-
cify a deltaNeutralDesignatedLocation.

string deltaNeutralDesignatedLocation Used only when deltaNeutralShortSaleSlot = 2.

Combo Orders Only

double basisPoints For EFP orders only

int basisPointsType For EFP orders only
Scale Orders Only

int scaleInitLevelSize For Scale orders: Defines the size of the first, or initial, order
component.
int scaleSubsLevelSize For Scale orders: Defines the order size of the subsequent scale
order components. Used in conjunction with scaleInitLevelSize
().
double scalePriceIncrement For Scale orders: Defines the price increment between scale
components. This field is required.
double scalePriceAdjustValue() For extended Scale orders.

int scalePriceAdjustInterval() For extended Scale orders.

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Attribute Description
double scaleProfitOffset() For extended Scale orders.

bool scaleAutoReset() For extended Scale orders.

int scaleInitPosition() For extended Scale orders.

int scaleInitFillQty() For extended Scale orders.

bool scaleRandomPercent() For extended Scale orders.

string scaleTable Manual table for Scale orders.

Hedge Orders Only

string hedgeType For hedge orders. Possible values are:

l D = Delta
l B = Beta
l F = FX
l P = Pair
string hedgeParam Beta = x for Beta hedge orders, ratio = y for Pair hedge order
Clearing Information

string account The account. For institutional customers only.

string clearingAccount For IBExecution customers: Specifies the true beneficiary of the
order. This value is required for FUT/FOP orders for reporting
to the exchange.
string clearingIntent For IBExecution customers: Valid values are: IB, Away, and
PTA (post trade allocation).
string settlingFirm Institutional only.
Algo Orders Only

string algoStrategy For information about API Algo orders, see IBAlgo
Parameters.

Vector<TagValue> Support for IBAlgo parameters.

algoParams

string algoId Identifies an order generated by algorithmic trading.

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Attribute Description
What If

bool whatIf Use to request pre-trade commissions and margin information.

If set to true, margin and commissions data is received back
via the OrderState() object for the openOrder() callback.
Smart Combo Routing
Vector<TagValue> Support for Smart Combo Routing.
smartComboRoutingParams

Order Combo Legs

OrderComboLegs() As Object Holds attributes for all legs in a combo order.

Solicited Orders

bool solicited True = solicited (orders initiated by a broker through the

brokers research and design)

False = unsolicited (those instigated by a broker's customer

either through their actions or by the broker at their direction)
Not Held

bool notHeld For IBDARK orders only. Orders routed to IBDARK are tagged
as “post only” and are held in IB's order book, where incoming
SmartRouted orders from other IB customers are eligible to
trade against them.

Internal use only

Vector<TagValue> For internal use only. Use the default value XYZ.
orderMiscOptions

OrderComboLeg

Class that allows you to specify a price on an order's leg.

Attribute Description
double price Order-specific leg price.

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OrderState

Attribute Description
string status Displays the order status.
string initMargin Shows the impact the order would have on your ini-
tial margin.
string maintMargin Shows the impact the order would have on your
maintenance margin.
string equityWithLoan Shows the impact the order would have on your
equity with loan value.
double commission Shows the commission amount on the order.
double minCommission Used in conjunction with the maxCommission field,
this defines the lowest end of the possible range into
which the actual order commission will fall.
double maxCommission Used in conjunction with the minCommission field,
this defines the highest end of the possible range
into which the actual order commission will fall.
string commissionCurrency Shows the currency of the commission value.
string warningText Displays a warning message if warranted.

ScannerSubscription

Attribute Description
int numberOfRows Defines the number of rows of data to return for a query.

string instrument Defines the instrument type for the scan.

string locationCode The location.
string scanCode Can be left blank.
double abovePrice Filter out contracts with a price lower than this value. Can be left
blank.
double belowPrice Filter out contracts with a price higher than this value. Can be left
blank.
int aboveVolume Filter out contracts with a volume lower than this value. Can be left
blank.
int aver- Can leave empty.
ageOptionVolumeAbove
double marketCapAbove Filter out contracts with a market cap lower than this value. Can be left
blank.
double marketCapBelow Filter out contracts with a market cap above this value. Can be left
blank.

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Attribute Description
string moodyRatingAbove Filter out contracts with a Moody rating below this value. Can be left
blank.
string moodyRatingBelow Filter out contracts with a Moody rating above this value. Can be left
blank.
string spRatingAbove Filter out contracts with an S&P rating below this value. Can be left
blank.
string spRatingBelow Filter out contracts with an S&P rating above this value. Can be left
blank.
string maturityDateAbove Filter out contracts with a maturity date earlier than this value. Can be
left blank.
string maturityDateBelow Filter out contracts with a maturity date later than this value. Can be
left blank.
double couponRateAbove Filter out contracts with a coupon rate lower than this value. Can be
left blank.
double couponRateBelow Filter out contracts with a coupon rate higher than this value. Can be
left blank.
string excludeConvertible Filter out convertible bonds. Can be left blank.
string scannerSettingPairs Can leave empty. For example, a pairing "Annual, true" used on the
"top Option Implied Vol % Gainers" scan would return annualized
volatilities.
string stockTypeFilter Valid values are:

l CORP = Corporation
l ADR = American Depositary Receipt
l ETF = Exchange Traded Fund
l REIT = Real Estate Investment Trust
l CEF = Closed End Fund

UnderComp

Delta-Neutral underlying component.

Attribute Description
int conId The unique contract identifier specifying the security. Used for
Delta-Neutral Combo contracts.
double delta The underlying stock or future delta. Used for Delta-Neutral Combo
contracts.
double price The price of the underlying. Used for Delta-Neutral Combo contracts.

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7
This chapter describes API functionality for users with Financial Advisor accounts, including the following topics:

l Financial Advisor Orders and Account Configuration

l Excel DDE Support
l Support by Other API Technologies
l Improved Financial Advisor Execution Reporting
l Allocation Methods for Account Groups
l Java Code Samples for Financial Advisor API Orders

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Financial Advisor Orders and Account Configuration

This section assumes familiarity on the part of the reader with TWS Financial Advisor account configuration and order
placement.

API FA functionality became significantly more powerful in TWS release 821 and higher, in that the now deprecated
"allocation string" method was replaced by the much more powerful Financial Advisor order allocation methods. Prior to
those new methods being used, TWS had to be configured to understand the desired FA order groups, profiles, and
account aliases. This can be done manually in TWS, or via the API, or via both.

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Excel DDE Support

Starting with TWS release 824, DDE orders now have six Extended Order Attributes: Good After Time, Good Till Date,
FA Group, FA Method, FA Percentage, and FA Profile. These can be left empty if they do not apply to an order. TWS
Financial Advisor account configuration should be done manually for DDE access.

You can place FA orders on the Advisors page in the most recent release of the TwsDde.xls DDE for Excel API spread-
sheet. For more information, see the Advisors Page topic.

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Support by Other API Technologies

For all ActiveX, Java, or C++ based API technologies, TWS Financial Advisor account configuration is done via two
new methods and one new event. The methods are called replaceFA, and requestFA. The event is called receiveFA.
These methods and that event pertain to the following three parts of TWS FA account configuration: creating groups, pro-
files, and account aliases.

l requestFA(int faDataType) is a method that is called by an API application to request one of those types of FA
configuration data.
l receiveFA(int faDataType, string XML) receives the requested data from TWS, via an event that TWS sends that
contains the data requested. The event includes an XML string containing the requested information.
l replaceFA(int faDataType, string XML) can be called from the API if the API application wishes to replace
the previous FA configuration information with a new XML string.

In accordance with the existence of this new functionality, all placeOrder methods, whether ActiveX, Java, or C++
based, have four new parameters pertaining to Financial Advisor order placement: faGroup, faMethod, faPercentage, and
faProfile. When one or more of these new values is not relevant to an order, simply pass in an empty string.

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Improved Financial Advisor Execution Reporting

When using TWS version 823 or higher, the execution messages resulting from a new FA order will report both the ini-
tial execution of the order, as well as its being allocated to its various subaccounts.

The following example helps explains Advisor execution reporting.

Assume that 100 shares of IBM is being bought on the NYSE by a Financial Advisor who has three sub-accounts, and
who wants them allocated with Equal Quantity to each. The following seven execution messages will occur:

l FA Account: Order filled on NYSE to BUY 100 IBM

l FA Account: allocation of 34 shares out of FA account and into sub account 1. Message says "BUY -34 IBM."
The negative quantity reflects the fact that the execution being reported is reducing the purchase.
l SUB1 Account: BUY 34 IBM.
l FA Account: allocation of 33 shares out of FA account and into sub account 2. Message says "BUY -33 IBM."
l SUB2 Account: BUY 33 IBM.
l FA Account: allocation of 33 shares out of FA account and into sub account 3. Message says "BUY -33 IBM."
l SUB3 Account: BUY 33 IBM."

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Allocation Methods for Account Groups

Note that you must type the method name in exactly as appears here, or your order won't work.

EqualQuantity Method
Requires you to specify an order size. This method distributes shares equally between all accounts in the group.

Example: You transmit an order for 400 shares of stock ABC. If your Account Group includes four accounts, each
account receives 100 shares. If your Account Group includes six accounts, each account receives 66 shares, and then 1
share is allocated to each account until all are distributed.

NetLiq Method
Requires you to specify an order size. This method distributes shares based on the net liquidation value of each account.
The system calculates ratios based on the Net Liquidation value in each account and allocates shares based on these
ratios.

Example: You transmit an order for 700 shares of stock XYZ. The account group includes three accounts, A, B and C
with Net Liquidation values of $25,000, $50,000 and $100,000 respectively. The system calculates a ratio of 1:2:4 and
allocates 100 shares to Client A, 200 shares to Client B, and 400 shares to Client C.

AvailableEquity Method
Requires you to specify an order size. This method distributes shares based on the amount of equity with loan value cur-
rently available in each account. The system calculates ratios based on the Equity with Loan value in each account and
allocates shares based on these ratios.

Example: You transmit an order for 700 shares of stock XYZ. The account group includes three accounts, A, B and C
with available equity in the amounts of $25,000, $50,000 and $100,000 respectively. The system calculates a ratio of
1:2:4 and allocates 100 shares to Client A, 200 shares to Client B, and 400 shares to Client C.

PctChange Method
This method only works when you already hold a position in the selected instrument. Do not specify an order size. Since
the quantity is calculated by the system, the order size is displayed in the Quantity field after the order is acknowledged.
This method increases or decreases an already existing position. Positive percents will increase a position, negative per-
cents will decrease a position.

Example 1: Assume that three of the six accounts in this group hold long positions in stock XYZ. Client A has 100
shares, Client B has 400 shares, and Client C has 200 shares. You want to increase their holdings by 50%, so you enter
"50" in the percentage field. The system calculates that your order size needs to be equal to 350 shares. It then allocates
50 shares to Client A, 200 shares to Client B, and 100 shares to Client C.

Example 2: You want to close out all long positions for three of the five accounts in a group. You create a sell order
and enter "-100" in the Percentage field. The system calculates 100% of each position for every account in the group that
holds a position, and sells all shares to close the positions.

These handy charts make it easy to see how negative and positive percent values will affect long and short positions for
both buy and sell orders. Phew, that was a mouthful!

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BUY Positive Per- Negative Per-

ORDER cent cent

Long Pos- Increases pos- No effect

ition ition

Short Pos- No effect Decreases pos-

ition ition

SELL Positive Per- Negative Per-

ORDER cent cent

Long Pos- No effect Decreases pos-

ition ition

Short Pos- Increases pos- No effect

ition ition

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Java Code Samples for Financial Advisor API Orders

There are generally three methods for placing an order in the API from a Financial Advisor (FA) account:

l Place an order for a single managed account.

l Place an order for an allocation profile.
l Place an order for an account group.

Place an Order for a Single Managed Account

As an FA, you can place an order for any one of your managed accounts. The following code sample performs this task.

Contract m_contract = new Contract();

Order m_order = new Order();

/** Stocks */

m_contract.m_symbol = "IBM";

m_contract.m_secType = "STK";

m_contract.m_exchange = "SMART";

m_contract.m_currency = "USD";

m_order.m_orderType = "MKT";

m_order.m_action = "BUY";

m_order.m_totalQuantity = 100;

m_order.m_transmit = true;

// allocate the order for this particular account

m_order.m_account = "DU74649";

m_client.placeOrder(orderId++, m_contract, m_order);

Place an Order for an Allocation Profile

As an FA, you can place an order for accounts that share an allocation profile. The following code sample performs the
task.

Note: Before trying this yourself, you must be familiar with setting up an allocation profile and pla-
cing an order in TWS.

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Contract m_contract = new Contract();

Order m_order = new Order();

// allocate the order for this profile

m_order.m_faProfile = "USClients";

m_client.placeOrder(orderId++, m_contract, m_order);

Place an Order for an Account Group

As an FA, you can place an order for accounts in an account group. Note that the method attribute is a mandatory field
when placing an order for account groups. The following code sample performs the task.

Note: Before trying this yourself, you must be familiar with setting up account groups and placing
an order in TWS.

Contract m_contract = new Contract();

Order m_order = new Order();

// allocate the order for this group

m_order.m_faGroup = "USGroup";

// using the percent change method

m_order.m_faMethod = "PctChange";

m_order.m_faPercentage = "100";

m_client.placeOrder(orderId++, m_contract, m_order);

Changing/Updating Allocation Information

As an FA, you can retrieve allocation information in XML format, and change or update allocation information by
passing an XML formatted configuration back.

The following code sample changes one of the groups' name by replacing the first occurrence of "TestGroup" in the con-
figuration file with "MyTestGroup" and passing it back.

public void receiveFA(int faDataType, String xml) {

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switch (faDataType) {

case EClientSocket.GROUPS:

faGroupXML = xml ;

String test = xml.replaceFirst("TestGroup", "MyTestGroup");

m_client.replaceFA(1, test);

break ;

case EClientSocket.PROFILES:

faProfilesXML = xml ;

break ;

case EClientSocket.ALIASES:

faAliasesXML = xml ;

break ;

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8
This chapter describes the ActiveX for Excel sample spreadsheet, including the following topics:

l Getting Started with the ActiveX for Excel API

l Using the ActiveX for Excel Sample Spreadsheet

The ActiveX for Excel sample spreadsheet, TwsActiveX.xls, duplicates the functionality of the ActiveX for Excel API
spreadsheet but internally uses an ActiveX component, Tws.ocx. One of the benefits of using this spreadsheet is that it
can connect to a TWS or IB Gateway session that is running on a remote PC. The DDE for Excel API spreadsheet cannot
do this.

Note: The methods, events and COM objects used in the code for the ActiveX for Excel sample
spreadsheet are the same as those used in the ActiveX API. See the ActiveX chapter for com-
plete details about the ActiveX API.

The following figure shows the Tickers page in the ActiveX for Excel API sample spreadsheet.

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Getting Started with the ActiveX for Excel API

We have created a sample Excel spreadsheet, TwsActiveX.xls, that uses an ActiveX control, Tws.ocx. You can use this
spreadsheet with TWS as is, or use it create your own custom TWS API Excel application. It's easy to get started:

l Download the API components, which includes the ActiveX for Excel sample spreadsheet, TwsActiveX.xls.
l Ensure that:
o the application server is running and that it is configured to support ActiveX or
o the IB Gateway is running.
l Open the spreadsheet and start using the ActiveX for Excel API.

The sample spreadsheet currently comprises several pages complete with sample data and action buttons that make it
easy for you to get market data, send orders and view your activity.

Download the API Components and Spreadsheet

We recommending using the sample Excel spreadsheet that we provide as a starting point toward creating your own Act-
iveX for Excel API. Follow the steps below to download the sample spreadsheet.

To install the ActiveX for Excel sample spreadsheet

1. From the IB homepage, select API Solutions from the Trading menu.
2. Click the IB API button, then on the API Software page, find the column appropriate to your operating system and
click Download latest version.
Windows users can download the beta test version of the API by using the Windows Beta column, or revert to
the previous production version by selecting Downgrade to Previous Version.

3. Save the installation program to your computer, and if desired, select a different directory. Click Save.
4. Close any versions of TWS and Excel that you have running.
5. Locate the installation program you just saved to your computer, then double-click the file to begin the API
installation.
6. Follow the instructions in the installation wizard.
Note: Before you can use the spreadsheet, you must have TWS running and configured to support
the ActiveX API. See Run the API through TWS for detailed instructions.

Running the ActiveX for Excel API on 64-bit Windows XP Systems

To run the ActiveX for Excel API on 64-bit Windows XP systems, do the following:

1. Install Microsoft Visual C++ 2005 SP1 Redistributable Package (x86).

2. Install Microsoft Visual J# 2.0 Redistributable Package.
3. Download and install the API software.

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Open the Sample Spreadsheet

After you have downloaded the sample spreadsheet and configured the application to allow the ActiveX for Excel API
to link to it, open the spreadsheet and save it as your personal file.

Note: Note that not more than one API application can simultaneously access a single instance.
The API application does not need to be running on the same computer on which the applic-
ation is running.

To open the sample spreadsheet

1. Go to the API installation folder in which the Excel API sample spreadsheet was installed (typically C:\Jts\Excel)
and double-click TwsActiveX.xls.
2. Save the spreadsheet with a different file name. This lets you customize the spreadsheet without changing the ori-
ginal.
3. Click the General tab.
4. Modify the default values in the Host, Port, and ClientID cells, then click Connect to TWS on the Toolbar.
l If you select the Show Errors Message Boxcheck box, error messages display when you connect to TWS. In this
case, you must click OK to dismiss any messages that appear.

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Using the ActiveX for Excel Sample Spreadsheet

The ActiveX for Excel API sample spreadsheet, TwsDde.xls, includes the following pages (tabs):

Page Description
General Lets you connect to and disconnect from TWS, set the
server log level and request the current time.
Tickers Lets you set up your ticker lines and request market data.
You can view market data for all asset types including EFPs
and combination orders.
Bulletins Lets you subscribe to and view IB News Bulletins.
Market Depth Lets you view market depth for selected quotes.
Basic Orders Lets you send and modify orders, set up combination orders
and EFPs, and request open orders.
Conditional Orders Lets you create an order whose submission is contingent on
other conditions being met, for example an order based on a
prior fill.
Advanced Orders Lets you send and modify advanced orders types that
require the use of extended order attributes, such as Bracket,
Scale and Trailing Stop Limit orders.
Extended Order Attributes Used in conjunction with the Basic Orders, Advanced
Orders, Conditional Orders and Advisors pages, this page
lets you change the time in force, create Hidden or Iceberg
orders and apply many other order attributes.
Open Orders Shows you all transmitted orders, including those that have
been accepted by the IB system, and those that are working
at an exchange.
Account Provides up to date account information and displays your
portfolio.
Portfolio Displays all your current positions.
Executions Lets you view all execution reports, and includes a filtering
box so you can limit your results.
Commission Reports Lets you view commission details.

Historical Data Request historical data for an instrument based on data you
enter in a query.
Contract Details Lets you collect contract-specific information you will need
for other actions, including the conid and supported order
types for a contract
Bond Contract Details Lets you collect bond contract-specific information you will
need for other actions, including bond coupon and maturity
date.

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Page Description
Real Time Bars Lets you request and view real time bars from TWS.
Market Scanner Lets you view market scanner parameters and subscribe to
TWS market scanners.
Fundamentals Lets you request and view Fundamentals data from TWS.
Advisors Lets Financial Advisors send and modify FA orders.
Log Lets you view all error messages.

General Page

Use the General page to:

l Connect to TWS.
l Disconnect from TWS.
l Set the level of log entry detail used by the server when processing API requests.
l Request the current server time.

To connect to TWS

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1. Click Connect to TWS in the toolbar.

o If required, change the values in the Host, Port and ClientID cells.
o Select the Show Errors Message Box to display errors when connecting to TWS.

To disconnect from TWS

1. Click Disconnect from TWS in the toolbar.

To set the server log level

1. Type one of the following values in the Log Level cell:
o 1 = SYSTEM
o 2 = ERROR
o 3 = WARNING
o 4 = INFORMATION
o 5 = DETAIL
The higher the number, the greater the level of detail and performance overhead.

2. Click Set Server Log Level in the toolbar.

To request the current time

1. Click Request Current Time in the toolbar.

General Page Toolbar Buttons

The toolbar on the General page includes the buttons described below.

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Button Description
Connect to TWS Connects to TWS.
Disconnect from TWS Disconnects from TWS.
Set Server Log Level Sets the level of detail of entries in the log.txt log file.
Request Current Time Requests the current server time.
Global Cancel Cancels all requests.

The toolbar also includes the Show Errors Message Box check box, which when selected, displays error when con-
necting to TWS.

Bulletins Page

Use the Bulletins page to request and view IB news bulletins. Simply click Request News Bulletins in the toolbar. News
bulletins display in the table on the page. To request all the existing bulletins for the current day and any new ones,
select the All Day News check box on the toolbar. If this check box is not selected, you will receive only new bulletins.

Bulletins Page Toolbar Buttons

The toolbar on the Tickers page includes the buttons described below.

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Button Description
Request News Bulletins Requests all the new news bulletins.
Cancel News Bulletins Cancels receipt of all news bulletins.
Clear News Bulletins Clears all news bulletins from the page.

The toolbar also includes the All Day News check box, which when selected, requests all the existing bulletins for the
current day and any new ones.

Tickers Page

Use the Tickers page to:

l Create market data (ticker) lines.

l Request market data.
l Create a combination order for options.
l Create market data line for Exchange for Physical (EFP) combination orders.

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Using the Tickers Page

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To create a ticker using the Create Ticker button

1. Click the Tickers tab at the bottom of the spreadsheet.
2. Click the line number to the left of a blank row to select the row. You must have a blank row selected to create a
ticker line.
3. Click the Create Ticker button on the toolbar and enter information in the Create Tickers dialog.
4. Click OK.
For stocks, you only need to specify the Symbol, Type, Exchange (usually SMART), and Currency.

To create a ticker on the spreadsheet

1. Select a blank cell in the Symbol column and enter a symbol.
2. Tab through the all contract description fields and enter data where necessary, for example if you are entering a
stock ticker, you don't need values in the Expiry, Strike, P/C and Multiplier fields.
Note: The Exchange field accepts the following values: SMART (for smart order routing), and any
valid exchange acronym.

To request market data for a ticker

1. Select the ticker row for which you want to request market data by clicking the row number.
2. Enter a comma-separated list of generic tick values in the Generic Tick List cell. For details about generic tick val-
ues, see Generic Tick Types.

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3. Optionally, click the Snapshot check box to request a single snapshot of market data.
4. Click Request Market Data on the toolbar.
To get market data for a group of tickers, select multiple ticker rows while holding down the Shift key, then click
Request Market Data multiple times until all rows are showing data.

