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This documentation is now deprecated. Please switch to the IBKR Campus for up-to-date information regarding IBKR's API solutions. |
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This documentation is now deprecated. Please switch to the IBKR Campus for up-to-date information regarding IBKR's API solutions. |
This page is provided as a demonstration of RTD formulas categorized by security type as well as syntax type. Make sure to get yourself familiar with the various available Syntaxs for RTD formula before looking into the samples.
=RTD("Tws.TwsRtdServerCtrl",,"EUR.USD/CASH", "Bid")
Comment: Forex Ticker is defined in format "CURRENCY1.CURRENCY2/CASH".
=RTD("Tws.TwsRtdServerCtrl",,"sym=EUR","cur=USD", "exch=IDEALPRO", "sec=CASH", "qt=Bid")
Comment: For Complex Syntax, Forex Symbol is defined as the foreign currency, and the Currency is defined as the base currency.
=RTD("Tws.TwsRtdServerCtrl",,"EUR.USD/CASH", "Bid", "port=1234", "clientId=1")
=RTD("Tws.TwsRtdServerCtrl",,"SPY")
Comment: Default values are used: Exchange = "SMART", Currency = "USD", Security Type = "STK", Topic = "Last".
=RTD("Tws.TwsRtdServerCtrl",,"SPY@ARCA", "Bid")
Comment: Specifying the Exchange directly means requesting data from that exchange specifically.
=RTD("Tws.TwsRtdServerCtrl",,"BMO@SMART//////CAD", "Bid")
Comment: Currency = "CAD" is needed for BMO listed on TSE, but the rest of the fields can be left out as blank.
=RTD("Tws.TwsRtdServerCtrl",,"ABG.P@SMART//////EUR", "Close")
Comment: Stock symbols that contain a '.' are supported in Simple Syntax as well.
=RTD("Tws.TwsRtdServerCtrl",,"SPY@SMART/ARCA", "Ask")
Comment: For certain smart-routed stock contracts that have the same Symbol, Currency and Exchange, you would also need to specify the PrimaryExchange attribute to uniquely define the contract. This should be defined as the native exchange of a contract, and is good practice for all stocks.
=RTD("Tws.TwsRtdServerCtrl",,"sym=SPY", "sec=STK", "exch=SMART", "cur=USD", "qt=Volume")
Comment: Generally speaking, using the Symbol, SecurityType="STK", Currency and Exchange is sufficient to define a stock.
=RTD("Tws.TwsRtdServerCtrl",,"sym=SPY", "sec=STK", "exch=SMART", "cur=USD", "prim=ARCA", "qt=Open")
Comment: Specifying the PrimaryExchange as a seprate string to resolve contract ambiguity.
=RTD("Tws.TwsRtdServerCtrl",,"SPY@SMART", "prim=ARCA", "qt=High", "paper")
Comment: Use the pre-defined string "paper" to connect to the default port 7497 for paper TWS sessions.
=RTD("Tws.TwsRtdServerCtrl",,"SPX@CBOE//IND", "Last")
Comment: Default Currency = "USD" is used.
=RTD("Tws.TwsRtdServerCtrl",,"DAX@EUREX//IND////EUR", "Last")
=RTD("Tws.TwsRtdServerCtrl",,"sym=INDU","cur=USD", "exch=NYSE", "sec=IND", "qt=Close")
=RTD("Tws.TwsRtdServerCtrl",,"DAX@EUREX//IND", "cur=EUR", "qt=Last", "host=1.2.3.4")
=RTD("Tws.TwsRtdServerCtrl",,"IBDE30@SMART//CFD////EUR", "Bid")
=RTD("Tws.TwsRtdServerCtrl",,"sym=IBDE30","cur=EUR", "exch=SMART", "sec=CFD", "qt=ASK")
=RTD("Tws.TwsRtdServerCtrl",,"IBDE30@SMART//CFD", "cur=EUR", "Bid", "gw")
Comment: Use the pre-defined string "gw" to connect to the default port 4001 for live IB Gateway sessions.
Note: Only Index CFD data can be directly queried via the API, but not equity CFD. Please directly request data for the underlying equity if you need data for an equity CFD contract.
