Content

The Interface DLL (TWSLINK) is thought to link any Application, that can utilize a DLL or COM, with Interactive Brokers TWS©, for the Purpose of Transmitting and Controlling Orders. All necessary Actions around orderhandling, connection and necessary requests, are done by the TWSLINK. This allows the user to concentrate on the strategy behind. Various functions take control over orders, contracts and account.

An extensive and scaleable logging allows users to track and fix problems and gives him the chance to integrate TWSLINK with his Strategy Builder / Signal Server to his preferred way.

Various samples e.g. for TradeStateson 2000i© given in .ELS – Format, Excel etc, demonstrate the use of TWSLINK. However, it should be easy to call all exported DLL-Functions from any other application that allows DLL Function Call or COM.

Several TWSLINK-Parameters take effect on how to connect to TWS, sizing buffers, timing delays for automatic reconnection etc.. But don’t feel cluttered by to many setup parameters. Most of these parameters can be used with their default-value.

2. Getting License

TWSLINK is provided as demo versions. It comes with no restrictions except runtime limited to 2 hours. You can get a unlimited license by purchasing EUR 180,- vial PayPal for

ce_@gmx.de.

You can easily create a PayPal account without costs. Only a valid credit card is needed. Its number is transferred to PayPal once when creating an account.

Once you have fnished the payment, you can activate TWSLink by using the Set License Key dialog which can be accessed through the trayicon in the the lower right corner of your taskbar. Once this key is set, it is stored in file twslink.lic

and the key is loaded automatically from this file at next startup. (If you need to move with TWSLink, take this file on the trip as well).

Set Identification Dialog: You need to input license key only.

Note: The demoversion has a runtime of 2 hours. After all exported functions are inaccessible expect

DISCONNECT , CANCEL_ORDER, CLOSE_CONTRACT and CLOSE_CASH_POSITION.

The Use of the TWSLINK is at your own Risk. The Author is not responsible for any monetary loss or physical or mental damage that could be related to the use of TWSLINK. It is strongly recommend to test the TWSLINK with Demo- or Paper Account before trading on real accounts.

3. TWSLINK Installation

Simply run TWSLink.msi. Pay attention to the Readme/Install Text-Files in each sample directory. Depending of the language to which the Samples refer, additionally components may have to be installed (e.g. Perl, Python).

4. TWSLINK Setup and on principle usage.

A high-beep indicates that the DLL has been loaded. In contrariwise, a low-beep signals DLL has been unloaded. In Addition a Tray Icon shows DLL Status and Account Information. The Final Information String of the Tray has Format:

Account Name (or Short List FA Accounts)

[clientid][process id]

current net liquidation value in base currency

runtime net liquidation delta value in base currency

Tray Icons and their Meaning:

Icon	Meaning
	TWSLink is not connected.
	TWSLink is connecting.
	Connection to TWS established.
	No License. This is shown in the 2. tray window, left of TWSLink tray.
	Demo License. This is shown in the 2. tray window, left of TWSLink tray.
	License granted. Only few seconds visible. This is shown in the 2. tray window, left of TWSLink tray.

Before placing orders, requesting marketdata or calling any other contract dependent function, you need to register a contract first in order to obtain a unique id.

Call:

Contractuid= REGISTER_CONTRACT(…).

Now connect to TWS. This Function normally has to be called once, if the automatic reconnect timer is enabled.

Call:

CONNECT(…).

Check if your contract(s) has been accepted by TWS.

If WAIT_FOR_ACCEPTED(Contractuid, 000) >= -1 then

Begin

Do Your Trading Actions…

End

Else Begin

CUSTOMCOMMENT(“Something is wrong with my Contract Specification”,1,1)

End

5. Description of Exported Functions

5.1 TWSLINK Initialisation and Setup

5.1.1 Function INITDLL back

Description: Function removed.

5.1.2 Function CONNECT back

Description: Connect to TWS.

Return Type: int

Return Value Table

Value	Meaning
1	Connection established.
0	Connection failed.

Parameter Table

#	Name	Type	Comment	Default
1	Host	LPSTR	Host for TWS Connection.	127.0.0.1
2	Port	int	Port for TWS Connection.
3	startingClientId	int	Preferred TWS Client ID for TWSLINK Connection. Set < 0 to allow TWSLink try Connection on next free ClientId.	1
4	Timeout	int	Timeout in Minutes. Pass -1 to wait Infinite.	5000

Comments:

An initial Call of this Function activates also the Reconnection Timer unless its Loop Timeparameter > 0.