To set the refresh rate

The market data refresh rate determines how often the link to TWS is refreshed.

l Enter the refresh rate value (in whole numbers, in seconds) in the Market Data Refresh Rate cell.
TWS market data updates every 3 seconds by default.

Tickers Page Toolbar Buttons

The toolbar on the Tickers page includes the buttons described below.

Button Description
Create Ticker Opens the Ticker box. Enter information to create a
market data line.
Combo Legs Opens the Combination Legs box. Enter contract
details to create legs of a combination order one by
one.
Request Market Data Select a line and click to get market data for the selec-
ted contract.
Cancel Market Data Cancel market data for the selected ticker.
Clear Market Data Clears all market data from the page.

The toolbar also includes the Snapshot check box, which when selected, requests only a single snapshot of market data.

Market Depth Page

Use the Market Depth page to view market depth for selected contracts. You can also view market depth for NYSE-listed
products through the Open Book Market Data Subscription, and NASDAQ-listed products through the TotalView Mar-
ket Data Subscriptions, if you have signed up for those subscriptions.

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Using the Market Depth Page

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To request market depth for a contract

1. Click the Market Depth tab at the bottom of the spreadsheet to open the Market Depth page.
2. Select the ticker symbol for which you want to request the market depth, or enter a new ticker on a blank line.
3. Click the Request Market Depth button on the toolbar.

To reset the market data refresh rate for market depth

1. Type the desired market data refresh rate in seconds in the Market Depth Refresh Rate cell. The value must be in
whole numbers from 1 to 9.

Market Depth Page Toolbar Buttons

The toolbar on the Market Depth page includes the following buttons:

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Button Description
Request Market Depth View bid/ask depth prices for the selected contract.

Cancel Market Depth Cancel market depth for the selected contract.

Clear Market Depth Clears all market depth data from the page.

The page also includes a Market Depth Refresh Rate cell, which lets you rest the market depth refresh rate in seconds, in
whole numbers from 1 - 9. The default refresh rate is 3 seconds.

Basic Orders Page

Use the Basic Orders page to:

l Create an order.
l Place a “what if” order, which shows you the margin and commission information before you place an order.
l Create a "basket" of orders.
l Modify and cancel orders.
l Create combination orders.

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Placing Orders
This topic describes how to place the following types of orders on the Orders page:

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To place an order
1. Click the Basic Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
You must define the Action (Buy, Sell or Short Sell), Quantity, Order Type, Limit Price (unless it's a market order)
and if necessary, the Aux. Price for order types that require it.

4. If desired, select the contract (the ticker row) and apply extended order attributes by clicking the Apply Extended
Template button on the toolbar. This applies all attributes you have defined on the Extended Order
Attributes page to the selected contract.
5. Click the Place/Modify Order button on the toolbar.

To place a "basket" of orders

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1. Click the Basic Orders tab at the bottom of the spreadsheet.

2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using fields in the Order Description section.
4. Repeat Steps 1 and 2 for additional orders.
5. Select a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
6. Click the Place/Modify Order button.

To modify an order (or group of orders)

1. On the Basic Orders page, change any necessary parameters in an order or group of orders.
2. Select the order or a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
3. Click the Place/Modify Order button.

Placing a Combination Order

A combination order is a special type of order that is constructed of many separate legs but executed as a single trans-
action.

To buy a calendar spread, you would:

To create a calendar spread order

The following example walks you through the process of placing a hypothetical calendar spread order for XYZ on ISE.

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1. Use the Contract Details page to get the contract id for both of the leg definitions.
o The conid for XYZ option JUL08 17.5 CALL on ISE is "12345678".
o The conid for XYZ option AUG08 17.5 CALL on ISE is "12345679".

2. Click the Basic Orders tab to build the combo leg definitions. Click the Combo Legs button on the Basic
Orders page toolbar and enter leg information. Your leg information is translated into the format:
[CMBLGS]_[NumOfLegs]_[Combo Leg Definitions]_[CMBLGS]

where:

o [CMBLGS] is the delimiter used to identify the start and end of the leg definitions
o [NumOfLegs] is the number of leg definitions
o [Combo Leg Definitions] defines N leg definitions, and each leg definition consists of [conid]_[ratio]_[action]_
[exchange]_[openClose], so the resulting combo substring looks as follows:

CMBLGS_2_17496957_1_BUY_EMPTY_0_15910089_1_SELL_EMPTY_0_CMBLGS
3. The combination leg definitions must occur before the extended order attributes. The full place order DDE
request string will look like this:
=acctName|ord!id12345?place?BUY_1_XYZ_BAG_ISE_LMT_1_CMBLGS_2_12345678_1_BUY_EMPTY_0_
12345679_1_SELL_EMPTY_0_CMBLGS_DAY_EMPTY_0_O_0_EMPTY_0_EMPTY_0_0_0EMPTY_0_0

If the order legs do not constitute a valid combination, one of the following errors will be returned:

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o 312 = The combo details are invalid.

o 313 = The combo details for '<leg number>' are invalid.
o 314 = Security type 'BAG' requires combo leg details.
o 315 = Stock combo legs are restricted to SMART exchange.
Note: 1. The exchange for the leg definition must match that of the combination order. The excep-
tion is for a STK leg definition, which must specify the SMART exchange.

2. The openClose leg definition value is always 'SAME' (i.e.0) for retail accounts. For insti-
tutional accounts, the value may be any of the following: (SAME, OPEN, CLOSE).

Supported Order Types

The order types currently supported through the ActiveX for Excel API are:

l Limit (LMT)
l Market (MKT)
l Limit if Touched (LIT)
l Market if Touched (MIT)
l Market on Close (MOC)
l Limit on Close (LOC)
l Pegged to Market (PEGMKT)
l Relative (REL)
l Stop (STP)
l Stop Limit (STPLMT)
l Trailing Stop (TRAIL)
l Trailing Stop Limit (TRAILLIMIT)
l Volume-Weighted Average Price (VWAP)
l Volatility orders (VOL)

Basic Orders Page Toolbar Buttons

The toolbar on the Basic Orders page includes the following buttons:

Button Description
Create Ticker Opens the Ticker box. Enter information to create a market
data line.
Combo Legs Opens the Combination Legs box. Enter contract details
to create legs of a combination order one by one.
You can also enter Delta Neutral information.

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Button Description
Apply Extended Template Applies the current values on the Extended Order Attrib-
utes page to the highlighted order row.
Place/Modify Orders After you have completed the Order Description fields, and
defined any extended attributes, click to create an order for
the selected contract.
Cancel Order This button cancels the selected order(s).
Smart Combo Routing Opens the Smart Combo Routing Parameters box, which
Params lets you add and remove parameter/value pairs to combo
orders. For more information, see Smart Combo Routing.
Clear Order Statuses Clears all order status information from the page.

There is also a WhatIf check box on the toolbar. When checked, you will receive margin and commission data as if the
order were placed, but the order will NOT be placed.

Conditional Orders Page

Use the Conditional Orders page to create an order whose submission is contingent on other conditions being met, for
example, an order based on a prior fill or a change in the bid or ask price.

To see the Conditional Statement fields, use the scroll bar on the bottom of the page to scroll to the right.

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Setting Up Conditional Orders

Note: Ensure that TWS is running, and that you have entered your user name in the User
Name field in the Which Trader Workstation? section of all pages in the Excel spreadsheet
to properly connect to TWS.

To set up a conditional order

1. On the Conditional Orders page, first create the order you want transmitted when a condition is met by defining
the contract in the Contract Description fields, and then using the Order Description area to set up the order para-
meters.
2. In the Condition Statements area, use the Statement field to set the criteria which must be met to trigger the order.
When the Statement = TRUE, your order will be submitted.
The sample spreadsheet includes a pair of orders, with the second orders transmission depending on the first order
being completely filled. In this case, the Statement field trigger is that the value in cell T10 (the Filled field) must
be equal to the value in M10 (the order Quantity field).
3. Type ADD in the ADD/MOD field because you are creating a one-time order.
4. Define the remaining order parameters just as you did in the Order Description area.

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5. Complete the necessary fields on the Conditional Orders page according to the syntax in the following table.

Field Description
Statement An Excel function which returns a true or false. When true, the order will be sub-
mitted; when false, nothing happens.
ADD/MOD Use ADD for a one-time order. Use MOD to continue checking and modifying the
order until it is completely filled. This is the field that activates a conditional
order, and orders will be activated only with the "ADD" or "MOD" tags.

Action BUY
SELL
Quantity Enter the quantity of the order.
Order Type Refer to list of supported order types.
Lmt Price The limit price for Limit and Stop Limit order types.
Aux. Price The stop-election price for Stop and Stop Limit order types, or the offset for rel-
ative orders.

All of the fields described above may be variables that depend on other cells, so any type of conditional order may be
created.

Conditional Order Examples

If-Filled order

An if-filled order is an order that executes if a prior order executes. To create an if-filled order with the condition "If a
Buy order fully executes, enter a sell limit order at a price of $50.00":

Field Value
Statement Filled cell = 100
ADD/MOD ADD
Action SELL
Quantity 100
Order Type LMT
Lmt Price 50

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Aux. Price empty

Price-change order

A price-change order will be triggered if a specific bid or ask price is greater than, less than or equal to a specific price.
To create a price change order with the condition "If the bid price drops below 81.20, submit a buy limit order for 200
shares with a limit price of $81.10:

Field Value
Statement On the Tickers page, find the bid price field you want to use,
then enter the cell location in the standard Excel format
(=SheetName!CellAddress) in the formula bar (“=” entry field)
at the top of the Conditional Orders page. Add your qualifier,
"=" ">" or "<" followed by the price to the statement.
ADD/MOD ADD
Action BUY
Quantity 200
Order Type LMT
Lmt Price 81.10
Aux. Price Not used in this example.

To modify an order (or basket of orders)

1. Select the order or a group of orders.
o To select a group of contiguous orders, highlight the first order, hold down the Shift key, then highlight the
last order of the group.
o To select a group of non-contiguous orders, hold the Ctrl key down as you select each order.
2. Click the Place/Modify Order button.
3. Change any necessary parameters, then click the Place/Modify Order button.

Conditional Orders Page Toolbar Buttons

The toolbar on the Conditional Orders page includes the following buttons:

Button Description
Combo Legs Opens the Combination Legs box. Enter contract details to create
legs of a combination order one by one.

Place/Modify After you have completed the Order Description fields, and defined
Order any extended attributes, click to create an order for the selected con-
tract.
Apply Extended Applies all attributes on the Extended Order Attributes page to the
Template selected order(s).

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Button Description
Cancel Order This button cancels the order(s) you have highlighted.

Smart Combo Opens the Smart Combo Routing Parameters box, which lets you add
Routing Params and remove parameter/value pairs to combo orders. For more inform-
ation, see Smart Combo Routing.
Show Errors Jumps to the Error Code field and shows the error code.

Advanced Orders Page

Use the Advanced Orders page to:

l Bracket orders
l VOL orders
l Trailing Stop Limit Orders
l Scale Orders

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l Relative Orders

This page includes several example orders with mouseover help to assist you in learning how to place these orders. Sim-
ply move your mouse over the red triangle of the corner of cells on the page to display pop-up help.

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For more information about using extended order attributes for individual orders or groups of orders, see Apply Extended
Order Attributes to Individual Orders and Groups of Orders

Placing a Bracket Order

Bracket orders in the ActiveX for Excel sample spreadsheet require the use of the extended order attributes Transmit and
Parent Order Id. You must turn Transmit off until the order is completely set up, and you must identify the first order in
the bracket as the Parent Order.

To place a Buy-Limit bracket order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Enter the contract descriptions and order descriptions for all three orders on three contiguous rows:
o The first order should be a BUY LMT order.
o The second order should be a SELL STP order.
o The third order should be a SELL LMT order.
3. Click the Extended Order Attributes tab. Change the value for Transmit to 0 (row 13 on the Extended Order
Attributes page).
This ensures that your orders are not transmitted until you have completed the order setup.

4. Click the Advanced Orders tab, highlight the first order in the bracket order, then click the Place/Modify Order
button.
The order is not executed, but the system generates an Order ID.

5. Copy the Order ID for the first order, omitting the “id” prefix, then click the Extended Order Attributes tab and
paste the Order ID into the Value field for Parent Order Id (row 14). This value will be applied to all subsequent
orders until you remove it from the Extended Order Attributes page.
The first order of the bracket order is now the primary order.

6. Click the Advanced Orders tab, highlight the second order, then click the Place/Modify Order button.
The order is not executed but is now associated with the primary order by means of the Parent Order Id extended
order attribute.

7. Click the Extended Order Attributes tab and change the value for Transmit back to 1 (row 13).
8. Click the Advanced Orders tab, highlight the third order in the bracket order, then click the Place/Modify Order
button. The entire bracket order is transmitted.
9. When you are done placing your bracket order, go to the Extended Order Attributes page and delete the Parent
Order Id value you entered. If you do not, this value will be applied to all subsequent orders that you place in the
spreadsheet.

Placing a Volatility Order

In the ActiveX for Excel sample spreadsheet, you place VOL orders by entering values for the following extended order
attributes:

l Volatility
l Volatility Type

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l Reference Price Type

l Continuous Update
l Underlying Range (Low) - optional
l Underlying Range (High) - optional
l Hedge Delta Order Type - optional
l Hedge Delta Aux Price - optional

To place a VOL order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
o Enter VOL in the Order Type field.
4. Click the Extended Order Attributes tab. Enter values in the Value field for the following extended order attrib-
utes:
o Volatility - This value represents the volatility to use in calculating a limit price for the option. Enter this
value as a percentage, not as the market data is displayed. For example, enter 17.12 instead of .1712.
o Volatility Type - Enter 1 for daily volatility or 2 for annual volatility.
o Reference Price Type - This value is used to compute the limit price sent to an exchange and for stock range
price monitoring. Enter 1 to use the average of the best bid and ask; or 2 to use NBB (bid) when buying a call
or selling a put, or the NBO (ask) when selling a call or buying a put.
o Continuous Update - Enter 1 to automatically update the option price as the underlying stock price (or futures
price, for index options) moves. Enter 0 if you do not want to use this feature.
5. On the Extended Order Attributes page, enter values in the Value field for the following optional extended order
attributes:
o Underlying Range (Low) - Enter a low-end acceptable stock price relative to the selected option order. If the
price of the underlying instrument falls below the lower stock range price, the option order will be canceled.
o Underlying Range (High) - Enter a high-end acceptable stock price relative to the selected option order. If the
price of the underlying instrument rises above the higher stock range price, the option order will be canceled.
o Hedge Delta Order Type - Enter LMT, MKT or REL. Enter NONE if you do not want to use delta hedging.
o Hedge Delta Aux Price - If you have entered LMT or REL as the Hedge Delta Order Type, enter the price as
the value for this attribute.
6. Click the Advanced Orders tab, then highlight the order row.
7. Click the Apply Extended Template button. The values you entered for the extended order attributes are applied
to the order row and displayed in the Extended Order Attributes section of the page.
8. With the order row highlighted, click the Place/Modify Order button.

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9. When you are done placing VOL orders, go to the Extended Order Attributes page and delete the VOL order val-
ues you entered. If you do not, these values will be applied to all subsequent orders that you place in the spread-
sheet.

Placing a Trailing Stop Limit Order

In TWS, there are four values that make up a trailing stop limit order:

l trailing amount
l stop price
l limit price
l limit offset

In the ActiveX for Excel API spreadsheet, you enter the trailing amount, stop price and limit price. There is no field or
extended order attribute for the limit offset value. You must include the limit offset in the stop price (the Trail Stop Price
extended order attribute).

To create a Trailing Stop Limit Order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
o Enter BUY or SELL in the Action field.
o Enter the limit price in the Lmt Price field.
o Enter TRAILLIMIT in the Order Type field.
o Enter the trailing amount in the Aux Price field.
4. Click the Extended Order Attributes tab. Specify the trailing stop price as an extended order attribute. Type this
value in the Trail Stop Price Value field.
o The Trail Stop Price value must include the limit offset.
For a sell order:

Trail Stop Price = Limit Price - Trailing Amount - Limit Offset

For a buy order:

Trail Stop Price = Limit Price + Trailing Amount + Limit Offset

5. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The Trail
Stop Price value is applied to the selected order and displayed in the Trail Stop Price field in the Extended Order
Attributes section of the page.
6. Click the Place/Modify Order button.
7. When you are done placing your order, go to the Extended Order Attributes page and delete the Trail Stop Price
value you entered. If you do not, this value will be applied to all subsequent orders that you place in the spread-
sheet.

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Placing a Scale Order

In the ActiveX for Excel sample spreadsheet, you place scale orders by entering values for the following extended order
attributes:

l Scale Component Size

l Scale Price Increment

To place a scale order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields. The order type should be LMT or REL.
4. Click the Extended Order Attributes tab. Enter values in the Value field for the following extended order attrib-
utes:
o Scale Component Size - Enter the size of the first, or initial, order component. For example, if you submit a
10,000-share order with a Scale Component Size value of 1000, the first component will be fore 1000 shares.
o Scale Price Increment - Enter the amount used to calculate the per-unit price of each component in the scale
ladder. This cannot be a negative number.
Note: As of API Release 9.41, the Scale Num Components not supported.

5. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The scale
order values are applied to the selected order and displayed in the Extended Order Attributes section of the page.
6. Click the Place/Modify Order button.
7. When you are done placing your order, go to the Extended Order Attributes page and delete the scale order val-
ues you entered. If you do not, these values will be applied to all subsequent orders that you place in the spread-
sheet.

Placing a Relative Order

In the ActiveX for Excel sample spreadsheet, you place relative orders by entering a value for the Percent Offset exten-
ded order attribute.

To place a relative order

1. Click the Advanced Orders tab at the bottom of the spreadsheet.
2. Define a contract by typing a symbol in a blank Symbol field, then entering information in the relevant contract
description fields.
3. Select a contract and set up the order using the Order Description fields.
o Enter REL as the order type.
o Enter the price cap in the Lmt Price cell.
4. Click the Extended Order Attributes tab. Enter a percentage in decimal form in the Value field for the Percent
Offset extended order attribute.

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5. On the Advanced Orders page, select the order row and click the Apply Extended Template button. The percent
offset value is applied to the selected order and displayed in the Extended Order Attributes section of the page.
6. Click the Place/Modify Order button.
7. When you are done placing your order, go to the Extended Order Attributes page and delete the Percent Offset
value you entered. If you do not, this value will be applied to all subsequent orders that you place in the spread-
sheet.

Advanced Orders Page Toolbar Buttons

The toolbar on the Advanced Orders page includes the following buttons:

Button Description
Create Ticker Opens the Ticker box. Enter inform-
ation to create a market data line.
Combo Legs Opens the Combination Legs box.
Enter contract details to create legs of
a combination order one by one.
Apply Extended Template Applies the current values on the
Extended Order Attributes page to the
highlighted order row.
Place/Modify Orders After you have completed the Order
Description fields, and defined any
extended attributes, click to create an
order for the selected contract.
Cancel Order This button cancels the selected order
(s).
Smart Combo Routing Opens the Smart Combo Routing Para-
Params meters box, which lets you add and
remove parameter/value pairs to combo
orders. For more information, see Smart
Combo Routing.
Clear Order Statuses Clears all order status information from
the page.

There is also a WhatIf check box on the toolbar. When checked, you will receive margin and commission data as if the
order were placed, but the order will NOT be placed.

Extended Order Attributes Page

The Extended Order Attributes page includes all of the optional attributes you can use when you send an order, such as
setting a display size to create an iceberg order, adding orders to an OCA group, and setting the transmit date for a Good
After Time order. Once you define the attributes on this page, you can apply them to a single order or selected group of
orders using the Apply Extended Template button, which occurs on both the Orders page and the Conditional Orders
page. The attributes populate the extended order attributes fields that follow the Order Status fields to the far right of the
page.

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For a complete list of extended order attributes supported by the API, see Extended Order Attributes.

Manually Program Extended Order Attributes

Observe the following guidelines when you manually assign an attribute:

l When appended to orderDescription, the number and order of attributes cannot be changed.
l For any attribute that is not defined, use the value 'EMPTY' or {}. Since a string length is limited to 255 char-
acters, we recommend using the open/close curly braces {}.
l A place order message for a simple stock limit day order looks as follows, with the primary exchange "ISLAND"
separating the extended attributes:
=psmith12|ord!'id1814454745?place?BUY_1_MSFT_STK_SMART_USD_LMT_26_{}_DAY_{}_{}_O_0_
{}_1_{}_0_0_
0_0_0_0_{}_{}_{}_{}_{}_{}_{}_{}_ISLAND_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_
{}_{}_1_2_3_4_5'

Apply Extended Order Attributes to Individual Orders and Groups of Orders

Normally, values that you enter on the Extended Order Attributes page apply to all subsequent orders. However, you
also can apply selected attributes to an individual order or a group of orders on the Orders page.

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Note: You can also use this procedure to apply extended order attributes to orders on the Condi-
tional Orders page.

To apply extended order attributes to individual orders or a group of orders

1. Enter the value or values on the Extended Order Attributes page that you want to apply to an individual order or
group of orders.
2. On the Orders page, select the order or group of orders.
3. Click the Apply Extended Template button.
The extended order attributes are applied to the order(s) and the values you entered on the Extended Order Attrib-
utes page are added to the corresponding fields in the Extended Order Attributes section of the Orders page.

When you place the order or group of orders, the extended order attribute values you entered are applied to the
order.

For example, you might want to assign a unique Order Ref number to a group or basket of orders. To do this, you
would enter the number for the Order Ref attribute on the Extended Order Attributes page, then select all the
orders in the group on the Orders page and click Apply Extended Template.

4. Delete the value of the extended order attributes you used for the order from the Extended Order Attributes page.
These values will still apply to all subsequent orders that you place from the ActiveX for Excel API spreadsheet
unless you remove the value.

Open Orders Page

The Open Orders page shows you all transmitted orders, including those that have been accepted by the IB system, and
those that are working at an exchange. Once you have subscribed, the page is updated each time you submit a new order,
either through the API or in TWS.

Once an order executes, it remains on the Open Orders page for 30 seconds, with the Status value changed to FILLED.
Then the filled order is cleared and you can see it on the Executions page if you subscribed to real-time executions.

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Viewing Open Orders

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To view open orders:

1. Click the Open Orders tab at the bottom of the spreadsheet.
2. Do one of the following:
o To request open orders from the current ActiveX for Excel spreadsheet, click Subscribe to Open Orders on the
toolbar.
o To request all open orders for the current account, click Request All Open Orders on the toolbar.
o To associate all newly created TWS orders with the current client, click Request Auto Open Orders on the
toolbar. Note that the Client ID must be 0.
All of the requested open orders are displayed on the page, including orders you enter in the spreadsheet and in
TWS.
Orders that fill remain on the page for 30 seconds with a value of Fill in the Statusfield.

To remove open orders

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1. Click the Cancel Open Orders Subscription button on the toolbar.

