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Available Tick Types

Note: not all tick types are available for all instruments at all times. If you are not receiving a specific tick type when you think you should see if the tick type in question is available within the TWS itself. Remember the TWS API is only a delivery channel: if the information is not available in the TWS itself first, the TWS will not be able to dispatch it via the API socket.

Tick NameTick IdDescriptionDelivery MethodGeneric tick required
Bid Size0Number of contracts or lots offered at the bid price.IBApi.EWrapper.tickSize-
Bid Price1Highest priced bid for the contract.IBApi.EWrapper.tickPrice-
Ask Price2Lowest price offer on the contract.IBApi.EWrapper.tickPrice-
Ask Size3Number of contracts or lots offered at the ask price.IBApi.EWrapper.tickSize-
Last Price4Last price at which the contract traded (does not include some trades in RTVolume).IBApi.EWrapper.tickPrice-
Last Size5Number of contracts or lots traded at the last price.IBApi.EWrapper.tickSize-
High6High price for the day.IBApi.EWrapper.tickPrice-
Low7Low price for the day.IBApi.EWrapper.tickPrice-
Volume8Trading volume for the day for the selected contract (US Stocks: multiplier 100).IBApi.EWrapper.tickSize-
Close Price9The last available closing price for the previous day. For US Equities, we use corporate action processing to get the closing price, so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends. IBApi.EWrapper.tickPrice-
Bid Option Computation10Computed Greeks for the underlying stock price and the option reference price. See Option GreeksIBApi.EWrapper.tickOptionComputation-
Ask Option Computation11Computed Greeks for the underlying stock price and the option reference price. See Option GreeksIBApi.EWrapper.tickOptionComputation-
Last Option Computation12Computed Greeks for the underlying stock price and the option reference price. See Option GreeksIBApi.EWrapper.tickOptionComputation-
Model Option Computation13Computed Greeks and model's implied volatility for the underlying stock price and the option reference price. See Option GreeksIBApi.EWrapper.tickOptionComputation-
Open Tick14Today's opening price. The official opening price requires a market data subscription to the native exchange of a contract.IBApi.EWrapper.tickPrice-
Low 13 Weeks15Lowest price for the last 13 weeks.IBApi.EWrapper.tickPrice165
High 13 Weeks16Highest price for the last 13 weeks.IBApi.EWrapper.tickPrice165
Low 26 Weeks17Lowest price for the last 26 weeks.IBApi.EWrapper.tickPrice165
High 26 Weeks18Highest price for the last 26 weeks.IBApi.EWrapper.tickPrice165
Low 52 Weeks19Lowest price for the last 52 weeks.IBApi.EWrapper.tickPrice165
High 52 Weeks20Highest price for the last 52 weeks.IBApi.EWrapper.tickPrice165
Average Volume21The average daily trading volume over 90 days (multiply this value times 100).IBApi.EWrapper.tickSize165
Open Interest22(Deprecated, not currently in use) Total number of options that are not closed.IBApi.EWrapper.tickSize-
Option Historical Volatility23The 30-day historical volatility (currently for stocks).IBApi.EWrapper.tickGeneric104
Option Implied Volatility24A prediction of how volatile an underlying will be in the future. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months.IBApi.EWrapper.tickGeneric106
Option Bid Exchange25Not Used.IBApi.EWrapper.tickString-
Option Ask Exchange26Not Used.IBApi.EWrapper.tickString-
Option Call Open Interest27Call option open interest.IBApi.EWrapper.tickSize101
Option Put Open Interest28Put option open interest.IBApi.EWrapper.tickSize101
Option Call Volume29Call option volume for the trading day.IBApi.EWrapper.tickSize100
Option Put Volume30Put option volume for the trading day.IBApi.EWrapper.tickSize100
Index Future Premium31The number of points that the index is over the cash index.IBApi.EWrapper.tickGeneric162
Bid Exchange32For stock and options, identifies the exchange(s) posting the bid price. See Component ExchangesIBApi.EWrapper.tickString-
Ask Exchange33For stock and options, identifies the exchange(s) posting the ask price. See Component ExchangesIBApi.EWrapper.tickString-
Auction Volume34The number of shares that would trade if no new orders were received and the auction were held now.IBApi.EWrapper.tickSize225
Auction Price35The price at which the auction would occur if no new orders were received and the auction were held now. The indicative price for the auction.IBApi.EWrapper.tickPrice225
Auction Imbalance36The number of unmatched shares for the next auction; returns how many more shares are on one side of the auction than the other.IBApi.EWrapper.tickSize225
Mark Price37The mark price is the current theoretical calculated value of an instrument. Since it is a calculated value, it will typically have many digits of precision.IBApi.EWrapper.tickPrice221 or 232
Bid EFP Computation38Computed EFP bid priceIBApi.EWrapper.tickEFP-
Ask EFP Computation39Computed EFP ask priceIBApi.EWrapper.tickEFP-
Last EFP Computation40Computed EFP last priceIBApi.EWrapper.tickEFP-
Open EFP Computation41Computed EFP open priceIBApi.EWrapper.tickEFP-
High EFP Computation42Computed high EFP traded price for the dayIBApi.EWrapper.tickEFP-
Low EFP Computation43Computed low EFP traded price for the dayIBApi.EWrapper.tickEFP-
Close EFP Computation44Computed closing EFP price for previous dayIBApi.EWrapper.tickEFP-
Last Timestamp45Time of the last trade (in UNIX time).IBApi.EWrapper.tickString-
Shortable46Describes the level of difficulty with which the contract can be sold short. See ShortableIBApi.EWrapper.tickGeneric236
Fundamental Ratios47Provides the available Reuter's Fundamental Ratios. See Fundamental Ratios

