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TWS API Reference

Introduction

This section provides an approximate class reference for all of the TWS API classes referenced throughout the primary documentation pages.
Please be aware this content is currently in Beta and we are moving to further elaborate on all of these data points in the near future.

AccountSummaryTags Class Reference

Class containing all existing values being reported by EClientSocket::reqAccountSummary.

Public Attributes

Name Type Description
AccountType = “AccountType” const string
NetLiquidation = “NetLiquidation” const string
TotalCashValue = “TotalCashValue” const string
SettledCash = “SettledCash” const string
AccruedCash = “AccruedCash” const string
BuyingPower = “BuyingPower” const string
EquityWithLoanValue = “EquityWithLoanValue” const string
PreviousDayEquityWithLoanValue = “PreviousDayEquityWithLoanValue” const string
GrossPositionValue = “GrossPositionValue” const string
ReqTEquity = “ReqTEquity” const string
ReqTMargin = “ReqTMargin” const string
SMA = “SMA” const string
InitMarginReq = “InitMarginReq” const string
MaintMarginReq = “MaintMarginReq” const string
AvailableFunds = “AvailableFunds” const string
ExcessLiquidity = “ExcessLiquidity” const string
Cushion = “Cushion” const string
FullInitMarginReq = “FullInitMarginReq” const string
FullMaintMarginReq = “FullMaintMarginReq” const string
FullAvailableFunds = “FullAvailableFunds” const string
FullExcessLiquidity = “FullExcessLiquidity” const string
LookAheadNextChange = “LookAheadNextChange” const string
LookAheadInitMarginReq = “LookAheadInitMarginReq” const string
LookAheadMaintMarginReq = “LookAheadMaintMarginReq” const string
LookAheadAvailableFunds = “LookAheadAvailableFunds” const string
LookAheadExcessLiquidity = “LookAheadExcessLiquidity” const string
HighestSeverity = “HighestSeverity” const string
DayTradesRemaining = “DayTradesRemaining” const string
Leverage = “Leverage” const string None

Static Public Member Functions

Name Type Description
GetAllTags () static string

Bar Class Reference

The historical data bar’s description.

Name Type Description
Time string The bar’s date and time (either as a yyyymmss hh:mm:ss formatted string or as system time according to the request). Time zone is the TWS time zone chosen on login.
Open double The bar’s open price.
High double The bar’s high price.
Low double The bar’s low price.
Close double The bar’s close price.
Volume decimal The bar’s traded volume if available (only available for TRADES)
WAP decimal The bar’s Weighted Average Price (only available for TRADES)
Count int The number of trades during the bar’s timespan (only available for TRADES)

ComboLeg Class Reference

Class representing a leg within combo orders.

Name Type Description
ConId int The Contract’s IB’s unique id.
Ratio int Select the relative number of contracts for the leg you are constructing. To help determine the ratio for a specific combination order
Action string The side (buy or sell) of the leg:
For individual accounts, only BUY and SELL are available. SSHORT is for institutions.
Exchange string The destination exchange to which the order will be routed.
OpenClose int Specifies whether an order is an open or closing order. For institutional customers to determine if this order is to open or close a position. 0 – Same as the parent security. This is the only option for retail customers.
1 – Open. This value is only valid for institutional customers.
2 – Close. This value is only valid for institutional customers.
3 – Unknown.
ShortSaleSlot int For stock legs when doing short selling. Set to 1 = clearing broker
DesignatedLocation string When ShortSaleSlot is 2
ExemptCode int Mark order as exempt from short sale uptick rule.
Possible values:
0 – Does not apply the rule.
-1 – Applies the short sale uptick rule.

Public Member Functions

Name Type Description
SAME = 0 static int None
OPEN = 1 static int None
CLOSE = 2 static int None
UNKNOWN = 3 static int None

CommissionReport Class Reference

Class representing the commissions generated by an execution.

Name Type Description
ExecId string the execution’s id this commission belongs to.
Commission double the commissions cost.
Currency string the reporting currency.
RealizedPNL double the realized profit and loss
Yield double The income return.
YieldRedemptionDate int date expressed in yyyymmdd format.

Public Member Functions

Name Type Description
Equals (object obj) override bool
GetHashCode () override int

Contract Class Reference

Class describing an instrument’s definition.

Name Type Description
ConId int The unique IB contract identifier.
Symbol string The underlying’s asset symbol.
SecType string The security’s type: STK – stock (or ETF) OPT – option FUT – future IND – index FOP – futures option CASH – forex pair BAG – combo WAR – warrant BOND- bond CMDTY- commodity NEWS- news FUND- mutual fund.
LastTradeDateOrContractMonth string The contract’s last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day.
LastTradeDate string The contract’s last trading day.
Strike double The option’s strike price.
Right string Either Put or Call (i.e. Options). Valid values are P
Multiplier string The instrument’s multiplier (i.e. options
Exchange string The destination exchange.
Currency string The underlying’s currency.
LocalSymbol string The contract’s symbol within its primary exchange For options
PrimaryExch string The contract’s primary exchange. For smart routed contracts
TradingClass string The trading class name for this contract. Available in TWS contract description window as well. For example
IncludeExpired bool If set to true
SecIdType string Security’s identifier when querying contract’s details or placing orders ISIN – Example: Apple: US0378331005 CUSIP – Example: Apple: 037833100.
SecId string Identifier of the security type. More…
Description string Description of the contract.
IssuerId string IssuerId of the contract.
ComboLegsDescription string Description of the combo legs.
ComboLegs List The legs of a combined contract definition. More…
DeltaNeutralContract DeltaNeutralContract Delta and underlying price for Delta-Neutral combo orders. Underlying (STK or FUT)

Public Member Functions

Name Type Description
ToString() override string

ContractDetails Class Reference

Extended contract details.