2. Click the Clear Open Orders button.

Open Orders Tab Toolbar

The toolbar on the Open Orders page includes the following buttons:

Button Description
Request Open Orders Queries TWS and returns all open
orders. Once you subscribe to open
orders, this page updates each time
there is a new open order.
Request All Open Orders Queries TWS and returns all open
orders from the current account. Once
you subscribe to open orders, this page
updates each time there is a new open
order.
Request Auto Open Orders Queries TWS and associate all newly
created TWS orders with the current cli-
ent, which must be Client ID 0.
Cancel Auto Open Orders Cancels association of newly created
TWS orders with the client
Clear Open Orders Removes all open orders from the page.

Account Page

Use the Account page to:

l View account details including your current Equity with Loan Value and Available funds.
l View list of advisor-managed account codes.
l Financial Advisors can view FA information.
l View your current portfolio.

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Using the Account Page

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To view account information

1. Click the Account tab at the bottom of the spreadsheet.
2. Click Request Account Updates on the toolbar.

To remove account information

1. Click the Account tab at the bottom of the spreadsheet.
2. Click Cancel Account Updates on the toolbar to stop receiving account updates.
3. Click Clear Account Data on the toolbar to clear all data from the page.

To request the list of Financial Advisor (FA) managed account codes

1. Click the Account tab at the bottom of the spreadsheet.
2. Click Request Managed Accounts on the toolbar.
A comma-separated list of all managed account numbers displays in the Managed Accounts cell.

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To request Financial Advisor (FA) information

1. Click the Account tab at the bottom of the spreadsheet.
2. In the Account Code cell, type the account code for which you want details.
3. In the FA Data Type cell, enter a numeric value representing the type of data you wish you receive:
o Type 1 for groups.
o Type 2 for profiles.
o Type 3 for account aliases.
4. Click Request Managed Accounts on the toolbar.

Account Page Toolbar Buttons

The toolbar on the Account page includes the following buttons.

Button Description
Request Account Updates Each click gives you data for a specific account value. All blank
lines that precede the Account Portfolio section will hold data.
Continue to click until all lines are populated.

Cancel Account Updates Click this button one time for each position you hold. When you
get a line of "0's" you know you have downloaded all current pos-
itions. These values continue to update in real-time.
Request Managed For advisor accounts, receives a list of managed accounts and dis-
Accounts plays them as a comma-separated list in the Management Accounts
cell.

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Button Description
Request FA For advisor accounts, displays FA data of the type specified in the
FA Data Type cell.
Clear Account Data Clears all information from the page. You must first cancel your
subscription before you can clear the data.

Portfolio Page

Use the Portfolio page to:

l Displays all of your current positions.

l Exercise options.

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

Viewing Your Portfolio

To view your portfolio

1. Click the Account tab on the bottom of the worksheet, then click Request Account Updates on the toolbar.
2. Click the Portfolio tab at the bottom of the worksheet to view your portfolio.

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To remove portfolio information

1. Click the Account tab on the bottom of the worksheet, then click Cancel Account Updates on the toolbar to stop
receiving portfolio updates.
2. Click the Clear Portfolio Data button to clear all data from the page.

Exercising Options
You can exercise options or let options lapse on the Portfolio page.

To exercise an option or let an option lapse

1. Click the Portfolio tab at the bottom of the worksheet.
2. Enter values in the Exercise Options Parameters cells at the far right side of the page:
o Exercise Action - Enter 1 to exercise the selected option; 2 to let the option lapse.
o Exercise Quantity - Enter the number of contracts you wish to exercise or let lapse.
o Override - Enter 1 to override the system’s natural action; 2 to not override.

3. Click Exercise Options in the toolbar. The Status column updates.

Portfolio Page Toolbar Buttons

The toolbar on the Portfolio page includes the following buttons.

Button Description
Exercise Options Exercises the selected option or lets the
selected option lapse, depending on the
value in the Exercise Action cell.
Clear Portfolio Data Removes all data from the page.

Executions Page

When you subscribe to executions, the Executions page displays information about all completed trades.

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Viewing Executions
Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To view executions
1. Click the Executions tab at the bottom of the spreadsheet.
2. Optionally, filter your executions by entering values in the Execution Filter cells:
o Filter executions by client ID, account code, date/time, symbol, security type, exchange or side.

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3. Click Request Executions on the toolbar.

To remove execution data

1. Click Clear Executions Table on the toolbar. All data is removed from the page.

Executions Page Toolbar Buttons

The toolbar on the Executions page includes the following buttons:

Button Description
Request Executions Queries TWS and returns information
about all valid executions. After you
subscribe to executions, this page
updates each time an order executes.
Clear Executions Table Removes all execution reports from the
page.

Commission Reports

The Commission Reports page displays commission details, including commission, currency, realized P&L, yield and
yield redemption date. When you request Executions on the Execution page, you also receive commission reports.

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Commission Reports Toolbar Buttons

The toolbar on the Commission Reports page includes the following buttons:

Button Description
Clear Commission Reports Removes all commission reports from the page.

Historical Data Page

Use the Historical Data page to request historical data for an instrument based on data you enter in query fields. The
query results display on a separate worksheet page and creates a new page for the results if the page doesn't currently
exist.

Note: For a information about historical data request limitations, see Historical Data Limitations.

Viewing Historical Data

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To request historical data

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1. Click the Historical Data tab at the bottom of the spreadsheet.

2. Create a ticker by filling in the fields in the Contract Description section of the page, or by clicking the Create
Ticker button on the toolbar and entering the required information in the Ticker box.
3. Enter the parameters of your query in the Query Specification fields. For complete descriptions of the query fields,
Historical Data Page Query Specification Fields.
4. Select the line, then click the Request Historical Data button. The status of your request displays in the Request
Status cell.

In the Activate Page cell, enter TRUE to display the results page on top of the current window. Enter FALSE to
display the page on a separate tab in the spreadsheet without displaying on top of the current window.

The results are displayed on a new tabbed page in the spreadsheet, the name of which is specified in the Page
Name cell.

To request historical data for expired contracts

1. On the Historical Data page, create a ticker by filling in the fields in the Contract Description section of the
page, or by clicking the Create Ticker button on the toolbar and entering the required information in the Ticker
box.
2. Enter the parameters of your query in the Query Specification fields.
3. In the Incl Expired cell in the Query Specification section, enter TRUE.
4. Select the line, then click Request Historical Data on the toolbar. The status of your request displays in the
Request Status cell.

In the Activate Page cell, enter TRUE to display the results page on top of the current window. Enter FALSE to
display the page on a separate tab in the spreadsheet without displaying on top of the current window.

The results are displayed on a new tabbed page in the spreadsheet, the name of which is specified in the Page
Name cell.
5. Historical data queries on expired contracts are limited to the last year of the life of the contract.
The following figure shows a typical historical data results page.

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Historical Data Page Query Specification Fields

Parameter Description
End Date/Time Use the format yyyymmdd {space}hh:mm:ss{space}tmz where the time
zone is allowed (optionally)after a space at the end.

Duration This is the time span the request will cover, and is specified using the
format integer {space} unit, where valid units are:

l S (seconds)
l D (days)
l W (weeks)
l Y (years)
This unit is currently limited to one. If no unit is specified, seconds are
used.

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Parameter Description
Bar Size Specifies the size of the bars that will be returned. The following bar
sizes may be used, and are specified using the parametric value:

Bar
Integer
Size
Value
String
1 1
second
5 2
second-
s
15 3
second-
s
30 4
second-
s
1 5
minute
2 6
minute-
s
3 16
minute-
s
5 7
minute-
s
15 8
minute-
s
30 9
minute-
s
1 hour 10
1 day 11

On the query return page, each "bar" is represented by a line in the

spreadsheet. If you specify a duration of 300 seconds, and a bar size of
"1" (one second) your return will include 300 lines, and the value in
each line is equal to one second, or is a one-second bar. Note that you
can use either the Integer value of the Bar Size String or the Integer
Value to define the bar sizes.

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Parameter Description
What to Show Determines the nature of the data extracted. Valid values include:
l Trades
l Midpoint
l Bid
l Ask
l Bid/Ask
All but the Bid/Ask data contain the start time, open, high, low, close,
volume and weighted average price during the time slice queried.
For the Bid/Ask query, the open and close values are the time-weighted
average bid and the time-weighted average offer, respectively. These
bars are identical to the TWS charts' candlestick bars.

RTH Only Regular Trading Hours only. Valid values include:

l 0 - all data available during the time span requested is returned,
including time intervals when the market in question was outside
of regular trading hours.
l 1 - only data within the regular trading hours for the product
requested is returned, even if the time span falls partially or com-
pletely outside.
Date Format Style Valid values include:
l 1 - dates that apply to bars are returned in the format yyyymmdd
{space}{space}hh:mm:dd (the same format used when reporting
executions).
l 2 - the dates are returned as an integer specifying the number of
seconds since 1/1/1970 GMT.
Page Name The name of the results page. This appears in the tab for the results page
at the bottom of the worksheet.
Activate page Enter TRUE to display the results page on top of the current window.
Enter FALSE to display the results on a new page in the spreadsheet
without appearing on top of the current window.

Note that the new page is added to the right of the existing tabs on the worksheet.

Historical Data Page Toolbar Buttons

The toolbar on the Historical Data page includes the following buttons.

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Button Description
Create Ticker Opens the Ticker box. Enter information to create a mar-
ket data line.
Combo Legs Opens the Combination Legs box. Enter contract
details to create legs of a combination order one by
one.
Request Historical Submits your historical data query to TWS and displays
Data the results on a separate worksheet page.

Cancel Historical Cancels the historical data request.

Data

Contract Details Page

Use the Contract Details page to request contract-specific information such as supported order types, valid exchanges, the
contract ID, and so on.

Requesting Contract Details

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

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To request details for a contract

1. Click the Contract Details tab at the bottom of the spreadsheet to open the Contract Details page.
2. Select or enter the ticker symbol for which you want to request contract details.
3. To request contract details for an expired contract, type TRUE in the Incl Expired cell.
4. Select the row, then click Request Contract Details on the toolbar. The status of your request displays in the
Request Status cell.

In the Activate Page cell, enter TRUE to display the results page on top of the current window. Enter FALSE to
display the page on a separate tab in the spreadsheet without displaying on top of the current window.

The results are displayed on a new tabbed page in the spreadsheet, the name of which is specified in the Page
Name cell.
The following figure shows a typical contract details page.

Contract Details Page Toolbar Buttons

The toolbar on the Contract Details page includes the following button:

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Button Description
Request Contract Details Returns information on the selected contract.

Bond Contract Details Page

Use the Bond Contract Details page to request contract-specific information for bonds, including the coupon, ratings,
bond type, maturity date, and so on.

Note: Beginning with TWS Version 921, some bond contract data will be suppressed and will not
be available from the API. All bond contract data will continue to be available from Trader
Workstation, but only the following bond contract data will be available from the API:

- Contract ID
- Minimum Tick
- CUSIP (if you have subscribed to the CUSIP service)
- Rating (if you have subscribed to ratings)

Requesting Bond Contract Details

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

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To request details for a bond contract

1. Click the Bond Contract Details tab at the bottom of the spreadsheet to open the Bond Contract Details page.
2. Select or enter the ticker symbol for which you want to request bond contract details.
3. Select the row, then click Request Bond Contract Details on the toolbar. The status of your request displays in
the Request Status cell.

In the Activate Page cell, enter TRUE to display the results page on top of the current window. Enter FALSE to
display the page on a separate tab in the spreadsheet without displaying on top of the current window.

The results are displayed on a new tabbed page in the spreadsheet, the name of which is specified in the Page
Name cell.
Note: Beginning with TWS Version 921, some bond contract data will be suppressed and will not
be available from the API. All bond contract data will continue to be available from Trader
Workstation, but only the following bond contract data will be available from the API:

- Contract ID
- Minimum Tick
- CUSIP (if you have subscribed to the CUSIP service)
- Rating (if you have subscribed to ratings)

The following figure shows a typical bond contract details page.

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Bond Contract Details Page Toolbar Buttons

The toolbar on the Bond Contract Details page includes the following button:

Button Description
Request Bond Contract Details Gets bond information data for the selected contract.

Real Time Bars Page

Real time bars allow you to get a summary of real-time market data every five seconds, including the opening and clos-
ing price, and the high and the low within that five-second period (using TWS charting terminology, we call these five-
second periods "bars"). You can also get data showing trades, midpoints, bids or asks. You request real time bars on the
Real Time Bars page, which is shown below.

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To request real time bars

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

1. Click the Real Time Bars tab at the bottom of the spreadsheet to open the Real Time Bars page.
2. Select or enter the ticker symbol for which you want to request real time bars.
3. Enter the following information for the selected row:
o In the What to Show cell, enter TRADES, BID, ASK or MIDPOINT.
o In the RTH Only cell, enter 0 to return all data available during the time span requested, including time inter-
vals when the market in question was outside of regular trading hours. Enter 1 to return only data within the
regular trading hours for the product requested is returned, even if the time span falls partially or completely
outside.
4. Select the row, then click Request Real Time Bars on the toolbar. The status of your request displays in the Sub-
scription Status cell.
Results are displayed in the Real Time Bars cells on the right side of the page.

Real Time Bars Page Toolbar Buttons

The toolbar on the Real Time Bars page includes the following buttons.

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Button Description
Create Ticker Opens the Ticker box. Enter information to create a market data
line.
Request Real Time Bars Submits your real time bars request to TWS and displays the res-
ults in the dark gray cells the right side of the page.

Cancel Real Time Bars Cancels the real time bars request.
Clear Real Time Bars Clears all real time bar data from the page.
Table

Market Scanner Page

Use the Market Scanner page to subscribe to TWS market scanners. These scanners allow you to define criteria and set fil-
ters that return the top x number of underlyings which meet all scan criteria. The scan is continually updated in real time.

You can also display market scanner parameters from this page.

Starting a Market Scanner Subscription

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

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To start a scanner subscription

1. Click the Market Scanner tab at the bottom of the spreadsheet.
2. Highlight an existing scanner row, or enter information for a different market scanner:
a. Type the name of the scan results page in the Page Name cell.
b. Type TRUE or FALSE in the Activate Page cell.

Setting this cell to TRUE forces the scan results page to pop to the front of your application every time it
updates. To stop this behavior, set the value of this field to FALSE.
c. Type values for the rest of the scan parameters in the lightly shaded section of the page. You can get all of
the scan codes from the market scanner parameters.
3. Click Request Scanner Subscription on the toolbar. A new page for the scanner is created and is displayed after
the subscription is processed.

Market Scanner Parameters

You can display all of the market scanner parameters from the Market Scanner page. Scanner parameters are returned to
the spreadsheet from TWS as an XML file.

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To view scanner parameters

1. Click the Market Scanner tab at the bottom of the spreadsheet.
2. Click Request Scanner Parameters on the toolbar.
The entire scanner parameters XML file is displayed in a window.

3. To save the parameters in a convenient file on your computer, manually select part or all of the contents of the
XML file in the Scanner Parameters window, then copy and paste it into a separate text document.
4. Click OK to close the Scanner Parameters window.
The Scanner Parameters window is shown on the next page.

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Market Scanner Page Toolbar Buttons

The toolbar on the Market Scanner page includes the following buttons.

Button Description
Request Scanner Parameters Displays all scanner parameters in an XML file in a
separate window.
Request Scanner Subscription Creates and displays a new page for results of the
selected market scanner.
Cancel Scanner Subscription Cancels the market scanner.

Fundamentals Page

Use the Fundamentals page to receive Reuters global fundamental data and fundamental ratios. There must be a paid sub-
scription to Reuters Fundamental set up in Account Management before you can receive this data.

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To receive Reuters global fundamental data and fundamental ratios

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

1. Click the Fundamentals tab at the bottom of the spreadsheet to display the Fundamentals page.
2. Enter information about the contract for which you want fundamentals data or ratios into the Contract Descrip-
tion cells.
3. In the Report Type cell, enter the type of report you wish to view:
o finstat - Financial Statement
o estimates - Estimates
o snapshot - Summary
4. In the Generic Tick Type cell, enter 258 as the tick type value. For details on generic tick type values, see Generic
Tick Types.
5. Enter the following information in the Fundamentals section of the page for fundamental data, or the Fun-
damental Ratios section for fundamental ratios:
a. Fundamental data and ratio results display on a new page in the spreadsheet. Type the name of the results
page in the Page Name cell.

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b. Type TRUE or FALSE in the Activate Page cell.

Setting this cell to TRUE forces the results page to pop to the front of your application every time it
updates. To stop this behavior, set the value of this field to FALSE.
6. Do one of the following:
o Click Request Fundamentals on the toolbar to view fundamentals data. A new page for the results is created
and is displayed after the request is processed.
o Click Fundamentals Ratios on the toolbar to view fundamentals ratios. A new page for the results is created
and is displayed after the request is processed.
The status of your request appears in the Subscription Status cell.

Fundamentals Page Toolbar Buttons

The toolbar on the Market Scanner page includes the following buttons.

Button Description
Request Fundamentals Requests fundamentals data, which displays on a
new page in the spreadsheet based on the inform-
ation you enter on the page.
Cancel Fundamentals Cancels fundamentals data.
Fundamental Ratios Requests fundamentals ratios, which displays on
a new page in the spreadsheet based on the
information you enter on the page.
Cancel Fundamental Cancels fundamentals ratios.
Ratios

Advisors Page

If you are a Financial Advisor and manage multiple accounts, use the Advisors page to create FA orders that:

l allocate shares to a single managed account

l use FA account groups and methods
l use allocation profiles

Note: You must set up your managed accounts, account groups, methods and allocation profiles in
TWS before you can place FA orders in the ActiveX for Excel API sample spreadsheet.

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Allocating Shares to a Single Account

You can use the Advisors page to set up an order and allocate all shares in the order to a single account.

Note: Ensure that TWS is running, and that you have connected the spreadsheet to TWS.

To allocate shares to a single account:

1. Create an account group in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.
4. Click the Extended Order Attributes tab. Enter the account code in the Value cell for the Account (Institutional
only) extended order attribute.
5. Click the Advisors tab.
6. Highlight the order row, then click the Apply Extended button to apply the Account order attribute value to the
order. The Account value is applied to the selected order and displayed in the Extended Order Attributes section
of the page.
7. Click the Place/Modify Order button.

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8. When you are done allocating shares to the account, delete the Account value from the Extended Order Attrib-
utes page. If you do not delete this value, it will be applied to all subsequent orders placed from the ActiveX for
Excel spreadsheet.
Optionally, you can receive margin and commission information that would result from the order if you placed it by
selecting the WhatIf check box on the toolbar. In this case, your order is not actually placed. Deselect the check box to
place your order without seeing the margin and commission information ahead of time.

Placing an Order using an FA Account Group and Method

You can also use the Advisors page to set up an order using an FA account group and FA method.

To place an order using an FA account group and FA method:

1. Create the FA account group(s) and FA method(s) in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.
4. Click the Extended Order Attributes tab. Enter values for the following extended order attributes:
o FA Group - Enter the name of the account group.
o FA Method - Enter the name of the allocation method to use for this order.
o FA Percentage - Enter the percentage used by the PctChange allocation method to use for this order. This attrib-
ute applies only to FA groups that use this method.
5. Click the Advisors tab.
6. Highlight the order row, then click the Apply Extended button to apply the extended order attribute values to the
order. The values for FA Group, FA Method and FA Percentage are applied to the selected order and displayed in
the Extended Order Attributes section of the page.
7. Click the Place/Modify Order button.
8. When you are done allocating shares to the account, delete the values you entered on the Extended Order Attrib-
utes page. If you do not delete these values, they will be applied to all subsequent orders placed from the Act-
iveX for Excel spreadsheet.
Optionally, you can receive margin and commission information that would result from the order if you placed it by
selecting the WhatIf check box on the toolbar. In this case, your order is not actually placed. Deselect the check box to
place your order without seeing the margin and commission information ahead of time.

Placing an Order using an Allocation Profile

You can also use the Advisors page to set up an order using an FA allocation profile.

To place an order using an FA allocation profile:

1. Create the FA allocation profile in TWS.
2. Click the Advisors tab at the bottom of the spreadsheet.
3. Enter the contract information in the Contract Description cells, then enter the order information in the Order
Description cells.

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4. Click the Extended Order Attributes tab. Enter the name of the allocation profile in the Value field for the FA
Profile extended order attribute.
5. Click the Advisors tab.
6. Highlight the order row, then click the Apply Extended button to apply the extended order attribute value to the
order. The value for FA Profile is applied to the selected order and displayed in the Extended Order Attributes sec-
tion of the page.
7. Click the Place/Modify Order button.
8. When you are done allocating shares to the account, delete the FA Profile value you entered on the Extended
Order Attributes page. If you do not delete this value, it will be applied to all subsequent orders placed from the
ActiveX for Excel spreadsheet.
Optionally, you can receive margin and commission information that would result from the order if you placed it by
selecting the WhatIf check box on the toolbar. In this case, your order is not actually placed. Deselect the check box to
place your order without seeing the margin and commission information ahead of time.

Advisors Page Toolbar Buttons

The toolbar on the Basic Orders page includes the following buttons:

Button Description
Create Ticker Opens the Ticker box. Enter information to create a market data line.

Combo Legs Opens the Combination Legs box. Enter contract details to create legs
of a combination order one by one.
Apply Extended Tem- Applies the current values on the Extended Order Attributes page to the
plate highlighted order row.
Place/Modify Orders After you have completed the Order Description fields, and defined any
extended attributes, click to create an order for the selected contract.

Cancel Order This button cancels the order(s) you have highlighted.
Clear Order Statuses Clears all information from the Order Status cells.

Log Page

The Log page displays all error messages received while logged into TWS and using the ActiveX for Excel spreadsheet.
You can clear all the information on the page by clicking Clear Log on the toolbar.

Here is an example of a typical Log page:

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9
This chapter describes the POSIX API.

The POSIX API is based on our C++ API code. The C++ code was refactored so it could be built on any POSIX-com-
pliant platform. Use this new POSIX API to build a TWS API on Linux, and on Windows in non-MFC applications.

Note: Although the pre-existing public interface has been preserved, you must recompile your cli-
ent applications.

We also include a POSIX test client. The API installation directory includes these directories for the POSIX API:
PosixSocketClient and TestPosixSocketClient. The POSIX test client uses the same methods as the C++ Socket client,
plus it exposes several extra methods that clients must call when data is available on a socket for read/write. Refer to
TestPosixSocketClient as an example. Please note that this test client is greatly simplified. For real POSIX API applic-
ations, you will have to use a select system of some kind to manage several sockets and/or asynchronous events.

To run the POSIX test client on a Windows machine, see Running the POSIX Client on a Windows Machine.

