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. More...

Inheritance diagram for EClient:

Public Member Functions
	EClient (EWrapper wrapper)
	Constructor. More...

void	SetConnectOptions (string connectOptions)
	Ignore. Used for IB's internal purposes.

void	DisableUseV100Plus ()
	Allows to switch between different current (V100+) and previous connection mechanisms.

bool	IsConnected ()
	Indicates whether the API-TWS connection has been closed. Note: This function is not automatically invoked and must be by the API client. More...

void	startApi ()
	Initiates the message exchange between the client application and the TWS/IB Gateway.

void	Close ()
	Terminates the connection and notifies the EWrapper implementing class. More...

virtual void	eDisconnect (bool resetState=true)
	Closes the socket connection and terminates its thread.

void	reqCompletedOrders (bool apiOnly)
	Requests completed orders. . More...

void	cancelTickByTickData (int requestId)
	Cancels tick-by-tick data. . More...

void	reqTickByTickData (int requestId, Contract contract, string tickType, int numberOfTicks, bool ignoreSize)
	Requests tick-by-tick data. . More...

void	cancelHistoricalData (int reqId)
	Cancels a historical data request. More...

void	calculateImpliedVolatility (int reqId, Contract contract, double optionPrice, double underPrice, List< TagValue > impliedVolatilityOptions)
	Calculate the volatility for an option. 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. . More...

void	calculateOptionPrice (int reqId, Contract contract, double volatility, double underPrice, List< TagValue > optionPriceOptions)
	Calculates an option's price based on the provided volatility and its underlying's price. The calculation will be return in EWrapper's tickOptionComputation callback. . More...

void	cancelAccountSummary (int reqId)
	Cancels the account's summary request. After requesting an account's summary, invoke this function to cancel it. More...

void	cancelCalculateImpliedVolatility (int reqId)
	Cancels an option's implied volatility calculation request. More...

void	cancelCalculateOptionPrice (int reqId)
	Cancels an option's price calculation request. More...

void	cancelFundamentalData (int reqId)
	Cancels Fundamental data request. More...

void	cancelMktData (int tickerId)
	Cancels a RT Market Data request. More...

void	cancelMktDepth (int tickerId, bool isSmartDepth)
	Cancel's market depth's request. More...

void	cancelNewsBulletin ()
	Cancels IB's news bulletin subscription. More...

void	cancelOrder (int orderId, string manualOrderCancelTime)
	Cancels an active order placed by from the same API client ID. Note: API clients cannot cancel individual orders placed by other clients. Only reqGlobalCancel is available. . More...

void	cancelPositions ()
	Cancels a previous position subscription request made with reqPositions. More...

void	cancelRealTimeBars (int tickerId)
	Cancels Real Time Bars' subscription. More...

void	cancelScannerSubscription (int tickerId)
	Cancels Scanner Subscription. More...

void	exerciseOptions (int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account, int ovrd, string manualOrderTime)
	Exercises an options contract Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized. More...

void	placeOrder (int id, Contract contract, Order order)
	Places or modifies an order. More...

void	replaceFA (int reqId, int faDataType, string xml)
	Replaces Financial Advisor's settings A Financial Advisor can define three different configurations: More...

void	requestFA (int faDataType)
	Requests the FA configuration A Financial Advisor can define three different configurations: More...

void	reqAccountSummary (int reqId, string group, string tags)
	Requests a specific account's summary. This method will subscribe to the account summary as presented in the TWS' Account Summary tab. The data is returned at EWrapper::accountSummary https://www.interactivebrokers.com/en/software/tws/accountwindowtop.htm. More...

void	reqAccountUpdates (bool subscribe, string acctCode)
	Subscribes to a specific account's information and portfolio. Through this method, a single account's subscription can be started/stopped. As a result from the subscription, the account's information, portfolio and last update time will be received at EWrapper::updateAccountValue, EWrapper::updateAccountPortfolio, EWrapper::updateAccountTime respectively. All account values and positions will be returned initially, and then there will only be updates when there is a change in a position, or to an account value every 3 minutes if it has changed. Only one account can be subscribed at a time. A second subscription request for another account when the previous one is still active will cause the first one to be canceled in favour of the second one. Consider user reqPositions if you want to retrieve all your accounts' portfolios directly. More...

void	reqAllOpenOrders ()
	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...

void	reqAutoOpenOrders (bool autoBind)
	Requests status updates about future orders placed from TWS. Can only be used with client ID 0. More...

void	reqContractDetails (int reqId, Contract contract)
	Requests contract information. 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. . More...

void	reqCurrentTime ()
	Requests TWS's current time. More...

void	reqExecutions (int reqId, ExecutionFilter filter)
	Requests current day's (since midnight) executions matching the filter. Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at EWrapper:execDetails. More...

void	reqFundamentalData (int reqId, Contract contract, string reportType, List< TagValue > fundamentalDataOptions)
	Legacy/DEPRECATED. Requests the contract's fundamental data. Fundamental data is returned at EWrapper::fundamentalData. More...

void	reqGlobalCancel ()
	Cancels all active orders. This method will cancel ALL open orders including those placed directly from TWS. More...

void	reqHistoricalData (int tickerId, Contract contract, string endDateTime, string durationStr, string barSizeSetting, string whatToShow, int useRTH, int formatDate, bool keepUpToDate, List< TagValue > chartOptions)
	Requests contracts' historical data. When requesting historical data, a finishing time and date is required along with a duration string. For example, having: More...