Name Type Description
Contract Contract A fully-defined Contract object.
MarketName string The market name for this product.
MinTick double The minimum allowed price variation. Note that many securities vary their minimum tick size according to their price. This value will only show the smallest of the different minimum tick sizes regardless of the product’s price. Full information about the minimum increment price structure can be obtained with the reqMarketRule function or the IB Contract and Security Search site.
PriceMagnifier int Allows execution and strike prices to be reported consistently with market data
OrderTypes string Supported order types for this product.
ValidExchanges string Valid exchange fields when placing an order for this contract.
None The list of exchanges will is provided in the same order as the corresponding MarketRuleIds list. None
UnderConId int For derivatives
LongName string Descriptive name of the product.
ContractMonth string Typically the contract month of the underlying for a Future contract.
Industry string The industry classification of the underlying/product. For example
Category string The industry category of the underlying. For example
Subcategory string The industry subcategory of the underlying. For example
TimeZoneId string The time zone for the trading hours of the product. For example
TradingHours string The trading hours of the product. This value will contain the trading hours of the current day as well as the next’s. For example
LiquidHours string The liquid hours of the product. This value will contain the liquid hours (regular trading hours) of the contract on the specified exchange. Format for TWS versions until 969: 20090507:0700-1830
EvRule string Contains the Economic Value Rule name and the respective optional argument. The two values should be separated by a colon. For example
EvMultiplier 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.
AggGroup int Aggregated group Indicates the smart-routing group to which a contract belongs. contracts which cannot be smart-routed have aggGroup = -1.
SecIdList List A list of contract identifiers that the customer is allowed to view. CUSIP/ISIN/etc. For US stocks
UnderSymbol string For derivatives
UnderSecType string For derivatives
MarketRuleIds string The list of market rule IDs separated by comma Market rule IDs can be used to determine the minimum price increment at a given price.
RealExpirationDate string Real expiration date. Requires TWS 968+ and API v973.04+. Python API specifically requires API v973.06+.
LastTradeTime string Last trade time.
StockType string Stock type.
Cusip string The nine-character bond CUSIP. For Bonds only. Receiving CUSIPs requires a CUSIP market data subscription.
Ratings string Identifies the credit rating of the issuer. This field is not currently available from the TWS API. For Bonds only. A higher credit rating generally indicates a less risky investment. Bond ratings are from Moody’s and S&P respectively. Not currently implemented due to bond market data restrictions.
DescAppend string A description string containing further descriptive information about the bond. For Bonds only.
BondType string The type of bond
CouponType string The type of bond coupon. This field is currently not available from the TWS API. For Bonds only.
Callable bool If true
Putable bool Values are True or False. If true
Coupon double The interest rate used to calculate the amount you will receive in interest payments over the course of the year. This field is currently not available from the TWS API. For Bonds only.
Convertible bool Values are True or False. If true
Maturity string he date on which the issuer must repay the face value of the bond. This field is currently not available from the TWS API. For Bonds only. Not currently implemented due to bond market data restrictions.
IssueDate string The date the bond was issued. This field is currently not available from the TWS API. For Bonds only. Not currently implemented due to bond market data restrictions.
NextOptionDate string Only if bond has embedded options. This field is currently not available from the TWS API. Refers to callable bonds and puttable bonds. Available in TWS description window for bonds.
NextOptionType string Type of embedded option. This field is currently not available from the TWS API. Only if bond has embedded options.
NextOptionPartial bool Only if bond has embedded options. This field is currently not available from the TWS API. For Bonds only.
Notes string If populated for the bond in IB’s database. For Bonds only.
MinSize decimal Order’s minimal size.
SizeIncrement decimal Order’s size increment.
SuggestedSizeIncrement decimal Order’s suggested size increment.
FundName string Fund’s name.
FundFamily string Fund’s family.
FundType string Fund’s type.
FundFrontLoad string Fund’s front load.
FundBackLoad string Fund’s back load.
FundBackLoadTimeInterval string Fund’s back load time interval.
FundManagementFee string Fund’s management fee.
FundClosed bool Fund closed flag.
FundClosedForNewInvestors bool Fund closed for new investors flag.
FundClosedForNewMoney bool Fund closed for new money flag.
FundNotifyAmount string Fund’s notify amount.
FundMinimumInitialPurchase string Fund’s minimum initial purchase.
FundSubsequentMinimumPurchase string Fund’s subsequent minimum purchase.
FundBlueSkyStates string Fund’s blue sky states.
FundBlueSkyTerritories string Fund’s blue sky territories.
FundDistributionPolicyIndicator FundDistributionPolicyIndicator Fund’s distribution policy indicator.
FundAssetType FundAssetType Fund’s asset type.

CodeMsgPair Class Reference

Associates error code and error message as a pair.

Name Type Description
Code int None
Message string None

DeltaNeutralContract Class Reference

Delta-Neutral Contract.

Name Type Description
ConId int The unique contract identifier specifying the security. Used for Delta-Neutral Combo contracts.
Delta double The underlying stock or future delta. Used for Delta-Neutral Combo contracts.
Price double The price of the underlying. Used for Delta-Neutral Combo contracts.

EClient Class Reference

TWS/Gateway client class This client class contains all the available methods to communicate with IB. Up to thirty-two clients can be connected to a single instance of the TWS/Gateway simultaneously. From herein, the TWS/Gateway will be referred to as the Host.

Name Type Description
AllowRedirect bool
ServerTime string
optionalCapabilities string
AsyncEConnect bool

