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IBKR TWS RTD – Syntax Samples

IBKR TWS RTD – Syntax Samples

Posted July 24, 2019
IBKR Quant
Interactive Brokers

The RTD Server supports streaming live (or 15-minute delayed) market data. You just need to enter formulas into an Excel cell adhering to the RTD API specific syntax, which falls in 3 categories:

  • Simple – components consist of ProgID, Server, Ticker and Topic
  • Complex – formula strings are defined separately, so each string represent one single parameter at a time
  • Mixed – blended syntax of Simple and Complex but with one restriction – the Ticker string must be the first string that appears in the formula.

For specific syntax samples, visit our GitHub Guide:
http://interactivebrokers.github.io/tws-api/tws_rtd_server.html#gsc.tab=0

To learn more about our RTD technology, see the first article this series here: https://ibkrcampus.com/ibkr-quant-news/ibkr-api-updates/

IBKR reminds you to always test your API components with your simulated trading account or the TWS Demo System before you implement any new API system.

Finance professionals who already have an IBKR account, can practice with their simulated trading version. Or sign up for our free trial and start a simulated account with IBKR from here: https://www.interactivebrokers.com/en/index.php?f=1286

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

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