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. More...

Public Member Functions
void	error (Exception e)
	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...

void	error (string str)

void	error (int id, int errorCode, string errorMsg, string advancedOrderRejectJson)
	Errors sent by the TWS are received here. More...

void	currentTime (long time)
	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...

void	tickPrice (int tickerId, int field, double price, TickAttrib attribs)
	Market data tick price callback. Handles all price related ticks. Every tickPrice callback is followed by a tickSize. A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field currently available, whereas a tickPrice with a positive tickSize indicates an active quote of 0 (typically for a combo contract). More...

void	tickSize (int tickerId, int field, decimal size)
	Market data tick size callback. Handles all size-related ticks. More...

void	tickString (int tickerId, int field, string value)
	Market data callback. Every tickPrice is followed by a tickSize. There are also independent tickSize callbacks anytime the tickSize changes, and so there will be duplicate tickSize messages following a tickPrice. More...

void	tickGeneric (int tickerId, int field, double value)
	Market data callback. More...

void	tickEFP (int tickerId, int tickType, double basisPoints, string formattedBasisPoints, double impliedFuture, int holdDays, string futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate)
	Exchange for Physicals. More...

void	deltaNeutralValidation (int reqId, DeltaNeutralContract deltaNeutralContract)
	Upon accepting a Delta-Neutral DN RFQ(request for quote), the server sends a deltaNeutralValidation() message with the DeltaNeutralContract structure. If the delta and price fields are empty in the original request, 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. More...

void	tickOptionComputation (int tickerId, int field, int tickAttrib, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
	Receive's option specific market data. This method is called when the market in an option or its underlier moves. TWS’s option model volatilities, prices, and deltas, along with the present value of dividends expected on that options underlier are received. More...

void	tickSnapshotEnd (int tickerId)
	When requesting market data snapshots, this market will indicate the snapshot reception is finished. Expected to occur 11 seconds after beginning of request.

void	nextValidId (int orderId)
	Receives next valid order id. Will be invoked automatically upon successfull API client connection, or after call to EClient::reqIds Important: the next valid order ID is only valid at the time it is received. More...

void	managedAccounts (string accountsList)
	Receives a comma-separated string with the managed account ids. Occurs automatically on initial API client connection. More...

void	connectionClosed ()
	Callback to indicate the API connection has closed. Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered by API client code. More...

void	accountSummary (int reqId, string account, string tag, string value, string currency)
	Receives the account information. This method will receive the account information just as it appears in the TWS' Account Summary Window. More...

void	accountSummaryEnd (int reqId)
	notifies when all the accounts' information has ben received. Requires TWS 967+ to receive accountSummaryEnd in linked account structures. More...

void	bondContractDetails (int reqId, ContractDetails contract)
	Delivers the Bond contract data after this has been requested via reqContractDetails. More...

void	updateAccountValue (string key, string value, string currency, string accountName)
	Receives the subscribed account's information. Only one account can be subscribed at a time. After the initial callback to updateAccountValue, callbacks only occur for values which have changed. This occurs at the time of a position change, or every 3 minutes at most. This frequency cannot be adjusted. More...

void	updatePortfolio (Contract contract, decimal position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, string accountName)
	Receives the subscribed account's portfolio. This function will receive only the portfolio of the subscribed account. If the portfolios of all managed accounts are needed, refer to EClientSocket::reqPosition After the initial callback to updatePortfolio, callbacks only occur for positions which have changed. More...

void	updateAccountTime (string timestamp)
	Receives the last time on which the account was updated. More...

void	accountDownloadEnd (string account)
	Notifies when all the account's information has finished. More...

void	orderStatus (int orderId, string status, decimal filled, decimal remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, string whyHeld, double mktCapPrice)
	Gives the up-to-date information of an order every time it changes. Often there are duplicate orderStatus messages. More...

void	openOrder (int orderId, Contract contract, Order order, OrderState orderState)
	Feeds in currently open orders. More...

void	openOrderEnd ()
	Notifies the end of the open orders' reception. More...

void	contractDetails (int reqId, ContractDetails contractDetails)
	receives the full contract's definitions This method will return all contracts matching the requested via EClientSocket::reqContractDetails. For example, one can obtain the whole option chain with it. More...

void	contractDetailsEnd (int reqId)
	After all contracts matching the request were returned, this method will mark the end of their reception. More...

void	execDetails (int reqId, Contract contract, Execution execution)
	Provides the executions which happened in the last 24 hours. More...

void	execDetailsEnd (int reqId)
	indicates the end of the Execution reception. More...

void	commissionReport (CommissionReport commissionReport)
	provides the CommissionReport of an Execution More...

void	fundamentalData (int reqId, string data)
	returns fundamental data More...

void	historicalData (int reqId, Bar bar)
	returns the requested historical data bars More...

void	historicalDataUpdate (int reqId, Bar bar)
	Receives bars in real time if keepUpToDate is set as True in reqHistoricalData. Similar to realTimeBars function, except returned data is a composite of historical data and real time data that is equivalent to TWS chart functionality to keep charts up to date. Returned bars are successfully updated using real time data. More...

void	historicalDataEnd (int reqId, string start, string end)
	Marks the ending of the historical bars reception.

void	marketDataType (int reqId, int marketDataType)
	Returns the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by EClientSocket::reqMktData when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back. More...

void	updateMktDepth (int tickerId, int position, int operation, int side, double price, decimal size)
	Returns the order book. More...

void	updateMktDepthL2 (int tickerId, int position, string marketMaker, int operation, int side, double price, decimal size, bool isSmartDepth)
	Returns the order book. More...

void	updateNewsBulletin (int msgId, int msgType, string message, string origExchange)
	provides IB's bulletins More...

void	position (string account, Contract contract, decimal pos, double avgCost)
	provides the portfolio's open positions. More...

void	positionEnd ()
	Indicates all the positions have been transmitted. More...

void	realtimeBar (int reqId, long date, double open, double high, double low, double close, decimal volume, decimal WAP, int count)
	updates the real time 5 seconds bars More...

void	scannerParameters (string xml)
	provides the xml-formatted parameters available from TWS market scanners (not all available in API). More...

void	scannerData (int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
	provides the data resulting from the market scanner request. More...