Public Member Functions

Name Type Description
SetConnectOptions (string connectOptions) void Ignore. Used for IB’s internal purposes.
DisableUseV100Plus () void Allows to switch between different current (V100+) and previous connection mechanisms.
IsConnected () bool Indicates whether the API-TWS connection has been closed. Note: This function is not automatically invoked and must be by the API client. More…
startApi () void Initiates the message exchange between the client application and the TWS/IB Gateway.
Close () void Terminates the connection and notifies the EWrapper implementing class. More…
eDisconnect (bool resetState=true) virtual void Closes the socket connection and terminates its thread.
reqCompletedOrders (bool apiOnly) void Requests completed orders.
None . More… None
cancelTickByTickData (int requestId) void Cancels tick-by-tick data.
None . More… None
reqTickByTickData (int requestId void Contract contract
None . More… None
cancelHistoricalData (int reqId) void Cancels a historical data request. More…
calculateImpliedVolatility (int reqId void Contract contract
None Request the calculation of the implied volatility based on hypothetical option and its underlying prices. None
None The calculation will be return in EWrapper’s tickOptionComputation callback. None
None . More… None
calculateOptionPrice (int reqId void Contract contract
None The calculation will be return in EWrapper’s tickOptionComputation callback. None
None . More… None
cancelAccountSummary (int reqId) void Cancels the account’s summary request. After requesting an account’s summary
cancelCalculateImpliedVolatility (int reqId) void Cancels an option’s implied volatility calculation request. More…
cancelCalculateOptionPrice (int reqId) void Cancels an option’s price calculation request. More…
cancelFundamentalData (int reqId) void Cancels Fundamental data request. More…
cancelMktData (int tickerId) void Cancels a RT Market Data request. More…
cancelMktDepth (int tickerId void bool isSmartDepth)
cancelNewsBulletin () void Cancels IB’s news bulletin subscription. More…
cancelOrder (int orderId void string manualOrderCancelTime)
None Note: API clients cannot cancel individual orders placed by other clients. Only reqGlobalCancel is available. None
None . More… None
cancelPositions () void Cancels a previous position subscription request made with reqPositions. More…
cancelRealTimeBars (int tickerId) void Cancels Real Time Bars’ subscription. More…
cancelScannerSubscription (int tickerId) void Cancels Scanner Subscription. More…
exerciseOptions (int tickerId void Contract contract
None Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized. More… None
placeOrder (int id void Contract contract
replaceFA (int reqId void int faDataType
requestFA (int faDataType) void Requests the FA configuration A Financial Advisor can define three different configurations: More…
reqAccountSummary (int reqId void string group
None This method will subscribe to the account summary as presented in the TWS’ Account Summary tab. The data is returned at EWrapper::accountSummary None
None https://www.interactivebrokers.com/en/software/tws/accountwindowtop.htm. More… None
reqAccountUpdates (bool subscribe void string acctCode)
reqAllOpenOrders () void Requests all current open orders in associated accounts at the current moment. The existing orders will be received via the openOrder and orderStatus events. Open orders are returned once; this function does not initiate a subscription. More…
reqAutoOpenOrders (bool autoBind) void Requests status updates about future orders placed from TWS. Can only be used with client ID 0. More…
reqContractDetails (int reqId void Contract contract)
None This method will provide all the contracts matching the contract provided. It can also be used to retrieve complete options and futures chains. This information will be returned at EWrapper:contractDetails. Though it is now (in API version > 9.72.12) advised to use reqSecDefOptParams for that purpose. None
None . More… None
reqCurrentTime () void Requests TWS’s current time. More…
reqExecutions (int reqId void ExecutionFilter filter)
reqFundamentalData (int reqId void Contract contract
reqGlobalCancel () void Cancels all active orders.
None This method will cancel ALL open orders including those placed directly from TWS. More… None
reqHistoricalData (int tickerId void Contract contract
reqIds (int numIds) void Requests the next valid order ID at the current moment. More…
reqManagedAccts () void Requests the accounts to which the logged user has access to. More…
reqMktData (int tickerId void Contract contract
reqMarketDataType (int marketDataType) void Switches data type returned from reqMktData request to “frozen”
None The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our system. None
the API receives real-time market data. Invoking this function with argument 2 requests a switch to frozen data immediately or after the close. During normal trading hours None
the market data type will automatically switch back to real time if available. More… When the market reopens None
reqMarketDepth (int tickerId void Contract contract
commissions This request must be direct-routed to an exchange and not smart-routed. The number of simultaneous market depth requests allowed in an account is calculated based on a formula that looks at an accounts equity and quote booster packs. More…
reqNewsBulletins (bool allMessages) void Subscribes to IB’s News Bulletins. More…
reqOpenOrders () void Requests all open orders places by this specific API client (identified by the API client id). For client ID 0
reqPositions () void Subscribes to position updates for all accessible accounts. All positions sent initially
reqRealTimeBars (int tickerId void Contract contract
only 5 seconds bars are provided. This request is subject to the same pacing as any historical data request: no more than 60 API queries in more than 600 seconds. Currently None
None Real time bars subscriptions are also included in the calculation of the number of Level 1 market data subscriptions allowed in an account. More… None
reqScannerParameters () void Requests an XML list of scanner parameters valid in TWS.
None Not all parameters are valid from API scanner. More… None
reqScannerSubscription (int reqId void ScannerSubscription subscription
reqScannerSubscription (int reqId void ScannerSubscription subscription
setServerLogLevel (int logLevel) void Changes the TWS/GW log level. The default is 2 = ERROR
None 5 = DETAIL is required for capturing all API messages and troubleshooting API programs None
None Valid values are: None
None 1 = SYSTEM None
None 2 = ERROR None
None 3 = WARNING None
None 4 = INFORMATION None
None 5 = DETAIL None
None . None
verifyRequest (string apiName void string apiVersion)
verifyMessage (string apiData) void For IB’s internal purpose. Allows to provide means of verification between the TWS and third party programs.
verifyAndAuthRequest (string apiName void string apiVersion
verifyAndAuthMessage (string apiData void string xyzResponse)
queryDisplayGroups (int requestId) void Requests all available Display Groups in TWS. More…
subscribeToGroupEvents (int requestId void int groupId)
updateDisplayGroup (int requestId void string contractInfo)
unsubscribeFromGroupEvents (int requestId) void Cancels a TWS Window Group subscription.
reqPositionsMulti (int requestId void string account
cancelPositionsMulti (int requestId) void Cancels positions request for account and/or model. More…
reqAccountUpdatesMulti (int requestId void string account
cancelAccountUpdatesMulti (int requestId) void Cancels account updates request for account and/or model. More…
reqSecDefOptParams (int reqId void string underlyingSymbol
reqSoftDollarTiers (int reqId) void Requests pre-defined Soft Dollar Tiers. This is only supported for registered professional advisors and hedge and mutual funds who have configured Soft Dollar Tiers in Account Management. Refer to: https://www.interactivebrokers.com/en/software/am/am/manageaccount/requestsoftdollars.htm?Highlight=soft%20dollar%20tier. More…
reqFamilyCodes () void Requests family codes for an account
reqMatchingSymbols (int reqId void string pattern)
reqMktDepthExchanges () void Requests venues for which market data is returned to updateMktDepthL2 (those with market makers) More…
reqSmartComponents (int reqId void string bboExchange)
reqNewsProviders () void Requests news providers which the user has subscribed to. More…
reqNewsArticle (int requestId void string providerCode
reqHistoricalNews (int requestId void int conId
reqHeadTimestamp (int tickerId void Contract contract
cancelHeadTimestamp (int tickerId) void Cancels a pending reqHeadTimeStamp request
None . More… None
reqHistogramData (int tickerId void Contract contract
None . More… None
cancelHistogramData (int tickerId) void Cancels an active data histogram request. More…
reqMarketRule (int marketRuleId) void Requests details about a given market rule
None The market rule for an instrument on a particular exchange provides details about how the minimum price increment changes with price None
None A list of market rule ids can be obtained by invoking reqContractDetails on a particular contract. The returned market rule ID list will provide the market rule ID for the instrument in the correspond valid exchange list in contractDetails. None
None . More… None
reqPnL (int reqId void string account
cancelPnL (int reqId) void cancels subscription for real time updated daily PnL params reqId
reqPnLSingle (int reqId void string account
cancelPnLSingle (int reqId) void Cancels real time subscription for a positions daily PnL information. More…
reqHistoricalTicks (int reqId void Contract contract
reqWshMetaData (int reqId) void Requests metadata from the WSH calendar. More…
cancelWshMetaData (int reqId) void Cancels pending request for WSH metadata. More…
reqWshEventData (int reqId void WshEventData wshEventData)
cancelWshEventData (int reqId) void Cancels pending WSH event data request. More…
reqUserInfo (int reqId) void Requests user info. More…
IsDataAvailable () bool None
ReadInt () int None
ReadAtLeastNBytes (int msgSize) byte[] None
ReadByteArray (int msgSize) byte[] None

Public Attributes

Name Type Description
ServerVersion => serverVersion int returns the Host’s version. Some of the API functionality might not be available in older Hosts and therefore it is essential to keep the TWS/Gateway as up to date as possible.