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Running the POSIX Client on a Windows Machine

To run the POSIX client on a Windows machine
1. Run vcvars32.bat at the command prompt. In the example below, vcvars32.bat is located in C:\Program Files\Mi-
crosoft Visual Studio 8\VC\bin\.

2. If you ran vcvars32.bat successfully, the command prompt should look like this:

3. Navigate to C:\... \TestPosixSocketClient in the same command prompt window. In the example below,
TestPosixSocketClient is located in the C:\IB_API_963.

4. Type nmake -f Makefile.win at the command prompt.

5. Now run the POSIX sample application by running PosixSocketClientTest.exe in the same C:\...\TestPosixSock-
etClient directory.

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Reference
This chapter includes the following TWS API reference information:

l API Message Codes

l Historical Data Limitations
l Tick Types
l Generic Tick Types
l Order Types and IBAlgos
l Extended Order Attributes
l Order Status for Partial Fills
l Available Market Scanners
l Supported Time Zones
l Smart Combo Routing
l API Logging
l Requests for Quotes (RFQs)
l Support for Mini Options
l Requesting Real-Time Index Premium Data
l Requesting News
l Frequently Asked Questions

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API Message Codes

This section lists all of the API Error, System and Warning message codes and their descriptions.

Message codes shown below that end with a colon ( : ) display additional information.

Error Codes

Code Description
100 Max rate of messages per second has been exceeded.
101 Max number of tickers has been reached.
102 Duplicate ticker ID.
103 Duplicate order ID.
104 Can't modify a filled order.
105 Order being modified does not match original order.
106 Can't transmit order ID:
107 Cannot transmit incomplete order.
109 Price is out of the range defined by the Percentage setting at order defaults
frame. The order will not be transmitted.
110 The price does not conform to the minimum price variation for this contract.

111 The TIF (Tif type) and the order type are incompatible.
113 The Tif option should be set to DAY for MOC and LOC orders.
114 Relative orders are valid for stocks only.
115 Relative orders for US stocks can only be submitted to SMART, SMART_ECN,
INSTINET, or PRIMEX.
116 The order cannot be transmitted to a dead exchange.
117 The block order size must be at least 50.
118 VWAP orders must be routed through the VWAP exchange.
119 Only VWAP orders may be placed on the VWAP exchange.
120 It is too late to place a VWAP order for today.
121 Invalid BD flag for the order. Check "Destination" and "BD" flag.

122 No request tag has been found for order:

123 No record is available for conid:
124 No market rule is available for conid:
125 Buy price must be the same as the best asking price.
126 Sell price must be the same as the best bidding price.

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Code Description
129 VWAP orders must be submitted at least three minutes before the start time.

131 The sweep-to-fill flag and display size are only valid for US stocks routed
through SMART, and will be ignored.
132 This order cannot be transmitted without a clearing account.
133 Submit new order failed.
134 Modify order failed.
135 Can't find order with ID =
136 This order cannot be cancelled.
137 VWAP orders can only be cancelled up to three minutes before the start time.

138 Could not parse ticker request:

139 Parsing error:
140 The size value should be an integer:
141 The price value should be a double:
142 Institutional customer account does not have account info
143 Requested ID is not an integer number.
144 Order size does not match total share allocation.
To adjust the share allocation, right-click on the order and select “Modify >
Share Allocation.”
145 Error in validating entry fields -
146 Invalid trigger method.
147 The conditional contract info is incomplete.
148 A conditional order can only be submitted when the order type is set to limit or
market.
151 This order cannot be transmitted without a user name.
152 The "hidden" order attribute may not be specified for this order.

153 EFPs can only be limit orders.

154 Orders cannot be transmitted for a halted security.
155 A sizeOp order must have a username and account.
156 A SizeOp order must go to IBSX
157 An order can be EITHER Iceberg or Discretionary. Please remove either the Dis-
cretionary amount or the Display size.
158 You must specify an offset amount or a percent offset value.
159 The percent offset value must be between 0% and 100%.
160 The size value cannot be zero.

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Code Description
161 Cancel attempted when order is not in a cancellable state. Order permId =

162 Historical market data Service error message.

163 The price specified would violate the percentage constraint specified in the
default order settings.
164 There is no market data to check price percent violations.
165 Historical market Data Service query message.
166 HMDS Expired Contract Violation.
167 VWAP order time must be in the future.
168 Discretionary amount does not conform to the minimum price variation for this
contract.

Code Description
200 No security definition has been found for the request.
201 Order rejected - Reason:
202 Order cancelled - Reason:
203 The security <security> is not available or allowed for this account.

Code Description
300 Can't find EId with ticker Id:
301 Invalid ticker action:
302 Error parsing stop ticker string:
303 Invalid action:
304 Invalid account value action:
305 Request parsing error, the request has been ignored.
306 Error processing DDE request:
307 Invalid request topic:
308 Unable to create the 'API' page in TWS as the maximum number of pages
already exists.
309 Max number (3) of market depth requests has been reached.

Note: TWS currently limits users to a maximum of 3 dis-

tinct market depth requests. This same restriction
applies to API clients, however API clients may
make multiple market depth requests for the same
security.

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310 Can't find the subscribed market depth with tickerId:

311 The origin is invalid.
312 The combo details are invalid.
313 The combo details for leg '<leg number>' are invalid.
314 Security type 'BAG' requires combo leg details.
315 Stock combo legs are restricted to SMART order routing.
316 Market depth data has been HALTED. Please re-subscribe.
317 Market depth data has been RESET. Please empty deep book contents before
applying any new entries.
319 Invalid log level <log level>
320 Server error when reading an API client request.
321 Server error when validating an API client request.
322 Server error when processing an API client request.

If you get this error when submitting a reqAccountSummary() request, unsub-

scribe from one reqAccountSummary() request and then resubmit the request.
reqAccountSummary() only allows two concurrent requests.
323 Server error: cause - %s
324 Server error when reading a DDE client request (missing information).

325 Discretionary orders are not supported for this combination of exchange and
order type.
326 Unable to connect as the client id is already in use. Retry with a unique client
id.
327 Only API connections with clientId set to 0 can set the auto bind TWS orders
property.
328 Trailing stop orders can be attached to limit or stop-limit orders only.

329 Order modify failed. Cannot change to the new order type.
330 Only FA or STL customers can request managed accounts list.
331 Internal error. FA or STL does not have any managed accounts.

332 The account codes for the order profile are invalid.
333 Invalid share allocation syntax.
334 Invalid Good Till Date order
335 Invalid delta: The delta must be between 0 and 100.

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336 The time or time zone is invalid.

The correct format is hh:mm:ss xxx
where xxx is an optionally specified time-zone. E.g.: 15:59:00 EST
Note that there is a space between the time and the time zone.
If no time zone is specified, local time is assumed.

337 The date, time, or time-zone entered is invalid. The correct format is yyyym-
mdd hh:mm:ss xxx
where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 EST
Note that there is a space between the date and time, and between the time
and time-zone.
If no date is specified, current date is assumed.
If no time-zone is specified, local time-zone is assumed.

338 Good After Time orders are currently disabled on this exchange.

339 Futures spread are no longer supported. Please use combos instead.

340 Invalid improvement amount for box auction strategy.

341 Invalid delta. Valid values are from 1 to 100.
You can set the delta from the "Pegged to Stock" section of the Order Ticket
Panel, or by selecting Page/Layout from the main menu and adding the Delta
column.
342 Pegged order is not supported on this exchange.
343 The date, time, or time-zone entered is invalid. The correct format is yyyym-
mdd hh:mm:ss xxx
where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 EST
Note that there is a space between the date and time, and between the time
and time-zone.
If no date is specified, current date is assumed.
If no time-zone is specified, local time-zone is assumed.

344 The account logged into is not a financial advisor account.

345 Generic combo is not supported for FA advisor account.
346 Not an institutional account or an away clearing account.
347 Short sale slot value must be 1 (broker holds shares) or 2 (delivered from else-
where).
348 Order not a short sale -- type must be SSHORT to specify short sale slot.

349 Generic combo does not support "Good After" attribute.

350 Minimum quantity is not supported for best combo order.

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351 The "Regular Trading Hours only" flag is not valid for this order.

352 Short sale slot value of 2 (delivered from elsewhere) requires location.

353 Short sale slot value of 1 requires no location be specified.

354 Not subscribed to requested market data.
355 Order size does not conform to market rule.
356 Smart-combo order does not support OCA group.
357 Your client version is out of date.
358 Smart combo child order not supported.
359 Combo order only supports reduce on fill without block(OCA).
360 No whatif check support for smart combo order.
361 Invalid trigger price.
362 Invalid adjusted stop price.
363 Invalid adjusted stop limit price.
364 Invalid adjusted trailing amount.
365 No scanner subscription found for ticker id:
366 No historical data query found for ticker id:
367 Volatility type if set must be 1 or 2 for VOL orders. Do not set it for other order
types.
368 Reference Price Type must be 1 or 2 for dynamic volatility management. Do not
set it for non-VOL orders.
369 Volatility orders are only valid for US options.
370 Dynamic Volatility orders must be SMART routed, or trade on a Price Improve-
ment Exchange.
371 VOL order requires positive floating point value for volatility. Do not set it for
other order types.
372 Cannot set dynamic VOL attribute on non-VOL order.
373 Can only set stock range attribute on VOL or RELATIVE TO STOCK order.

374 If both are set, the lower stock range attribute must be less than the upper stock
range attribute.
375 Stock range attributes cannot be negative.
376 The order is not eligible for continuous update. The option must trade on a
cheap-to-reroute exchange.
377 Must specify valid delta hedge order aux. price.
378 Delta hedge order type requires delta hedge aux. price to be specified.

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379 Delta hedge order type requires that no delta hedge aux. price be specified.

380 This order type is not allowed for delta hedge orders.
381 Your DDE.dll needs to be upgraded.
382 The price specified violates the number of ticks constraint specified in the
default order settings.
383 The size specified violates the size constraint specified in the default order set-
tings.
384 Invalid DDE array request.
385 Duplicate ticker ID for API scanner subscription.
386 Duplicate ticker ID for API historical data query.
387 Unsupported order type for this exchange and security type.
388 Order size is smaller than the minimum requirement.
389 Supplied routed order ID is not unique.
390 Supplied routed order ID is invalid.
391 The time or time-zone entered is invalid. The correct format is hh:mm:ss xxx
where xxx is an optionally specified time-zone. E.g.: 15:59:00 EST.
Note that there is a space between the time and the time zone.
If no time zone is specified, local time is assumed.

392 Invalid order: contract expired.

393 Short sale slot may be specified for delta hedge orders only.
394 Invalid Process Time: must be integer number of milliseconds between 100 and
2000. Found:
395 Due to system problems, orders with OCA groups are currently not being accep-
ted.
396 Due to system problems, application is currently accepting only Market and
Limit orders for this contract.
397 Due to system problems, application is currently accepting only Market and
Limit orders for this contract.
398 < > cannot be used as a condition trigger.
399 Order message error

Code Description
400 Algo order error.
401 Length restriction.

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402 Conditions are not allowed for this contract.

403 Invalid stop price.
404 Shares for this order are not immediately available for short sale. The order
will be held while we attempt to locate the shares.

405 The child order quantity should be equivalent to the parent order size.

406 The currency < > is not allowed.

407 The symbol should contain valid non-unicode characters only.
408 Invalid scale order increment.
409 Invalid scale order. You must specify order component size.
410 Invalid subsequent component size for scale order.
411 The "Outside Regular Trading Hours" flag is not valid for this order.

412 The contract is not available for trading.

413 What-if order should have the transmit flag set to true.
414 Snapshot market data subscription is not applicable to generic ticks.

415 Wait until previous RFQ finishes and try again.

416 RFQ is not applicable for the contract. Order ID:
417 Invalid initial component size for scale order.
418 Invalid scale order profit offset.
419 Missing initial component size for scale order.
420 Invalid real-time query.
421 Invalid route.
422 The account and clearing attributes on this order may not be changed.

423 Cross order RFQ has been expired. THI committed size is no longer avail-
able. Please open order dialog and verify liquidity allocation.

424 FA Order requires allocation to be specified.

425 FA Order requires per-account manual allocations because there is no com-
mon clearing instruction. Please use order dialog Adviser tab to enter the
allocation.
426 None of the accounts have enough shares.
427 Mutual Fund order requires monetary value to be specified.
428 Mutual Fund Sell order requires shares to be specified.
429 Delta neutral orders are only supported for combos (BAG security type).

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430 We are sorry, but fundamentals data for the security specified is not avail-
able.
431 What to show field is missing or incorrect.
432 Commission must not be negative.
433 Invalid "Restore size after taking profit" for multiple account allocation scale
order.
434 The order size cannot be zero.
435 You must specify an account.
436 You must specify an allocation (either a single account, group, or profile).

437 Order can have only one flag Outside RTH or Allow PreOpen.
438 The application is now locked.
439 Order processing failed. Algorithm definition not found.
440 Order modify failed. Algorithm cannot be modified.
441 Algo attributes validation failed:
442 Specified algorithm is not allowed for this order.
443 Order processing failed. Unknown algo attribute.
444 Volatility Combo order is not yet acknowledged. Cannot submit changes at
this time.
445 The RFQ for this order is no longer valid.
446 Missing scale order profit offset.
447 Missing scale price adjustment amount or interval.
448 Invalid scale price adjustment interval.
449 Unexpected scale price adjustment amount or interval.
40 Dividend schedule query failed.

Code Description
501 Already connected.
502 Couldn't connect to TWS. Confirm that API is enabled in TWS via the Con-
figure>API menu command.
503 Your version of TWS is out of date and must be upgraded.
504 Not connected.
505 Fatal error: Unknown message id.
506 Unsupported version. For Java clients only.
507 Bad message length. For Java clients only.
508 Bad message. For Java clients only.

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510 Request market data - sending error:

511 Cancel market data - sending error:
512 Order - sending error:
513 Account update request - sending error:
514 Request for executions - sending error:
515 Cancel order - sending error:
516 Request open order - sending error:
517 Unknown contract. Verify the contract details supplied.
518 Request contract data - sending error:
519 Request market depth - sending error:
520 Cancel market depth - sending error:
521 Set server log level - sending error:
522 FA Information Request - sending error:
523 FA Information Replace - sending error:
524 Request Scanner subscription - sending error:
525 Cancel Scanner subscription - sending error:
526 Request Scanner parameter - sending error:
527 Request Historical data - sending error:
528 Cancel Historical data - sending error:
529 Request real-time bar data - sending error:
530 Cancel real-time bar data - sending error:
531 Request Current Time - Sending error:

Code Description
10000 Cross currency combo error.
10001 Cross currency vol error.

10002 Invalid non-guaranteed legs.

10003 IBSX not allowed.
10005 Read-only models.
10006 Missing parent order.
10007 Invalid hedge type.
10008 Invalid beta value.
10009 Invalid hedge ratio.
10010 Invalid delta hedge order.

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10011 Currency is not supported for Smart combo.

10012 Invalid allocation percentage
10013 Smart routing API error (Smart routing opt-out required).
10014 PctChange limits.
10015 Trading is not allowed in the API.
10016 Contract is not visible.
10017 Contracts are not visible.
10018 Orders use EV warning.
10019 Trades use EV warning.
10020 Display size should be smaller than order size.
10021 Invalid leg2 to Mkt Offset API.
10022 Invalid Leg Prio API.
10023 Invalid combo display size API.
10024 Invalid don’t start next legin API.
10025 Invalid leg2 to Mkt time1 API.
10026 Invalid leg2 to Mkt time2 API.
10027 Invalid combo routing tag API.

System Message Codes

Code Description
1100 Connectivity between IB and TWS has been lost.
1101 Connectivity between IB and TWS has been restored-
data lost.*
1102 Connectivity between IB and TWS has been restored-
data maintained.
1300 TWS socket port has been reset and this connection is
being dropped.
Please reconnect on the new port - <port_num>
*Market and account data subscription requests must be resubmitted

Warning Message Codes

Code Description
2100 New account data requested from TWS. API client has been unsub-
scribed from account data.
2101 Unable to subscribe to account as the following clients are subscribed to
a different account.
2102 Unable to modify this order as it is still being processed.
2103 A market data farm is disconnected.

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2104 A market data farm is connected.

2105 A historical data farm is disconnected.
2106 A historical data farm is connected.
2107 A historical data farm connection has become inactive but should be
available upon demand.
2108 A market data farm connection has become inactive but should be avail-
able upon demand.
2109 Order Event Warning: Attribute “Outside Regular Trading Hours” is
ignored based on the order type and destination. PlaceOrder is now pro-
cessed.
2110 Connectivity between TWS and server is broken. It will be restored auto-
matically.

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Historical Data Limitations

Historical data requests are subject to the following limitations:

l Historical data requests that use a bar size below 30 seconds can only go back six months.
l Historical data requests can go back one full calendar year or more, depending on the number of concurrent real-
time market data lines:

Number of Market Historical Data

Data Lines Request Limit
Less than 499 One year
500 - 749 Two years
750 - 999 Three years
1000 Four years

Market data lines can be increased based on monthly commission amounts, amount of equity and Quote Booster sub-
scriptions.

l For more information on how market data is affected by commissions and equity, see the second-to-the-last Note
(the long note with the examples) at the bottom of the Market Data page on our website.
l For more information on Quote Boosters, see the Quote Boosters page on our website. You subscribe to Quote
Boosters on the Market Data Subscriptions page in Account Management.

Pacing Violations
All of the API technologies support historical data requests. However, requesting the same historical data in a short
period of time can cause extra load on the backend and subsequently cause pacing violations. The error code and mes-
sage that indicates a pacing violation is:

162 - Historical Market Data Service error message: Historical data request pacing violation

The following conditions can cause a pacing violation:

l Making identical historical data requests within 15 seconds;

l Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.
Also, observe the following limitation when requesting historical data:

l Do not make more than 60 historical data requests in any ten-minute period.
l If the whatToShow parameter in reqHistoricalData() is set to BID_ASK, then this counts as two requests and we
will call BID and ASK historical data separately.

Note: For more information about historical data requests, see Viewing Historical Data in the DDE
for Excel chapter, reqHistoricalDataEx() in the ActiveX chapter, reqHistoricalData() in the
C++ chapter, and reqHistoricalData() in the Java chapter.

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Minimum Bar Size Settings for Historical Data Requests

The following table lists the minimum bar size settings for API historical data requests.

Duration Minimum Bar Size

1 min 1 second
5 mins 1 second
15 mins 1 second
1 hour 5 seconds
2 hours 5 seconds
4 hours 10 seconds
1 day 30 seconds
2 days 1 minute

1 week 10 minutes

2 weeks 15 minutes
1 month 30 minutes
3 months 1 day
Everything else 1 day

Valid Duration and Bar Size Settings for Historical Data Requests
The following table lists the minimum bar size settings for API historical data requests.

The following table lists valid duration and bar size settings for API historical data requests. Please note that these are
only guidelines.

Duration Bar Size

1Y 1 day
6M 1 day
3M 1 day
1M 1 day, 1 hour
1W 1 day, 1 hour, 30 mins, 15 mins
2D 1 hour, 30 mins, 15 mins, 3 mins, 2 mins, 1 min
1D 1 hour, 30 mins, 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs
14400 S (4 hrs) 1 hour, 30 mins, 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs,
15 secs
7200 S (2 hrs) 1 hour, 30 mins, 15 mins, 5mins, 3 mins, 2 mins, 1 min, 30 secs,
15 secs, 5 secs

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Duration Bar Size

3600 S (1 hr) 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs,
1800 S (30 mins) 15 mins, 5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1
secs
960 S (15 mins.) 5 mins, 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1 secs
300 S (5 mins) 3 mins, 2 mins, 1 min, 30 secs, 15 secs, 5 secs, 1 secs
60 S ( 1 min) 30 secs, 15 secs, 5 secs, 1 secs

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Tick Types
The following table lists all possible values for the tickType parameter, which is used in the following ActiveX events,
C++ EWrapper functions, and Java EWrapper methods:

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

Tick Value Description Event/Function/Method

-1 Not applicable. --
0 BID_SIZE tickSize()
1 BID_PRICE tickPrice()
2 ASK_PRICE tickPrice()
3 ASK_SIZE tickSize()
4 LAST_PRICE tickPrice()
5 LAST_SIZE tickSize()
6 HIGH tickPrice()
7 LOW tickPrice()
8 VOLUME tickSize()
9 CLOSE_PRICE tickPrice()
10 BID_OPTION_COMPUTATION tickOptionComputation()
See Note 1 below
11 ASK_OPTION_COMPUTATION tickOptionComputation()
See Note 1 below
12 LAST_OPTION_COMPUTATION tickOptionComputation()
See Note 1 below
13 MODEL_OPTION_COMPUTATION tickOptionComputation()
See Note 1 below
14 OPEN_TICK tickPrice()
15 LOW_13_WEEK tickPrice()
16 HIGH_13_WEEK tickPrice()
17 LOW_26_WEEK tickPrice()
18 HIGH_26_WEEK tickPrice()

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Tick Value Description Event/Function/Method

19 LOW_52_WEEK tickPrice()
20 HIGH_52_WEEK tickPrice()
21 AVG_VOLUME tickSize()
22 OPEN_INTEREST tickSize()
23 OPTION_HISTORICAL_VOL tickGeneric()
24 OPTION_IMPLIED_VOL tickGeneric()
25 OPTION_BID_EXCH NOT USED
26 OPTION_ASK_EXCH NOT USED
27 OPTION_CALL_OPEN_INTEREST tickSize()
28 OPTION_PUT_OPEN_INTEREST tickSize()
29 OPTION_CALL_VOLUME tickSize()
30 OPTION_PUT_VOLUME tickSize()
31 INDEX_FUTURE_PREMIUM tickGeneric()
32 BID_EXCH tickString()
33 ASK_EXCH tickString()
34 AUCTION_VOLUME tickSize()
35 AUCTION_PRICE tickPrice()
36 AUCTION_IMBALANCE tickSize()
37 MARK_PRICE tickPrice()
38 BID_EFP_COMPUTATION tickEFP()
39 ASK_EFP_COMPUTATION tickEFP()
40 LAST_EFP_COMPUTATION tickEFP()
41 OPEN_EFP_COMPUTATION tickEFP()
42 HIGH_EFP_COMPUTATION tickEFP()
43 LOW_EFP_COMPUTATION tickEFP()
44 CLOSE_EFP_COMPUTATION tickEFP()
45 LAST_TIMESTAMP tickString()
46 SHORTABLE tickString()
47 FUNDAMENTAL_RATIOS tickString()
48 RT_VOLUME tickString()
49 HALTED See Note 2 below.
50 BIDYIELD tickPrice()
See Note 3 below
51 ASKYIELD tickPrice()
See Note 3 below

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Tick Value Description Event/Function/Method

52 LASTYIELD tickPrice()
See Note 3 below
53 CUST_OPTION_COMPUTATION tickOptionComputation()
54 TRADE_COUNT tickGeneric()
55 TRADE_RATE tickGeneric()
56 VOLUME_RATE tickGeneric()

1. Tick types BID_OPTION_COMPUTATION, ASK_OPTION_COMPUTATION, LAST_OPTION_

COMPUTATION, and MODEL_OPTION_COMPUTATION return all Greeks (delta, gamma, vega, theta), the
underlying price and the stock and option reference price when requested. MODEL_OPTION_COMPUTATION
also returns model implied volatility.
2. Prior to TWS Version 939, when trading is halted for a contract, TWS receives a special tick: haltedLast=1. When
trading is resumed, TWS receives haltedLast=0. A tick type, HALTED, tick ID = 49, is available in regular mar-
ket data via the API to indicate this halted state. Possible values for this tick type are:

0 = Not halted
1 = Halted.

