• C#
  • Java
  • VB
  • C++
  • Python
Contact us
ContractDetails Class Reference

extended contract details. More...

Public Member Functions

 ContractDetails (Contract summary, String marketName, double minTick, String orderTypes, String validExchanges, int underConId, String longName, String contractMonth, String industry, String category, String subcategory, String timeZoneId, String tradingHours, String liquidHours, String evRule, double evMultiplier, int aggGroup)
 

Properties

Contract Summary
 A fully-defined Contract object.
 
string MarketName
 The market name for this product.
 
double MinTick
 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.
 
int 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
 Supported order types for this product.
 
string ValidExchanges
 Valid exchange fields when placing an order for this contract.
The list of exchanges will is provided in the same order as the corresponding MarketRuleIds list.
 
int UnderConId
 For derivatives, the contract ID (conID) of the underlying instrument.
 
string LongName
 Descriptive name of the product.
 
string ContractMonth
 Typically the contract month of the underlying for a Future contract.
 
string Industry
 The industry classification of the underlying/product. For example, Financial.
 
string Category
 The industry category of the underlying. For example, InvestmentSvc.
 
string Subcategory
 The industry subcategory of the underlying. For example, Brokerage.
 
string TimeZoneId
 The time zone for the trading hours of the product. For example, EST.
 
string TradingHours
 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, 20090507:0700-1830,1830-2330;20090508:CLOSED. In TWS versions 965+ there is an option in the Global Configuration API settings to return 1 month of trading hours. The trading hours will correspond to the hours for the product on the associated exchange. The same instrument can have different hours on different exchanges.
 
string LiquidHours
 The liquid hours of the product. This value will contain the liquid hours (regular trading hours) of the contract on the specified exchange. For example, 20090507:0700-1830,1830-2330;20090508:CLOSED. In TWS versions 965+ there is an option in the Global Configuration API settings to return 1 month of trading hours.
 
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 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.
 
int MdSizeMultiplier
 MD Size Multiplier. Returns the size multiplier for values returned to tickSize from a market data request. Generally 100 for US stocks and 1 for other instruments.
 
int AggGroup
 Aggregated group Indicates the smart-routing group to which a contract belongs. contracts which cannot be smart-routed have aggGroup = -1.
 
List< TagValueSecIdList
 A list of contract identifiers that the customer is allowed to view. CUSIP/ISIN/etc. For US stocks, receiving the ISIN requires the CUSIP market data subscription. For Bonds, the CUSIP or ISIN is input directly into the symbol field of the Contract class.
 
string UnderSymbol
 For derivatives, the symbol of the underlying contract.
 
string UnderSecType
 For derivatives, returns the underlying security type.
 
string MarketRuleIds
 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.
 
string RealExpirationDate
 Real expiration date.
 
string Cusip
 The nine-character bond CUSIP. For Bonds only. Receiving CUSIPs requires a CUSIP market data subscription.
 
string Ratings
 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.
 
string DescAppend
 A description string containing further descriptive information about the bond. For Bonds only.
 
string BondType
 The type of bond, such as "CORP.".
 
string CouponType
 The type of bond coupon. This field is currently not available from the TWS API. For Bonds only.
 
bool Callable
 If true, the bond can be called by the issuer under certain conditions. This field is currently not available from the TWS API. For Bonds only.
 
bool Putable
 Values are True or False. If true, the bond can be sold back to the issuer under certain conditions. This field is currently not available from the TWS API. For Bonds only.
 
double Coupon
 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.
 
bool Convertible
 Values are True or False. If true, the bond can be converted to stock under certain conditions. This field is currently not available from the TWS API. For Bonds only.
 
string Maturity
 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.
 
string IssueDate
 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.
 
string NextOptionDate
 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.
 
string NextOptionType
 Type of embedded option. This field is currently not available from the TWS API. Only if bond has embedded options.
 
bool NextOptionPartial
 Only if bond has embedded options. This field is currently not available from the TWS API. For Bonds only.
 
string Notes
 If populated for the bond in IB's database. For Bonds only.
 

Detailed Description

extended contract details.

See Also
Contract