void	reqIds (int numIds)
	Requests the next valid order ID at the current moment. More...

void	reqManagedAccts ()
	Requests the accounts to which the logged user has access to. More...

void	reqMktData (int tickerId, Contract contract, string genericTickList, bool snapshot, bool regulatorySnaphsot, List< TagValue > mktDataOptions)
	Requests real time market data. Returns market data for an instrument either in real time or 10-15 minutes delayed (depending on the market data type specified) More...

void	reqMarketDataType (int marketDataType)
	Switches data type returned from reqMktData request to "frozen", "delayed" or "delayed-frozen" market data. Requires TWS/IBG v963+. The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our system. During normal trading hours, the API receives real-time market data. Invoking this function with argument 2 requests a switch to frozen data immediately or after the close. When the market reopens, the market data type will automatically switch back to real time if available. More...

void	reqMarketDepth (int tickerId, Contract contract, int numRows, bool isSmartDepth, List< TagValue > mktDepthOptions)
	Requests the contract's market depth (order book). 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, commissions, and quote booster packs. More...

void	reqNewsBulletins (bool allMessages)
	Subscribes to IB's News Bulletins. More...

void	reqOpenOrders ()
	Requests all open orders places by this specific API client (identified by the API client id). For client ID 0, this will bind previous manual TWS orders. More...

void	reqPositions ()
	Subscribes to position updates for all accessible accounts. All positions sent initially, and then only updates as positions change. More...

void	reqRealTimeBars (int tickerId, Contract contract, int barSize, string whatToShow, bool useRTH, List< TagValue > realTimeBarsOptions)
	Requests real time bars Currently, 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. Real time bars subscriptions are also included in the calculation of the number of Level 1 market data subscriptions allowed in an account. More...

void	reqScannerParameters ()
	Requests an XML list of scanner parameters valid in TWS. Not all parameters are valid from API scanner. More...

void	reqScannerSubscription (int reqId, ScannerSubscription subscription, List< TagValue > scannerSubscriptionOptions, List< TagValue > scannerSubscriptionFilterOptions)
	Starts a subscription to market scan results based on the provided parameters. More...

void	reqScannerSubscription (int reqId, ScannerSubscription subscription, string scannerSubscriptionOptions, string scannerSubscriptionFilterOptions)

void	setServerLogLevel (int logLevel)
	Changes the TWS/GW log level. The default is 2 = ERROR 5 = DETAIL is required for capturing all API messages and troubleshooting API programs Valid values are: 1 = SYSTEM 2 = ERROR 3 = WARNING 4 = INFORMATION 5 = DETAIL .

void	verifyRequest (string apiName, string apiVersion)
	For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

void	verifyMessage (string apiData)
	For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

void	verifyAndAuthRequest (string apiName, string apiVersion, string opaqueIsvKey)
	For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

void	verifyAndAuthMessage (string apiData, string xyzResponse)
	For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

void	queryDisplayGroups (int requestId)
	Requests all available Display Groups in TWS. More...

void	subscribeToGroupEvents (int requestId, int groupId)
	Integrates API client and TWS window grouping. More...

void	updateDisplayGroup (int requestId, string contractInfo)
	Updates the contract displayed in a TWS Window Group. More...

void	unsubscribeFromGroupEvents (int requestId)
	Cancels a TWS Window Group subscription.

void	reqPositionsMulti (int requestId, string account, string modelCode)
	Requests position subscription for account and/or model Initially all positions are returned, and then updates are returned for any position changes in real time. More...

void	cancelPositionsMulti (int requestId)
	Cancels positions request for account and/or model. More...

void	reqAccountUpdatesMulti (int requestId, string account, string modelCode, bool ledgerAndNLV)
	Requests account updates for account and/or model. More...

void	cancelAccountUpdatesMulti (int requestId)
	Cancels account updates request for account and/or model. More...

void	reqSecDefOptParams (int reqId, string underlyingSymbol, string futFopExchange, string underlyingSecType, int underlyingConId)
	Requests security definition option parameters for viewing a contract's option chain. More...

void	reqSoftDollarTiers (int reqId)
	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...

void	reqFamilyCodes ()
	Requests family codes for an account, for instance if it is a FA, IBroker, or associated account. More...

void	reqMatchingSymbols (int reqId, string pattern)
	Requests matching stock symbols. More...

void	reqMktDepthExchanges ()
	Requests venues for which market data is returned to updateMktDepthL2 (those with market makers) More...

void	reqSmartComponents (int reqId, string bboExchange)
	Returns the mapping of single letter codes to exchange names given the mapping identifier. More...

void	reqNewsProviders ()
	Requests news providers which the user has subscribed to. More...

void	reqNewsArticle (int requestId, string providerCode, string articleId, List< TagValue > newsArticleOptions)
	Requests news article body given articleId. More...

void	reqHistoricalNews (int requestId, int conId, string providerCodes, string startDateTime, string endDateTime, int totalResults, List< TagValue > historicalNewsOptions)
	Requests historical news headlines. More...

void	reqHeadTimestamp (int tickerId, Contract contract, string whatToShow, int useRTH, int formatDate)
	Returns the timestamp of earliest available historical data for a contract and data type. More...