Sample: Connect to TWS at 192.166.0.2:7496 and use ClientID=1.

retcode = CONNECT (”192.166.0.2”,7496,1 ,-1)

Connect to TWS at 192.166.0.2:7496 and start with ClientID=1 and allow TWSLink to try next ClientId if Id=1 should be already used by another Client.

retcode = CONNECT (”192.166.0.2”,7496,-1 ,-1)

5.1.3 Function DISCONNECT back

Description: Disconnect from TWS. Once called, it stop the automatic reconnect-cycle. Normally this function has not to be called as TWSLink calls it before being unloaded.

Return Type: int

Return Value Table

Value	Meaning
1	Ok.
0	No Ok.

Sample: retcode = DISCONNECT ()

5.1.4 Function SET_DLLPARAM back

Description: Set a specific DLL parameter. This is usually called to set a parameter which Initialisation is not supported by INITDLL.

Return Type: int

Return Value Table

Value	Meaning
1	Ok.
0	Parameter couldn’t be set.
-2	Parameter unknown.

Parameter Table

#	Name	Type	Comment	Value Ref.
1	sCommand	LPSTR	Name of Parameter.	Table 6.2
2	sParam	LPSTR	Value of Parameter as string.

Sample: Set the minimum delay between 2 commands to 300 milliseconds.

retcode = SET_DLLPARAM ("setcmddelay",“300“)

5.1.5 Function GET_DLLSTATUS back

Description: Get the status of a specific DLL parameter (property).

Return Type: string (Constant String)

Return Value Table

Value	Meaning
String describing the Status.	Table 6.3 Value.
“nok”	#1 unknown.

Parameter Table

#	Name	Type	Comment	Value Ref.
1	sParam	string	Name of Status.	Table 6.3
2	lParam	int	Additional Integer Parameter. Its use depends on #1.
2	sParam2	string	Additional String Parameter. Its use depends on #1.

Sample: Get the Connection Status of TWSLINK.

StringStatus = GET_DLLSTATUS("connected",0,””)

Check if Exchange ISLAND is in the List of unavailable Exchanges

ISLAND_UNAV = GET_DLLSTATUS("exunav",0,”ISLAND”)

5.1.6 Function SET_STOP (not threadsafe) back

Description: Set Stop Flag to enable/disable Function Call. The same Effect can be obtained by calling SET_DLLPARAM with #1 = “setfunctioncall” and Value = “1” or “0”. Unlike SET_STOP, a Call of SET_DLLPARAM is threadsafe. On the other Hand, SET_DLLPARAM could be locked due to a Prior Call of another threadsafe Function. So call SET_STOP in Emergency Situations only and take care to call this Function from one Thread only. Normally there should be no Need to call this Function. It is thought as Escape from unormal Situations during Tests.

Return Type: int

Return Value Table

Value	Meaning
New Stop Flag Value

Parameter Table

#	Name	Type	Comment	Value Ref.
1	Flag	int	If 1, Function gets disabled, otherwhise enabled

Sample: Stop Function Call.

int_FunctionCallDisabled = SET_STOP(1)

5.1.7 Function SET_BREAK back

Description: Function removed.

5.1.8 Function WAITDLL back

Description: Pauses execution of calling thread.

Return Type: int

Return Value Table

Value	Meaning
1	Pause finished,
0	Function Call stopped.

Parameter Table

#	Name	Type	Comment	Value Range
1	Duration	int	Duration of Pause in Milliseconds	> 0

Sample: Let the calling Thread sleep 1.5 Seconds.

WAITDLL(1500)

5.1.9 Function WAIT_FOR_REQ_PROCESSED back

Description: Waits until most important requests has been answered by TWS. This function can be used if one or more functions have been called which require an answer from TWS (like REGISTER_CONTRACT, PLACE_ORDER, etc.) to wait until all of these requests have been answered. If function returns 1, you can gather for instance contract status and order status without waiting for them.

Return Type: int

Return Value Table

Value	Meaning
1	Latest Requests finished,
0	Timeout or there are still pending Request.
-1	Not connected.
-2	Function Call stopped.

Parameter Table

Name

Type

Comment

Value Range

Duration

int

Time for Function Returns.

If 0, Function returns immediately after having checked for pending Requests.

If > 0, Function waits the passed Time for all Requests having finished.

> 40

< 10000

Comments:

Currently the Functions respects 5 Types of Requests:

1. Requests for Account Updates

2. Requests for Contract Details.

3. Requests for Order States.

4. Requests for Executions.

5. Requests for Open Orders.

Sample: Give IB Server/TWS 5 Seconds to process latest Requests.

WAIT_FOR_REQ_PROCESSED(5000)

5.1.10 Function GET_CONNECTED back

Description: Get Connection Status.

Return Type: int

Return Value Table

Value	Meaning
2	DLL connected to TWS and TWS connected to IB Server.
1	DLL connected to TWS.
0	DLL not connected to TWS.