Protected Member Functions

Name Type Description
prepareBuffer (BinaryWriter paramsList) abstract uint None
sendConnectRequest () void None
CheckServerVersion (int requiredVersion) bool None
CheckServerVersion (int requestId bool int requiredVersion)
CheckServerVersion (int requiredVersion bool string updatetail)
CheckServerVersion (int tickerId bool int requiredVersion
CloseAndSend (BinaryWriter paramsList void uint lengthPos
CloseAndSend (int reqId void BinaryWriter paramsList
CloseAndSend (BinaryWriter request abstract void uint lengthPos)
CheckConnection () bool None
ReportError (int reqId void CodeMsgPair error
ReportUpdateTWS (int reqId void string tail)
ReportUpdateTWS (string tail) void None
ReportError (int reqId void int code
SendCancelRequest (OutgoingMessages msgType void int version
SendCancelRequest (OutgoingMessages msgType void int version
VerifyOrderContract (Contract contract bool int id)
VerifyOrder (Order order bool int id

Protected Attributes

Name Type Description
serverVersion int None
socketTransport ETransport None
wrapper EWrapper None
isConnected volatile bool None
clientId int None
extraAuth bool None
useV100Plus = true bool None
allowRedirect bool None
tcpStream Stream None

EClientSocket Class Reference

TWS/Gateway client class This client class contains all the available methods to communicate with IB. Up to 32 clients can be connected to a single instance of the TWS/Gateway simultaneously. From herein, the TWS/Gateway will be referred to as the Host.

Inheritance diagram for EClient:

Public Member Functions

Name Type Description
serverVersion (int version void EClientMsgSink. string time)
eConnect (string host void int port
eConnect (string host void int port
redirect (string host) void Redirects connection to different host.
eDisconnect (bool resetState=true) override void Closes the socket connection and terminates its thread.

Protected Member Functions

Name Type Description
createClientStream (string host virtual Stream int port)
prepareBuffer (BinaryWriter paramsList) override uint None
CloseAndSend (BinaryWriter request override void uint lengthPos)

EReader Class Reference

Captures incoming messages to the API client and places them into a queue.

Public Member Functions

Name Type Description
Start () void None
processMsgs () void None
putMessageToQueue () bool None

EReaderSignal Interface Reference

Notifies the thread reading information from the TWS whenever there are messages ready to be consumed. Not currently used in Python API.

Public Member Functions

Name Type Description
issueSignal () void Issues a signal to the consuming thread when there are things to be consumed.
waitForSignal () void Makes the consuming thread waiting until a signal is issued.

EWrapper Interface Reference

This interface’s methods are used by the TWS/Gateway to communicate with the API client. Every API client application needs to implement this interface in order to handle all the events generated by the TWS/Gateway. Almost every EClientSocket method call will result in at least one event delivered here.

Public Member Functions

Name Type Description
error (Exception e) void Handles errors generated within the API itself. If an exception is thrown within the API code it will be notified here. Possible cases include errors while reading the information from the socket or even mishandling at EWrapper’s implementing class. More…
error (string str) void None
error (int id void int errorCode
currentTime (long time) void TWS’s current time. TWS is synchronized with the server (not local computer) using NTP and this function will receive the current time in TWS. More…
tickPrice (int tickerId void int field
tickSize (int tickerId void int field
tickString (int tickerId void int field
tickGeneric (int tickerId void int field
tickEFP (int tickerId void int tickType
deltaNeutralValidation (int reqId void DeltaNeutralContract deltaNeutralContract)
the server sends a deltaNeutralValidation() message with the DeltaNeutralContract structure. If the delta and price fields are empty in the original request Upon accepting a Delta-Neutral DN RFQ(request for quote) the confirmation will contain the current values from the server. These values are locked when RFQ is processed and remain locked until the RFQ is cancelled.
None More… None
tickOptionComputation (int tickerId void int field
tickSnapshotEnd (int tickerId) void When requesting market data snapshots
nextValidId (int orderId) void Receives next valid order id. Will be invoked automatically upon successfull API client connection
managedAccounts (string accountsList) void Receives a comma-separated string with the managed account ids. Occurs automatically on initial API client connection. More…
connectionClosed () void Callback to indicate the API connection has closed. Following a API TWS broken socket connection
accountSummary (int reqId void string account
accountSummaryEnd (int reqId) void notifies when all the accounts’ information has ben received. Requires TWS 967+ to receive accountSummaryEnd in linked account structures. More…
bondContractDetails (int reqId void ContractDetails contract)
updateAccountValue (string key void string value
updatePortfolio (Contract contract void decimal position
updateAccountTime (string timestamp) void Receives the last time on which the account was updated. More…
accountDownloadEnd (string account) void Notifies when all the account’s information has finished. More…
orderStatus (int orderId void string status
openOrder (int orderId void Contract contract
openOrderEnd () void Notifies the end of the open orders’ reception. More…
contractDetails (int reqId void ContractDetails contractDetails)
contractDetailsEnd (int reqId) void After all contracts matching the request were returned
execDetails (int reqId void Contract contract
execDetailsEnd (int reqId) void indicates the end of the Execution reception. More…
commissionReport (CommissionReport commissionReport) void provides the CommissionReport of an Execution More…
fundamentalData (int reqId void string data)
historicalData (int reqId void Bar bar)
historicalDataUpdate (int reqId void Bar bar)
historicalDataEnd (int reqId void string start
marketDataType (int reqId void int marketDataType)
updateMktDepth (int tickerId void int position
updateMktDepthL2 (int tickerId void int position
updateNewsBulletin (int msgId void int msgType
position (string account void Contract contract
positionEnd () void Indicates all the positions have been transmitted. More…
realtimeBar (int reqId void long date
scannerParameters (string xml) void provides the xml-formatted parameters available from TWS market scanners (not all available in API). More…
scannerData (int reqId void int rank
scannerDataEnd (int reqId) void Indicates the scanner data reception has terminated. More…
receiveFA (int faDataType void string faXmlData)
verifyMessageAPI (string apiData) void Not generally available.
verifyCompleted (bool isSuccessful void string errorText)
verifyAndAuthMessageAPI (string apiData void string xyzChallenge)
verifyAndAuthCompleted (bool isSuccessful void string errorText)
displayGroupList (int reqId void string groups)
displayGroupUpdated (int reqId void string contractInfo)
connectAck () void callback initially acknowledging connection attempt connection handshake not complete until nextValidID is received
positionMulti (int requestId void string account
positionMultiEnd (int requestId) void Indicates all the positions have been transmitted. More…
accountUpdateMulti (int requestId void string account
accountUpdateMultiEnd (int requestId) void Indicates all the account updates have been transmitted. More…
securityDefinitionOptionParameter (int reqId void string exchange
securityDefinitionOptionParameterEnd (int reqId) void called when all callbacks to securityDefinitionOptionParameter are complete More…
softDollarTiers (int reqId void SoftDollarTier[] tiers)
familyCodes (FamilyCode[] familyCodes) void returns array of family codes More…
symbolSamples (int reqId void ContractDescription[] contractDescriptions)
mktDepthExchanges (DepthMktDataDescription[] depthMktDataDescriptions) void called when receives Depth Market Data Descriptions More…
tickNews (int tickerId void long timeStamp
smartComponents (int reqId void Dictionary< int
tickReqParams (int tickerId void double minTick
newsProviders (NewsProvider[] newsProviders) void returns array of subscribed API news providers for this user More…
newsArticle (int requestId void int articleType
historicalNews (int requestId void string time
historicalNewsEnd (int requestId void bool hasMore)
headTimestamp (int reqId void string headTimestamp)
None returns beginning of data for contract for specified data type None
None More… None
histogramData (int reqId void HistogramEntry[] data)
rerouteMktDataReq (int reqId void int conId
None returns conId and exchange for CFD market data request re-route None
None More… None
rerouteMktDepthReq (int reqId void int conId
marketRule (int marketRuleId void PriceIncrement[] priceIncrements)
pnl (int reqId void double dailyPnL
pnlSingle (int reqId void decimal pos
historicalTicks (int reqId void HistoricalTick[] ticks
historicalTicksBidAsk (int reqId void HistoricalTickBidAsk[] ticks
historicalTicksLast (int reqId void HistoricalTickLast[] ticks
tickByTickAllLast (int reqId void int tickType
tickByTickBidAsk (int reqId void long time
tickByTickMidPoint (int reqId void long time
orderBound (long orderId void int apiClientId
completedOrder (Contract contract void Order order
completedOrdersEnd () void Notifies the end of the completed orders’ reception. More…
replaceFAEnd (int reqId void string text)
wshMetaData (int reqId void string dataJson)
wshEventData (int reqId void string dataJson)
historicalSchedule (int reqId void string startDateTime
userInfo (int reqId void string whiteBrandingId)