void	cancelHeadTimestamp (int tickerId)
	Cancels a pending reqHeadTimeStamp request . More...

void	reqHistogramData (int tickerId, Contract contract, bool useRTH, string period)
	Returns data histogram of specified contract . More...

void	cancelHistogramData (int tickerId)
	Cancels an active data histogram request. More...

void	reqMarketRule (int marketRuleId)
	Requests details about a given market rule The market rule for an instrument on a particular exchange provides details about how the minimum price increment changes with price 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. . More...

void	reqPnL (int reqId, string account, string modelCode)
	Creates subscription for real time daily PnL and unrealized PnL updates. More...

void	cancelPnL (int reqId)
	cancels subscription for real time updated daily PnL params reqId

void	reqPnLSingle (int reqId, string account, string modelCode, int conId)
	Requests real time updates for daily PnL of individual positions. More...

void	cancelPnLSingle (int reqId)
	Cancels real time subscription for a positions daily PnL information. More...

void	reqHistoricalTicks (int reqId, Contract contract, string startDateTime, string endDateTime, int numberOfTicks, string whatToShow, int useRth, bool ignoreSize, List< TagValue > miscOptions)
	Requests historical Time&Sales data for an instrument. More...

void	reqWshMetaData (int reqId)
	Requests metadata from the WSH calendar. More...

void	cancelWshMetaData (int reqId)
	Cancels pending request for WSH metadata. More...

void	reqWshEventData (int reqId, WshEventData wshEventData)
	Requests event data from the wSH calendar. More...

void	cancelWshEventData (int reqId)
	Cancels pending WSH event data request. More...

void	reqUserInfo (int reqId)
	Requests user info. More...

bool	IsDataAvailable ()

int	ReadInt ()

byte[]	ReadAtLeastNBytes (int msgSize)

byte[]	ReadByteArray (int msgSize)

Public Attributes
EWrapper	Wrapper => wrapper
	Reference to the EWrapper implementing object.

int	ServerVersion => serverVersion
	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
abstract uint	prepareBuffer (BinaryWriter paramsList)

void	sendConnectRequest ()

bool	CheckServerVersion (int requiredVersion)

bool	CheckServerVersion (int requestId, int requiredVersion)

bool	CheckServerVersion (int requiredVersion, string updatetail)

bool	CheckServerVersion (int tickerId, int requiredVersion, string updatetail)

void	CloseAndSend (BinaryWriter paramsList, uint lengthPos, CodeMsgPair error)

void	CloseAndSend (int reqId, BinaryWriter paramsList, uint lengthPos, CodeMsgPair error)

abstract void	CloseAndSend (BinaryWriter request, uint lengthPos)

bool	CheckConnection ()

void	ReportError (int reqId, CodeMsgPair error, string tail)

void	ReportUpdateTWS (int reqId, string tail)

void	ReportUpdateTWS (string tail)

void	ReportError (int reqId, int code, string message)

void	SendCancelRequest (OutgoingMessages msgType, int version, int reqId, CodeMsgPair errorMessage)

void	SendCancelRequest (OutgoingMessages msgType, int version, CodeMsgPair errorMessage)

bool	VerifyOrderContract (Contract contract, int id)

bool	VerifyOrder (Order order, int id, bool isBagOrder)

Protected Attributes
int	serverVersion

ETransport	socketTransport

EWrapper	wrapper

volatile bool	isConnected

int	clientId

bool	extraAuth

bool	useV100Plus = true

bool	allowRedirect

Stream	tcpStream

Properties
bool	AllowRedirect `[get, set]`

string	ServerTime `[get, set]`

string	optionalCapabilities `[get, set]`

bool	AsyncEConnect `[get, set]`

Detailed Description

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.

Constructor & Destructor Documentation

EClient ( EWrapper wrapper)

inline

Constructor.

Parameters

wrapper EWrapper's implementing class instance. Every message being delivered by IB to the API client will be forwarded to the EWrapper's implementing class.

See Also: EWrapper

Member Function Documentation

void calculateImpliedVolatility	(	int	reqId,
		Contract	contract,
		double	optionPrice,
		double	underPrice,
		List< TagValue >	impliedVolatilityOptions
	)

inline

Calculate the volatility for an option.
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.
.

Parameters

reqId	unique identifier of the request.
contract	the option's contract for which the volatility wants to be calculated.
optionPrice	hypothetical option price.
underPrice	hypothetical option's underlying price.

See Also: EWrapper::tickOptionComputation, cancelCalculateImpliedVolatility, Contract

void calculateOptionPrice	(	int	reqId,
		Contract	contract,
		double	volatility,
		double	underPrice,
		List< TagValue >	optionPriceOptions
	)

inline

Calculates an option's price based on the provided volatility and its underlying's price.
The calculation will be return in EWrapper's tickOptionComputation callback.
.

Parameters

reqId	request's unique identifier.
contract	the option's contract for which the price wants to be calculated.
volatility	hypothetical volatility.
underPrice	hypothetical underlying's price.

See Also: EWrapper::tickOptionComputation, cancelCalculateOptionPrice, Contract

void cancelAccountSummary ( int reqId)

inline

Cancels the account's summary request. After requesting an account's summary, invoke this function to cancel it.