=RTD("Tws.TwsRtdServerCtrl",,"ES@CME//FUT/201712///USD", "Bid")
Comment: Use underlying Symbol and LastTradeDateOrContractMonth to define futures contract.
=RTD("Tws.TwsRtdServerCtrl",,"loc=ESZ7","cur=USD", "exch=CME", "sec=FUT", "qt=Ask")
Comment: The LastTradeDateOrContractMonth and underlying Symbol can be replaced with the contract's own symbol, also known as LocalSymbol (named as Symbol within the TWS' Contract Description dialog). Local Symbol is not available in Simple Syntax.
=RTD("Tws.TwsRtdServerCtrl",,"DAX@EUREX//FUT/201706///EUR", "mult=5", "Low")
Comment: For futures that have multipler Multipliers (e.g. DAX has 5 and 25), Simple Syntax is not adequate to define the contract uniquely. Mixed Syntax can help to add addition specification for the Multiplier.
=RTD("Tws.TwsRtdServerCtrl",,"GOOG@SMART//OPT/20170421/C/835/USD", "Bid")
Comment: Use Symbol, LastTradeDateOrContractMonth, Right and Strike to define options contract.
=RTD("Tws.TwsRtdServerCtrl",,"loc=C DBK DEC 20 1600", "cur=EUR", "exch=EUREX", "sec=OPT", "qt=Close")
Comment: Use LocalSymbol to define options contract.
=RTD("Tws.TwsRtdServerCtrl",,"SANT@MEFFRV//OPT/20190621/C/7.5/EUR", "mult=100", "tc=SANEU", "Close")
Comment: For options that have multiple Multipliers or TradingClasses, Simple Syntax is not adequate to define the contract uniquely. Mixed Syntax can help to add addition specifications for Multipler and TradingClass properly.
=RTD("Tws.TwsRtdServerCtrl",,"ES@CME//FOP/20180316/C/1000/USD", "Close")
Comment: Futures Options follow the same rule as conventional option contracts.
=RTD("Tws.TwsRtdServerCtrl",,"loc=ESH8 C1000", "cur=USD", "exch=CME", "sec=FOP", "qt=Close")
=RTD("Tws.TwsRtdServerCtrl",,"ES@CME//FOP/20180316/C/1000/USD", "mult=50", "tc=ES", "Close")
=RTD("tws.twsrtdserverctrl",,"MSFT@FWB//WAR/202401/C/200/EUR", "Bid")
Comment: Use Symbol, LastTradeDateOrContractMonth, Right and Strike to define warrants contract.
=RTD("tws.twsrtdserverctrl",,"loc=TT45K3","cur=EUR", "exch=FWB", "sec=WAR", "qt=Bid")
Comment: LocalSymbol can be used to define warrants contract.
=RTD("tws.twsrtdserverctrl",,"GOOG@SWB//WAR/202401/P/1500/EUR","mult=0.01", "Last")
Comment: For warrants that have multiple Multipliers or TradingClasses, Simple Syntax is not adequate to define the contract uniquely. Mixed Syntax can help to add addition specifications for Multipler and TradingClass properly.
=RTD("Tws.TwsRtdServerCtrl",,"912828C57@SMART//BOND", "Bid")
Comment: Bonds can be specified by defining the Symbol as the CUSIP. Currency = "USD" is used as default here.
=RTD("Tws.TwsRtdServerCtrl",,"sym=912828C57","cur=USD", "exch=SMART", "sec=BOND", "qt=Bid")
=RTD("Tws.TwsRtdServerCtrl",,"conid=147554578", "exch=SMART", "qt=Ask")
Comment: Bonds can also be defined with the ConId and Exchange as with any security type.
=RTD("Tws.TwsRtdServerCtrl",,"912828C57@SMART, "sec=BOND", "Bid", "gwpaper")
Comment: Use the pre-defined string "gwpaper" to connect to the default port 4002 for paper IB Gateway sessions.