Execution Class Reference

Class describing an order’s execution.

Name Type Description
OrderId int The API client’s order Id. May not be unique to an account.
ClientId int The API client identifier which placed the order which originated this execution.
ExecId string The execution’s identifier. Each partial fill has a separate ExecId. A correction is indicated by an ExecId which differs from a previous ExecId in only the digits after the final period
Time string The execution’s server time.
AcctNumber string The account to which the order was allocated.
Exchange string The exchange where the execution took place.
Side string Specifies if the transaction was buy or sale BOT for bought
Shares decimal The number of shares filled.
Price double The order’s execution price excluding commissions.
PermId int The TWS order identifier. The PermId can be 0 for trades originating outside IB.
Liquidation int Identifies whether an execution occurred because of an IB-initiated liquidation.
CumQty decimal Cumulative quantity. Used in regular trades
AvgPrice double Average price. Used in regular trades
OrderRef string The OrderRef is a user-customizable string that can be set from the API or TWS and will be associated with an order for its lifetime.
EvRule string The Economic Value Rule name and the respective optional argument. The two values should be separated by a colon. For example
EvMultiplier 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.
ModelCode string model code
LastLiquidity Liquidity The liquidity type of the execution. Requires TWS 968+ and API v973.05+. Python API specifically requires API v973.06+.
PendingPriceRevision bool pending price revision

Public Member Functions

Name Type Description
Equals (object obj) override bool
GetHashCode () override int

ExecutionCondition Class Reference

This class represents a condition requiring a specific execution event to be fulfilled. Orders can be activated or canceled if a set of given conditions is met. An ExecutionCondition is met whenever a trade occurs on a certain product at the given exchange.

Name Type Description
Exchange string Exchange where the symbol needs to be traded.
SecType string Kind of instrument being monitored.
Symbol string Instrument’s symbol.

Inheritance diagram for ExecutionCondition:

Public Member Functions

Name Type Description
ToString() override string Returns string to display.
Equals (object obj) override bool
GetHashCode () override int
Deserialize (IDecoder inStream) override void
Serialize (BinaryWriter outStream) override void

Protected Member Functions

Name Type Description
TryParse(string cond) override bool Validates the price condition format is valid.

ExecutionFilter Class Reference

When requesting executions, a filter can be specified to receive only a subset of them

Name Type Description
ClientId int The API client which placed the order.
AcctCode string The account to which the order was allocated to.
Time string Time from which the executions will be returned yyyymmdd hh:mm:ss Only those executions reported after the specified time will be returned.
Symbol string The instrument’s symbol.
SecType string The Contract’s security’s type (i.e. STK
Exchange string The exchange at which the execution was produced.
Side string The Contract’s side (BUY or SELL)

Public Member Functions

Name Type Description
Equals (object obj) override bool
GetHashCode () override int

HistoricalTick Class Reference

Used when requesting historical tick data with whatToShow = MIDPOINT.

Name Type Description
Time long
Price double
Size decimal

HistoricalTickBidAsk Class Reference

Used when requesting historical tick data with whatToShow = BID_ASK.

Name Type Description
Time long The UNIX timestamp of the historical tick.
TickAttribLast TickAttribLast Tick attribs of historical last tick.
Price double The last price of the historical tick.
Size decimal The last size of the historical tick.
Exchange string The source exchange of the historical tick.
SpecialConditions string The conditions of the historical tick. Refer to Trade Conditions page for more details

HistoricalTickLast Class Reference

Used when requesting historical tick data with whatToShow = TRADES.

Name Type Description
Time long The UNIX timestamp of the historical tick.
TickAttribLast TickAttribLast Tick attribs of historical last tick.
Price double The last price of the historical tick.
Size decimal The last size of the historical tick.
Exchange string The source exchange of the historical tick.
SpecialConditions string The conditions of the historical tick. Refer to Trade Conditions page for more details.

Liquidity Class Reference

Class describing the liquidity type of an execution.

Name Type Description
Value int The value of the liquidity type.

Public Member Functions

Name Type Description
ToString() override string Returns string to display.

Order Class Reference

Name Type Description
OrderId int The API client’s order id.
Solicited bool
The Solicited field should be used for orders initiated or recommended by the broker or adviser that were approved by the client (by phone, email, chat, verbally, etc.) prior to entry. Please note that orders that the adviser or broker placed without specifically discussing with the client are discretionary orders, not solicited.
ClientId int The API client id which placed the order.
PermId int The Host order identifier.
Action string Identifies the side.
Generally available values are BUY and SELL.