void	scannerDataEnd (int reqId)
	Indicates the scanner data reception has terminated. More...

void	receiveFA (int faDataType, string faXmlData)
	receives the Financial Advisor's configuration available in the TWS More...

void	verifyMessageAPI (string apiData)
	Not generally available.

void	verifyCompleted (bool isSuccessful, string errorText)
	Not generally available.

void	verifyAndAuthMessageAPI (string apiData, string xyzChallenge)
	Not generally available.

void	verifyAndAuthCompleted (bool isSuccessful, string errorText)
	Not generally available.

void	displayGroupList (int reqId, string groups)
	a one-time response to querying the display groups. More...

void	displayGroupUpdated (int reqId, string contractInfo)
	call triggered once after receiving the subscription request, and will be sent again if the selected contract in the subscribed * display group has changed. More...

void	connectAck ()
	callback initially acknowledging connection attempt connection handshake not complete until nextValidID is received

void	positionMulti (int requestId, string account, string modelCode, Contract contract, decimal pos, double avgCost)
	provides the portfolio's open positions. More...

void	positionMultiEnd (int requestId)
	Indicates all the positions have been transmitted. More...

void	accountUpdateMulti (int requestId, string account, string modelCode, string key, string value, string currency)
	provides the account updates. More...

void	accountUpdateMultiEnd (int requestId)
	Indicates all the account updates have been transmitted. More...

void	securityDefinitionOptionParameter (int reqId, string exchange, int underlyingConId, string tradingClass, string multiplier, HashSet< string > expirations, HashSet< double > strikes)
	returns the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams More...

void	securityDefinitionOptionParameterEnd (int reqId)
	called when all callbacks to securityDefinitionOptionParameter are complete More...

void	softDollarTiers (int reqId, SoftDollarTier[] tiers)
	called when receives Soft Dollar Tier configuration information More...

void	familyCodes (FamilyCode[] familyCodes)
	returns array of family codes More...

void	symbolSamples (int reqId, ContractDescription[] contractDescriptions)
	returns array of sample contract descriptions More...

void	mktDepthExchanges (DepthMktDataDescription[] depthMktDataDescriptions)
	called when receives Depth Market Data Descriptions More...

void	tickNews (int tickerId, long timeStamp, string providerCode, string articleId, string headline, string extraData)
	ticks with news headline More...

void	smartComponents (int reqId, Dictionary< int, KeyValuePair< string, char >> theMap)
	bit number to exchange + exchange abbreviation dictionary More...

void	tickReqParams (int tickerId, double minTick, string bboExchange, int snapshotPermissions)
	tick with BOO exchange and snapshot permissions More...

void	newsProviders (NewsProvider[] newsProviders)
	returns array of subscribed API news providers for this user More...

void	newsArticle (int requestId, int articleType, string articleText)
	called when receives News Article More...

void	historicalNews (int requestId, string time, string providerCode, string articleId, string headline)
	returns news headline More...

void	historicalNewsEnd (int requestId, bool hasMore)
	returns news headlines end marker More...

void	headTimestamp (int reqId, string headTimestamp)
	returns beginning of data for contract for specified data type More...

void	histogramData (int reqId, HistogramEntry[] data)
	returns data histogram More...

void	rerouteMktDataReq (int reqId, int conId, string exchange)
	returns conId and exchange for CFD market data request re-route More...

void	rerouteMktDepthReq (int reqId, int conId, string exchange)
	returns the conId and exchange for an underlying contract when a request is made for level 2 data for an instrument which does not have data in IB's database. For example stock CFDs and index CFDs. More...

void	marketRule (int marketRuleId, PriceIncrement[] priceIncrements)
	returns minimum price increment structure for a particular market rule ID market rule IDs for an instrument on valid exchanges can be obtained from the contractDetails object for that contract More...

void	pnl (int reqId, double dailyPnL, double unrealizedPnL, double realizedPnL)
	receives PnL updates in real time for the daily PnL and the total unrealized PnL for an account More...

void	pnlSingle (int reqId, decimal pos, double dailyPnL, double unrealizedPnL, double realizedPnL, double value)
	receives real time updates for single position daily PnL values More...

void	historicalTicks (int reqId, HistoricalTick[] ticks, bool done)

void	historicalTicksBidAsk (int reqId, HistoricalTickBidAsk[] ticks, bool done)

void	historicalTicksLast (int reqId, HistoricalTickLast[] ticks, bool done)

void	tickByTickAllLast (int reqId, int tickType, long time, double price, decimal size, TickAttribLast tickAttribLast, string exchange, string specialConditions)
	returns "Last" or "AllLast" tick-by-tick real-time tick More...

void	tickByTickBidAsk (int reqId, long time, double bidPrice, double askPrice, decimal bidSize, decimal askSize, TickAttribBidAsk tickAttribBidAsk)
	returns "BidAsk" tick-by-tick real-time tick More...

void	tickByTickMidPoint (int reqId, long time, double midPoint)
	returns "MidPoint" tick-by-tick real-time tick More...

void	orderBound (long orderId, int apiClientId, int apiOrderId)
	response to API bind order control message More...

void	completedOrder (Contract contract, Order order, OrderState orderState)
	Feeds in completed orders. More...

void	completedOrdersEnd ()
	Notifies the end of the completed orders' reception. More...

void	replaceFAEnd (int reqId, string text)
	notifies the end of the FA replace. More...

void	wshMetaData (int reqId, string dataJson)
	returns meta data from the WSH calendar More...

void	wshEventData (int reqId, string dataJson)
	returns calendar events from the WSH More...

void	historicalSchedule (int reqId, string startDateTime, string endDateTime, string timeZone, HistoricalSession[] sessions)
	returns historical schedule More...

void	userInfo (int reqId, string whiteBrandingId)
	returns user info More...

Detailed Description

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.

See Also: EClientSocket class

Member Function Documentation

void accountDownloadEnd ( string account)

Notifies when all the account's information has finished.

Parameters

account the account's id

See Also: updateAccountTime, updatePortfolio, updateAccountValue, EClientSocket::reqAccountUpdates

void accountSummary	(	int	reqId,
		string	account,
		string	tag,
		string	value,
		string	currency
	)

Receives the account information. This method will receive the account information just as it appears in the TWS' Account Summary Window.

