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EClient Class Reference

TWS/Gateway client class This client class contains all the available methods to communicate with LYNX. 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.

Inheritance diagram for EClient:

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Public Member Functions
EClient(EWrapper wrapper)
Constructor.
void SetConnectOptions(string connectOptions)
Ignore. Used for LYNX'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.
void startApi()
Initiates the message exchange between the client application and the TWS/LYNX Gateway.
void Close()
Terminates the connection and notifies the EWrapper implementing class.
virtual void eDisconnect(bool resetState=true)
Closes the socket connection and terminates its thread.
void cancelTickByTickData(int requestId)
Cancels tick-by-tick data. .
void reqTickByTickData(int requestId, Contract contract, string tickType, int numberOfTicks, bool ignoreSize)
Requests tick-by-tick data. .
void cancelHistoricalData(int reqId)
Cancels a historical data request.
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.
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. .
void cancelAccountSummary(int reqId)
Cancels the account's summary request. After requesting an account's summary, invoke this function to cancel it.
void cancelCalculateImpliedVolatility (int reqId)
Cancels an option's implied volatility calculation request.
void cancelCalculateOptionPrice(int reqId)
Cancels an option's price calculation request.
void cancelFundamentalData(int reqId)
Cancels Fundamental data request.
void cancelMktData(int tickerId)
Cancels a RT Market Data request.
void cancelMktDepth(int tickerId, bool isSmartDepth)
Cancel's market depth's request.
void cancelNewsBulletin()
Cancels LYNX's news bulletin subscription.
void cancelOrder(int orderId)
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.
void cancelPositions()
Cancels a previous position subscription request made with reqPositions.
void cancelRealTimeBars(int tickerId)
Cancels Real Time Bars' subscription.
void cancelScannerSubscription(int tickerId)
Cancels Scanner Subscription.
void exerciseOptions(int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account, int ovrd)
Exercises an options contract Note: this function is affected by a TWS setting which specifies if an exercise request must be finalized.
void placeOrder (int id, Contract contract, Order order)
Places or modifies an order.
void replaceFA (int faDataType, string xml)
Replaces Financial Advisor's settings A Financial Advisor can define three different configurations:
void requestFA (int faDataType)
Requests the FA configuration A Financial Advisor can define three different configurations:
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
void reqAccountUpdates (bool subscribe, string acctCode)
Subscribes to an 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.
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.
void reqAutoOpenOrders (bool autoBind)
Requests status updates about future orders placed from TWS. Can only be used with client ID 0.
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. .
void reqCurrentTime()
Requests TWS's current time.
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.
void reqFundamentalData (int reqId, Contract contract, String reportType, List< TagValue > fundamentalDataOptions)
Requests the contract's fundamental or Wall Street Horizons data. Fundamental data is returned at EWrapper.fundamentalData.
void reqGlobalCancel ()
Cancels all active orders. This method will cancel ALL open orders including those placed directly from TWS.
void reqHistoricalData(int tickerId, Contract contract, string endDateTime, string durationString, 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:
void reqIds (int numIds)
Requests the next valid order ID at the current moment.
void reqManagedAccts ()
Requests the accounts to which the logged user has access to.
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)
void reqMarketDataType (int marketDataType)
Switches data type returned from reqMktData request to "frozen", "delayed" or "delayed-frozen" market data. Requires TWS/LYNX API 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.
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.
void reqNewsBulletins (bool allMessages)
Subscribes to LYNX's News Bulletins.
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.
void reqPositions ()
Subscribes to position updates for all accessible accounts. All positions sent initially, and then only updates as positions change.
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.
void reqScannerParameters()
Requests an XML list of scanner parameters valid in TWS. Not all parameters are valid from API scanner.
void reqScannerSubscription (int reqId, ScannerSubscription subscription, List< TagValue > scannerSubscriptionOptions, List< TagValue > scannerSubscriptionFilterOptions)
Starts a subscription to market scan results based on the provided parameters.
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 LYNX's internal purpose. Allows to provide means of verification between the TWS and third party programs.
void verifyMessage (string apiData)
For LYNX'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 LYNX's internal purpose. Allows to provide means of verification between the TWS and third party programs.
void verifyAndAuthMessage(string apiData, string xyzResponse)
For LYNX'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.
void subscribeToGroupEvents(int requestId, int groupId)
Integrates API client and TWS window grouping.
void updateDisplayGroup (int requestId, string contractInfo)
Updates the contract displayed in a TWS Window Group.
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.
void cancelPositionsMulti(int requestId)
Cancels positions request for account and/or model.
void reqAccountUpdatesMulti(int requestId, string account, string modelCode, bool ledgerAndNLV)
Requests account updates for account and/or model.
void cancelAccountUpdatesMulti(int requestId)
Cancels account updates request for account and/or model.
void reqSecDefOptParams(int reqId, string underlyingSymbol, string futFopExchange, string underlyingSecType, int underlyingConId)
Requests security definition option parameters for viewing a contract's option chain.
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.
void reqFamilyCodes()
Requests family codes for an account, for instance if it is a FA, LYNX broker, or associated account.
void reqMatchingSymbols(int reqId, string pattern)
Requests matching stock symbols.
void reqMktDepthExchanges()
Requests venues for which market data is returned to updateMktDepthL2 (those with market makers)
void reqSmartComponents(int reqId, String bboExchange)
Returns the mapping of single letter codes to exchange names given the mapping identifier.
void reqNewsProviders()
Requests news providers which the user has subscribed to.
void reqNewsArticle(int requestId, string providerCode, string articleId, List< TagValue > newsArticleOptions)
Requests news article body given articleId.
void reqHistoricalNews(int requestId, int conId, string providerCodes, string startDateTime, string endDateTime, int totalResults, List< TagValue > historicalNewsOptions)
Requests historical news headlines.
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.
void cancelHeadTimestamp(int tickerId)
Cancels a pending reqHeadTimeStamp request .
void reqHistogramData(int tickerId, Contract contract, bool useRTH, string period)
Returns data histogram of specified contract .
void cancelHistogramData(int tickerId)
Cancels an active data histogram request.
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. .
void reqPnL(int reqId, string account, string modelCode)
Creates subscription for real time daily PnL and unrealized PnL updates.
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.
void cancelPnLSingle(int reqId)
Cancels real time subscription for a positions daily PnL information.
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.
int ReadInt ()
byte[] ReadAtLeastNBytes (int msgSize)
byte[] ReadByteArray (int msgSize)
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
bool isConnected
int clientId
bool extraAuth
bool useV100Plus = true
bool allowRedirect = false
Stream tcpStream
Properties
EWrapper Wrapper[get]
Reference to the EWrapper implementing object.
bool AllowRedirect[get, set]
int ServerVersion[get]
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.
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 LYNX. 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)