Additionally, <b>SSHORT</b> and <b>SLONG</b> are available in some institutional-accounts only.
TotalQuantity decimal The number of positions being bought/sold.
OrderType string The order’s type.
LmtPrice double The LIMIT price.
Used for limit
Tif string The time in force.
Valid values are:
DAY – Valid for the day only.
GTC – Good until canceled. The order will continue to work within the system and in the marketplace until it executes or is canceled. GTC orders will be automatically be cancelled under the following conditions:
If a corporate action on a security results in a stock split (forward or reverse)
OcaGroup string One-Cancels-All group identifier.
OcaType int Tells how to handle remaining orders in an OCA group when one order or part of an order executes.
Valid values are:
1 – Cancel all remaining orders with block.
2 – Remaining orders are proportionately reduced in size with block.
3 – Remaining orders are proportionately reduced in size with no block.
If you use a value “with block” it gives the order 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 string The order reference.
Intended for institutional customers only
Transmit bool 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.
ParentId int The order ID of the parent order, used for bracket and auto trailing stop orders.
BlockOrder bool If set to true
SweepToFill bool If set to true
DisplaySize int The publicly disclosed order size
TriggerMethod int Specifies how Simulated Stop
OutsideRth bool If set to true, allows orders to also trigger or fill outside of regular trading hours.
Hidden bool If set to true, the order will not be visible when viewing the market depth. This option only applies to orders routed to the NASDAQ exchange.
GoodAfterTime string Specifies the date and time after which the order will be active.
Format: yyyymmdd hh:mm:ss {optional Timezone}.
GoodTillDate string The date and time until the order will be active.
You must enter GTD as the time in force to use this string. The trade’s “Good Till Date
OverridePercentageConstraints bool Overrides TWS constraints.
Precautionary constraints are defined on the TWS Presets page
Rule80A string Individual = ‘I’
Agency = ‘A’
AgentOtherMember = ‘W’
IndividualPTIA = ‘J’
AgencyPTIA = ‘U’
AgentOtherMemberPTIA = ‘M’
IndividualPT = ‘K’
AgencyPT = ‘Y’
AgentOtherMemberPT = ‘N’.
AllOrNone bool Indicates whether or not all the order has to be filled on a single execution.
MinQty int Identifies a minimum quantity order type.
PercentOffset double The percent offset amount for relative orders.
TrailStopPrice double Trail stop price for TRAIL LIMIT orders.
TrailingPercent double Specifies the trailing amount of a trailing stop order as a percentage.
Observe the following guidelines when using the trailingPercent field:
FaGroup string The Financial Advisor group the trade will be allocated to. Use an empty string if not applicable.
FaMethod string The Financial Advisor allocation method the trade will be allocated to. Use an empty string if not applicable.
FaPercentage string The Financial Advisor percentage concerning the trade’s allocation. Use an empty string if not applicable.
OpenClose string For institutional customers only. Valid values are O (open) and C (close).
Available for institutional clients to determine if this order is to open or close a position.
When Action = “BUY” and OpenClose = “O” this will open a new position.
When Action = “BUY” and OpenClose = “C” this will close and existing short position.
Origin int The order’s origin. Same as TWS “Origin” column. Identifies the type of customer from which the order originated.
Valid values are:0 – Customer
1 – Firm.
ShortSaleSlot int For institutions only.
Valid values are:
1 – Broker holds shares
2 – Shares come from elsewhere.
DesignatedLocation string For institutions only. Indicates the location where the shares to short come from. Used only when short sale slot is set to 2 (which means that the shares to short are held elsewhere and not with IB).
ExemptCode int Only available with IB Execution-Only accounts with applicable securities.
Mark order as exempt from short sale uptick rule.
DiscretionaryAmt double The amount off the limit price allowed for discretionary orders.
OptOutSmartRouting bool 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
AuctionStrategy int For BOX orders only.
Values include:
1 – Match
2 – Improvement
3 – Transparent.
StartingPrice double The auction’s starting price. For BOX orders only.
StockRefPrice double The stock’s 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)
Delta double The stock’s Delta. For orders on BOX only.
StockRangeLower 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 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 double The option price in volatility
VolatilityType int Values include:
1 – Daily Volatility
2 – Annual Volatility.
ContinuousUpdate int Specifies whether TWS will automatically update the limit price of the order as the underlying price moves. VOL orders only.
ReferencePriceType int Specifies how you want TWS to calculate the limit price for options
DeltaNeutralOrderType string Enter an order type to instruct TWS to submit a delta neutral trade on full or partial execution of the VOL order. VOL orders only. For no hedge delta order to be sent
DeltaNeutralAuxPrice double Use this field to enter a value if the value in the deltaNeutralOrderType field is an order type that requires an Aux price
DeltaNeutralConId int The unique contract identifier specifying the security in Delta Neutral order.
DeltaNeutralSettlingFirm string Indicates the firm which will settle the Delta Neutral trade. Institutions only.
DeltaNeutralClearingAccount string Specifies the beneficiary of the Delta Neutral order.
DeltaNeutralClearingIntent string Specifies where the clients want their shares to be cleared at. Must be specified by execution-only clients.
Valid values are:
IB
DeltaNeutralOpenClose string Specifies whether the order is an Open or a Close order and is used when the hedge involves a CFD and and the order is clearing away.
DeltaNeutralShortSale bool Used when the hedge involves a stock and indicates whether or not it is sold short.
DeltaNeutralShortSaleSlot int Indicates a short sale Delta Neutral order. Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). If you use 2
DeltaNeutralDesignatedLocation string Identifies third party order origin. Used only when deltaNeutralShortSaleSlot = 2.
BasisPoints double Specifies Basis Points for EFP order. The values increment in 0.01% = 1 basis point. For EFP orders only.
BasisPointsType int Specifies the increment of the Basis Points. For EFP orders only.
ScaleInitLevelSize int Defines the size of the first
ScaleSubsLevelSize int Defines the order size of the subsequent scale order components. For Scale orders only. Used in conjunction with scaleInitLevelSize().
ScalePriceIncrement double Defines the price increment between scale components. For Scale orders only. This value is compulsory.
ScalePriceAdjustValue double Modifies the value of the Scale order. For extended Scale orders.
ScalePriceAdjustInterval int Specifies the interval when the price is adjusted. For extended Scale orders.