Parameters

reqId the identifier of the previously performed account request

See Also: reqAccountSummary

void cancelAccountUpdatesMulti ( int requestId)

inline

Cancels account updates request for account and/or model.

Parameters

requestId account subscription to cancel

See Also: reqAccountUpdatesMulti

void cancelCalculateImpliedVolatility ( int reqId)

inline

Cancels an option's implied volatility calculation request.

Parameters

reqId the identifier of the implied volatility's calculation request.

See Also: calculateImpliedVolatility

void cancelCalculateOptionPrice ( int reqId)

inline

Cancels an option's price calculation request.

Parameters

reqId the identifier of the option's price's calculation request.

See Also: calculateOptionPrice

void cancelFundamentalData ( int reqId)

inline

Cancels Fundamental data request.

Parameters

reqId the request's identifier.

See Also: reqFundamentalData

void cancelHeadTimestamp ( int tickerId)

inline

Cancels a pending reqHeadTimeStamp request
.

Parameters

tickerId Id of the request

void cancelHistogramData ( int tickerId)

inline

Cancels an active data histogram request.

Parameters

tickerId - identifier specified in reqHistogramData request

See Also: reqHistogramData, histogramData

void cancelHistoricalData ( int reqId)

inline

Cancels a historical data request.

Parameters

reqId the request's identifier.

See Also: reqHistoricalData

void cancelMktData ( int tickerId)

inline

Cancels a RT Market Data request.

Parameters

tickerId request's identifier

See Also: reqMktData

void cancelMktDepth	(	int	tickerId,
		bool	isSmartDepth
	)

inline

Cancel's market depth's request.

Parameters

tickerId request's identifier.

See Also: reqMarketDepth

void cancelNewsBulletin ( )

inline

Cancels IB's news bulletin subscription.

See Also: reqNewsBulletins

void cancelOrder	(	int	orderId,
		string	manualOrderCancelTime
	)

inline

Cancels an active order placed by from the same API client ID.
Note: API clients cannot cancel individual orders placed by other clients. Only reqGlobalCancel is available.
.

Parameters

orderId the order's client id

See Also: placeOrder, reqGlobalCancel

void cancelPnLSingle ( int reqId)

inline

Cancels real time subscription for a positions daily PnL information.

Parameters

reqId

void cancelPositions ( )

inline

Cancels a previous position subscription request made with reqPositions.

See Also: reqPositions

void cancelPositionsMulti ( int requestId)

inline

Cancels positions request for account and/or model.

Parameters

requestId - the identifier of the request to be canceled.

See Also: reqPositionsMulti

void cancelRealTimeBars ( int tickerId)

inline

Cancels Real Time Bars' subscription.

Parameters

tickerId the request's identifier.

See Also: reqRealTimeBars

void cancelScannerSubscription ( int tickerId)

inline

Cancels Scanner Subscription.

Parameters

tickerId the subscription's unique identifier.

See Also: reqScannerSubscription, ScannerSubscription, reqScannerParameters

void cancelTickByTickData ( int requestId)

inline

Cancels tick-by-tick data.
.

Parameters

reqId - unique identifier of the request.

void cancelWshEventData ( int reqId)

inline

Cancels pending WSH event data request.

Parameters

reqId

void cancelWshMetaData ( int reqId)

inline

Cancels pending request for WSH metadata.

Parameters

reqId

void Close ( )

Terminates the connection and notifies the EWrapper implementing class.

See Also: EWrapper::connectionClosed, eDisconnect

void exerciseOptions	(	int	tickerId,
		Contract	contract,
		int	exerciseAction,
		int	exerciseQuantity,
		string	account,
		int	ovrd,
		string	manualOrderTime
	)

inline

Exercises an options contract
Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized.

Parameters

tickerId	exercise request's identifier
contract	the option Contract to be exercised.
exerciseAction	set to 1 to exercise the option, set to 2 to let the option lapse.
exerciseQuantity	number of contracts to be exercised
account	destination account
ovrd	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. Set to 1 to override, set to 0 not to.
manualOrderTime	Manual Order Time

bool IsConnected ( )

Indicates whether the API-TWS connection has been closed. Note: This function is not automatically invoked and must be by the API client.

Returns: true if connection has been established, false if it has not.

void placeOrder	(	int	id,
		Contract	contract,
		Order	order
	)

inline

Places or modifies an order.

Parameters

id	the order's unique identifier. Use a sequential id starting with the id received at the nextValidId method. If a new order is placed with an order ID less than or equal to the order ID of a previous order an error will occur.
contract	the order's contract
order	the order

See Also: EWrapper::nextValidId, reqAllOpenOrders, reqAutoOpenOrders, reqOpenOrders, cancelOrder, reqGlobalCancel, EWrapper::openOrder, EWrapper::orderStatus, Order, Contract

void queryDisplayGroups ( int requestId)

inline

Requests all available Display Groups in TWS.

Parameters

requestId is the ID of this request

void replaceFA	(	int	reqId,
		int	faDataType,
		string	xml
	)

inline

Replaces Financial Advisor's settings A Financial Advisor can define three different configurations:

Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group.
Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc
Parameters

faDataType the configuration to change. Set to 1 or 3 as defined above.

xml the xml-formatted configuration string

See Also
requestFA

void reqAccountSummary	(	int	reqId,
		string	group,
		string	tags
	)

inline

Requests a specific account's summary.
This method will subscribe to the account summary as presented in the TWS' Account Summary tab. The data is returned at EWrapper::accountSummary
https://www.interactivebrokers.com/en/software/tws/accountwindowtop.htm.