Beginning with TWS Version 939, possible values for the HALTED tick type are:

0 = Not halted
1 = General halt (trading halt is imposed for purely regulatory reasons) with/without volatility halt.
2 = Volatility only halt (trading halt is imposed by the exchange to protect against extreme volatility).
3. Applies to bond contracts only.

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Generic Tick Types

For all socket-based API technologies, including the socket client library, ActiveX and Java, we provide several types of
market data ticks that can be requested as a part of the market data request.

Starting with API version 9.0 (client version 30), version 6 of the REQ_MKT_DATA message is sent containing a new
field that specifies the requested ticks as a list of comma-delimited integer Ids (generic tick types). Requests for these
ticks will be answered if the tick type requested pertains to the contract at issue.

Note that Generic Tick Tags cannot be specified if you elect to use the Snapshot market data subscription.

The generic market data tick types are:

Resulting
Integer ID Value Tick Type Tick
Value
100 Option Volume (currently for stocks) 29, 30

101 Option Open Interest (currently for stocks) 27, 28

104 Historical Volatility (currently for stocks) 23

106 Option Implied Volatility (currently for stocks) 24

162 Index Future Premium 31

165 Miscellaneous Stats 15, 16,
17, 18,
19, 20,
21
221 Mark Price (used in TWS P&L computations) 37

225 Auction values (volume, price and imbalance) 34, 35,

36
233 RTVolume - contains the last trade price, last trade size, last trade 48
time, total volume, VWAP, and single trade flag.
236 Shortable 46
256 Inventory
258 Fundamental Ratios 47

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Resulting
Integer ID Value Tick Type Tick
Value
292 Receive top news for underlying contracts from TWS for news feeds to 62
which you have subscribed (in Account Management). Use secType =
NEWS in the Contract object. See Requesting News for examples.

You will receive at least one news tick regardless of its timeliness (it
could be new or it could be weeks old). Some news providers limit us
to maximum news retention of 30 days, so those limitations may affect
which news you see. Otherwise you will receive a maximum of five of
the most recent news items in the last 24 hours, and you will receive
additional news items as they come in.
411 Realtime Historical Volatility 58
456 IBDividends 59

Using the SHORTABLE Tick

In TWS, there is a SHORTABLE column, as shown below. The column describes number of shares with which the secur-
ity can be sold short.

The color GREEN indicates that at least 1000 shares are available to sell short. DARK GREEN indicates that this con-
tract can be sold short but that at the moment there are no shares available for short sale, and that the system is searching
for shares. RED indicates that no shares are available for short sale.

With API 9.30 or higher, the shorting indicator is supported for all socket connections. The functionality equates to the
SHORTABLE column in the TWS workstation.

When invoking the reqMktDataEx()/reqMktData() methods, you must include generic ticktype 236 in the argument to
obtain the shortable value. For example:

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The Shortable tick determines if SHORT SELL orders for a contract will be accepted. Analyze the value returned from
tickGeneric(int tickerId, int tickType, double value) as follows:

if (value > 2.5) { // 3.0

// There are at least 1000 shares available for a short sale
// In TWS, this is identical to GREEN status
}
else if (value > 1.5) { // 2.0
// This contract will be available for short sale if shares can be // located
// In TWS, this is identical to DARK GREEN status
}
else if (value > 0.5) { // 1.0
// Not available for short sale
// In TWS, this is identical to RED status
}
else {
// unknown value
}
Note: This feature is supported as of server version 33 (872 release of TWS).

TAG Values for FUNDAMENTAL_RATIOS tickType

The FUNDAMENTAL_RATIOS tickType (Tick Value 47) lets you request fundamental ratios in the form TAG-
G=VALUE, TAG2=VALUE2, and so on. This ratios are sent using the tickGeneric() callback. The following table lists
all the TAG values for FUNDAMENTAL_RATIOS.

TAG Description
NPRICE Closing Price
This is the closing price for the issue from the day it last traded. It is also referred to
as the Current Price. Note that some issues may not trade every day, and therefore it
is possible for this price to come from a date prior to the last business day.

Three_Year_ 3 year trailing twelve months growth.

TTM_
Growth
TTM_over_TTM Trailing twelve months over trailing twelve months.
NHIG High Price
This price is the highest price the stock traded at in the last 12 months. This could
be an intra-day high.
NLOW Low Price
This price is the lowest price the stock traded at in the last 12 months. This could
be an intra-day low.
PDATE Pricing date
The pricing date is the date at which the issue was last priced.
VOL10DAVG Volume
This is the daily average of the cumulative trading volume for the last ten days.

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TAG Description
MKTCAP Market capitalization
This value is calculated by multiplying the current Price by the current number of
shares outstanding.
TTMEPSXCLX EPS excluding extraordinary items
This is the Adjusted Income Available to Common Stockholders for the trailing
twelve months divided by the trailing twelve month Diluted Weighted Average
Shares Outstanding.

AEPSNORM EPS Normalized

This is the Normalized Income Available to Common Stockholders for the most
recent annual period divided by the same period's Diluted Weighted Average
Shares Outstanding.
TTMREVPS Revenue/share
This value is the trailing twelve month Total Revenue divided by the Average
Diluted Shares Outstanding for the trailing twelve months.
Note: Most banks and insurance companies do not report rev-
enues when they announce their preliminary quarterly
financial results in the press. When this happens, the
trailing twelve month values will not be available
(NA).

QBVPS Book value (Common Equity) per share

This is defined as the Common Shareholder's Equity divided by the Shares Out-
standing at the end of the most recent interim period. Book Value is the Total Share-
holder's Equity minus Preferred Stock and Redeemable Preferred Stock.

QTANBVPS Book value (tangible) per share

This is the interim Tangible Book Value divided by the Shares Outstanding at the
end of the most recent interim period. Tangible Book Value is the Book Value
minus Goodwill and Intangible Assets for the same period.

QCSHPS Cash per share

This is the Total Cash plus Short Term Investments divided by the Shares Out-
standing at the end of the most recent interim period.
Note: This does NOT include cash equivalents that may be
reported under long term assets.

TTMCFSHR Cash Flow per share

This value is the trailing twelve month Cash Flow divided by the trailing twelve
month Average Shares Outstanding. Cash Flow is defined as the sum of Income
After Taxes minus Preferred Dividends and General Partner Distributions plus
Depreciation, Depletion and Amortization.

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TAG Description
TTMDIVSHR Dividends per share
This is the sum of the Cash Dividends per share paid to common stockholders dur-
ing the last trailing twelve month period.

IAD Dividend rate

This value is the total of the expected dividend payments over the next twelve
months. It is generally the most recent cash dividend paid or declared multiplied by
the dividend payment frequency, plus any recurring extra dividends.

PEEXCLXOR P/E excluding extraordinary items

This ratio is calculated by dividing the current Price by the sum of the Diluted
Earnings Per Share from continuing operations BEFORE Extraordinary Items and
Accounting Changes over the last four interim periods.

APENORM P/E Normalized

This is the Current Price divided by the latest annual Normalized Earnings Per
Share value.
TMPR2REV Price to sales
This is the current Price divided by the Sales Per Share for the trailing twelve
months. If there is a preliminary earnings announcement for an interim period that
has recently ended, the revenue (sales) values from this announcement will be used
in calculating the trailing twelve month revenue per share. NOTE: Most Banks and
Finance companies do not report revenues when they announce their preliminary
interim financial results in the press. When this happens, the trailing twelve month
values will not be available (NA) until the complete interim filing is released.

PR2TANBK Price to Tangible Book

This is the Current Price divided by the latest annual Tangible Book Value Per
Share. Tangible Book Value Per Share is defined as Book Value minus Goodwill
and Intangible Assets divided by the Shares Outstanding at the end of the fiscal
period.

TTMPRCFPS Price to Cash Flow per share

This is the current Price divided by Cash Flow Per Share for the trailing twelve
months. Cash Flow is defined as Income After Taxes minus Preferred Dividends and
General Partner Distributions plus Depreciation, Depletion and Amortization.

PRICE2BK Price to Book

This is the Current Price divided by the latest interim period Book Value Per
Share.

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TAG Description
QCURRATIO Current ratio
This is the ratio of Total Current Assets for the most recent interim period divided
by Total Current Liabilities for the same period. NOTE: This item is Not Available
(NA) for Banks, Insurance companies and other companies that do not distinguish
between current and long term assets and liabilities.

QQUICKRATI Quick ratio

Also known as the Acid Test Ratio, this ratio is defined as Cash plus Short Term
Investments plus Accounts Receivable for the most recent interim period divided by
the Total Current Liabilities for the same period. NOTE: This item is Not Available
(NA) for Banks, Insurance companies and other companies that do not distinguish
between current and long term assets and liabilities.

QLTD2EQ LT debt/equity
This ratio is the Total Long Term Debt for the most recent interim period divided
by Total Shareholder Equity for the same period.

QTOTD2EQ Total debt/total equity

This ratio is Total Debt for the most recent interim period divided by Total Share-
holder Equity for the same period. NOTE: This is Not Meaningful (NM) for banks.

TTMPAYRAT Payout ratio

This ratio is the percentage of the Primary/Basic Earnings Per Share Excluding
Extraordinary Items paid to common stockholders in the form of cash dividends dur-
ing the trailing twelve months.

TTMREV Revenue
This is the sum of all revenue (sales) reported for all operating divisions for the
most recent TTM period. NOTE: Most banks and Insurance companies do not
report revenues when they announce their preliminary quarterly financial results in
the press. When this happens, the quarterly value will not be available (NA).

TTMEBITD EBITD
Earnings Before Interest, Taxes, Depreciation and Amortization (EBITDA) is EBIT
for the trailing twelve months plus the same period's Depreciation and Amortization
expenses (from the Statement of Cash Flows). NOTE: This item is only available for
Industrial and Utility companies.

TTMEBT Earnings before taxes

Also known as Pretax Income and Earnings Before Taxes, this is Total Revenue for
the most recent TTM period minus Total Expenses plus Non-operating Income
(Expenses) for the same period.

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TAG Description
TTMNIAC Net Income available to common
This is the trailing twelve month dollar amount accruing to common shareholders
for dividends and retained earnings. Income Available to Common Shareholders is
calculated as trailing twelve month Income After Taxes plus Minority Interest and
Equity in Affiliates plus Preferred Dividends, General Partner Distributions and US
GAAP Adjustments. NOTE: Any adjustment that is negative (ie. Preferred Stock
Dividends) would be subtracted from Income After Taxes.

AEBTNORM Earnings before taxes Normalized

This is the Income Before Tax number excluding the impact of all unusual/one-
time/special charges items for the most recent annual period.

ANIACNORM Net Income Available to Common, Normalized

This is the annual dollar amount accruing to common shareholders for dividends
and retained earnings excluding the impact of all unusual/one-time/special charges
items.
TTMGROSMGN Gross Margin
This value measures the percent of revenue left after paying all direct production
expenses. It is calculated as the trailing 12 months Total Revenue minus the trailing
12 months Cost of Goods Sold divided by the trailing 12 months Total Revenue
and multiplied by 100. NOTE: This item is only available for Industrial and Utility
companies.

TTMNPMGN Net Profit Margin %

Also known as Return on Sales, this value is the Income After Taxes for the trail-
ing twelve months divided by Total Revenue for the same period and is expressed
as a percentage. NOTE: Most Banks and Finance companies do not report revenues
when they announce their preliminary quarterly financial results in the press. When
this happens, the trailing twelve month value will not be available (NA).

TTMOPMGN Operating margin

This value measures the percent of revenues remaining after paying all operating
expenses. It is calculated as the trailing 12 months Operating Income divided by
the trailing 12 months Total Revenue, multiplied by 100. Operating Income is
defined as Total Revenue minus Total Operating Expenses.

APTMGNPCT Pretax margin

This value represents Income Before Taxes for the most recent fiscal year expressed
as a percent of Total Revenue for the most recent fiscal year.

TTMROAPCT Return on average assets

This value is the Income After Taxes for the trailing twelve months divided by the
Average Total Assets, expressed as a percentage. Average Total Assets is calculated
by adding the Total Assets for the 5 most recent quarters and dividing by 5.

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TAG Description
TTMROEPCT Return on average equity
This value is the Income Available to Common Stockholders for the trailing
twelve months divided by the Average Common Equity and is expressed as a per-
centage. Average Common Equity is calculated by adding the Common Equity for
the 5 most recent quarters and dividing by 5.

TTMROIPCT Return on investment

This value is the trailing twelve month Income After Taxes divided by the average
Total Long Term Debt, Other Long Term Liabilities and Shareholders Equity,
expressed as a percentage.

REVCHNGYR Revenue Change %

This value is calculated as the most recent interim period Sales minus the Sales for
the same interim period 1 year ago divided by the Sales for the same interim period
one year ago, multiplied by 100.

TTMREVCHG Revenue Change %

This is the percent change in the trailing twelve month Sales as compared to the
same trailing twelve month period one year ago. It is calculated as the trailing
twelve month Sales minus the trailing twelve month Sales one year ago divided by
the trailing twelve month Sales one year ago, multiplied by 100.

REVTRENDGR Revenue growth rate

The Five Year Revenue Growth Rate is the annual compounded growth rate of
Revenues over the last 5 years.
EPSCHNGYR EPS Change %
This value is calculated as the most recent interim period EPS minus the EPS for
the same interim period 1 year ago divided by the EPS for the same interim period
one year ago, multiplied by 100. NOTE: EPS must be positive for both periods. If
either EPS value is negative, the result in Not Meaningful (NM).

TTMEPSCHG EPS Change %

This is the percent change in the trailing twelve month EPS as compared to the
same trailing twelve month period one year ago. It is calculated as the trailing
twelve month EPS minus the trailing twelve month EPS one year ago divided by
the trailing twelve month EPS one year ago, multiplied by 100. NOTE: If either
value has a negative value, the resulting value will be Not Meaningful (NM).

EPSTRENDGR EPS growth rate

This growth rate is the compound annual growth rate of Earnings Per Share Exclud-
ing Extraordinary Items and Discontinued Operations over the last 5 years. NOTE:
If the value for either the most recent year or the oldest year is zero or negative, the
growth rate cannot be calculated and a 'NA' (Not Available) code will be used.

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TAG Description
DIVGRPCT Growth rate % - dividend
The Dividend Growth Rate is the compound annual growth rate in dividends per
share. DIVGR% is calculated for 3 years whenever 4 years of dividends are avail-
able.

IBDividends Tick Example

The IBDividends generic tick returns a comma-separated list of dividends in the following order:

1. sum of dividends for the past 12 months

2. sum of dividends for the next 12 months
3. next dividend date
4. next single dividend amount

Example

Here is an example of an IBDividends tick update for the symbol MSFT:

0.83,0.92,20130219,0.23

Where

0.83 = sum of dividends for the past 12 months

0.92 - sum of dividends for the next 12 months

20130219 - next dividend date

0.23 - next single dividend amount

RTVolume

RTVolume is one of the generic tick tags that can be requested as part of a market data request. RTVolume returns the
following:

l Last trade price

l Last trade size
l Last trade time
l Total volume
l VWAP
l Single trade flag - True indicates the trade was filled by a single market maker; False indicates multiple market-
makers helped fill the trade

RTVolume is the API equivalent to opening the Time and Sales Window in Trader Workstation and viewing the updates
in real time. To implement this, you must include 233 in the genericTicklist parameter in your market data request.

You will receive the RTVolume update through the tickString() event within field value 48.

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Example

Here is an example of the RTVolume formatting for AAPL:

RTVolume=701.28;1;1348075471534;67854;701.46918464;true

RTVolume=701.26;3;1348075476533;67857;701.46917554;false

RTVolume=701.27;3;1348075482034;67860;701.46916674;true

RTVolume=701.27;3;1348075482336;67863;701.46915809;false

RTVolume=701.25;1;1348075483534;67864;701.46915486;true

RTVolume=701.24;1;1348075487029;67865;701.46915151;true

RTVolume=701.25;1;1348075489787;67866;701.46914828;true

RTVolume=701.32;4;1348075490787;67870;701.46913949;true

RTVolume=701.32;2;1348075493802;67872;701.46913497;true

RTVolume=701.29;1;1348075494789;67873;701.46913233;true

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Order Types and IBAlgos

This section includes the following topics:

l Supported Order Types

l IBAlgo Parameters
l CSFB Algo Parameters

Supported Order Types

IB’s API technologies support the order types listed below.

API orders only mimic the behavior of Trader Workstation (TWS). Test each order type, ensuring that you can suc-
cessfully submit each one in TWS, before you submit the same order using the API.

Order Type Abbreviation

Limit LMT
Limit Risk
Bracket
Market-to-Limit MTL
Market with Protection MKT PRT
Request for Quote QUOTE
Stop STP
Stop Limit STP LMT
Trailing Limit if Touched TRAIL LIT
Trailing Market If Touched TRAIL MIT
Trailing Stop TRAIL
Trailing Stop Limit TRAIL LIMIT
Speed of Execution
At Auction
Discretionary
Market MKT
Market-if-Touched MIT
Market-on-Close MOC
Market-on-Open MOO
Pegged-to-Market PEG MKT
Relative REL
Sweep-to-Fill

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Order Type Abbreviation

Price Improvement
Box Top BOX TOP
Price Improvement Auction
Block
Limit-on-Close LOC
Limit-on-Open LOO
Limit if Touched LIT
Pegged-to-Midpoint PEG MID
Privacy
Hidden
Iceberg/Reserve
VWAP - Guaranteed VWAP
Time to Market
All-or-None
Fill-or-Kill
Good-after-Time/Date GAT
Good-till-Date/Time GTD
Good-till-Canceled GTC
Immediate-or-Cancel IOC
Advanced Trading
One-Cancels-All OCA
Spreads
Volatility VOL
Algorithmic Trading (Algos)
Arrival Price
Balance Impact and Risk
Minimize Impact
Percent of volume
Scale
TWAP
VWAP - Best Effort
Accumulate/Distribute
IBDARK

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IBAlgo Parameters

Beginning with TWS API Release 9.6, the ActiveX, C++ and Java APIs support the following IBAlgo orders for US
Stocks and US Options:

US Stocks

l Arrival Price (ArrivalPx)

l Dark Ice (DarkIce)
l Percentage of Volume (PctVol)
l TWAP (Twap)
l VWAP (Vwap)
US Options

l Balance Impact and Risk (BalanceImpactRisk)

l Minimize Impact (MinImpact)

US Products

l Accumulate/Distribute (AD)

The following image lists all of the IBAlgo strategies and parameters supported by the API, except Accu-
mulate/Distribute, which is documented in Accumulate/Distribute (AD).

Arrival Price (ArrivalPx)

Parameter Description Syntax

maxPctVol Maximum percentage range: “0.01” – “0.5”
riskAversion Urgency/Risk aversion “Get Done”, “Aggressive”, “Neutral”,
“Passive”
startTime Start time “9:00:00 EST”

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Parameter Description Syntax

endTime End time “15:00:00 EST”
forceCompletion Attempt completion by EOD “0” or “1”
allowPastEndTime Allow trading past end time “0” or “1”

Arrival Price Java Code Example:

Contract m_contract = new Contract();

Order m_order = new Order();

Vector<TagValue> m_algoParams = new Vector<TagValue>();

/** Stocks */

m_contract.m_symbol = "MSFT";

m_contract.m_secType = "STK";

m_contract.m_exchange = "SMART";

m_contract.m_currency = "USD";

/** Arrival Price */

m_algoParams.add( new TagValue("maxPctVol","0.01") );

m_algoParams.add( new TagValue("riskAversion","Passive") );

m_algoParams.add( new TagValue("startTime","9:00:00 EST") );

m_algoParams.add( new TagValue("endTime","15:00:00 EST") );

m_algoParams.add( new TagValue("forceCompletion","0") );

m_algoParams.add( new TagValue("allowPastEndTime","1") );

m_order.m_action = "BUY";

m_order.m_totalQuantity = 1;

m_order.m_orderType = "LMT";

m_order.m_lmtPrice = 0.14

m_order.m_algoStrategy = "ArrivalPx";

m_order.m_algoParams = m_algoParams;

m_order.m_transmit = false;

m_client.placeOrder(40, m_contract, m_order);

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For More Information...

l Arrival Price Algo

Dark Ice (DarkIce)

Parameter Description Syntax

displaySize Display size
startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”
allowPastEndTime Allow trading past end time: “0” or “1”

For More Information...

l Dark Ice Algo

Percentage of Volume (PctVol)

Parameter Description Syntax

pctVol Percentage of volume range: “0.01” – “0.5”
startTime Start time “9:00:00 EST”
endTime End time “15:00:00 EST”]
noTakeLiq Attempt to never take liquidity “0” or “1”

For More Information...

l Percentage of Volume Algo

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TWAP (Twap)

Parameter Description Syntax

strategyType Trade strategy “Marketable”, “Matching Midpoint”,
“Matching Same Side”, “Matching
Last”
startTime Start time “9:00:00 EST”
endTime End time “15:00:00 EST”
allowPastEndTime Allow trading past end time “0” or “1”

For More Information...

l TWAP Algo

VWAP (Vwap)

Parameter Description Syntax

maxPctVol Maximum percentage range: “0.01” – “0.5”
startTime Start time “9:00:00 EST”
endTime End time “15:00:00 EST”
allowPastEndTime Allow trading past end time “0” or “1”
noTakeLiq Attempt to never take liquidity “0” or “1”

For More Information...

l VWAP Algo

Balance Impact and Risk (BalanceImpactRisk)

Parameters Description Syntax

maxPctVol Maximum percentage range: “0.01” – “0.5”
riskAversion Urgency/Risk aversion “Get Done”, “Aggressive”, “Neut-
ral”, “Passive”
forceCompletion Attempt completion by EOD “0” or “1”
allowPastEndTime Allow trading past end time “0” or “1”

Balance Impact and Risk Java Code Example:

Contract m_contract = new Contract();

Order m_order = new Order();

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Vector<TagValue> m_algoParams = new Vector<TagValue>();

/** Options */

m_contract.m_symbol = "C";

m_contract.m_secType = "OPT";

m_contract.m_exchange = "SMART";

m_contract.m_localSymbol = "C 110304C00004500";

/** Balance Impact and Risk (OPT) */

m_algoParams.add( new TagValue("maxPctVol","0.1") );

m_algoParams.add( new TagValue("riskAversion","Aggressive") );

m_algoParams.add( new TagValue("forceCompletion","1") );

m_order.m_action = "BUY";

m_order.m_totalQuantity = 1;

m_order.m_orderType = "LMT";

m_order.m_lmtPrice = 0.14;

m_order.m_algoStrategy = "BalanceImpactRisk";

m_order.m_algoParams = m_algoParams;

m_order.m_transmit = false;

m_client.placeOrder(45, m_contract, m_order);

For More Information...

l Balance Impact and Risk Algo

Minimize Impact (MinImpact)

Parameter Description Syntax

maxPctVol Maximum percentage range: “0.01” – “0.5”

For More Information...

l Minimize Impact

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Accumulate/Distribute (AD)

Parameter Description Syntax

componentSize Quantity of increment Cannot exceed the amount of the
initial order
timeBetweenOrders Time interval
randomizeTime20 Randomize time period by +/- 20% "0" or "1"
randomizeSize55 Randomize size by +/- 55% "0" or "1"
giveUp Number associated with the clearing
catchUp Catch up in time: "0" or "1"
waitForFill Wait for current order to fill before sub- "0" or "1"
mitting next order
startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”

Accumulate Distribute Java Code Example

Contract m_contract = newContract();

Order m_order = newOrder();

Vector<TagValue>m_algoParams = new Vector<TagValue>();

/** Stocks */

m_contract.m_symbol = "IBM";

m_contract.m_secType = "STK";

m_contract.m_exchange = "SMART";

m_contract.m_currency = "USD";

/** Accumulate/Distribute (All) */

m_algoParams.add(newTagValue("componentSize", "100"));

m_algoParams.add(newTagValue("timeBetweenOrders", "60"));

m_algoParams.add(newTagValue("randomizeTime20", "1"));

m_algoParams.add(newTagValue("randomizeSize55", "1"));

m_algoParams.add(newTagValue("giveUp", "1"));

m_algoParams.add(newTagValue("catchUp", "1"));

m_algoParams.add(newTagValue("waitForFill", "1"));

m_algoParams.add(newTagValue("startTime", "20110302-14:30:00 GMT"));

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m_algoParams.add(newTagValue("endTime", "20110302-21:00:00 GMT"));

m_order.m_action = "BUY";

m_order.m_totalQuantity = 700;

m_order.m_orderType = "LMT";

m_order.m_lmtPrice = 140.0;

m_order.m_algoStrategy = "AD";

m_order.m_tif = "DAY";

m_order.m_algoParams = m_algoParams;

m_order.m_transmit = false;

m_client.placeOrder(orderId++, m_contract, m_order);

For More Information...

l Accumulate Distribute Order Type

l TWS Accumulate Distribute

CSFB Algo Parameters

The ActiveX, C++ and Java APIs support the following CSFB algo strategies:

l Crossfinder
l Float
l Guerilla
l Work It IW
l Work It
l Pathfinder
l Reserve
l Strike
l 10B 18
l Tex
l TWAP
l VWAP

The following image lists all of the CSFB algo strategies and parameters supported by the API.