Parameters

reqId	the request's unique identifier.
account	the account id
tag	the account's attribute being received. 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
value	the account's attribute's value.
currency	the currency on which the value is expressed.

See Also: accountSummaryEnd, EClientSocket::reqAccountSummary

void accountSummaryEnd ( int reqId)

notifies when all the accounts' information has ben received. Requires TWS 967+ to receive accountSummaryEnd in linked account structures.

Parameters

reqId the request's identifier.

See Also: accountSummary, EClientSocket::reqAccountSummary

void accountUpdateMulti	(	int	requestId,
		string	account,
		string	modelCode,
		string	key,
		string	value,
		string	currency
	)

provides the account updates.

Parameters

requestId	the id of request
account	the account with updates
modelCode	the model code with updates
key	the name of parameter
value	the value of parameter
currency	the currency of parameter

See Also: accountUpdateMultiEnd, EClient::reqAccountUpdatesMulti

void accountUpdateMultiEnd ( int requestId)

Indicates all the account updates have been transmitted.

See Also: EWrapper::accountUpdateMulti, EClientSocket::reqAccountUpdatesMulti

void bondContractDetails	(	int	reqId,
		ContractDetails	contract
	)

Delivers the Bond contract data after this has been requested via reqContractDetails.

Parameters

reqId	the request's identifier
contract	the bond contract's information.

See Also: reqContractDetails

void commissionReport ( CommissionReport commissionReport)

provides the CommissionReport of an Execution

See Also: execDetails, execDetailsEnd, EClientSocket::reqExecutions, CommissionReport

void completedOrder	(	Contract	contract,
		Order	order,
		OrderState	orderState
	)

Feeds in completed orders.

Parameters

contract	the order's Contract.
order	the completed Order.
orderState	the order's OrderState

See Also: completedOrdersEnd, EClientSocket::reqCompletedOrders

void completedOrdersEnd ( )

Notifies the end of the completed orders' reception.

See Also: completedOrder, EClientSocket::reqCompletedOrders

void connectionClosed ( )

Callback to indicate the API connection has closed. Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered by API client code.

See Also: EClientSocket::eDisconnect

void contractDetails	(	int	reqId,
		ContractDetails	contractDetails
	)

receives the full contract's definitions This method will return all contracts matching the requested via EClientSocket::reqContractDetails. For example, one can obtain the whole option chain with it.

Parameters

reqId	the unique request identifier
contractDetails	the instrument's complete definition.

See Also: contractDetailsEnd, EClientSocket::reqContractDetails

void contractDetailsEnd ( int reqId)

After all contracts matching the request were returned, this method will mark the end of their reception.

Parameters

reqId the request's identifier

See Also: contractDetails, EClientSocket::reqContractDetails

void currentTime ( long time)

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.

See Also: EClient::reqCurrentTime

void deltaNeutralValidation	(	int	reqId,
		DeltaNeutralContract	deltaNeutralContract
	)

Upon accepting a Delta-Neutral DN RFQ(request for quote), the server sends a deltaNeutralValidation() message with the DeltaNeutralContract structure. If the delta and price fields are empty in the original request, 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.

Parameters

reqId	the request's identifier.
deltaNeutralContract	Delta-Neutral Contract

void displayGroupList	(	int	reqId,
		string	groups
	)

a one-time response to querying the display groups.

Parameters

reqId	the ID of the request
It	returns a list of integers representing visible Group ID separated by the "\|" character, and sorted by most used group first.

See Also: EClientSocket::queryDisplayGroups

void displayGroupUpdated	(	int	reqId,
		string	contractInfo
	)

call triggered once after receiving the subscription request, and will be sent again if the selected contract in the subscribed * display group has changed.

Parameters

reqId	the ID of the request
contractInfo

See Also: EClient::subscribeToGroupEvents

void error ( Exception e)

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.

Parameters

e	the thrown exception.

void error ( string str)

Parameters

str	The error message received.

void error	(	int	id,
		int	errorCode,
		string	errorMsg,
		string	advancedOrderRejectJson
	)

Errors sent by the TWS are received here.

Parameters

id	the request identifier which generated the error. Note: -1 will indicate a notification and not true error condition.
errorCode	the code identifying the error.
errorMsg	error's description.
advancedOrderRejectJson	advanced order reject description in json format.

void execDetails	(	int	reqId,
		Contract	contract,
		Execution	execution
	)

Provides the executions which happened in the last 24 hours.

Parameters

reqId	the request's identifier
contract	the Contract of the Order
execution	the Execution details.

See Also: execDetailsEnd, commissionReport, EClientSocket::reqExecutions, Execution

void execDetailsEnd ( int reqId)

indicates the end of the Execution reception.

Parameters

reqId the request's identifier

See Also: execDetails, commissionReport, EClientSocket::reqExecutions

void familyCodes ( FamilyCode[] familyCodes)

returns array of family codes

Parameters

FamilyCode[]

See Also: EClient::reqFamilyCodes

void fundamentalData	(	int	reqId,
		string	data
	)

returns fundamental data

Parameters

reqId	the request's identifier
data	xml-formatted fundamental data

See Also: EClientSocket::reqFundamentalData

void headTimestamp	(	int	reqId,
		string	headTimestamp
	)

returns beginning of data for contract for specified data type

Parameters

requestId
headTimestamp	- string identifying earliest data date

See Also: EClient::reqHeadTimestamp

void histogramData	(	int	reqId,
		HistogramEntry[]	data
	)

returns data histogram

Parameters

requestId
data	- returned Tuple of histogram data, number of trades at specified price level

See Also: EClient::reqHistogramData

void historicalData	(	int	reqId,
		Bar	bar
	)

returns the requested historical data bars

Parameters

reqId	the request's identifier
bar	the OHLC historical data Bar. The time zone of the bar is the time zone chosen on the TWS login screen. Smallest bar size is 1 second.

See Also: EClientSocket::reqHistoricalData

void historicalDataUpdate	(	int	reqId,
		Bar	bar
	)

Receives bars in real time if keepUpToDate is set as True in reqHistoricalData. Similar to realTimeBars function, except returned data is a composite of historical data and real time data that is equivalent to TWS chart functionality to keep charts up to date. Returned bars are successfully updated using real time data.