Note: For some tags the value returned may be -99999.99. This is Reuters' way of indicating data is not available for that tag for the company.

Also see Fundamental Data for requesting other fundamental data type using IBApi.EClient.reqFundamentalData.
IBApi.EWrapper.tickString258
RT Volume (Time & Sales)48Last trade details (Including both "Last" and "Unreportable Last" trades). See RT VolumeIBApi.EWrapper.tickString233
Halted49Indicates if a contract is halted. See HaltedIBApi.EWrapper.tickGeneric-
Bid Yield50Implied yield of the bond if it is purchased at the current bid.IBApi.EWrapper.tickPrice-
Ask Yield51Implied yield of the bond if it is purchased at the current ask.IBApi.EWrapper.tickPrice-
Last Yield52Implied yield of the bond if it is purchased at the last price.IBApi.EWrapper.tickPrice-
Custom Option Computation53Greek values are based off a user customized price.IBApi.EWrapper.tickOptionComputation-
Trade Count54Trade count for the day.IBApi.EWrapper.tickGeneric293
Trade Rate55Trade count per minute.IBApi.EWrapper.tickGeneric294
Volume Rate56Volume per minute.IBApi.EWrapper.tickGeneric295
Last RTH Trade57Last Regular Trading Hours traded price.IBApi.EWrapper.tickPrice318
RT Historical Volatility5830-day real time historical volatility.IBApi.EWrapper.tickGeneric411
IB Dividends59Contract's dividends. See IB DividendsIBApi.EWrapper.tickString456
Bond Factor Multiplier60Not currently implemented.-
Regulatory Imbalance61The imbalance that is used to determine which at-the-open or at-the-close orders can be entered following the publishing of the regulatory imbalance.IBApi.EWrapper.tickSize-
News62Contract's news feed.IBApi.EWrapper.tickString292
Short-Term Volume 3 Minutes63The past three minutes volume. Interpolation may be applied.IBApi.EWrapper.tickSize595
Short-Term Volume 5 Minutes64The past five minutes volume. Interpolation may be applied.IBApi.EWrapper.tickSize595
Short-Term Volume 10 Minutes65The past ten minutes volume. Interpolation may be applied.IBApi.EWrapper.tickSize595
Delayed Bid66Delayed bid price. See Market Data TypesIBApi.EWrapper.tickPrice-
Delayed Ask67Delayed ask price. See Market Data TypesIBApi.EWrapper.tickPrice-
Delayed Last68Delayed last traded price. See Market Data TypesIBApi.EWrapper.tickPrice-
Delayed Bid Size69Delayed bid size. See Market Data TypesIBApi.EWrapper.tickSize-
Delayed Ask Size70Delayed ask size. See Market Data TypesIBApi.EWrapper.tickSize-
Delayed Last Size71Delayed last size. See Market Data TypesIBApi.EWrapper.tickSize-
Delayed High Price72Delayed highest price of the day. See Market Data TypesIBApi.EWrapper.tickPrice-
Delayed Low Price73Delayed lowest price of the day. See Market Data TypesIBApi.EWrapper.tickPrice-
Delayed Volume74Delayed traded volume of the day. See Market Data TypesIBApi.EWrapper.tickSize-
Delayed Close75The prior day's closing price.IBApi.EWrapper.tickPrice-
Delayed Open76Not typically availableIBApi.EWrapper.tickPrice-
RT Trade Volume77Last trade details that excludes "Unreportable Trades". See RT Trade VolumeIBApi.EWrapper.tickString375
Creditman mark price78Not currently availableIBApi.EWrapper.tickPrice
Creditman slow mark price79Slower mark price update used in system calculationsIBApi.EWrapper.tickPrice619
Delayed Bid Option80Computed greeks based on delayed bid price. See Market Data Types and Option GreeksIBApi.EWrapper.tickPrice
Delayed Ask Option81Computed greeks based on delayed ask price. See Market Data Types and Option GreeksIBApi.EWrapper.tickPrice
Delayed Last Option82Computed greeks based on delayed last price. See Market Data Types and Option GreeksIBApi.EWrapper.tickPrice
Delayed Model Option83Computed Greeks and model's implied volatility based on delayed stock and option prices.IBApi.EWrapper.tickPrice
Last Exchange84Exchange of last traded priceIBApi.EWrapper.tickString
Last Regulatory Time85Timestamp (in Unix ms time) of last trade returned with regulatory snapshotIBApi.EWrapper.tickString
Futures Open Interest86Total number of outstanding futures contracts (TWS Build 965+ is required)IBApi.EWrapper.tickSize588