Parameters

reqId	the unique request identifier.
group	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.
tags	a comma separated list with the desired tags: AccountType — Identifies the IB account structure NetLiquidation — The basis for determining the price of the assets in your account. Total cash value + stock value + options value + bond value TotalCashValue — Total cash balance recognized at the time of trade + futures PNL SettledCash — Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes - fees AccruedCash — Total accrued cash value of stock, commodities and securities BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day GrossPositionValue — The sum of the absolute value of all stock and equity option positions RegTEquity — Regulation T equity for universal account RegTMargin — Regulation T margin for universal account SMA — Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T account increase in value InitMarginReq — Initial Margin requirement of whole portfolio MaintMarginReq — Maintenance Margin requirement of whole portfolio AvailableFunds — This value tells what you have available for trading ExcessLiquidity — This value shows your margin cushion, before liquidation Cushion — Excess liquidity as a percentage of net liquidation value FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits LookAheadNextChange — Time when look-ahead values take effect LookAheadInitMarginReq — Initial Margin requirement of whole portfolio as of next period's margin change LookAheadMaintMarginReq — Maintenance Margin requirement of whole portfolio as of next period's margin change LookAheadAvailableFunds — This value reflects your available funds at the next margin change LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change HighestSeverity — A measure of how close the account is to liquidation 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. Leverage — GrossPositionValue / NetLiquidation $LEDGER — Single flag to relay all cash balance tags, only in base currency. $LEDGER:CURRENCY — Single flag to relay all cash balance tags, only in the specified currency. $LEDGER:ALL — Single flag to relay all cash balance tags* in all currencies.

See Also: cancelAccountSummary, EWrapper::accountSummary, EWrapper::accountSummaryEnd

void reqAccountUpdates	(	bool	subscribe,
		string	acctCode
	)

inline

Subscribes to a specific account's information and portfolio. Through this method, a single account's subscription can be started/stopped. As a result from the subscription, the account's information, portfolio and last update time will be received at EWrapper::updateAccountValue, EWrapper::updateAccountPortfolio, EWrapper::updateAccountTime respectively. All account values and positions will be returned initially, and then there will only be updates when there is a change in a position, or to an account value every 3 minutes if it has changed. Only one account can be subscribed at a time. A second subscription request for another account when the previous one is still active will cause the first one to be canceled in favour of the second one. Consider user reqPositions if you want to retrieve all your accounts' portfolios directly.

Parameters

subscribe	set to true to start the subscription and to false to stop it.
acctCode	the account id (i.e. U123456) for which the information is requested.

See Also: reqPositions, EWrapper::updateAccountValue, EWrapper::updatePortfolio, EWrapper::updateAccountTime

void reqAccountUpdatesMulti	(	int	requestId,
		string	account,
		string	modelCode,
		bool	ledgerAndNLV
	)

inline

Requests account updates for account and/or model.

Parameters

reqId	identifier to label the request
account	account values can be requested for a particular account
modelCode	values can also be requested for a model
ledgerAndNLV	returns light-weight request; only currency positions as opposed to account values and currency positions

See Also: cancelAccountUpdatesMulti, EWrapper::accountUpdateMulti, EWrapper::accountUpdateMultiEnd

void reqAllOpenOrders ( )

inline

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.

See Also: reqAutoOpenOrders, reqOpenOrders, EWrapper::openOrder, EWrapper::orderStatus, EWrapper::openOrderEnd

void reqAutoOpenOrders ( bool autoBind)

inline

Requests status updates about future orders placed from TWS. Can only be used with client ID 0.

Parameters

autoBind if set to true, the newly created orders will be assigned an API order ID and implicitly associated with this client. If set to false, future orders will not be.

See Also: reqAllOpenOrders, reqOpenOrders, cancelOrder, reqGlobalCancel, EWrapper::openOrder, EWrapper::orderStatus

void reqCompletedOrders ( bool apiOnly)

inline

Requests completed orders.
.

Parameters

apiOnly - request only API orders.

See Also: EWrapper::completedOrder, EWrapper::completedOrdersEnd

void reqContractDetails	(	int	reqId,
		Contract	contract
	)

inline

Requests contract information.
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.
.

Parameters

reqId	the unique request identifier.
contract	the contract used as sample to query the available contracts. Typically, it will contain the Contract::Symbol, Contract::Currency, Contract::SecType, Contract::Exchange

See Also: EWrapper::contractDetails, EWrapper::contractDetailsEnd

void reqCurrentTime ( )

inline

Requests TWS's current time.

See Also: EWrapper::currentTime

void reqExecutions	(	int	reqId,
		ExecutionFilter	filter
	)

inline

Requests current day's (since midnight) executions matching the filter. Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at EWrapper:execDetails.

Parameters

reqId	the request's unique identifier.
filter	the filter criteria used to determine which execution reports are returned.

See Also: EWrapper::execDetails, EWrapper::commissionReport, ExecutionFilter

void reqFamilyCodes ( )

inline

Requests family codes for an account, for instance if it is a FA, IBroker, or associated account.