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Crossfinder (CROS)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”
MaxPctVolume Maximum percentage volume range: “0” – “99”
ExecutionStyle Execution style "Normal", "Patient", "Aggressive"

Crossfinder (CROS) Java Code Sample

void onCrossFinderAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:30:00 EST"));

m_algoParams.add(new TagValue("EndTime", "14:30:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "25")); // Max % Volume

m_algoParams.add(new TagValue("ExecutionStyle", "Normal"));

//possible values for ExecutionStyle: Normal, Patient, Aggressive

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Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "CROS";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Float (FLT)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
DisplaySize Display size “50” (integer)
ExecutionStyle Execution style "Normal", "Patient", "Aggressive"

Float (FLT) Java Code Sample

void onFloatCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:30:00 EST"));

m_algoParams.add(new TagValue("DisplaySize", "10")); //iceberg

m_algoParams.add(new TagValue("ExecutionStyle", "Normal"));

//possible values for ExecutionStyle: Normal, Patient, Aggressive

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Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "FLT";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Guerilla (GRRL)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
MaxPctVolume Maximum percentage volume range: “0” – “99”
ExecutionStyle Execution style "Normal", "Patient", "Aggressive"

Guerilla (GRRL) Java Code Sample

void onGuerillaCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:30:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "25")); // Max % Volume

m_algoParams.add(new TagValue("ExecutionStyle", "Patient"));

//possible values for ExecutionStyle: Normal, Patient, Aggressive

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Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "GRRL";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Work It IW (INIW)

Parameter Description Syntax

startTime Start time “9:00:00 EST”

Work It IW (INIW) Java Code Sample

void onWorkItIwCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:30:00 EST"));

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

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order.m_algoStrategy = "INIW";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Work It (INLN)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”
MinPctVolume Minimum percentage volume range: “0” – “99”
MaxPctVolume Maximum percentage volume range: “0” – “99”
ExecutionStyle Execution style "Normal", "Patient", "Aggressive"

Work It (INLN) Java Code Sample

void onWorkItCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:45:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:30:00 EST"));

m_algoParams.add(new TagValue("MinPctVolume", "15")); // Min % Volume

m_algoParams.add(new TagValue("MaxPctVolume", "25")); // Max % Volume

m_algoParams.add(new TagValue("ExecutionStyle", "Patient"));

//possible values for ExecutionStyle: Normal, Patient, Aggressive

Order order = new Order();

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order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "INLN";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Pathfinder (PTHF)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”

Pathfinder (PTHF) Java Code Sample

void onPathFinderCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "13:45:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:30:00 EST"));

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

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order.m_algoStrategy = "PTHF";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Reserve (RSRV)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
DisplaySize Display size “50” (integer)

Reserve (RSRV) Java Code Sample

void onReserveCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("DisplaySize", "50")); //iceberg

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "RSRV";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

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Strike (SNPR)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
DisplaySize Display size “50” (integer)

Strike (SNPR) Java Code Sample

void onStrikeCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("DisplaySize", "50")); //iceberg

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "SNPR";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

10B 18 (TENB) Java Code Sample

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”

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Parameter Description Syntax

MaxPctVolume Maximum percentage volume range: “0” – “99”

10B 18 (TENB) Java Code Sample

void on10BCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:40:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "35")); // Max % Volume

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "TENB";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

Tex (TEX)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”
MaxPctVolume Maximum percentage volume range: “0” – “99”
ExecutionStyle Execution style "Normal", "Patient", "Aggressive"

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Tex (TEX) Java Code Sample

void onTexCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:40:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "47")); // Max % Volume

m_algoParams.add(new TagValue("ExecutionStyle", "Normal"));

//possible values for ExecutionStyle: Normal, Patient, Aggressive

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "TEX";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

TWAP (TWAP)

Parameter Description Syntax

startTime Start time “9:00:00 EST”
endTime End time: “15:00:00 EST”
MaxPctVolume Maximum percentage volume range: “0” – “99”

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TWAP (TWAP) Java Code Sample

void onTwapCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:40:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "48")); // Max % Volume

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "TWAP";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

VWAP (VWAP)

Parameter Description Syntax

startTime Start time “9:00:00
EST”
endTime End time: “15:00:00
EST”
MaxPctVolume Maximum percentage volume range:
“0” –
“99”

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VWAP (VWAP) Java Code Sample

void onVwapCsfbAlgo(){

Contract con = new Contract();

con.m_symbol = "IBM";

con.m_secType = "STK";

con.m_exchange = "CSFBALGO";

con.m_currency = "USD";

Vector<TagValue> m_algoParams = new Vector<TagValue>();

m_algoParams.add(new TagValue("StartTime", "14:40:00 EST"));

m_algoParams.add(new TagValue("EndTime", "15:40:00 EST"));

m_algoParams.add(new TagValue("MaxPctVolume", "49")); // Max % Volume

Order order = new Order();

order.m_action = "BUY";

order.m_totalQuantity = 100;

order.m_orderType = "LMT";

order.m_lmtPrice = 200.0;

order.m_algoStrategy = "VWAP";

order.m_algoParams = m_algoParams;

order.m_transmit = false;

m_client.placeOrder(globalOrderId++, con, order);

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Extended Order Attributes

The extended order attributes below can be used in all placeOrder functions and Open_Order events.

Attribute Possible Values

string m_tif Day, GTC, IOC, GTD
string m_ocaGroup Identifies a member of a one-cancels-all group.
string m_account Institutional only.
string m_openClose Institutional only.
int m_origin Institutional only.
string m_orderRef Customer defined order ID tag.
boolean m_transmit Specifies whether the order will be transmitted by TWS. If set to false, order is
created by not transmitted.

int m_parentId The order ID of the parent, used for bracket, auto stop and trailing stop orders.

boolean m_blockOrder If set to true, specifies that the order is a block order.

boolean m_sweep- If set to true, specifies that the order is a Sweep-to-fill order.
ToFill
int m_displaySize The publicly disclosed order size to be used when placing iceberg orders.

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Attribute Possible Values

int m_triggerMethod Specifies how simulated Stop, Stop-Limit, and Trailing Stop orders are
triggered:

l O - the default value. The "double bid/ask" method will be used for
orders for OTC stocks and US options. All other orders will use the
"last" method.
l 1 - use "double bid/ask" method, where stop orders are triggered based
on two consecutive bid or ask prices.
l 2 - "last" method, where stop orders are triggered based on the last price.
l 3 - "double-last" method, where stop orders are triggered based on last
two prices.
l 4 – “bid-ask” method. For a buy order, a single occurrence of the bid
price must be at or above the trigger price. For a sell order, a single
occurrence of the ask price must be at or below the trigger price.
l 7 – “last-or-bid-ask” method. For a buy order, a single bid price or the
last price must be at or above the trigger price. For a sell order, a single
ask price or the last price must be at or below the trigger price.
l 8 – “mid-point” method, where the midpoint must be at or above (for a
buy) or at or below (for a sell) the trigger price, and the spread between
the bid and ask must be less than 0.1% of the midpoint.
For a complete description of Trigger Methods, see Modify the Trigger Method
in the Trader Workstation Users' Guide.
boolean m_ignoreRth If set to true, allows triggering of orders outside of regular trading hours.

boolean m_hidden If set to true, the order will not be visible when viewing the market depth. The
only applies to orders routed to INet.

string m_goodAfter- Indicates that the trade should be submitted after the time and date set, with
Time format YYYYMMDD HH:MM:SS (seconds are optional). Use an empty string
if not applicable.
string m_goodTillDate Indicates that the trade should remain working until the time and date set, with
format YYYYMMDD HH:MM:SS (seconds are optional). You must set the tif
to GTD when using this string. Use an empty string if not applicable.

string m_faGroup The advisor group to which the trade will be allocated. Use an empty string if
not applicable.
string m_faProfile The advisor allocation profile to which the trade will be allocated. Use an
empty string if not applicable.
string m_faMethod The advisor allocation method with which the trade will be allocated. Use an
empty string if not applicable.

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Attribute Possible Values

string m_faPercentage The advisor percentage concerning the trade's allocation. Use an empty string if
not applicable.
string m_primaryExch To clarify any ambiguity for Smart-routed contracts, include the primary
exchange, along with the Smart designation, for the destination.

int m_shortSaleSlot For institutional customers only.

l 0 - unapplicable (i.e. retail customer or not sshort leg)

l 1 - clearing broker
l 2 - third party. If this value is used, you must enter a designated loc-
ation.
string m_des- Only valid when shortSaleSlot value = 2. Otherwise leave blank or orders will
ignatedLocation be rejected.
long ocaType Cancel on Fill with Block = 1
Reduce on Fill with Block = 2
Reduce on Fill without Block = 3
int rthOnly Regular trading hours only.
yes=1, no=0

String rule80A Individual = 'I'

Agency = 'A',
AgentOtherMember = 'W'
IndividualPTIA = 'J'
AgencyPTIA = 'U'
AgentOtherMemberPTIA = 'M'
IndividualPT = 'K'
AgencyPT = 'Y'
AgentOtherMemberPT = 'N'
String settlingFirm Institutional only

String clear- The true beneficiary of the order. This value must be sent on FUT/FOP orders
ingAccount for reporting the exchange.

String clearingIntent IB, Away, or PTA

int allOrNone yes=1, no=0

long minQty Identifies a minimum quantity order type.

double percentOffset The percent offset for relative orders.

int eTradeOnly Trade with electronic quotes.

yes=1, no=0

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Attribute Possible Values

int firmQuoteOnly Trade with firm quotes.
yes=1, no=0
double nbboPriceCap Maximum SMART order distance from the NBBO.

long auctionStrategy match = 1

improvement = 2
transparent = 3
For BOX exchange only.

double startingPrice Starting price. For BOX exchange only.

double stockRefPrice The stock reference price. For BOX exchange only.

double delta For BOX exchange only.

double stock- The lower value of the acceptable stock range. For BOX exchange only.
RangeLower

double stock- The upper value of the acceptable stock range. For BOX exchange only.
RangeUpper

double m_volatility The option price in volatility, as calculated by TWS' Option Analytics. This
value is expressed as a percent and is used to calculate the limit price sent to
the exchange.

int m_volatilityType 1 = Daily; 2 = Annual

m_continuousUpdate 0 = false; 1 = True
int m_ref- 1 = Average; 2 = BidorAsk
erencePriceType
String m_deltaNeut- Enter an accepted order type such as: MKT, LMT, REL etc.
ralOrderType
double m_deltaNeut- Enter the Aux Price for Hedge Delta order types that require one.
ralAuxPrice
int m_scaleNumCom- For Scale orders: Defines the number of component orders into which the parent
ponents order will be split, thereby backing into the number of units within each com-
ponent.

int m_scaleCom- For Scale orders: Defines the number of units per component, backing into the
ponentSize number of components into which the parent order is split.

double m_scalePriceIn- For Scale orders: Defines the price increment per scale component.
crement
double m_basisPoints EFP orders
int basisPointsType EFP orders

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Order Status for Partial Fills

The following example demonstrates how the orderStatus() event behaves when there is a partial fill of an order.

Partial Fill Example

You place an order for 1000 shares of XYZ stock. There are four separate executions before the order for 1000 total
shares is completed. The first partial fill executes with 200, then the second partial fill executes with 200 shares. The
third partial fill executes with another 200 shares and finally, the last partial fill executes with 400 shares.

l First execution: 200

l Second execution: 200
l Third execution: 200
l Fourth execution: 400

In the orderStatus() event, here is the sequence of status messages that will be received by the API based on this example:

Execution Status Message

1st Execution Status = Submitted Filled qnty = 200 Remaining qnty = 800
2nd Execution Status = Submitted Filled qnty = 400 Remaining qnty = 600
3rd Execution Status = Submitted Filled qnty = 600 Remaining qnty = 400
4th Execution Status = Filled Filled qnty = 1000 Remaining qnty = 0

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Available Market Scanners

The following table shows a list (current as of July 2008) of the available scanners.

Market Scanner (Scan Code) Description

Low Opt Volume P/C Ratio Put option volumes are divided by call option
(LOW_OPT_VOL_PUT_CALL_ volumes and the top underlying symbols with
RATIO)* the lowest ratios are displayed.

High Option Imp Vol Over Historical Shows the top underlying contracts (stocks or
(HIGH_OPT_IMP_VOLAT_OVER_ indices) with the largest divergence between
HIST)* implied and historical volatilities.

Low Option Imp Vol Over Historical Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT_OVER_ indices) with the smallest divergence between
HIST)* implied and historical volatilities.

Highest Option Imp Vol Shows the top underlying contracts (stocks or
(HIGH_OPT_IMP_VOLAT)* indices) with the highest vega-weighted
implied volatility of near-the-money options
with an expiration date in the next two
months.
Top Option Imp Vol % Gainers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_GAIN)* indices) with the largest percent gain between
current implied volatility and yesterday's clos-
ing value of the 15 minute average of implied
volatility.
Top Option Imp Vol % Losers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_LOSE)* indices) with the largest percent loss between
current implied volatility and yesterday's clos-
ing value of the 15 minute average of implied
volatility.
High Opt Volume P/C Ratio Put option volumes are divided by call option
(HIGH_OPT_VOLUME_PUT_CALL_ volumes and the top underlying symbols with
RATIO) the highest ratios are displayed.

Low Opt Volume P/C Ratio Put option volumes are divided by call option
(LOW_OPT_VOLUME_PUT_CALL_ volumes and the top underlying symbols with
RATIO) the lowest ratios are displayed.

Most Active by Opt Volume Displays the most active contracts sorted des-
(OPT_VOLUME_MOST_ACTIVE) cending by options volume.

Hot by Option Volume Shows the top underlying contracts for

(HOT_BY_OPT_VOLUME) highest options volume over a 10-day aver-
age.

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Market Scanner (Scan Code) Description

High Option Open Interest P/C Ratio Returns the top 50 contracts with the
(HIGH_OPT_OPEN_INTEREST_PUT_ highest put/call ratio of outstanding option
CALL_RATIO) contracts.

Low Option Open Interest P/C Ratio Returns the top 50 contracts with the lowest
(LOW_OPT_OPEN_INTEREST_PUT_ put/call ratio of outstanding option contracts.
CALL_RATIO)

Top % Gainers Contracts whose last trade price shows the

(TOP_PERC_GAIN) highest percent increase from the previous
night's closing price.
Most Active Contracts with the highest trading volume
(MOST_ACTIVE) today, based on units used by TWS (lots for
US stocks; contract for derivatives and non-
US stocks).
The sample spreadsheet includes two Most
Active scans: Most Active List, which dis-
plays the most active contracts in the
NASDAQ, NYSE and AMEX markets, and
Most Active US, which displays the most
active stocks in the United States.
Top % Losers Contracts whose last trade price shows the
(TOP_PERC_LOSE) lowest percent increase from the previous
night's closing price.
Hot Contracts by Volume Contracts where:
(HOT_BY_VOLUME) l today's Volume/avgDailyVolume is
highest.
l avgDailyVolume is a 30-day expo-
nential moving average of the con-
tract's daily volume.
Top % Futures Gainers Futures whose last trade price shows the
(TOP_PERC_GAIN) highest percent increase from the previous
night's closing price.
Hot Contracts by Price Contracts where:
(HOT_BY_PRICE) l (lastTradePrice-prevClose)
/avgDailyChange is highest in abso-
lute value (positive or negative).
l The avgDailyChange is defined as an
exponential moving average of the
contract's (dailyClose-dailyOpen)
Top Trade Count The top trade count during the day.
(TOP_TRADE_COUNT)

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Market Scanner (Scan Code) Description

Top Trade Rate Contracts with the highest number of trades
(TOP_TRADE_RATE) in the past 60 seconds (regardless of the sizes
of those trades).
Top Price Range The largest difference between today's high
(TOP_PRICE_RANGE) and low, or yesterday's close if outside of
today's range.
Hot by Price Range The largest price range (from Top Price Range
(HOT_BY_PRICE_RANGE) calculation) over the volatility.
Top Volume Rate The top volume rate per minute.
(TOP_VOLUME_RATE)
Lowest Option Imp Vol Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT) indices) with the lowest vega-weighted
implied volatility of near-the-money options
with an expiration date in the next two
months.
Most Active by Opt Open Interest Returns the top 50 underlying contracts with
(OPT_OPEN_INTEREST_MOST_ the (highest number of outstanding call con-
ACTIVE) tracts) + (highest number of outstanding put
contracts)
Not Open Contracts that have not traded today.
(NOT_OPEN)
Halted Contracts for which trading has been halted.
(HALTED)
Top % Gainers Since Open Shows contracts with the highest percent
(TOP_OPEN_PERC_GAIN) price INCREASE between the last trade and
opening prices.
Top % Losers Since Open Shows contracts with the highest percent
(TOP_OPEN_PERC_LOSE) price DECREASE between the last trade and
opening prices.
Top Close-to-Open % Gainers Shows contracts with the highest percent
(HIGH_OPEN_GAP) price INCREASE between the previous close
and today's opening prices.

Top Close-to-Open % Losers Shows contracts with the highest percent

(LOW_OPEN_GAP) price DECREASE between the previous close
and today's opening prices.

Lowest Option Imp Vol Shows the top underlying contracts (stocks or
(LOW_OPT_IMP_VOLAT) indices) with the lowest vega-weighted
implied volatility of near-the-money options
with an expiration date in the next two
months.

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Market Scanner (Scan Code) Description

Top Option Imp Vol % Gainers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_GAIN) indices) with the largest percent gain between
current implied volatility and yesterday's clos-
ing value of the 15 minute average of implied
volatility.
Top Option Imp Vol % Losers Shows the top underlying contracts (stocks or
(TOP_OPT_IMP_VOLAT_LOSE)* indices) with the largest percent loss between
current implied volatility and yesterday's clos-
ing value of the 15 minute average of implied
volatility.
13-Week High The highest price for the past 13 weeks.
(HIGH_VS_13W_HL)
13-Week Low The lowest price for the past 13 weeks.
(LOW_VS_13W_HL)
26-Week High The highest price for the past 26 weeks.
(HIGH_VS_26W_HL)
26-Week Low The lowest price for the past 26 weeks.
(LOW_VS_26W_HL)
52-Week High The highest price for the past 52 weeks.
(HIGH_VS_52W_HL)
52-Week Low The lowest price for the past 52 weeks.
(LOW_VS_52W_HL)
EFP - High Synth Bid Rev Yield Highlights the highest synthetic EFP interest
(HIGH_SYNTH_BID_REV_NAT_ rates available. These rates are computed by
YIELD) taking the price differential between the SSF
and the underlying stock and netting
dividends to calculate an annualized syn-
thetic implied interest rate over the period of
the SSF. The High rates may present an invest-
ment opportunity.
EFP - Low Synth Bid Rev Yield Highlights the lowest synthetic EFP interest
(LOW_SYNTH_BID_REV_NAT_ rates available. These rates are computed by
YIELD) taking the price differential between the SSF
and the underlying stock and netting
dividends to calculate an annualized syn-
thetic implied interest rate over the period of
the SSF. The Low rates may present a bor-
rowing opportunity.

Instruments and Location Codes for Market Scanners

Market scanners in the TWS API support the following instruments and location codes:

Instruments

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l STK - US stocks
l STOCK.HK - Asian stocks
l STOCK.EU - European stocks
Location Codes

l STK.US - US stocks
l STK.US.MAJOR - US stocks (without pink sheet)
l STK.US.MINOR - US stocks (only pink sheet)
l STK.HK.SEHK - Hong Kong stocks
l STK.HK.ASX - Australian Stocks
l STK.EU - European stocks

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Supported Time Zones

The following table shows a list of time zones supported by the TWS API.