Parameters

reqId	the requests identifier
bar	the OHLC historical data Bar. The time zone of the bar is the time zone chosen on the TWS login screen. Smallest bar size is 1 second.

void historicalNews	(	int	requestId,
		string	time,
		string	providerCode,
		string	articleId,
		string	headline
	)

returns news headline

Parameters

requestId
time
providerCode
articleId
headline

See Also: EClient::reqHistoricalNews

void historicalNewsEnd	(	int	requestId,
		bool	hasMore
	)

returns news headlines end marker

Parameters

requestId
hasMore	- indicates whether there are more results available, false otherwise

See Also: EClient::reqHistoricalNews

void historicalSchedule	(	int	reqId,
		string	startDateTime,
		string	endDateTime,
		string	timeZone,
		HistoricalSession[]	sessions
	)

returns historical schedule

Parameters

reqId	the id of request
startDateTime
endDateTime
timeZone
sessions

See Also: EClient::reqHistoricalData with whatToShow=SCHEDULE

void historicalTicks	(	int	reqId,
		HistoricalTick[]	ticks,
		bool	done
	)

Parameters

reqId
ticks	list of HistoricalTick data
done	flag to indicate if all historical tick data has been received

void historicalTicksBidAsk	(	int	reqId,
		HistoricalTickBidAsk[]	ticks,
		bool	done
	)

Parameters

reqId
ticks	list of HistoricalBidAsk data
done	flag to indicate if all historical tick data has been received

void historicalTicksLast	(	int	reqId,
		HistoricalTickLast[]	ticks,
		bool	done
	)

Parameters

reqId
ticks	list of HistoricalTickLast data
done	flag to indicate if all historical tick data has been received

void managedAccounts ( string accountsList)

Receives a comma-separated string with the managed account ids. Occurs automatically on initial API client connection.

See Also: EClientSocket::reqManagedAccts

void marketDataType	(	int	reqId,
		int	marketDataType
	)

Returns the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by EClientSocket::reqMktData when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back.

Parameters

reqId	the id of ticker sent in reqMktData
marketDataType	means that now API starts to tick with the following market data: 1 for real-time, 2 for frozen, 3 for delayed, 4 for delayed-frozen

See Also: EClientSocket::reqMarketDataType, EClientSocket::reqMktData

void marketRule	(	int	marketRuleId,
		PriceIncrement[]	priceIncrements
	)

returns minimum price increment structure for a particular market rule ID market rule IDs for an instrument on valid exchanges can be obtained from the contractDetails object for that contract

Parameters

marketRuleId
PriceIncrement[]

See Also: EClient::reqMarketRule

void mktDepthExchanges ( DepthMktDataDescription[] depthMktDataDescriptions)

called when receives Depth Market Data Descriptions

Parameters

descriptions Stores a list of DepthMktDataDescription

See Also: EClient::reqMktDepthExchanges

void newsArticle	(	int	requestId,
		int	articleType,
		string	articleText
	)

called when receives News Article

Parameters

requestId	The request ID used in the call to EClient::reqNewsArticle
articleType	The type of news article (0 - plain text or html, 1 - binary data / pdf)
articleText	The body of article (if articleType == 1, the binary data is encoded using the Base64 scheme)

See Also: EClient::reqNewsArticle

void newsProviders ( NewsProvider[] newsProviders)

returns array of subscribed API news providers for this user

Parameters

NewsProvider[]

See Also: EClient::reqNewsProviders

void nextValidId ( int orderId)

Receives next valid order id. Will be invoked automatically upon successfull API client connection, or after call to EClient::reqIds Important: the next valid order ID is only valid at the time it is received.

Parameters

orderId the next order id

See Also: EClientSocket::reqIds

void openOrder	(	int	orderId,
		Contract	contract,
		Order	order,
		OrderState	orderState
	)

Feeds in currently open orders.

Parameters

orderId	the order's unique id
contract	the order's Contract.
order	the currently active Order.
orderState	the order's OrderState

See Also: orderStatus, openOrderEnd, EClientSocket::placeOrder, EClientSocket::reqAllOpenOrders, EClientSocket::reqAutoOpenOrders

void openOrderEnd ( )

Notifies the end of the open orders' reception.

See Also: orderStatus, openOrder, EClientSocket::placeOrder, EClientSocket::reqAllOpenOrders, EClientSocket::reqAutoOpenOrders

void orderBound	(	long	orderId,
		int	apiClientId,
		int	apiOrderId
	)

response to API bind order control message

Parameters

orderId	- permId
apiClientId	- API client id
apiOrderId	- API order id

See Also: EClient::reqOpenOrders

void orderStatus	(	int	orderId,
		string	status,
		decimal	filled,
		decimal	remaining,
		double	avgFillPrice,
		int	permId,
		int	parentId,
		double	lastFillPrice,
		int	clientId,
		string	whyHeld,
		double	mktCapPrice
	)

Gives the up-to-date information of an order every time it changes. Often there are duplicate orderStatus messages.

Parameters

orderId	the order's client id.
status	the current status of the order. Possible values: PendingSubmit - indicates that you have transmitted the order, but have not yet received confirmation that it has been accepted by the order destination. PendingCancel - indicates that you have sent a request to cancel the order but have not yet received cancel confirmation from the order destination. At this point, your order is not confirmed canceled. It is not guaranteed that the cancellation will be successful. PreSubmitted - indicates that a simulated order type has been accepted by the IB system and that this order has yet to be elected. The order is held in the IB system until the election criteria are met. At that time the order is transmitted to the order destination as specified . Submitted - indicates that your order has been accepted by the system. ApiCancelled - after an order has been submitted and before it has been acknowledged, an API client client can request its cancelation, producing this state. Cancelled - indicates that the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order. Filled - indicates that the order has been completely filled. Market orders executions will not always trigger a Filled status. Inactive - indicates that the order was received by the system but is no longer active because it was rejected or canceled.
filled	number of filled positions.
remaining	the remnant positions.
avgFillPrice	average filling price.
permId	the order's permId used by the TWS to identify orders.
parentId	parent's id. Used for bracket and auto trailing stop orders.
lastFillPrice	price at which the last positions were filled.
clientId	API client which submitted the order.
whyHeld	this field is used to identify an order held when TWS is trying to locate shares for a short sell. The value used to indicate this is 'locate'.
mktCapPrice	If an order has been capped, this indicates the current capped price. Requires TWS 967+ and API v973.04+. Python API specifically requires API v973.06+.