ScaleProfitOffset double Specifies the offset when to adjust profit. For extended scale orders.
ScaleAutoReset bool Restarts the Scale series if the order is cancelled. For extended scale orders.
ScaleInitPosition int The initial position of the Scale order. For extended scale orders.
ScaleInitFillQty int Specifies the initial quantity to be filled. For extended scale orders.
ScaleRandomPercent bool Defines the random percent by which to adjust the position. For extended scale orders.
HedgeType string For hedge orders.
Possible values include:
D – Delta
B – Beta
F – FX
P – Pair
HedgeParam string For hedge orders.
Beta = x for Beta hedge orders
Account string The account the trade will be allocated to.
SettlingFirm string Indicates the firm which will settle the trade. Institutions only.
ClearingAccount string Specifies the true beneficiary of the order.
For IBExecution customers. This value is required for FUT/FOP orders for reporting to the exchange.
ClearingIntent string For execution-only clients to know where do they want their shares to be cleared at.
Valid values are:
IB
AlgoStrategy string The algorithm strategy.
ArrivalPx – Arrival Price
DarkIce – Dark Ice
PctVol – Percentage of Volume
Twap – TWAP (Time Weighted Average Price)
Vwap – VWAP (Volume Weighted Average Price)
For more information about IB’s API algorithms
AlgoParams List The list of parameters for the IB algorithm.
For more information about IB’s API algorithms
WhatIf bool Allows to retrieve the commissions and margin information.
When placing an order with this attribute set to true
AlgoId string Identifies orders generated by algorithmic trading.
NotHeld bool Orders routed to IBDARK are tagged as “post only” and are held in IB’s order book
SmartComboRoutingParams List Advanced parameters for Smart combo routing.
These features are for both guaranteed and nonguaranteed combination orders routed to Smart
OrderComboLegs List List of Per-leg price following the same sequence combo legs are added. The combo price must be left unspecified when using per-leg prices.
OrderMiscOptions = new List() List For internal use only. Use the default value XYZ.
ActiveStartTime = new List() string Defines the start time of GTC orders.
ActiveStopTime string Defines the stop time of GTC orders.
ScaleTable string The list of scale orders. Used for scale orders.
ModelCode string Is used to place an order to a model. For example
ExtOperator string This is a regulartory attribute that applies to all US Commodity (Futures) Exchanges
CashQty double The native cash quantity.
Mifid2DecisionMaker string Identifies a person as the responsible party for investment decisions within the firm. Orders covered by MiFID 2 (Markets in Financial Instruments Directive 2) must include either Mifid2DecisionMaker or Mifid2DecisionAlgo field (but not both). Requires TWS 969+.
Mifid2DecisionAlgo string Identifies the algorithm responsible for investment decisions within the firm. Orders covered under MiFID 2 must include either Mifid2DecisionMaker or Mifid2DecisionAlgo
Mifid2ExecutionTrader string For MiFID 2 reporting; identifies a person as the responsible party for the execution of a transaction within the firm. Requires TWS 969+.
Mifid2ExecutionAlgo string For MiFID 2 reporting; identifies the algorithm responsible for the execution of a transaction within the firm. Requires TWS 969+.
DontUseAutoPriceForHedge bool Don’t use auto price for hedge.
AutoCancelDate string Specifies the date to auto cancel the order.
FilledQuantity decimal Specifies the initial order quantity to be filled.
RefFuturesConId int Identifies the reference future conId.
AutoCancelParent bool Cancels the parent order if child order was cancelled.
Shareholder string Identifies the Shareholder.
ImbalanceOnly bool Used to specify “imbalance only open orders” or “imbalance only closing orders”.
RouteMarketableToBbo bool Routes market order to Best Bid Offer.
ParentPermId long Parent order Id.
AdvancedErrorOverride string Accepts a list with parameters obtained from advancedOrderRejectJson.
ManualOrderTime string Used by brokers and advisors when manually entering
MinTradeQty int Defines the minimum trade quantity to fill. For IBKRATS orders.
MinCompeteSize int Defines the minimum size to compete. For IBKRATS orders.
CompeteAgainstBestOffset double Dpecifies the offset Off The Midpoint that will be applied to the order. For IBKRATS orders.
MidOffsetAtWhole double This offset is applied when the spread is an even number of cents wide. This offset must be in whole-penny increments or zero. For IBKRATS orders.
MidOffsetAtHalf double This offset is applied when the spread is an odd number of cents wide. This offset must be in half-penny increments. For IBKRATS orders.
RandomizeSize bool Randomizes the order’s size. Only for Volatility and Pegged to Volatility orders.
RandomizePrice bool Randomizes the order’s price. Only for Volatility and Pegged to Volatility orders.
ReferenceContractId int Pegged-to-benchmark orders: this attribute will contain the conId of the contract against which the order will be pegged.
IsPeggedChangeAmountDecrease bool Pegged-to-benchmark orders: indicates whether the order’s pegged price should increase or decreases.
PeggedChangeAmount double Pegged-to-benchmark orders: amount by which the order’s pegged price should move.
ReferenceChangeAmount double Pegged-to-benchmark orders: the amount the reference contract needs to move to adjust the pegged order.
ReferenceExchange string Pegged-to-benchmark orders: the exchange against which we want to observe the reference contract.
AdjustedOrderType string Adjusted Stop orders: the parent order will be adjusted to the given type when the adjusted trigger price is penetrated.
TriggerPrice double Adjusted Stop orders: specifies the trigger price to execute.
LmtPriceOffset double Adjusted Stop orders: specifies the price offset for the stop to move in increments.
AdjustedStopPrice double Adjusted Stop orders: specifies the stop price of the adjusted (STP) parent.
AdjustedStopLimitPrice double Adjusted Stop orders: specifies the stop limit price of the adjusted (STPL LMT) parent.
AdjustedTrailingAmount double Adjusted Stop orders: specifies the trailing amount of the adjusted (TRAIL) parent.
AdjustableTrailingUnit int Adjusted Stop orders: specifies where the trailing unit is an amount (set to 0) or a percentage (set to 1)
Conditions List Conditions determining when the order will be activated or canceled.
ConditionsIgnoreRth bool Indicates whether or not conditions will also be valid outside Regular Trading Hours.
ConditionsCancelOrder bool Conditions can determine if an order should become active or canceled.
Tier SoftDollarTier Define the Soft Dollar Tier used for the order. Only provided for registered professional advisors and hedge and mutual funds.
IsOmsContainer bool Set to true to create tickets from API orders when TWS is used as an OMS.
DiscretionaryUpToLimitPrice bool Set to true to convert order of type ‘Primary Peg’ to ‘D-Peg’.
UsePriceMgmtAlgo bool Specifies wether to use Price Management Algo. CTCI users only.
Duration int Specifies the duration of the order. Format: yyyymmdd hh:mm:ss TZ. For GTD orders.
PostToAts int Value must be positive