Halted

The Halted tick type indicates if a contract has been halted for trading. It can have the following values:

ValueDescription
-1Halted status not available. Usually returned with frozen data.
0Not halted. This value will only be returned if the contract is in a TWS watchlist.
1General halt. Trading halt is imposed for purely regulatory reasons with/without volatility halt.
2Volatility halt. Trading halt is imposed by the exchange to protect against extreme volatility.

Shortable

The shortable tick is an indicative on the amount of shares which can be sold short for the contract:

RangeDescription
Value higher than 2.5There are at least 1000 shares available for short selling.
Value higher than 1.5This contract will be available for short selling if shares can be located.
1.5 or lessContract is not available for short selling.

The TWS API cannot send the exact number of shortable shares available. For more detailed information about shortability data (shortable shares, fee rate, rebate rate) available outside of TWS, IB provides an FTP site. For more information, see knowledge base article 2024

RT Volume

The RT Volume tick type corresponds to the TWS' Time & Sales window and contains the last trade's price, size and time along with current day's total traded volume, Volume Weighted Average Price (VWAP) and whether or not the trade was filled by a single market maker.

Example: 701.28;1;1348075471534;67854;701.46918464;true

As volume for US stocks is reported in lots, a volume of 0 reported in RTVolume will typically indicate an odd lot data point (less than 100 shares).

It is important to note that while the TWS Time & Sales Window also has information about trade conditions available with data points, this data is not available through the API. So for instance, the 'unreportable' trade status displayed with points in the Time & Sales Window is not available through the API, and that trade data will appear in the API just as any other data point. As always, an API application needs to exercise caution in responding to single data points.

RT Trade Volume

The RT Trade Volume is similar to RT Volume, but designed to avoid relaying back "Unreportable Trades" shown in TWS Time&Sales via the API. RT Trade Volume will not contain average price or derivative trades which are included in RTVolume.

IB Dividends

This tick type provides four different comma-separated elements:

  • The sum of dividends for the past 12 months (0.83 in the example below).
  • The sum of dividends for the next 12 months (0.92 from the example below).
  • The next dividend date (20130219 in the example below).
  • The next single dividend amount (0.23 from the example below).

Example: 0.83,0.92,20130219,0.23

To receive dividend information it is sometimes necessary to direct-route rather than smart-route market data requests.

Delayed Streaming Data

Delayed Data support through the API is available with TWS and IBG versions 962 and higher.

To receive delayed data for exchanges without the necessary market data subscriptions for live data, the function call Market Data Types is made prior to reqMktData. Quotes for data from 15-20 minutes prior will be streamed back.

Note: API version 9.72 and higher is suggested, but not required, so as to correctly label the delayed tick types (Tick ID 66~76).