See Also: openOrder, openOrderEnd, EClientSocket::placeOrder, EClientSocket::reqAllOpenOrders, EClientSocket::reqAutoOpenOrders

void pnl	(	int	reqId,
		double	dailyPnL,
		double	unrealizedPnL,
		double	realizedPnL
	)

receives PnL updates in real time for the daily PnL and the total unrealized PnL for an account

Parameters

reqId
dailyPnL	dailyPnL updates for the account in real time
unrealizedPnL	total unRealized PnL updates for the account in real time

See Also: EClient::reqPnL

void pnlSingle	(	int	reqId,
		decimal	pos,
		double	dailyPnL,
		double	unrealizedPnL,
		double	realizedPnL,
		double	value
	)

receives real time updates for single position daily PnL values

Parameters

reqId
pos	current size of the position
dailyPnL	dailyPnL for the position
unrealizedPnL	total unrealized PnL for the position (since inception) updating in real time
value	current market value of the position

See Also: EClient::reqSinglePnL

void position	(	string	account,
		Contract	contract,
		decimal	pos,
		double	avgCost
	)

provides the portfolio's open positions.

Parameters

account	the account holding the position.
contract	the position's Contract
pos	the number of positions held. avgCost the average cost of the position.

See Also: positionEnd, EClientSocket::reqPositions

void positionEnd ( )

Indicates all the positions have been transmitted.

See Also: position, EClient::reqPositions

void positionMulti	(	int	requestId,
		string	account,
		string	modelCode,
		Contract	contract,
		decimal	pos,
		double	avgCost
	)

provides the portfolio's open positions.

Parameters

requestId	the id of request
account	the account holding the position.
modelCode	the model code holding the position.
contract	the position's Contract
pos	the number of positions held.
avgCost	the average cost of the position.

See Also: positionMultiEnd, EClientSocket::reqPositionsMulti

void positionMultiEnd ( int requestId)

Indicates all the positions have been transmitted.

See Also: positionMulti, EClient::reqPositionsMulti

void realtimeBar	(	int	reqId,
		long	date,
		double	open,
		double	high,
		double	low,
		double	close,
		decimal	volume,
		decimal	WAP,
		int	count
	)

updates the real time 5 seconds bars

Parameters

reqId	the request's identifier
date	the bar's date and time (Epoch/Unix time)
open	the bar's open point
high	the bar's high point
low	the bar's low point
close	the bar's closing point
volume	the bar's traded volume (only returned for TRADES data)
WAP	the bar's Weighted Average Price rounded to minimum increment (only available for TRADES).
count	the number of trades during the bar's timespan (only available for TRADES).

See Also: EClientSocket::reqRealTimeBars

void receiveFA	(	int	faDataType,
		string	faXmlData
	)

receives the Financial Advisor's configuration available in the TWS

Parameters

faDataType	one of: 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.
faXmlData	the xml-formatted configuration

See Also: EClientSocket::requestFA, EClientSocket::replaceFA

void replaceFAEnd	(	int	reqId,
		string	text
	)

notifies the end of the FA replace.

Parameters

reqId	the id of request
text	the message text

See Also: EClient::replaceFA

void rerouteMktDataReq	(	int	reqId,
		int	conId,
		string	exchange
	)

returns conId and exchange for CFD market data request re-route

Parameters

reqId
conId	of the underlying instrument which has market data
exchange	of the underlying

void rerouteMktDepthReq	(	int	reqId,
		int	conId,
		string	exchange
	)

returns the conId and exchange for an underlying contract when a request is made for level 2 data for an instrument which does not have data in IB's database. For example stock CFDs and index CFDs.

Parameters

reqId
conId
exchange

void scannerData	(	int	reqId,
		int	rank,
		ContractDetails	contractDetails,
		string	distance,
		string	benchmark,
		string	projection,
		string	legsStr
	)

provides the data resulting from the market scanner request.

Parameters

reqid	the request's identifier.
rank	the ranking within the response of this bar.
contractDetails	the data's ContractDetails
distance	according to query.
benchmark	according to query.
projection	according to query.
legStr	describes the combo legs when the scanner is returning EFP

See Also: scannerParameters, scannerDataEnd, EClientSocket::reqScannerSubscription

void scannerDataEnd ( int reqId)

Indicates the scanner data reception has terminated.

Parameters

reqId the request's identifier

See Also: scannerParameters, scannerData, EClientSocket::reqScannerSubscription

void scannerParameters ( string xml)

provides the xml-formatted parameters available from TWS market scanners (not all available in API).

Parameters

xml	the xml-formatted string with the available parameters.

See Also: scannerData, EClientSocket::reqScannerParameters

void securityDefinitionOptionParameter	(	int	reqId,
		string	exchange,
		int	underlyingConId,
		string	tradingClass,
		string	multiplier,
		HashSet< string >	expirations,
		HashSet< double >	strikes
	)

returns the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams

Parameters

reqId	ID of the request initiating the callback
underlyingConId	The conID of the underlying security
tradingClass	the option trading class
multiplier	the option multiplier
expirations	a list of the expiries for the options of this underlying on this exchange
strikes	a list of the possible strikes for options of this underlying on this exchange

See Also: EClient::reqSecDefOptParams

void securityDefinitionOptionParameterEnd ( int reqId)

called when all callbacks to securityDefinitionOptionParameter are complete

Parameters

reqId the ID used in the call to securityDefinitionOptionParameter

See Also: securityDefinitionOptionParameter, EClient::reqSecDefOptParams

void smartComponents	(	int	reqId,
		Dictionary< int, KeyValuePair< string, char >>	theMap
	)

bit number to exchange + exchange abbreviation dictionary

Parameters

reqId
theMap	sa EClient::reqSmartComponents

void softDollarTiers	(	int	reqId,
		SoftDollarTier[]	tiers
	)

called when receives Soft Dollar Tier configuration information

Parameters

reqId	The request ID used in the call to EClient::reqSoftDollarTiers
tiers	Stores a list of SoftDollarTier that contains all Soft Dollar Tiers information