Time Zone Description

GMT Greenwich Mean Time
EST Eastern Standard Time
MST Mountain Standard Time
PST Pacific Standard Time
AST Atlantic Standard Time
JST Japan Standard Time
AET Australian Standard Time

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Smart Combo Routing

These features are for both guaranteed and non-guaranteed combination orders routed to Smart, and are available based
on the combo type and order type. For example, users can specify the maximum size to submit at one time (Maximum
leg-in combo size) and which leg should be legged in first.

Smart Combo Routing is also supported in the Active X, C++ and Java APIs through the use of smartCom-
boRoutingParams, which requires TWS server version 57 or higher. smartComboRoutingParams is similar to
AlgoParams in that it makes use of tag/value pairs to add parameters to combo orders. The parameters cover the fol-
lowing capabilities:

l Priority - User can specify which leg to be executed first.

Tag = LeginPrio
Values = -1, 0 or 1
l Discretionary Amount - When one leg is executed, we can adjust the other leg by up to a discretionary amount.

Tag = MaxSegSize
Value = An amount
l Market-If-Touched Timeout - For Market-If-Touched combo orders, we record the firstTradeTime of the first fill
of the first leg to execute, and the lastTradeTime of the last partial fill. For these kinds of orders, you can now spe-
cify timeout values of the last fill and the timeout since the first fill, in seconds.

Tags = ChangeToMktTime1 is the timeout after the last fill, and ChangeToMktTime2 is the timeout after the first
fill.
Value = Number of seconds
l Market-If-Touched Stop-Loss - Specify an absolute stop-loss amount per combo. If specified and if the implied
execution price of the combo (based on a leg that has already been executed and current market data) exceeds the
combo price plus the stop-loss amount, we convert the order from LMT to MKT immediately in order to finish
executing the combo order. If the stop-loss amount is specified but timeouts have not been specified, we will con-
tinue to try to execute the second leg at the calculated LMT price until it either executes or the stop-loss amount
is reached.

Tag = ChangeToMktOffset
Value = An amount.
l Maximum Leg-In Size - Specify the maximum allowed leg-in size per segment.

Tag = MaxSegSize
Value = Unit of combo size
l Discretionary Percentage - Specify a percentage of the combo price. This applies to scale combos in which the
discretionary amount is calculated from the current scale level. When the discretionary amount is entered as a per-
centage, the API converts it to a dollar amount based on the combo. This amount will be updated when the order
price changes or for scale orders for each level. You can enter a value for this parameter or for the Discretionary
Amt extended attribute one at a time, but not both at the same time.

Tag = DiscretionaryPct
Value = A value between 0 and 100.

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API Logging
As client requests are processed (both system and API clients) it logs certain information to its 'log.txt' log file, which is
located in the installation directory. The purpose of this file is to help resolve problems by providing some insight into
the state of the program before the problem occurred.

API clients can specify how detailed they want these log entries to be by setting the log level. Log levels are:

l 1 = SYSTEM
l 2 = ERROR
l 3 = WARNING
l 4 = INFORMATION
l 5 = DETAIL
Note: Setting the log level to 5 will increase performance overhead. You should only use log level
5 when you are trying to resolve an issue.

The log entries for API requests have the format:

[Cli-
entID:ClientVersion:ServerVersion:ClientType:Request:Response:Version:LogEntryType]

where:

l ClientID is the clientId used when connecting.

l ClientVersion identifies the client's request stream (for internal use).
l ServerVersion identifies the server's response stream (for internal use).
l ClientType is the type of API connection: DDE = 0, Socket = 1.
l Request: If greater than 0, indicates that the log entry is the result of an API client request. The number shown
is the request identifier as listed in the "Outgoing Request Identifiers" section below.
l Response: If greater than 0, indicates that the log entry is the result of a server response to the API. The number
shown is the response identifier as listed in the "Incoming Response Identifiers" section below.
l Version identifies the version of the request or response message. The version changes when the message format
changes.
l LogEntryLevel identifies the type of log entry (i.e. the log level as listed above)

Example Log Entry

[0:9:9:1:1:0:3:DET]Socket request - [3;52;IBM;STK;null;0.0;2;SMART;null;null]

From this example, we can tell that a socket client with clientId=0 connected and made a request for market data. The
version of the market data request, which was 3, implies what data should have been sent.

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API Request/Server Response Message Identifiers

Outgoing Request Identifiers Incoming Response Identifiers

1 = Request Market Data 1 = Ticker Price
2 = Cancel Market Data 2 = Ticker Size
3 = Place Order 3 = Order Status
4 = Cancel Order 4 = Error Message
5 = Request Open Orders 5 = Open Order
6 = Request Account Data 6 = Account Value
7 = Request Execution Reports 7 = Portfolio Value
8 = Request Next Order Id 8 = Account Update Time
9 = Request Contract Details 9 = Next Valid Order Id
10 = Request Market Depth 10 = Contract Details
11 = Cancel Market Depth 11 = Execution Report Details
12 = Request News Bulletins 12 = NYSE Open Book Row Entry
13 = Cancel News Bulletins 13 = Level II Quotes Row Entry
14 = Set Server Log Level 14 = News Bulletin

Note: This information, along with the various request/response message versions, can be found in
the EClientSocket implementation file supplied with the API installation.

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Requests for Quotes (RFQs)

RFQs from the IB Options Trading Desk allow you to get quotes for large orders from IB affiliate Timber Hill. Quotes
are available for US equity and index options, and major European and Asian index options and combinations. For a
complete list, please contact the IB Options Trading Desk.

RFQs from the IB Options Trading Desk are available only to users who have access to these specific areas. Please con-
tact the IB Options Trading Desk if you are interested in participating.

Submitting RFQs using the API

Submit an RFQ by submitting an order with an order type of QUOTE. In the response, tickPrice()/tickSize() are called
with the tickerId matching the orderId of the RFQ. Use orderId's with a relatively high number to avoid clashes. Addi-
tional space is required for non-RFQ tickerIds.

Market data for an RFQ is received until the user cancels the RFQ or the RFQ is canceled by the server. The server nor-
mally cancels an RFQ when it expires (approximately 1 minute) or if the RFQ request is invalid and/or for an unsup-
ported product.

Delta-Neutral RFQs
Submit Delta-Neutral RFQs by creating a combo order, even if a single contract must be hedged, and filling up and
attaching an UnderComp structure to a contract underComp field.

In the UnderComp structure, you must specify the conId of the hedge contract. The price and delta fields can be left
empty (0).

Upon accepting a Delta-Neutral DN RFQ, the server sends a deltaNeutralValidation() message with the UnderComp struc-
ture. If the delta and price fields are empty in the original request, the confirmation will contain the current values from
the server. These values are locked when the RFQ is processed and remain locked until the RFQ is canceled.

RFQ Samples
To learn more about submitting RFQs with the TWS API, look at the RFQ samples included in the 9.6 release of the API
software. The samples are located in the samples/rfq folder in your API software installation folder. The
SampleRFQ.java sample implements a small-state machine and shows how to submit RFQ's for:

l EU Stocks
l US Futures
l US Stock Options
l EU Stock Options
l Calendar Spread for Index Option (Delta-Neutral)
l US Stock Option (Delta-Neutral)
l US Index Option (Delta-Neutral)
l EU Index Option (Delta-Neutral)

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Support for Mini Options

The APIs support mini-options in requests to TWS and data returned by TWS. Click one of the following links for more
information.

l Support for Mini Options - Active X, Java and C++ APIs

l Support for Mini Options - DDE for Excel API

Support for Mini Options - ActiveX, Java and C++ APIs

You can identify mini options in the Active X, Java and C++ APIs by providing the multiplier or trading class in both
requests to TWS and responses from TWS.

The following requests and callbacks that include the Contract structure as a parameter can now use the tradingClass and
multiplier attributes to identify mini options. Also, some of these requests can now use the conId attribute to identify a
security (these are indicated below).

Requests

l reqMktData
l reqHistoricalData - also conId
l reqRealTimeBars - also conId
l reqContractDetails
l reqMktDepth - also conId
l exerciseOptions - also conId
l placeOrder
l calculateImpliedVolatility
l calculateOptionPrice

Callbacks

l openOrder
l updatePortfolio
l execDetails
l position

Note the following:

l multiplier is encoded/decoded after contract.right and before contract.exchange in all requests and callbacks.
l conId is encoded after tickerId/reqId and before contract.symbol in all requests and callbacks.
l tradingClass is encoded/decoded after contract.localSymbol in all requests and callbacks.

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The reqFundamentalData request, available for stocks only, can also handle the conid attribute in the Contract structure
but not tradingClass or multiplier.

Support for Mini Options - DDE for Excel

You can identify mini options in the DDE for Excel API by providing the multiplier or trading class in both requests to
TWS and responses from TWS. The DDE for Excel API spreadsheet (TwsDde.xls) released with API Version 9.69 was
updated to include the Trading Class column on most pages. You use this field to request mini options data from TWS.

Requirements

Mini-option support in the DDE for Excel API requires the following:

l The updated Excel spreadsheet requires ddedll.dll Version 16 and TWS Version 9.69 or higher.
l Previous versions of the Excel spreadsheet will not work with ddedll.dll Version 16 and TWS Version 9.69 or
higher.
l However, TWS Version 9.69 or higher will work with previous versions of the Excel spreadsheet if you are using
a previous version of the ddedll.dll file.

DDE Syntax Examples

DDE syntax has been updated to support mini options data. The following examples show which requests for contract
data have been updated for mini options support. To check the DDE syntax in the Excel spreadsheet, look at the Ctrl
cells on the spreadsheet page for each data request.

Requests That Send Contract Data to TWS

l Request market data:

topic=tik request=req (Request Market Data - Tickers page)
=Salexd406|tik!'id0?req?AAPL_OPT_20130614_530_C_SMART_USD_~_AAPL7/'
=Salexd406|tik!'id1?req?AAPL_BAG_SMART_USD_CMBLGS_2_126721266_1_BUY_SMART_0_1236033_1_
SELL_SMART_0_CMBLGS_~/'

l Calculate implied volatility:

topic=calcimplvol request=get (Calculate Implied Volatility - Tickers page)

=Salexd406|calcimplvol!'id4?get?5_690_AAPL_OPT_20130614_530_C_SMART_USD_AAPL7/'

l Calculate options price:

topic=calcoptionprice request=get (Calculate Option Price - Tickers page)
=Salexd406|calcoptionprice!'id5?get?0.23_690_AAPL_OPT_20130614_530_C_SMART_USD_AAPL7/'

l Request generic ticks:

topic=gentick request=get (Request Generic Ticks - Tickers page)
=Salexd406|gentik!'id6?req?318?AAPL_OPT_20130614_530_C_SMART_USD_~_AAPL7/'
=Salexd406|gentik!'id5?req?318?AAPL_BAG_SMART_USD_CMBLGS_2_126721266_1_BUY_SMART_0_
1236033_1_SELL_SMART_0_CMBLGS_~/'

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l Place order:
topic=ord request=place (Place / Modify Order - Basic Orders, Conditional Orders, Advanced Orders, Advisors
pages)
=Salexd406|ord!'id424433486?place?AAPL_OPT_20130614_530_C_SMART_USD_~_AAPL7/BUY_1_LMT_
0.05_~_DAY_~_~_O_0_~_1_~_0_0_0_0_~_0_0_~...'
=Salexd406|ord!'id424433487?place?AAPL_BAG_SMART_USD_CMBLGS_2_126721266_1_BUY_SMART_0_
1236033_1_SELL_SMART_0_CMBLGS_~/BUY_1_LMT_0.05_~_DAY_~_~_O_0_~_1_~_0_0_0_0_~_0_0_~...'

l Request historical data:

topic=hist request=req (Request Historical Data - Historical Data page)
=Salexd406|hist!'id4?req?AAPL_OPT_20130517_490_C_SMART_USD_~_
AAPL7/20130512singleSpace10singleColon00singleColon00singleSpaceGMT_1singleSpaceW_11_
MIDPOINT_0_1_TRUE'
=Salexd406|hist!'id5?req?AAPL_OPT_20130517_490_C_SMART_USD_~_
AAPL7/20130512singleSpace10singleColon00singleColon00singleSpaceGMT_1singleSpaceW_11_
MIDPOINT_0_1'
=Salexd406|hist!'id6?req?AAPL_BAG_SMART_USD_CMBLGS_2_126721266_1_BUY_SMART_0_1236033_1_
SELL_SMART_0_CMBLGS_~/20130512singleSpace10singleColon00singleColon00singleSpaceGMT_
1singleSpaceW_11_MIDPOINT_0_1'

l Request contract details:

topic=contract request=req (Re-request Contract Details - Contract Details page)
=Salexd406|contract!'id1?req?AAPL_OPT_20130517_490_C_SMART_USD_~_AAPL7/'

l Request market depth:

topic=mktDepth request=req (Request Market Depth - Market Depth page)
=Salexd406|mktDepth!'id0?req?AAPL_OPT_20130517_490_C_SMART_USD_AAPL7/?0'=

Requests That Receive Contract Data from TWS

l topic=opens request=req (open orders - Open Orders page)

Trading Class is expected after Multiplier and before Exchange
l topic=execs request=req (executions - Executions page)
Trading Class is expected after P/C (Right) and before Exchange
l topic=ports request=req (portfolio updates - Portfolio page)
Trading Class is expected after Right and before Currency
l topic=scan request=req (market scanner data)
Trading Class is expected after Right and before Exchange

For more information

l DDE Syntax for Excel

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Requesting Real-Time Index Premium Data

You can request real-time Index Premium market data using the following APIs and API sample applications:

l ActiveX (including the ActiveX API sample application)

l C++ (including the C++ API sample application)
l Java (including the Java API sample application)
l ActiveX for Excel
To request real-time Index Premium data, you must do the following:

l Specify the Symbol, Security Type and Exchange.

l For example, INDU, IND and NYSE would get you Index Premium data for the Dow Jones Industrial Average.
l The exchange must match the index for which you want data.
l You must use the generic tick type 162 (for Index Future Premium).

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Requesting News from an API Client

You can receive news top news for underlying contracts from TWS for news feeds to which you have subscribed (in
Account Management) using generic tick type 292. The following examples illustrate the different ways you can request
news from TWS.

Note that we use the Java API method/parameters in the examples below, but you can substitute the correct meth-
od/parameters for your API language of choice.

To request news for IBM

Request market data with the following parameters:

symbol=IBM
secType=STK
exchange=SMART
currency=USD
genericTicklist="mdoff,292"

Note: mdoff indicates that top market data will not tick.

or

Request market data with the following parameters:

conId=8314
secType=[empty]
exchange=SMART
currency=[empty]
genericTicklist="mdoff,292"

To request only Fly On The Wall (FLY) News for IBM

Request market data with the following parameters:

symbol=IBM
secType=STK
exchange=SMART
currency=USD
genericTicklist="mdoff,292:FLY"

To request only Fly On The Wall and Briefing.com (BRF) news for IBM
Request market data with the following parameters:

symbol=IBM
secType=STK
exchange=SMART
currency=USD

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genericTicklist="mdoff,292:FLY+BRF"

To request top data and news for IBM

Request market data with the following parameters:

symbol=IBM
secType=STK
exchange=SMART
currency=USD
genericTicklist="292"

To request a list of news topics

Request contract data with the following parameters:

symbol=*
secType=NEWS
exchange=FLY or NEWS:FLY
currency=[empty]

To request Reuters European Union News

Request market data with the following parameters:

symbol=FLY:EU
secType=NEWS
exchange=FLY or NEWS:FLY
currency=[empty]
genericTicklist="292"

or

Request market data with the following parameters:

conId=6145497
symbol=[empty]
secType=[empty]
exchange=NEWS
currency=[empty]
genericTicklist="292"

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Frequently Asked Questions

Here are some common API issues/questions and their solutions/answers.

I received the error "The DDEDLL.dll file required for Excel integration is either missing or out of date." -
(DDE for Excel API)
This error appears when you try to launch Trader Workstation (TWS) on a 64-bit Windows computer using a 32-bit
Java executable. To solve this issue, launch TWS using the 64-bit Java executable.

To launch the standalone TWS using the 64-bit Java executable

1. On your Windows desktop, right-click the TWS shortcut and select Properties from the popup menu.
2. In the Properties dialog, click the Shortcut tab, then click at the very beginning of the Target field.
3. Typically the text in the Target field displays a long path beginning with "C:\Windows\system32\javaw.exe ...".
Change the part of the path that says system32 to sysWOW64. The sysWOW64 folder contains the 64-bit Java
executable (javaw.exe). Click OK when you're done.
4. If the Target path already contains "sysWOW64,". change to system32, then click Apply. Then change system32
back to sysWOW64 and click Apply, then OK.
5. Launch TWS.
The browser-based TWS can be launched using 64-bit Java executable with a 64-bit browser like Internet Explorer (Fire-
fox and Google Chrome do not have 64-bit version when this version of the API Reference Guide was published). In
some cases, when both Java executables are installed (32-bit and 64-bit), the 64-bit browser may still use the 32-bit
Java. In this case it is necessary to uninstall the Java 32-bit executable and possibly even re-install the Java 64-bit
executable.

Can I get historical data without a market data subscription?

No. However, some market data subscriptions are free and enabled by default and you can retrieve historical data for the
market data represented by these free subscriptions.

Can I retrieve API orders created in TWS?

Yes.

Can I modify orders in the API that were created in TWS?

Yes in the Active X, Java and C++ APIs (not in the DDE for Excel API). To modify the orders, you must use the
orderID, not the permID. The orderID will be negative if the order is created in TWS.

Why do I get I get all zeroes in a market data cell when using the DDE for Excel API?
This happens when the Excel DDE sheet has not been connected properly to TWS. To solve, restart both Excel and
TWS.

Are conditional orders possible in the API?

Conditional orders sent from API, in the sense that they are held and monitored on the servers of Interactive Brokers, are
not available. Traders can monitor the condition on their machines and send the orders for execution when the con-
dition is satisfied.

TWS does offer conditional orders that are held and monitored on IB's servers, albeit the range of conditions is limited
to a few variables like price and volume.

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How many API clients can connect to Trader Workstation/IB Gateway simultaneously?
A single instance of Trader Workstation (or IB Gateway) can support a maximum of 8 API clients at the same time.

When receiving market data, does tickPrice() always come before tickSize()?
Yes.

When receiving market data, why do I receive two consecutive LAST_PRICE tick values?
TWS sends two LAST_PRICE tick values because one has the timestamp, which gives you the time of the last trade.

Is there any method in the Java API that gives me the close time for a particular financial product?
No, but we do send the opening and closing time of a particular exchange in the m_tradingHours (total trading hours)
and m_liquidHours (regular trading hours) attributes of the contractDetails() callback. These attributes send the current
trading day times and the following trading day times in this format:
YYYYMMDD:HHmm-HHmm;YYYYMMDD:HHmm-HHmm.

Is there away to get the minimum order size for Hong Kong stocks through the API?
No, but you can use the Contract Search on our website; search results include details such as minimum order size. Sim-
ply click Contract Search under the Help and Contacts menu located in the upper right corner of our website.

What is the best way to get real-time up-to-date quote information once for a series of tickers (up to 100)?
Subscribe to real-time market data with snapshot set to false so you get the latest up-to-date information. If snapshots are
old, it may be due to the market being closed; in that case, only the latest available information is sent to the API.

Is volatility data available for options?

Yes. You can also calculate volatility using the calculateImpliedVolatility() method.

Can I receive news and events for currencies and futures in the Java API?
Not at this time. If this is a feature that you would like to see added to the API, use the New Feature Poll on our web-
site to request it.

Is there any method in the Java API that receives economic events as provided by the economic events calendar in
IBIS?
No, because we have not integrated the API with IBIS. If this is a feature that you would like to see added to the API,
use the New Feature Poll on our website to request it.

In the Java API beta version 9.69, why is the OPT value missing from com.ib.controller.Instrument?
There are no scans for Options in the API.

I'm using two separate machines to request FTSE futures tick data by calling reqMktData() and the two machines
receive similar but not identical data. Why is this happening?
We provide snapshots of the data based on what we receive from the exchange, and these snapshots can be generated at
a different pace for different users. This is why you are not getting the exact same data from both machines.

What is "frozen" market data?/When do I call reqMarketDataType()?

Frozen market data is the last data recorded in our system at the moment trading stops for the day. During normal trad-
ing hours, the API receives real-time market data. The type parameter for reqMarketDataType() may be set to 1 for real-
time market data or 2 for frozen market data. When you use reqMarketDataType(), you are telling TWS to auto-
matically switch to frozen market data after the close. Then, before the opening of the next trading day, market data will
automatically switch back to real-time market data.

Why do I receive an error 200 - No security definition has been found for the request when I call reqContractDetails,
reqMktData, or addOrder() for a stock contract?

API Reference Guide 583

Chapter 9 Reference

When using these methods for a stock contract, leave Global Symbol and Trading Class blank.

Is there a way to connect to your server directly, without connecting to TWS locally, in an authorized and secure
manner?
No. Any client application has to go through TWS or IB Gateway in order to reach our servers.

Is historical data available for options?

Yes, but you cannot request one-day bars in this case.

What is the easiest way to program a simple moving average in real time on a chart using the API?
While the API does not directly support chart indicators, you can construct your own indicators based raw data received
through the API. Try appending real-time bars to historical data requests.

How do I convert chart data to ASCII using the API?

Use historical data available via the API. If you're only looking for time and sales, you can export this from TWS.

When sending an order outside regular trading hours for the S&P Mini, I receive the following error message:
Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination.
PlaceOrder is now being processed.. even though I set the property m_outsideRth to True in the order object when
calling placeOrder() to ensure the order gets executed outside regular trading hours.
It is not necessary to set this for limit orders on Globex. The outsideRTH flag only applies to stop orders on Globex.

Why isn't it possible to send more than 20 orders or order-modifications per executed order with the API?
This is an Interactive Brokers policy. However, it is possible to adjust the order modification ratio. For more inform-
ation, see http://ibkb.interactivebrokers.com/article/1765.

How do you submit a TRAIL order with percentage instead of amount?

Use the trailingPercent attribute to specify the trailing amount as a percentage.