=RTD("Tws.TwsRtdServerCtrl",,"VINIX@FUNDSERV//FUND", "Close")
=RTD("Tws.TwsRtdServerCtrl",,"sym=VINIX","cur=USD", "exch=FUNDSERV", "sec=FUND", "qt=Close")
=RTD("Tws.TwsRtdServerCtrl",,"VINIX@FUNDSERV//FUND", "Bid", "host=1.2.3.4", "port=1234", "clientId=1")
=RTD("Tws.TwsRtdServerCtrl",,"XAUUSD@SMART//CMDTY", "Bid")
=RTD("Tws.TwsRtdServerCtrl",,"sym=XAUUSD","cur=USD", "exch=SMART", "sec=CMDTY", "qt=Ask")
=RTD("Tws.TwsRtdServerCtrl",,"XAUUSD@SMART//CMDTY", "Last", "port=1234", "clientId=1")
Spread contracts, also known as combos or combinations, combine two or more instruments. To define a combination contract it is required to know the Contract ID of the combo legs. The ConId can be easily found in the Contract Description page in TWS. The spread contract's symbol can be either the symbol of one of the contract legs or, for two-legged combinations the symbols of both legs separated by a comma as shown in the examples below.
Simple Syntax is not sufficient to define spread contracts. You need to use either Complex Syntax or Mixed Syntax . As a reminder, here is the string formula for defining the Combo Legs:
"cmb=<conid1>#<ratio1>#<action1>#<exchange1>;<conid2>#<ratio2>#<action2>#<exchange2>;"
Buy 1 IBKR@SMART + Sell 1 MCD@SMART:
=RTD("Tws.TwsRtdServerCtrl",,"sym=IBKR,MCD", "exch=SMART", "cur=USD", "sec=BAG", "cmb=43645865#1#BUY#SMART;9408#1#SELL#SMART;", "Bid")
=RTD("tws.twsrtdserverctrl",,"IBKR,MCD@SMART//BAG////USD", "cmb=43645865#1#BUY#SMART;9408#1#SELL#SMART;", "Bid")
Note: EFPs are simply defined as a bag contract of stock and corresponding SSF with a ratio of 100:1.
Buy 1 VXJ7@CFE + Sell 1 VXK7@CFE:
=RTD("tws.twsrtdserverctrl",,"sym=VIX", "exch=CFE", "cur=USD", "sec=BAG", "cmb=249139906#1#BUY#CFE;252623425#1#SELL#CFE;", "Bid")
=RTD("tws.twsrtdserverctrl",,"VIX@CFE//BAG////USD", "cmb=249139906#1#BUY#CFE;252623425#1#SELL#CFE;", "Bid")
Buy 1 DBK May19'17 15 CALL @EUREX+ Sell 1 DBK May19'17 16 CALL @EUREX:
=RTD("tws.twsrtdserverctrl",,"sym=DBK", "exch=EUREX", "cur=EUR", "sec=BAG", "cmb=270579950#1#BUY#EUREX;270579957#1#SELL#EUREX;", "Bid")
=RTD("tws.twsrtdserverctrl",,"DBK@EUREX//BAG////EUR", "cmb=270579950#1#BUY#EUREX;270579957#1#SELL#EUREX;", "Bid")
For Inter-Commodity futures, the 'Local Symbol' field in TWS is used for the 'Symbol' field in the TWS Contract Description.
Buy 1 CL May'17 @COMEX+ Sell 1 BZ Jun'17 @COMEX:
=RTD("tws.twsrtdserverctrl",,"sym=CL.BZ", "exch=COMEX", "cur=USD", "sec=BAG", "cmb=55977404#1#BUY#COMEX;55807026#1#SELL#COMEX;", "Bid")
=RTD("tws.twsrtdserverctrl",,"CL.BZ@COMEX//BAG////USD", "cmb=55977404#1#BUY#COMEX;55807026#1#SELL#COMEX;", "Bid")
Note: Please be mindful of the fact that Inter-commodity Futures contracts are spread contracts offered by the exchange directly, and the contract definition is different from regular combo contracts. Please make sure all the contract attributes are specified in accordance with TWS Contract Description page.
A sample RTD spreadsheet is provided within the API installation directory. By default, you will be able to find it under C:\TWS API\samples\ExcelTwsRtdServer.xls.