See Also: EClient::reqSoftDollarTiers

void symbolSamples	(	int	reqId,
		ContractDescription[]	contractDescriptions
	)

returns array of sample contract descriptions

Parameters

ContractDescription[]

See Also: EClient::reqMatchingSymbols

void tickByTickAllLast	(	int	reqId,
		int	tickType,
		long	time,
		double	price,
		decimal	size,
		TickAttribLast	tickAttribLast,
		string	exchange,
		string	specialConditions
	)

returns "Last" or "AllLast" tick-by-tick real-time tick

Parameters

reqId	- unique identifier of the request
tickType	- tick-by-tick real-time tick type: "Last" or "AllLast"
time	- tick-by-tick real-time tick timestamp
price	- tick-by-tick real-time tick last price
size	- tick-by-tick real-time tick last size
tickAttribLast	- tick-by-tick real-time last tick attribs (bit 0 - past limit, bit 1 - unreported)
exchange	- tick-by-tick real-time tick exchange
specialConditions	- tick-by-tick real-time tick special conditions

See Also: EClient::reqTickByTickData

void tickByTickBidAsk	(	int	reqId,
		long	time,
		double	bidPrice,
		double	askPrice,
		decimal	bidSize,
		decimal	askSize,
		TickAttribBidAsk	tickAttribBidAsk
	)

returns "BidAsk" tick-by-tick real-time tick

Parameters

reqId	- unique identifier of the request
time	- tick-by-tick real-time tick timestamp
bidPrice	- tick-by-tick real-time tick bid price
askPrice	- tick-by-tick real-time tick ask price
bidSize	- tick-by-tick real-time tick bid size
askSize	- tick-by-tick real-time tick ask size
tickAttribBidAsk	- tick-by-tick real-time bid/ask tick attribs (bit 0 - bid past low, bit 1 - ask past high)

See Also: EClient::reqTickByTickData

void tickByTickMidPoint	(	int	reqId,
		long	time,
		double	midPoint
	)

returns "MidPoint" tick-by-tick real-time tick

Parameters

reqId	- unique identifier of the request
time	- tick-by-tick real-time tick timestamp
midPoint	- tick-by-tick real-time tick mid point

See Also: EClient::reqTickByTickData

void tickEFP	(	int	tickerId,
		int	tickType,
		double	basisPoints,
		string	formattedBasisPoints,
		double	impliedFuture,
		int	holdDays,
		string	futureLastTradeDate,
		double	dividendImpact,
		double	dividendsToLastTradeDate
	)

Exchange for Physicals.

Parameters

tickerId	The request's identifier.
tickType	The type of tick being received.
basisPoints	Annualized basis points, which is representative of the financing rate that can be directly compared to broker rates.
formattedBasisPoints	Annualized basis points as a formatted string that depicts them in percentage form.
impliedFuture	The implied Futures price.
holdDays	The number of hold days until the lastTradeDate of the EFP.
futureLastTradeDate	The expiration date of the single stock future.
dividendImpact	The dividend impact upon the annualized basis points interest rate.
dividendsToLastTradeDate	The dividends expected until the expiration of the single stock future.

void tickGeneric	(	int	tickerId,
		int	field,
		double	value
	)

Market data callback.

Parameters

tickerId	the request's unique identifier.
field	the type of tick being received.
value

void tickNews	(	int	tickerId,
		long	timeStamp,
		string	providerCode,
		string	articleId,
		string	headline,
		string	extraData
	)

ticks with news headline

Parameters

tickerId
timeStamp
providerCode
articleId
headline
extraData

See Also: EClient::reqMktData

void tickOptionComputation	(	int	tickerId,
		int	field,
		int	tickAttrib,
		double	impliedVolatility,
		double	delta,
		double	optPrice,
		double	pvDividend,
		double	gamma,
		double	vega,
		double	theta,
		double	undPrice
	)

Receive's option specific market data. This method is called when the market in an option or its underlier moves. TWS’s option model volatilities, prices, and deltas, along with the present value of dividends expected on that options underlier are received.

Parameters

tickerId	the request's unique identifier.
field	Specifies the type of option computation. Pass the field value into TickType.getField(int tickType) to retrieve the field description. For example, a field value of 13 will map to modelOptComp, etc. 10 = Bid 11 = Ask 12 = Last
impliedVolatility	the implied volatility calculated by the TWS option modeler, using the specified tick type value.
tickAttrib,:	0 - return based, 1- price based.
delta	the option delta value.
optPrice	the option price.
pvDividend	the present value of dividends expected on the option's underlying.
gamma	the option gamma value.
vega	the option vega value.
theta	the option theta value.
undPrice	the price of the underlying.

See Also: TickType, tickSize, tickPrice, tickEFP, tickGeneric, tickString, tickSnapshotEnd, marketDataType, EClientSocket::reqMktData

void tickPrice	(	int	tickerId,
		int	field,
		double	price,
		TickAttrib	attribs
	)

Market data tick price callback. Handles all price related ticks. Every tickPrice callback is followed by a tickSize. A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field currently available, whereas a tickPrice with a positive tickSize indicates an active quote of 0 (typically for a combo contract).

Parameters

tickerId	the request's unique identifier.
field	the type of the price being received (i.e. ask price).
price	the actual price.
attribs	an TickAttrib object that contains price attributes such as TickAttrib::CanAutoExecute, TickAttrib::PastLimit and TickAttrib::PreOpen.

See Also: TickType, tickSize, tickString, tickEFP, tickGeneric, tickOptionComputation, tickSnapshotEnd, marketDataType, EClientSocket::reqMktData

void tickReqParams	(	int	tickerId,
		double	minTick,
		string	bboExchange,
		int	snapshotPermissions
	)

tick with BOO exchange and snapshot permissions

Parameters

tickerId
minTick
bboExchange
snapshotPermissions	sa EClient::reqMktData

void tickSize	(	int	tickerId,
		int	field,
		decimal	size
	)

Market data tick size callback. Handles all size-related ticks.