Constructor.

  • Parameters

    wrapper EWrapper's implementing class instance. Every message being delivered by LYNX 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 )

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. .

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. .

void cancelAccountSummary (int reqId)

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)

Cancels account updates request for account and/or model.

void cancelCalculateImpliedVolatility (int reqId)

Cancels an option's implied volatility calculation request.

void cancelCalculateImpliedVolatility (int reqId)

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)

Cancels Fundamental data request.

void cancelHeadTimestamp (int tickerId)

Cancels a pending reqHeadTimeStamp request .

  • Parameters

    tickerId Id of the request

void cancelHistogramData (int tickerId)

Cancels an active data histogram request.

  • Parameters

    tickerId- identifier specified in reqHistogramData request

  • See Also

    reqHistogramData, histogramData

void cancelHistoricalData (int reqId)

Cancels a historical data request.

void cancelMktData (int tickerId)

Cancels a RT Market Data request.

  • Parameters

    tickerIdrequest's identifier

  • See Also

    reqMktData

void cancelMktDepth (int tickerId,bool isSmartDepth )

Cancel's market depth's request.

void cancelNewsBulletin ()

Cancels LYNX's news bulletin subscription.

void cancelOrder (int orderId)

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. .

void cancelPnLSingle (int reqId)

Cancels real time subscription for a positions daily PnL information.

  • Parameters

    reqId

void cancelPositions ()

Cancels a previous position subscription request made with reqPositions.

void cancelPositionsMulti (int requestId)

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)

Cancels Real Time Bars' subscription.

void cancelScannerSubscription (int tickerId)

Cancels Scanner Subscription.

void cancelTickByTickData (int requestId)

Cancels tick-by-tick data.