Public Member Functions

Name Type Description
Equals (object obj) override bool
GetHashCode () override int

Static Public Member Functions

Name Type Description
CUSTOMER = 0 static int
FIRM = 1 static int
OPT_UNKNOWN = ‘?’ static char
OPT_BROKER_DEALER = ‘b’ static char
OPT_CUSTOMER = ‘c’ static char
OPT_FIRM = ‘f’ static char
OPT_ISEMM = ‘m’ static char
OPT_FARMM = ‘n’ static char
OPT_SPECIALIST = ‘y’ static char
AUCTION_MATCH = 1 static int
AUCTION_IMPROVEMENT = 2 static int
AUCTION_TRANSPARENT = 3 static int
EMPTY_STR = “” static string
COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID = double.PositiveInfinity static double static int
FIRM = 1 static int
OPT_UNKNOWN = ‘?’ static char
OPT_BROKER_DEALER = ‘b’ static char
OPT_CUSTOMER = ‘c’ static char
OPT_FIRM = ‘f’ static char
OPT_ISEMM = ‘m’ static char
OPT_FARMM = ‘n’ static char
OPT_SPECIALIST = ‘y’ static char
AUCTION_MATCH = 1 static int
AUCTION_IMPROVEMENT = 2 static int
AUCTION_TRANSPARENT = 3 static int
EMPTY_STR = “” static string
COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID = double.PositiveInfinity static double None

OrderComboLeg Class Reference

Allows to specify a price on an order’s leg.

Name Type Description
Price double The order leg’s price.

Public Member Functions

Name Type Description
OrderComboLeg (double p_price) override bool
GetHashCode () override int

OrderState Class Reference

Provides an active order’s current state.

Name Type Description
Status string The order’s current status.
InitMarginBefore string The account’s current initial margin.
MaintMarginBefore string The account’s current maintenance margin.
EquityWithLoanBefore string The account’s current equity with loan.
InitMarginChange string The change of the account’s initial margin.
MaintMarginChange string The change of the account’s maintenance margin.
EquityWithLoanChange string The change of the account’s equity with loan.
InitMarginAfter string The order’s impact on the account’s initial margin.
MaintMarginAfter string The order’s impact on the account’s maintenance margin.
EquityWithLoanAfter string Shows the impact the order would have on the account’s equity with loan.
Commission double The order’s generated commission.
MinCommission double The execution’s minimum commission.
MaxCommission double The executions maximum commission.
CommissionCurrency string The generated commission currency.
WarningText string If the order is warranted, a descriptive message will be provided.
CompletedTime string
CompletedStatus string

Public Member Functions

Name Type Description
OrderState (string status, string initMarginBefore, string maintMarginBefore, string equityWithLoanBefore, string initMarginChange, string maintMarginChange, string equityWithLoanChange, string initMarginAfter, string maintMarginAfter, string equityWithLoanAfter, double commission, double minCommission, double maxCommission, string commissionCurrency, string warningText, string completedTime, string completedStatus) override bool
Equals (object obj) override bool
GetHashCode () override int

PercentChangeCondition Class Reference

Used with conditional orders to place or submit an order based on a percentage change of an instrument to the last close price.

Name Type Description
Value override string
ChangePercent double Percentage Change field used in conditional order logic.

Inheritance diagram for PercentChangeCondition:

PriceCondition Class Reference

Used with conditional orders to cancel or submit order based on price of an instrument.

Name Type Description
Value override string
Price string Price field used in conditional order logic.
TriggerMethod TriggerMethod

Inheritance diagram for PriceCondition:

Public Member Functions

Name Type Description
ToString() override string Returns string to display.
Equals (object obj) override bool
GetHashCode () override int
Deserialize (IDecoder inStream) override void
Serialize (BinaryWriter outStream) override void

Protected Member Functions

Name Type Description
TryParse(string cond) override bool Validates the price condition format is valid.

ScannerSubscription Class Reference

Defines a market scanner request.

Name Type Description
NumberOfRows int
Instrument = -1 string
LocationCode string
ScanCode string
AbovePrice double
BelowPrice = double.MaxValue double
AboveVolume = double.MaxValue int
AverageOptionVolumeAbove = int.MaxValue int
MarketCapAbove = int.MaxValue double
MarketCapBelow = double.MaxValue double
MoodyRatingAbove = double.MaxValue string
MoodyRatingBelow string
SpRatingAbove string
SpRatingBelow string
MaturityDateAbove string
MaturityDateBelow string
CouponRateAbove double
CouponRateBelow = double.MaxValue double
ExcludeConvertible = double.MaxValue bool
ScannerSettingPairs string
StockTypeFilter string

SoftDollarTier Class Reference

A container for storing Soft Dollar Tier information.

Name Type Description
Name string The name of the Soft Dollar Tier.
Value string The value of the Soft Dollar Tier.
DisplayName string The display name of the Soft Dollar Tier.

Public Member Functions

Name Type Description
Equals (object obj) override bool
GetHashCode () override int
ToString() override string Returns string to display.

Static Public Member Functions

Name Type Description
operator== (SoftDollarTier left static bool, SoftDollarTier right)
operator!= (SoftDollarTier left static bool, SoftDollarTier right)

TagValue Class Reference

Convenience class to define key-value pairs.

Name Type Description
Tag string
Value string

Public Member Functions

Name Type Description
Equals (object other) override bool
GetHashCode () override int

TickAttrib Class Reference

Tick attributes that describes additional information for price ticks

Name Type Description
CanAutoExecute bool Used with tickPrice callback from reqMktData. Specifies whether the price tick is available for automatic execution (1) or not (0).
PastLimit bool Used with tickPrice to indicate if the bid price is lower than the day’s lowest value or the ask price is higher than the highest ask.
PreOpen bool Indicates whether the bid/ask price tick is from pre-open session.
Unreported bool Used with tick-by-tick data to indicate if a trade is classified as ‘unreportable’ (odd lots
BidPastLow bool Used with real time tick-by-tick. Indicates if bid is lower than day’s lowest low.
AskPastHigh bool Used with real time tick-by-tick. Indicates if ask is higher than day’s highest ask.

Public Member Functions

Name Type Description
ToString() override string Returns string to display.

TimeCondition Class Reference

Time condition used in conditional orders to submit or cancel orders at specified time.

Name Type Description
Value override string
Time string Time field used in conditional order logic. Valid format: YYYYMMDD HH:MM:SS.

Inheritance diagram for TimeCondition:

Public Member Functions

Name Type Description
ToString() override string Returns string to display.

VolumeCondition Class Reference

Used with conditional orders to submit or cancel an order based on a specified volume change in a security.

Name Type Description
Value override string
Volume int

Inheritance diagram for VolumeCOndition:

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