Parameters

tickerId	the request's unique identifier.
field	the type of size being received (i.e. bid size)
size	the actual size. US stocks have a multiplier of 100.

See Also: TickType, tickPrice, tickString, tickEFP, tickGeneric, tickOptionComputation, tickSnapshotEnd, marketDataType, EClientSocket::reqMktData

void tickString	(	int	tickerId,
		int	field,
		string	value
	)

Market data callback. Every tickPrice is followed by a tickSize. There are also independent tickSize callbacks anytime the tickSize changes, and so there will be duplicate tickSize messages following a tickPrice.

Parameters

tickerId	the request's unique identifier.
field	the type of the tick being received

See Also: TickType, tickSize, tickPrice, tickEFP, tickGeneric, tickOptionComputation, tickSnapshotEnd, marketDataType, EClientSocket::reqMktData

void updateAccountTime ( string timestamp)

Receives the last time on which the account was updated.

Parameters

timestamp the last update system time.

See Also: updatePortfolio, accountDownloadEnd, updateAccountValue, EClientSocket::reqAccountUpdates

void updateAccountValue	(	string	key,
		string	value,
		string	currency,
		string	accountName
	)

Receives the subscribed account's information. Only one account can be subscribed at a time. After the initial callback to updateAccountValue, callbacks only occur for values which have changed. This occurs at the time of a position change, or every 3 minutes at most. This frequency cannot be adjusted.

Parameters

key	the value being updated. AccountCode — The account ID number AccountOrGroup — "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 AccountReady — For internal use only AccountType — Identifies the IB account structure AccruedCash — Total accrued cash value of stock, commodities and securities AccruedCash-C — Reflects the current's month accrued debit and credit interest to date, updated daily in commodity segment AccruedCash-S — Reflects the current's month accrued debit and credit interest to date, updated daily in security segment AccruedDividend — Total portfolio value of dividends accrued AccruedDividend-C — Dividends accrued but not paid in commodity segment AccruedDividend-S — Dividends accrued but not paid in security segment AvailableFunds — This value tells what you have available for trading AvailableFunds-C — Net Liquidation Value - Initial Margin AvailableFunds-S — Equity with Loan Value - Initial Margin Billable — Total portfolio value of treasury bills Billable-C — Value of treasury bills in commodity segment Billable-S — Value of treasury bills in security segment BuyingPower — Cash Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value)-Initial Margin, Standard Margin Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value) - Initial Margin *4 CashBalance — Cash recognized at the time of trade + futures PNL CorporateBondValue — Value of non-Government bonds such as corporate bonds and municipal bonds Currency — Open positions are grouped by currency Cushion — Excess liquidity as a percentage of net liquidation value DayTradesRemaining — Number of Open/Close trades one could do before Pattern Day Trading is detected DayTradesRemainingT+1 — Number of Open/Close trades one could do tomorrow before Pattern Day Trading is detected DayTradesRemainingT+2 — Number of Open/Close trades one could do two days from today before Pattern Day Trading is detected DayTradesRemainingT+3 — Number of Open/Close trades one could do three days from today before Pattern Day Trading is detected DayTradesRemainingT+4 — Number of Open/Close trades one could do four days from today before Pattern Day Trading is detected EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions EquityWithLoanValue-C — Cash account: Total cash value + commodities option value - futures maintenance margin requirement + minimum (0, futures PNL) Margin account: Total cash value + commodities option value - futures maintenance margin requirement EquityWithLoanValue-S — Cash account: Settled Cash Margin Account: Total cash value + stock value + bond value + (non-U.S. & Canada securities options value) ExcessLiquidity — This value shows your margin cushion, before liquidation ExcessLiquidity-C — Equity with Loan Value - Maintenance Margin ExcessLiquidity-S — Net Liquidation Value - Maintenance Margin ExchangeRate — The exchange rate of the currency to your base currency FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits FullAvailableFunds-C — Net Liquidation Value - Full Initial Margin FullAvailableFunds-S — Equity with Loan Value - Full Initial Margin FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits FullExcessLiquidity-C — Net Liquidation Value - Full Maintenance Margin FullExcessLiquidity-S — Equity with Loan Value - Full Maintenance Margin FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits FullInitMarginReq-C — Initial Margin of commodity segment's portfolio with no discounts or intraday credits FullInitMarginReq-S — Initial Margin of security segment's portfolio with no discounts or intraday credits FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits FullMaintMarginReq-C — Maintenance Margin of commodity segment's portfolio with no discounts or intraday credits FullMaintMarginReq-S — Maintenance Margin of security segment's portfolio with no discounts or intraday credits FundValue — Value of funds value (money market funds + mutual funds) FutureOptionValue — Real-time market-to-market value of futures options FuturesPNL — Real-time changes in futures value since last settlement FxCashBalance — Cash balance in related IB-UKL account GrossPositionValue — Gross Position Value in securities segment GrossPositionValue-S — Long Stock Value + Short Stock Value + Long Option Value + Short Option Value IndianStockHaircut — Margin rule for IB-IN accounts InitMarginReq — Initial Margin requirement of whole portfolio InitMarginReq-C — Initial Margin of the commodity segment in base currency InitMarginReq-S — Initial Margin of the security segment in base currency IssuerOptionValue — Real-time mark-to-market value of Issued Option Leverage-S — GrossPositionValue / NetLiquidation in security segment LookAheadNextChange — Time when look-ahead values take effect LookAheadAvailableFunds — This value reflects your available funds at the next margin change LookAheadAvailableFunds-C — Net Liquidation Value - look ahead Initial Margin LookAheadAvailableFunds-S — Equity with Loan Value - look ahead Initial Margin LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change LookAheadExcessLiquidity-C — Net Liquidation Value - look ahead Maintenance Margin LookAheadExcessLiquidity-S — Equity with Loan Value - look ahead Maintenance Margin LookAheadInitMarginReq — Initial margin requirement of whole portfolio as of next period's margin change LookAheadInitMarginReq-C — Initial margin requirement as of next period's margin change in the base currency of the account LookAheadInitMarginReq-S — Initial margin requirement as of next period's margin change in the base currency of the account LookAheadMaintMarginReq — Maintenance margin requirement of whole portfolio as of next period's margin change LookAheadMaintMarginReq-C — Maintenance margin requirement as of next period's margin change in the base currency of the account LookAheadMaintMarginReq-S — Maintenance margin requirement as of next period's margin change in the base currency of the account MaintMarginReq — Maintenance Margin requirement of whole portfolio MaintMarginReq-C — Maintenance Margin for the commodity segment MaintMarginReq-S — Maintenance Margin for the security segment MoneyMarketFundValue — Market value of money market funds excluding mutual funds MutualFundValue — Market value of mutual funds excluding money market funds NetDividend — The sum of the Dividend Payable/Receivable Values for the securities and commodities segments of the account NetLiquidation — The basis for determining the price of the assets in your account NetLiquidation-C — Total cash value + futures PNL + commodities options value NetLiquidation-S — Total cash value + stock value + securities options value + bond value NetLiquidationByCurrency — Net liquidation for individual currencies OptionMarketValue — Real-time mark-to-market value of options PASharesValue — Personal Account shares value of whole portfolio PASharesValue-C — Personal Account shares value in commodity segment PASharesValue-S — Personal Account shares value in security segment PostExpirationExcess — Total projected "at expiration" excess liquidity PostExpirationExcess-C — Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in commodity segment PostExpirationExcess-S — Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in security segment PostExpirationMargin — Total projected "at expiration" margin PostExpirationMargin-C — Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in commodity segment PostExpirationMargin-S — Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in security segment PreviousDayEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day in securities segment PreviousDayEquityWithLoanValue-S — IMarginable Equity with Loan value as of 16:00 ET the previous day RealCurrency — Open positions are grouped by currency RealizedPnL — Shows your profit on closed positions, which is the difference between your entry execution cost and exit execution costs, or (execution price + commissions to open the positions) - (execution price + commissions to close the position) RegTEquity — Regulation T equity for universal account RegTEquity-S — Regulation T equity for security segment RegTMargin — Regulation T margin for universal account RegTMargin-S — Regulation T margin for security segment SMA — Line of credit created when the market value of securities in a Regulation T account increase in value SMA-S — Regulation T Special Memorandum Account balance for security segment SegmentTitle — Account segment name StockMarketValue — Real-time mark-to-market value of stock TBondValue — Value of treasury bonds TBillValue — Value of treasury bills TotalCashBalance — Total Cash Balance including Future PNL TotalCashValue — Total cash value of stock, commodities and securities TotalCashValue-C — CashBalance in commodity segment TotalCashValue-S — CashBalance in security segment TradingType-S — Account Type UnrealizedPnL — The difference between the current market value of your open positions and the average cost, or Value - Average Cost WarrantValue — Value of warrants WhatIfPMEnabled — To check projected margin requirements under Portfolio Margin model
value	up-to-date value
currency	the currency on which the value is expressed.
accountName	the account