See Also: EWrapper::familyCodes

void reqFundamentalData	(	int	reqId,
		Contract	contract,
		string	reportType,
		List< TagValue >	fundamentalDataOptions
	)

inline

Legacy/DEPRECATED. Requests the contract's fundamental data. Fundamental data is returned at EWrapper::fundamentalData.

Parameters

reqId	the request's unique identifier.
contract	the contract's description for which the data will be returned.
reportType	there are three available report types: ReportSnapshot: Company overview ReportsFinSummary: Financial summary ReportRatios: Financial ratios ReportsFinStatements: Financial statements RESC: Analyst estimates

See Also: EWrapper::fundamentalData

void reqGlobalCancel ( )

inline

Cancels all active orders.
This method will cancel ALL open orders including those placed directly from TWS.

See Also: cancelOrder

void reqHeadTimestamp	(	int	tickerId,
		Contract	contract,
		string	whatToShow,
		int	useRTH,
		int	formatDate
	)

inline

Returns the timestamp of earliest available historical data for a contract and data type.

Parameters

tickerId	- an identifier for the request
contract	- contract object for which head timestamp is being requested
whatToShow	- type of data for head timestamp - "BID", "ASK", "TRADES", etc
useRTH	- use regular trading hours only, 1 for yes or 0 for no
formatDate	-
formatDate	set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds

See Also: headTimeStamp

void reqHistogramData	(	int	tickerId,
		Contract	contract,
		bool	useRTH,
		string	period
	)

inline

Returns data histogram of specified contract
.

Parameters

tickerId	- an identifier for the request
contract	- Contract object for which histogram is being requested
useRTH	- use regular trading hours only, 1 for yes or 0 for no
period	- period of which data is being requested, e.g. "3 days"

See Also: histogramData

void reqHistoricalData	(	int	tickerId,
		Contract	contract,
		string	endDateTime,
		string	durationStr,
		string	barSizeSetting,
		string	whatToShow,
		int	useRTH,
		int	formatDate,
		bool	keepUpToDate,
		List< TagValue >	chartOptions
	)

inline

Requests contracts' historical data. When requesting historical data, a finishing time and date is required along with a duration string. For example, having:

 - endDateTime: 20130701 23:59:59 GMT
 - 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 timezone optionally. The resulting bars will be returned in EWrapper::historicalData

Parameters

tickerId	the request's unique identifier.
contract	the contract for which we want to retrieve the data.
endDateTime	request's ending time with format yyyyMMdd HH:mm:ss {TMZ}
durationStr	the amount of time for which the data needs to be retrieved: " S (seconds) - " D (days) " W (weeks) - " M (months) " Y (years)
barSizeSetting	the size of the bar: 1 sec 5 secs 15 secs 30 secs 1 min 2 mins 3 mins 5 mins 15 mins 30 mins 1 hour 1 day
whatToShow	the kind of information being retrieved: TRADES MIDPOINT BID ASK BID_ASK HISTORICAL_VOLATILITY OPTION_IMPLIED_VOLATILITY FEE_RATE SCHEDULE
useRTH	set to 0 to obtain the data which was also generated outside of the Regular Trading Hours, set to 1 to obtain only the RTH data
formatDate	set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds
keepUpToDate	set to True to received continuous updates on most recent bar data. If True, and endDateTime cannot be specified.

See Also: EWrapper::historicalData

void reqHistoricalNews	(	int	requestId,
		int	conId,
		string	providerCodes,
		string	startDateTime,
		string	endDateTime,
		int	totalResults,
		List< TagValue >	historicalNewsOptions
	)

inline

Requests historical news headlines.

Parameters

requestId
conId	- contract id of ticker
providerCodes	- a '+'-separated list of provider codes
startDateTime	- marks the (exclusive) start of the date range. The format is yyyy-MM-dd HH:mm:ss.0
endDateTime	- marks the (inclusive) end of the date range. The format is yyyy-MM-dd HH:mm:ss.0
totalResults	- the maximum number of headlines to fetch (1 - 300)
historicalNewsOptions	reserved for internal use. Should be defined as null.

See Also: EWrapper::historicalNews, EWrapper::historicalNewsEnd

void reqHistoricalTicks	(	int	reqId,
		Contract	contract,
		string	startDateTime,
		string	endDateTime,
		int	numberOfTicks,
		string	whatToShow,
		int	useRth,
		bool	ignoreSize,
		List< TagValue >	miscOptions
	)

inline

Requests historical Time&Sales data for an instrument.

Parameters

reqId	id of the request
contract	Contract object that is subject of query
startDateTime,i.e.	"20170701 12:01:00". Uses TWS timezone specified at login.
endDateTime,i.e.	"20170701 13:01:00". In TWS timezone. Exactly one of start time and end time has to be defined.
numberOfTicks	Number of distinct data points. Max currently 1000 per request.
whatToShow	(Bid_Ask, Midpoint, Trades) Type of data requested.
useRth	Data from regular trading hours (1), or all available hours (0)
ignoreSize	A filter only used when the source price is Bid_Ask
miscOptions	should be defined as null, reserved for internal use

void reqIds ( int numIds)

inline

Requests the next valid order ID at the current moment.

Parameters

numIds deprecated- this parameter will not affect the value returned to nextValidId

See Also: EWrapper::nextValidId

void reqManagedAccts ( )

inline

Requests the accounts to which the logged user has access to.