API Reference Guide 584

Index
.
ActiveX API
.NET sample program 383
on 64-bit systems 140
A
ActiveX COM objects 186-188, 190-192, 201-203
about the APIs 32
ActiveX events 163-166, 168-170, 172-173, 177-184
account details in ActiveX for Excel 481
ActiveX factory methods 159-160
account information in Excel 99
ActiveX for Excel 487
account information, viewing in ActiveX for
Excel 482 Account page 481

Account page Advanced Orders page 471

in ActiveX for Excel 481 Advisors page 503

using in Excel 99 allocating shares to a single account 504

Account page in Excel 98 Basic Orders page 462

account values 100 Bond Contract Details page 495

Account page toolbar 100 bracket orders in 473

Account page, using in ActiveX for Excel 482 Bulletins page 457

account values in Excel 100 connecting to TWS 455

accountDownloadEnd() 173, 263, 332, 412 Contract Details page 493

accountSummary() 173, 263, 332, 412 disconnecting from TWS 456

accountSummaryEnd() 176, 266, 335, 415 download API components 452

Active X 137 Executions page 485

Active X events 177 Extended Order Attributes page 477

ActiveX FA orders using account group and method 505

linking to TWS 138 FA orders using allocation profile 505

placing a combination order 205 Fundamentals page 501

registering third-party controls 139 General page 455

API Reference Guide 585

Index

getting started 452 Advanced Orders page toolbar 94

Historical Data page 488 advisors 441

Log page 506 financial reporting for 445

Market Depth page 460 Advisors

Market Scanner page 499 change or update allocation information 449

Open Orders page 479 Java code samples for 448

opening sample spreadsheet 453 place order for a single managed account 448

placing orders in 463 place order for an account group 449

Real Time Bars page 497 place order for an allocation profile 448

relative orders in 476 Advisors page 123-124

requesting current time 456 in ActiveX for Excel 503

scale orders in 476 Advisors page in Excel 122

setting server log level in 456 Advisors page toolbar 125

Tickers page 458 advisors, Excel DDE support for 123-124, 443

trailing stop limit orders in 475 algos

ActiveX for Excel historical data CSFB 548

expired contracts 489 allocating shares to a single account in Excel 123

ActiveX for Excel on 64-bit Windows 452 allocation methods for account groups 446

ActiveX for Excel sample spreadsheet allocation profiles in Excel 124

using 454 API

ActiveX methods 141, 143-144, 147, 154, 157- about 32

159
recommendations 37
ActiveX properties 204
API components, downloading 452
Advanced Orders
API logging 573
in ActiveX for Excel 471
API message codes 512
Advanced Orders page
API overview 31
in Excel 89

API Reference Guide 586

Index

API request/server response message Bond Contract Details page

identifiers 574
in ActiveX for Excel 495
API settings in TWS 41, 69
Bond Contract Details page in Excel 119
API software
Bond Contract Details page toolbar 120
downloading 68
bond contract details, requesting in ActiveX for
uninstalling 43 Excel 495

API software installation 33 bondContractDetails() 178, 267, 336, 416

API, for financial advisor accounts 441 bracket orders

apply extended order attibutes 81 in ActiveX for Excel 473

Apply Extended Template button 478 in Excel 90

Arrival Price Java code sample 543 Bulletins page

available market scanners 566 in ActiveX for Excel 457

available market scanners in Excel 113 toolbar buttons 457

AvailableEquity Method 446 C

B C Sharp 367

bar size settings for historical data 525 C# 367

Basic Orders page C# EClient Methods 387

combination orders 464 C# EClient Socket methods 384-391, 394-397, 399-

402
in ActiveX for Excel 462
C# EWrapper methods 403-408, 410-412, 415-422
in Excel 75
C# SocketClient properties 423-426, 428, 437-439
modifying orders 464
C# tutorial;C# sample application
placing orders in ActiveX for Excel 463
building;building a C# sample application 368-
toolbar buttons 466 369, 372, 375, 378-379

Basic Orders page toolbar in Excel 79 C++ 209, 251-252

basket orders in Excel 77 Class EClientSocket methods 233

basket orders, in ActiveX for Excel 463 Class EWrapper functions 254

bond contract details 119 combinations orders 292

API Reference Guide 587

Index

C++ EClientSocket functions 233 cancelRealTimeBars() 159, 251, 320, 400

C++ SocketClient properties 274 cancelScannerSubscription() 158, 250, 317, 397

C++ tutorial;C++ sample application checkMessages() 236

building;building a C++ sample Class EClientSocket methods 233-241, 244-247, 249-

application 210-211, 214, 217, 223- 251
225, 229
Class EWrapper functions 254-259, 261-263, 266-272
calcOptionPriceAndGreeks 145
code for DDE for Excel API 126
calculateImpliedVolatility 144, 237, 304
code modules in Excel 127
calculateImpliedVolatility() 387
combination order, in ActiveX 205
calculateOptionPrice 238, 304
combination order, in ActiveX for Excel 464
calculateOptionPrice() 387
combination orders in Excel 77
calendar spread in Excel 78
combination orders, in C++ 292
calendar spread order in Excel 464
combination orders, in Java 360
calendar spread order, in C++ 292
ComboLeg 279, 348, 428
cancelAccountSummary() 153, 244, 311, 316, 394
Commission Reports page 487
cancelCalculateImpliedVolatility 145, 237, 304
toolbar buttons 488
cancelCalculateImpliedVolatility() 387
commissionReport 268
cancelCalculateOptionPrice 145, 238, 305, 388
CommissionReport 290, 345, 425
cancelFundamentalData 161, 252
commissionReport() 179, 337, 417
cancelFundamentalData() 321, 401
common issues and solutions 582
cancelHistoricalData() 157, 249, 319, 399
conditional Orders page 86
canceling all open orders 148, 240, 307, 386, 390
Conditional Orders page 467
cancelMktData() 144, 237, 304, 387
in Excel 86
cancelMktDepth() 149, 245, 312, 395
conditional orders in Excel, examples of 88, 469
cancelNewsBulletins() 154, 246, 312, 395
Conditional Orders page
cancelOrder() 146, 239, 305, 388
toolbar buttons 470
cancelPositions() 153, 244, 311, 316, 394
Conditional Orders page toolbar 89

API Reference Guide 588

Index

Conditional Orders page, modifying orders 89, createTagValueList 160

470
createUnderComp() 160
conditional orders, in Excel 86, 468
creating a ticker in ActiveX for Excel 459
configure TWS 34, 69
creating a ticker in Excel spreadsheet 72
connect() 143
CSFB algo parameters 548
connecting to TWS
current time
using ActiveX for Excel 455
requesting in ActiveX for Excel 456
connectionClosed() 164, 255, 324, 404
currentTime() 164, 255, 324, 404
Contract 276, 345, 425
D
contract details 118
DDE defined 45
Contract Details page
DDE for Excel 45
in ActiveX for Excel 493
downloading 68
Contract Details page in Excel 117
getting started with 67
Contract Details page toolbar 118
macros 127
contract details, requesting in ActiveX for
Excel 493 modules 127

contract parameters named ranges in 128

samples in Java 363 open the spreadsheet 70

ContractDetails 277, 346, 426 syntax 129

ContractDetails class 426 viewing the code 126

contractDetails() 177, 267, 335-336, 415-416 DDE for Excel API

contractDetailsEx() 177 syntax for different security types 54

createComboLegList() 159 DDE for Excel for Advisors 122

createContract() 159 DDE for Excel reference 126

createExecutionFilter() 159 DDE for Excel spreadsheet pages 71

createOrder() 160 DDE for Excel Tutorial

createScannerSubscription() 160 requesting historical data 57-58, 61-62, 64-65

API Reference Guide 589

Index

requesting real-time market data 46-50, 52, 55 eDisconnect() 235, 302, 385

what you will need 46, 57 Enable DDEclients setting in TWS 69

DDE links EqualQuantity Method 446

removing 74 errMsg() 164

DDE syntax 129 error messages

for market data requests 134 viewing in ActiveX for Excel 506

delta-neutral RFQs 575 error() 255, 324, 404

deltaNeutralValidation() 170, 262, 331, 410 EWrapper methods 323, 403

determine a futures contract in Java 364 Excel

determine a stock in Java 364 Advisors page 122

determine an option contract in Java 363 Bond Contract Details 119

disconnect() 143 Contract Details page 117

disconnecting from TWS Historical Data page 106

using ActiveX for Excel 456 Market Depth page 120

displayGroupList() 421 Market Scanner page 111

displayGroupUpdated() 422 market scanner parameters 112

downloading API components 452 starting market scanner 111

downloading API software 68 viewing your portfolio in 105

Dynamic Data Exchange 45 Excel Advanced Order page 94

E Excel API 45

Eclient Socket methods 306 getting market data 73

EClient Socket methods 300-307, 311-313, 316- supported order types 79

317, 319-321, 384, 396
Excel DDE 451
EClientSocket() 234, 301, 385
pages 454
Eclipse
supported order types 466
running Java test client in 298
Excel DDE sample spreadsheet, installing 452
eConnect() 235, 302, 385

API Reference Guide 590

Index

Excel DDE, extended order attributes 477 Execution 274, 343, 423

Excel DDE, Extended Order attributes page 477 Execution page toolbar 97

Excel DDE, financial advisor support 443 execution reporting, for financial advisors 445

Excel DDE, supported order types 466 execution reporting, in ActiveX for Excel 485

Excel historical data tutorial 57-58, 61-62, 64-65 execution reports

Excel market data 134 running in Excel 98

Excel market data tutorial 46 ExecutionFilter 275, 344, 424

Excel modules 127 executions

Excel sample spreadsheet 71 viewing in Excel 97

opening 70 Executions page

Excel spreadsheet in ActiveX for Excel 485

Advanced Orders page 89 Executions page in Excel 96

Basic Orders page 75 Executions Reporting page in Excel 97

Conditional Orders page 86 executions, viewing in ActiveX for Excel 486

Executions page 96 exerciseOptions() 240, 306, 389

Extended Order Attributes page 79 exerciseOptionsEx() 147

Open Orders page 94 exercising options

placing orders 76 in ActiveX for Excel 485

removing all links 74 expired contracts

setting log detail level 74 historical data in Excel 107

setting processing rate 73 extended order attributes 561

setting refresh rate 73 applying to individual or groups of orders 478

Tickers page 72 applying to orders 81

execDetails() 267, 336, 416 extended order attributes in Excel 81

execDetailsEnd() 179, 268, 336, 416 Extended Order Attributes page

execDetailsEx() 179 in ActiveX for Excel 477

API Reference Guide 591

Index

in Excel 79 fundamental data() 341, 421

extended order attributes, manually programming fundamental ratios

in ActiveX for Excel 80, 478
in ActiveX for Excel 502
F
FUNDAMENTAL_RATIOS tickType 532
FA account groups in Excel 124
fundamentalData() 184, 272
FA information
Fundamentals page
in ActiveX for Excel 483
in ActiveX for Excel 501
FA managed account codes in Excel 99
G
FA managed accounts, in ActiveX for Excel 482
General page
Portfolio page 484
toolbar buttons 456
FA orders 124
generic tick types 530
allocating shares to a single account 504
getting started
allocation profiles 505
DDE for Excel 67
using account group and method 505
with ActiveX for Excel
FA orders in ActiveX for Excel 503
sample spreadsheet 452
FA page in Excel 122
H
filtering executions in Excel 97
historical data
financial advisors 441
duration and bar size settings 525
allocation methods for account groups 446
minimum bar size settings 525
execution reporting for 445
viewing in ActiveX for Excel 488
orders and account configuration 442
historical data in Excel 106
financial advisors, Excel DDE support for 443
query specification fields 108
financial advisors, support by other API tech-
nologies 444 historical data limitations 524

fundamental data Historical Data page

in ActiveX for Excel 502 in ActiveX for Excel 488

report types 502 query specification fields 490

Historical Data page in Excel 106

API Reference Guide 592

Index

Historical Data page toolbar 108 ITagValue 203

historicalData() 182, 270, 339, 419 ITagValueList 203

historicalDataEnd() 419 IUnderComp 203

I J

IB Gateway Java 295

running the API through 35 combination orders 360

IBAlgo parameters 542 Java code samples 363-364

IBAlgos 540, 542 for FAs 448-449

IBDividends tick type example 538 Java EClient Socket methods 300

IComboLeg 191 Java EWrapper methods 323-328, 330-332, 335-341

IComboLegList 192 Java SocketClient properties 343-346, 348-349, 357,

359, 429
ICommissionReport 188
Java Test Client
IContract 188
running 296
IContractDetails 190
Java Test Client and Eclipse 298
IExecution 186
L
IExecutionFilter 187
limitations
if-filled order, in Excel 88, 469
of historical data requests 524
Index Premium data 579
linking to TWS, using ActiveX 138
installation 33
location codes for market scanners 569
installing Excel DDE sample spreadsheet 452
log detail in Excel 74
instrument codes for market scanners 569
Log page
IOrder 192
in ActiveX for Excel 506
IOrderComboLeg 201
logging 573
IOrderState 201
M
IScannerSubscription 202
macros in Excel 127
isConnected() 235, 302, 385
managedAccounts() 181, 270, 339, 418

API Reference Guide 593

Index

market data message codes 512

using DDE syntax 134 mini options - DDE for Excel 577

market data in Excel 73 mini options - socket clients 576

market depth modifying orders in ActiveX for Excel 464

requesting in ActiveX for Excel 461 modifying orders in the DDE for Excel API 77

Market Depth page modifying orders, on Conditional Orders page 89, 470

in ActiveX for Excel 460 N

toolbar buttons in ActiveX for Excel 461 Name Manager in Excel 128

using ActiveX for Excel 461 named ranges in Excel 128

using in Excel 121 NetLiq Method 446

Market Depth page in Excel 120 news 580

Market Depth page toolbar 122 nextValidId() 169, 261, 330, 410

Market Scanner page O

in ActiveX for Excel 499 open orders

Market Scanner page in Excel 111 removing in Excel 95

Market Scanner page toolbar 113 viewing in Excel 95

market scanner parameters Open Orders page

in ActiveX for Excel 500 ActiveX for Excel 479

market scanner parameters in Excel 112 in Excel 94

market scanner subscription Open Orders page toolbar 96

starting in Excel 111 open orders, viewing in ActiveX for Excel 480

market scanner subscription, starting in ActiveX openOrder() 261, 330, 410

for Excel 499
openOrderEnd() 169, 261, 330, 410
market scanners 566
openOrderEx() 169
available in Excel 113
options
instruments and locations codes for 569
exercising in ActiveX for Excel 485
marketDataType() 167, 259, 328, 408
Order 280, 349, 429

API Reference Guide 594

Index

order IDs 40 pages in Excel spreadsheet 71

order in Excel partial fills and order status 565

modifying 77 PctChange Method 446

order status event 565 permId() 170

order status for partial fills 565 placeOrder() 238, 305, 388

order types 540 placeOrderEx() 146

order types in Excel DDE 466 placing orders

order types, in Excel 466 basket 463

OrderComboLeg 349 combination order in ActiveX for Excel 464

OrderComboLeg class 437 conditional orders in Excel 468

orders 38 placing orders in ActiveX for Excel 463

in Excel 90-94 placing orders in Excel 76

placing in ActiveX for Excel 463 portfolio data in FA managed accounts, in ActiveX for
Excel 484
orders and account configuration, for financial
advisors 442 Portfolio page

orders in Excel API 76 in FA managed accounts, in ActiveX for Excel 484

orders in Java Portfolio page in Excel 104

for a single managed account 448 Portfolio page toolbar 105

for an account group 449 portfolio, viewing in FA managed accounts, in ActiveX

for Excel 484
for an allocation profile 448
position() 176, 266, 335, 415
orders, modifying in ActiveX for Excel 464
positionEnd() 177, 266, 335, 415
OrderState 288, 357
POSIX 509
OrderState class 438
running client on Windows machine 510
orderStatus() 168, 259, 328, 408
premium data 579
overview 31
prerequisites for DDE for Excel tutorial 46, 57
P
price-change order, in Excel 88, 470
pages 454

API Reference Guide 595

Index

processing rate in Excel 73 reqAllOpenOrders() 146, 239, 389

Q reqAutoOpenOrders() 146, 239, 306, 389

query specification fields for historical data in reqContractDetails() 245, 311, 394
Excel 108
reqContractDetailsEx() 148
query specification fields, on Historical Data page
in ActiveX for Excel 490 reqCurrentTime() 143, 235, 303, 386

queryDisplayGroups() 401 reqExecutions() 244, 311, 394

R reqExecutionsEx() 148

real time bars reqFundamentalData 160, 251

in ActiveX for Excel 497 reqFundamentalData() 320, 401

realtimeBar() 183, 272, 340, 420 reqGlobalCancel();ActiveX methods 148

receiveFA() 181, 270, 339, 419 reqGlobalCancel();C# EClient Socket methods 386,
390
recommendations for using API 37
reqGlobalCancel();C++ EClient Socket functions 240
reference 511
reqGlobalCancel();Java EClient Socket methods 307
refresh rate in Excel 73
reqHistoricalData() 247, 317, 397
refresh rate, for market depth in Excel 461
reqHistoricalDataEx() 155
refresh rate, on ActiveX for Excel Tickers
page 460 reqIds() 147, 240

registering third-party ActiveX controls 139 reqIDs() 306, 389

relative orders reqManagedAccts() 154, 246, 313, 396

in Excel 94 reqMarketDataType() 145, 238, 305, 388

relative orders, in ActiveX for Excel 476 reqMktData() 236, 303, 386

removing DDE links 74 reqMktDataEx() 144

replaceFA() 246, 313, 396 reqMktDepth() 245, 312, 395

reqAccountSummary 150, 242, 308, 313 reqMktDepthEx() 149

reqAccountSummary() 391 reqNewsBulletins() 153, 246, 312, 395

reqAccountUpdates() 149, 241, 307, 390 reqOpenOrders() 146, 239, 306, 389

reqAllOpenOrders 306 reqPositions() 153, 244, 311, 316, 394

API Reference Guide 596

Index

reqRealTimeBars() 250, 319, 400 VB.NET 383

reqRealTimeBarsEx() 158 sample spreadsheet

reqScannerParameters() 157, 249, 316, 397 Conditional Orders page 467

reqScannerSubscription() 249, 316, 397 opening 453

reqScannerSubscriptionEx() 157 pages in 454

Request for Quote 575 sample spreadsheet, installing 452

request market depth in Excel 121 scale orders

requestFA() 154, 246, 313, 396 in ActiveX for Excel 476

requesting bond contract details in ActiveX for in Excel 93

Excel 495
scannerData() 271, 340, 420
requesting bond contract details in Excel 119
scannerDataEnd() 183, 271, 340, 420
requesting contract details in ActiveX for
Excel 493 scannerDataEx() 182

requesting contract details in Excel 118 scannerParameters() 182, 271, 340, 420

requesting market data, in ActiveX for Excel 459 ScannerSubscription 289, 357, 438

requesting market depth server log level

in ActiveX for Excel 461 setting in ActiveX for Excel 456

requesting news 580 serverVersion() 235, 303

Reuters global fundamentals setLogLevel() 236

in ActiveX for Excel 501 setServerLogLevel() 143, 302, 385

RFQs 575 SHORTABLE tick 531

RTVolume 538 smart combo routing 572

running execution reports in Excel 98 smartCombotRoutingParams 572

running the API through IB Gateway 35 Socket Client Properties, in Java 345

S SocketClient Properties 274-277, 279-280, 288-290

sample program SocketClient properties, in C# API 423

Java 296 SocketClient properties, in Java API 343

API Reference Guide 597

Index

software Tickers page toolbar 74

downloading 68 Tickers page, using ActiveX for Excel 459

spreadsheet pages 71 tickGeneric() 166, 257, 327, 406

starting market scanner in ActiveX for Excel 499 tickOptionComputation() 165, 256, 326, 406

subscribeFromGroupEvents() 161, 252, 321, 401 tickPrice() 164, 324, 404

supported order types 540 tickPrice()Class EWrapper Functions 255

supported order types in Excel 79 tickSize() 165, 256, 325, 405

supported time zones 571 tickSnapshotEnd() 167, 258, 328, 407

T tickString() 166, 257, 327, 407

tables 511 time zones 571

TAG values for FUNDAMENTAL_RATIOS 532 toolbar

TestJavaClient 296 Historical Data page 108

third-party controls, for ActiveX 139 toolbar buttons

tick types 527 Advanced Order page 94

tickEFP() 166, 258, 327, 407 on ActiveX for Excel Advanced Orders page 477

ticker on ActiveX for Excel Advisors page 506

creating in Excel 72 on ActiveX for Excel Basic Orders page 466

ticker, creating in ActiveX for Excel 459 on ActiveX for Excel Bond Contract Details
page 497
Tickers page
on ActiveX for Excel Contract Details page 494
in ActiveX for Excel 458
on ActiveX for Excel Executions page 487
in Excel 72
on ActiveX for Excel Fundamentals page 503
requesting market data in ActiveX for
Excel 459 on ActiveX for Excel Historical Data page 492

setting the refresh rate in ActiveX for on ActiveX for Excel Market Depth page 461
Excel 460
on ActiveX for Excel Market Scanner page 501
toolbar buttons in ActiveX for Excel 460
on ActiveX for Excel Open Orders page 481
using 72
on ActiveX for Excel Portfolio page 485

API Reference Guide 598

Index

on ActiveX for Excel Real Time Bars TWS log file 573
page 498
TWS precautionary settings 38
on Conditional Orders page 470
TWS, configuring for API 34
on FA managed accounts, in ActiveX for Excel
Account page 483 TWS, linking using ActiveX 138

toolbar buttons, on ActiveX for Excel Bulletins TwsConnectionTime() 236, 303

page 457
U
toolbar buttons, on ActiveX for Excel General
udpateMktDepthL2() 338, 417
page 456
UnderComp 290, 359, 439
toolbar buttons, on ActiveX for Excel Tickers
page 460
uninstalling the API software 43
toolbars
unsubscribeFromGroupEvents() 402
Advisors page 125
updateAccountTime() 173, 263, 332, 412
Basic Orders page 79
updateAccountValue() 170, 262, 331, 411
Bond Contract Details 120
updateDisplayGroup() 161, 252, 321, 402
Conditional Orders page 89
updateMktDepth() 180, 268, 337, 417
Contract Details 118
updateMktDepthL2() 180, 269
Execution page 97
updateNewsBulletin() 177, 266, 338, 418
Market Depth page 122
updatePortfolio() 263, 331, 411
Market Scanner page 113
updatePortfolioEx() 172
Open Orders page 96
using Account page in ActiveX for Excel 482
Portfolio page 105
using Account page in Excel 99
Tickers page 74
using the ActiveX for Excel sample spreadsheet 454
trailing stop limit orders
using the ActiveX for Excel Tickers page 459
Excel 92
using the Market Depth page in ActiveX for
Excel 461
trailing stop limit orders, in ActiveX for
Excel 475
using the Tickers page 72
troubleshooting 582
util module in Excel 127
TWS API settings 41

API Reference Guide 599

Index

VB.NET sample program 383

viewing code in Excel 126

viewing executions in Excel 97

viewing executions, in ActiveX for Excel 486

viewing historical data in ActiveX for Excel 488

viewing historical data in Excel 106

viewing open orders in ActiveX for Excel 480

viewing portfolio data in FA managed accounts,

in ActiveX for Excel 484

viewing your portfolio in Excel 105

Visual Basic editor 126

VOL orders

in ActiveX for Excel 473

volatility orders

in Excel 91

winError() 255

API Reference Guide 600