See Also: updatePortfolio, updateAccountTime, accountDownloadEnd, EClientSocket::reqAccountUpdates

void updateMktDepth	(	int	tickerId,
		int	position,
		int	operation,
		int	side,
		double	price,
		decimal	size
	)

Returns the order book.

Parameters

tickerId	the request's identifier
position	the order book's row being updated
operation	how to refresh the row: 0 = insert (insert this new order into the row identified by 'position')· 1 = update (update the existing order in the row identified by 'position')· 2 = delete (delete the existing order at the row identified by 'position').
side	0 for ask, 1 for bid
price	the order's price
size	the order's size

See Also: updateMktDepthL2, EClientSocket::reqMarketDepth

void updateMktDepthL2	(	int	tickerId,
		int	position,
		string	marketMaker,
		int	operation,
		int	side,
		double	price,
		decimal	size,
		bool	isSmartDepth
	)

Returns the order book.

Parameters

tickerId	the request's identifier
position	the order book's row being updated
marketMaker	the exchange holding the order if isSmartDepth is True, otherwise the MPID of the market maker
operation	how to refresh the row: 0 - insert (insert this new order into the row identified by 'position')· 1 - update (update the existing order in the row identified by 'position')· 2 - delete (delete the existing order at the row identified by 'position').
side	0 for ask, 1 for bid
price	the order's price
size	the order's size
isSmartDepth	flag indicating if this is smart depth response (aggregate data from multiple exchanges, v974+)

See Also: updateMktDepth, EClientSocket::reqMarketDepth

void updateNewsBulletin	(	int	msgId,
		int	msgType,
		string	message,
		string	origExchange
	)

provides IB's bulletins

Parameters

msgId	the bulletin's identifier
msgType	one of: 1 - Regular news bulletin 2 - Exchange no longer available for trading 3 - Exchange is available for trading
message	the message
origExchange	the exchange where the message comes from.

void updatePortfolio	(	Contract	contract,
		decimal	position,
		double	marketPrice,
		double	marketValue,
		double	averageCost,
		double	unrealizedPNL,
		double	realizedPNL,
		string	accountName
	)

Receives the subscribed account's portfolio. This function will receive only the portfolio of the subscribed account. If the portfolios of all managed accounts are needed, refer to EClientSocket::reqPosition After the initial callback to updatePortfolio, callbacks only occur for positions which have changed.

Parameters

contract	the Contract for which a position is held.
position	the number of positions held.
marketPrice	instrument's unitary price
marketValue	total market value of the instrument.

See Also: updateAccountTime, accountDownloadEnd, updateAccountValue, EClientSocket::reqAccountUpdates

void userInfo	(	int	reqId,
		string	whiteBrandingId
	)

returns user info

Parameters

reqId	the id of request
whiteBrandingId

See Also: EClient::reqUserInfo

void wshEventData	(	int	reqId,
		string	dataJson
	)

returns calendar events from the WSH

Parameters

reqId	the id of request
dataJson	event data in json format

See Also: EClient::reqWshEventData

void wshMetaData	(	int	reqId,
		string	dataJson
	)

returns meta data from the WSH calendar

Parameters

reqId	the id of request
dataJson	metadata in json format

See Also: EClient::reqWshMetaData

Public Member Functions

Detailed Description

Member Function Documentation