See Also: EWrapper::managedAccounts

void reqMarketDataType ( int marketDataType)

inline

Switches data type returned from reqMktData request to "frozen", "delayed" or "delayed-frozen" market data. Requires TWS/IBG v963+.
The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our system.
During normal trading hours, the API receives real-time market data. Invoking this function with argument 2 requests a switch to frozen data immediately or after the close.
When the market reopens, the market data type will automatically switch back to real time if available.

Parameters

marketDataType,: by default only real-time (1) market data is enabled sending 1 (real-time) disables frozen, delayed and delayed-frozen market data sending 2 (frozen) enables frozen market data sending 3 (delayed) enables delayed and disables delayed-frozen market data sending 4 (delayed-frozen) enables delayed and delayed-frozen market data

void reqMarketDepth	(	int	tickerId,
		Contract	contract,
		int	numRows,
		bool	isSmartDepth,
		List< TagValue >	mktDepthOptions
	)

inline

Requests the contract's market depth (order book).
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, commissions, and quote booster packs.

Parameters

tickerId	the request's identifier
contract	the Contract for which the depth is being requested
numRows	the number of rows on each side of the order book
isSmartDepth	flag indicates that this is smart depth request

See Also: cancelMktDepth, EWrapper::updateMktDepth, EWrapper::updateMktDepthL2

void reqMarketRule ( int marketRuleId)

inline

Requests details about a given market rule
The market rule for an instrument on a particular exchange provides details about how the minimum price increment changes with price
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.
.

Parameters

marketRuleId - the id of market rule

See Also: EWrapper::marketRule

void reqMatchingSymbols	(	int	reqId,
		string	pattern
	)

inline

Requests matching stock symbols.

Parameters

reqId	id to specify the request
pattern	- either start of ticker symbol or (for larger strings) company name

See Also: EWrapper::symbolSamples

void reqMktData	(	int	tickerId,
		Contract	contract,
		string	genericTickList,
		bool	snapshot,
		bool	regulatorySnaphsot,
		List< TagValue >	mktDataOptions
	)

inline

Requests real time market data. Returns market data for an instrument either in real time or 10-15 minutes delayed (depending on the market data type specified)

Parameters

tickerId	the request's identifier
contract	the Contract for which the data is being requested
genericTickList	comma separated ids of the available generic ticks: 100 Option Volume (currently for stocks) 101 Option Open Interest (currently for stocks) 104 Historical Volatility (currently for stocks) 105 Average Option Volume (currently for stocks) 106 Option Implied Volatility (currently for stocks) 162 Index Future Premium 165 Miscellaneous Stats 221 Mark Price (used in TWS P&L computations) 225 Auction values (volume, price and imbalance) 233 RTVolume - contains the last trade price, last trade size, last trade time, total volume, VWAP, and single trade flag. 236 Shortable 256 Inventory 258 Fundamental Ratios 411 Realtime Historical Volatility 456 IBDividends
snapshot	for users with corresponding real time market data subscriptions. A true value will return a one-time snapshot, while a false value will provide streaming data.
regulatory	snapshot for US stocks requests NBBO snapshots for users which have "US Securities Snapshot Bundle" subscription but not corresponding Network A, B, or C subscription necessary for streaming market data. One-time snapshot of current market price that will incur a fee of 1 cent to the account per snapshot.

See Also: cancelMktData, EWrapper::tickPrice, EWrapper::tickSize, EWrapper::tickString, EWrapper::tickEFP, EWrapper::tickGeneric, EWrapper::tickOptionComputation, EWrapper::tickSnapshotEnd

void reqMktDepthExchanges ( )

inline

Requests venues for which market data is returned to updateMktDepthL2 (those with market makers)

See Also: EWrapper::mktDepthExchanges

void reqNewsArticle	(	int	requestId,
		string	providerCode,
		string	articleId,
		List< TagValue >	newsArticleOptions
	)

inline

Requests news article body given articleId.

Parameters

requestId	id of the request
providerCode	short code indicating news provider, e.g. FLY
articleId	id of the specific article
newsArticleOptions	reserved for internal use. Should be defined as null.

See Also: EWrapper::newsArticle,

void reqNewsBulletins ( bool allMessages)

inline

Subscribes to IB's News Bulletins.

Parameters

allMessages if set to true, will return all the existing bulletins for the current day, set to false to receive only the new bulletins.

See Also: cancelNewsBulletin, EWrapper::updateNewsBulletin

void reqNewsProviders ( )

inline

Requests news providers which the user has subscribed to.

See Also: EWrapper::newsProviders

void reqOpenOrders ( )

inline

Requests all open orders places by this specific API client (identified by the API client id). For client ID 0, this will bind previous manual TWS orders.

See Also: reqAllOpenOrders, reqAutoOpenOrders, placeOrder, cancelOrder, reqGlobalCancel, EWrapper::openOrder, EWrapper::orderStatus, EWrapper::openOrderEnd

void reqPnL	(	int	reqId,
		string	account,
		string	modelCode
	)

inline

Creates subscription for real time daily PnL and unrealized PnL updates.

Parameters

account	account for which to receive PnL updates
modelCode	specify to request PnL updates for a specific model

void reqPnLSingle	(	int	reqId,
		string	account,
		string	modelCode,
		int	conId
	)

inline

Requests real time updates for daily PnL of individual positions.