  • Parameters

    reqId- unique identifier of the request.

void Close ()

Terminates the connection and notifies the EWrapper implementing class.

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

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.

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 )

Places or modifies an order.

void queryDisplayGroups (int requestId)

Requests all available Display Groups in TWS.

  • Parameters

    requestId is the ID of this request

void replaceFA (int faDataType,string xml )

Replaces Financial Advisor's settings 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.

  2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.

  3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at

  • Parameters

    faDataTypethe configuration to change. Set to 1, 2 or 3 as defined above.

    xml the xml-formatted configuration string

  • See Also

    requestFA

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

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 LYNX account
  • structureNetLiquidation — The basis for determining the price of the assets in your account. Total cash value + stock value + options value + bond
  • valueTotalCashValue — Total cash balance recognized at the time of trade + futuresPNL
  • 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 )

Subscribes to an 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.

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

Requests account updates for account and/or model.

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.

void reqAutoOpenOrders (bool autoBind)

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

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.

void reqCurrentTime ()

Requests TWS's current time.

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.

void reqFamilyCodes ()

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

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

Requests the contract's fundamental or Wall Street Horizons 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
  • CalendarReport: Company calendar from Wall Street Horizons

See Also

EWrapper.fundamentalData

void reqGlobalCancel ()

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

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.

  • 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", etcuseRTH- 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 )

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 durationString,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:

 - 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.
  • contractbthe contract for which we want to retrieve the data.
  • endDateTimerequest's ending time with format yyyyMMdd HH:mm:ss {TMZ}
  • durationStringthe amount of time for which the data needs to be retrieved:" S (seconds) - " D (days)" W (weeks) - " M (months)" Y (years)
  • barSizeSettingthe size of the bar:1 sec5 secs15 secs30 secs1 min2 mins3 mins5 mins15 mins30 mins1 hour1 day
  • whatToShowthe kind of information being retrieved:
    • TRADES
    • MIDPOINT
    • BID
    • ASK
    • BID_ASK
    • HISTORICAL_VOLATILITY
    • OPTION_IMPLIED_VOLATILITY
    • FEE_RATE REBATE_RATE
  • useRTHset 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
  • keepUpToDateset 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 )

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)

    historicalNewsOptionsreserved 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 )

Requests historical Time&Sales data for an instrument.

  • Parameters

    reqIdid 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.

    useRthData 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)

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 ()

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

void reqMarketDataType (int marketDataType)

Switches data type returned from reqMktData request to "frozen", "delayed" or "delayed-frozen" market data. Requires TWS/LYNX API 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)

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.

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. .

void reqMatchingSymbols (int reqId,string pattern )

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 regulatorySnapshot,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)

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 Premium165 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 LYNX Dividends 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.

regulatorysnapshot 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 ()

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

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

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)

Subscribes to LYNX's News Bulletins.

void reqNewsProviders ()

Requests news providers which the user has subscribed to.

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.

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

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 )

Requests real time updates for daily PnL of individual positions.

  • Parameters

    reqIdaccount 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 ()

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

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.

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.

  • 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:TRADESMIDPOINTBIDASK

    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

  • See Also

    cancelRealTimeBars, EWrapper..realtimeBar

void reqScannerParameters ()

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

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

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

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

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

  • Parameters

    reqId the ID chosen for the requestunderlyingSymbolfutFopExchangeThe 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. STKunderlyingConIdthe contract ID of the underlying security

  • See Also

    EWrapper.securityDefinitionOptionParameter

void reqSmartComponents (int reqId,String bboExchange )

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

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.

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

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.

void requestFA (int faDataType)

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.
 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.
  • Parameters

    faDataType the configuration to change. Set to 1, 2 or 3 as defined above.

  • See Also

    replaceFA

void subscribeToGroupEvents (int requestId,int groupId )

Integrates API client and TWS window grouping.

  • Parameters

    requestIdis the Id chosen for this subscription requestgroupIdis the display group for integration

void updateDisplayGroup (int requestId,string contractInfo )

Updates the contract displayed in a TWS Window Group.

  • Parameters

    requestId is the ID chosen for this requestcontract

    Info is an encoded value designating a unique LYNX contract.

    Possible values include:

    none = empty selectioncontractID - 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.