IBKR WT Web API

The WT Web API allows introducing brokers to add market data, charts and BookTrader data to their own custom trading applications.

The method window.postMessaget facilitates the client’s connection to IBKR trading software. It further enables additional methods to request streaming or historical market data. Specifically:

mdSubscribe supports market data subscriptions
chartSubscribe invokes the stream of chart data
booktraderSubscribe facilitates the request of BookTrader feed.

To unsubscribe from any of the feeds, simply replace Subscribe with Unsubscribe like this: booktraderUnsubscribe

In addition to the above important commands, the WT Web API User Guide provides:

a list of error codes, which can assist algo traders in troubleshooting problems
signature verification instructions
plugin method parameters and details on how to code for white-branded accounts
security checks – how to register and specify user access functions

Finally, be sure to review the Demo App for additional coding instructions and samples.

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.

Posted August 7, 2019

Disclosure: Interactive Brokers

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