Parameters

reqId
account	account in which position exists
modelCode	model in which position exists
conId	contract ID (conId) of contract to receive daily PnL updates for. Note: does not return message if invalid conId is entered

void reqPositions ( )

inline

Subscribes to position updates for all accessible accounts. All positions sent initially, and then only updates as positions change.

See Also: cancelPositions, EWrapper::position, EWrapper::positionEnd

void reqPositionsMulti	(	int	requestId,
		string	account,
		string	modelCode
	)

inline

Requests position subscription for account and/or model Initially all positions are returned, and then updates are returned for any position changes in real time.

Parameters

requestId	- Request's identifier
account	- If an account Id is provided, only the account's positions belonging to the specified model will be delivered
modelCode	- The code of the model's positions we are interested in.

See Also: cancelPositionsMulti, EWrapper::positionMulti, EWrapper::positionMultiEnd

void reqRealTimeBars	(	int	tickerId,
		Contract	contract,
		int	barSize,
		string	whatToShow,
		bool	useRTH,
		List< TagValue >	realTimeBarsOptions
	)

inline

Requests real time bars
Currently, 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.
Real time bars subscriptions are also included in the calculation of the number of Level 1 market data subscriptions allowed in an account.

Parameters

tickerId	the request's unique identifier.
contract	the Contract for which the depth is being requested
barSize	currently being ignored
whatToShow	the nature of the data being retrieved: TRADES MIDPOINT BID ASK
useRTH	set to 0 to obtain the data which was also generated ourside of the Regular Trading Hours, set to 1 to obtain only the RTH data

See Also: cancelRealTimeBars, EWrapper::realtimeBar

void reqScannerParameters ( )

inline

Requests an XML list of scanner parameters valid in TWS.
Not all parameters are valid from API scanner.

See Also: reqScannerSubscription

void reqScannerSubscription	(	int	reqId,
		ScannerSubscription	subscription,
		List< TagValue >	scannerSubscriptionOptions,
		List< TagValue >	scannerSubscriptionFilterOptions
	)

Starts a subscription to market scan results based on the provided parameters.

Parameters

reqId	the request's identifier
subscription	summary of the scanner subscription including its filters.

See Also: reqScannerParameters, ScannerSubscription, EWrapper::scannerData

void reqSecDefOptParams	(	int	reqId,
		string	underlyingSymbol,
		string	futFopExchange,
		string	underlyingSecType,
		int	underlyingConId
	)

inline

Requests security definition option parameters for viewing a contract's option chain.

Parameters

reqId	the ID chosen for the request
underlyingSymbol
futFopExchange	The exchange on which the returned options are trading. Can be set to the empty string "" for all exchanges.
underlyingSecType	The type of the underlying security, i.e. STK
underlyingConId	the contract ID of the underlying security

See Also: EWrapper::securityDefinitionOptionParameter

void reqSmartComponents	(	int	reqId,
		string	bboExchange
	)

inline

Returns the mapping of single letter codes to exchange names given the mapping identifier.

Parameters

reqId	id of the request
bboExchange	mapping identifier received from EWrapper.tickReqParams

See Also: EWrapper::smartComponents

void reqSoftDollarTiers ( int reqId)

inline

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.

See Also: EWrapper::softDollarTiers

void reqTickByTickData	(	int	requestId,
		Contract	contract,
		string	tickType,
		int	numberOfTicks,
		bool	ignoreSize
	)

inline

Requests tick-by-tick data.
.

Parameters

reqId	- unique identifier of the request.
contract	- the contract for which tick-by-tick data is requested.
tickType	- tick-by-tick data type: "Last", "AllLast", "BidAsk" or "MidPoint".
numberOfTicks	- number of ticks.
ignoreSize	- ignore size flag.

See Also: EWrapper::tickByTickAllLast, EWrapper::tickByTickBidAsk, EWrapper::tickByTickMidPoint, Contract

void requestFA ( int faDataType)

inline

Requests the FA configuration 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.
 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.

More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc

Parameters

faDataType the configuration to change. Set to 1 or 3 as defined above.

See Also: replaceFA

void reqUserInfo ( int reqId)

inline

Requests user info.

Parameters

reqId

void reqWshEventData	(	int	reqId,
		WshEventData	wshEventData
	)

inline

Requests event data from the wSH calendar.

Parameters

reqId
conId	contract ID (conId) of contract to receive WSH Event Data for.

void reqWshMetaData ( int reqId)

inline

Requests metadata from the WSH calendar.

Parameters

reqId

void subscribeToGroupEvents	(	int	requestId,
		int	groupId
	)

inline

Integrates API client and TWS window grouping.

Parameters

requestId	is the Id chosen for this subscription request
groupId	is the display group for integration

void updateDisplayGroup	(	int	requestId,
		string	contractInfo
	)

inline

Updates the contract displayed in a TWS Window Group.

Parameters

requestId	is the ID chosen for this request
contractInfo	is an encoded value designating a unique IB contract. Possible values include: none = empty selection contractID - any non-combination contract. Examples 8314 for IBM SMART; 8314 for IBM ARCA combo= if any combo is selected Note: This request from the API does not get a TWS response unless an error occurs.

faDataType	the configuration to change. Set to 1 or 3 as defined above.
xml	the xml-formatted configuration string

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

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