Comments:

It is not really necessary to distinguish between return Value 1 and 2. But may some developers may want to have access to this Detail.

Sample: Check Connection.

IsConnected = GET_CONNECTED()

If IsConnected >= 1 then

End

All ok

Else

May I should wait with further operations

end

5.1.11 Function WAIT_FOR_EVENT back

Description: Wait for next event. An Event is of the same structure as the callback parameter Set. Table 6.11 describes the event structure.

Return Type: int

Return Value Table

Value	Meaning
> 0	UID of Event.
0	No Event in the Meantime or asked Event not occurred in the Meantime.
-1	Event Category (#1) not matching.
-2	Event Subcateory (#2) not matching.
2147483647	Function Call disabled.

Parameter Table

#	Name	Type	Comment	Value Range
1	timeout	Long	Timeout	=> 0

Comments:

You can access to all event members by the various GET_EVENT_VAL functions.
But be aware, the next call of WAIT_FOR_EVENT frees the event identified by the uid of the prior call of WAIT_FOR_EVENT. So finish process of event completely before next call of WAIT_FOR_EVENT.
Once you have an Event ID - returned Value > 0 - all Event Member Values can be accessed by calling Function GET_EVENT_VAL or GET_EVENT_VAL_L or GET_EVENT_VAL_D.

Sample: Wait at the most of 5 Seconds for next Event.

EventId = WAIT_FOR_EVENT(5000)

5.1.12 Function DISPOSE back

Description: Clean up Ressources. This Function should be called in .NET Environments before closing the Application as well as in all other Environments if TWSLink should hang on shutdown.

Return Type: int

Return Value Table

Value	Meaning
0	ok

Comments:

Once this function has been called, TWSLink can’t be reactivated.

Sample: Clean up DLL internal Ressources.

Ret = DISPOSE()

5.1.13 Function CONNECT_XML back

Description: Connect to TWS with Parameters predefined in xml Setup File.

Return Type: int

Return Value Table

Value	Meaning
1	Connection established.
0	Connection failed.
-1	Unknown Connection Id.

Parameter Table

#	Name	Type	Comment	Default
1	connectionid	int	Id of Connection in xml Setup File.
2	timeout	int	Timeout of Connection in ms.

Comments:

An initial Call of this function activates also the reconnection timer as int its loop timeparameter > 0.
Format of Connection Tag in xml Setup File:

<connections>

</connections>

Sample: Connect to TWS with connection of id=3. allow a 10 second timeout.

retcode = CONNECT_XML (3,10000)

5.1.14 Function INITDLL_XML back

Description: Function removed.

5.1.15 Function GET_EVENT_VAL back

Description: Get Value as string for specified event.

Return Type: string

Return Value Table

Value	Meaning
Any String	Value demanded for as String.
“nok”	Function Call stopped.
“enf”	Event not found.
“vnf”	Value id unknown.

Parameter Table

Name

Type

Comment

uidevent

int

Unique ID of Event. Previously returned by WAIT_FOR_EVENT or

-1 to refer to latest Event.

valueid

int

Id of Value to be returned. Table 6.11.

Sample: Get Value of 2. int Member of Event with uid=69 as String

retcode = GET_EVENT_VAL(69,2)

5.1.16 Function REQ_CURRENT_TIME back

Description: Get server time as passed seconds since 01/01/1970.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Seconds Past since 01/01/1970
0	Internal Error.
-1	Function Call stopped.
-2	Memerror

Parameter Table

#	Name	Type	Comment
1	timeout	int	Timeout for server response in Milliseconds.

Sample: Wait at the most 1 Second to get current Server Time.

PastSeconds = GET_CURRENT_TIME(1000)

5.1.17 Function TIME_COMPONENT back

Description: Get time component – Year, Month, Day, Hour, Minute or Second of time given in seconds passed since 01/01/1970.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Component value.
0	Function Call stopped.
-1	Error. Invalid time.

Parameter Table

#	Name	Type	Comment
1	timeinseconds	int	Seconds passed since 01/01/1970
2	componentcode	int	1: Year 2: Month 3: Day 4: Hour 5: Minute 6: Second

Sample: Get Day of date represented by time value 1207672395.

Day = TIME_COMPONENT(1207672395,3)

-> 8

5.1.18 Function TIME_STRING back

Description: Get formatted time string for time given in seconds passed since 01/01/1970.

Return Type: string

Return Value Table

Value	Meaning
Any Value	Time formatted as string.
nok	Function Call stopped.
emtpy	Error. Invalid time.

Parameter Table

#	Name	Type	Comment
1	timeinseconds	int	Seconds passed since 01/01/1970
2	format	string	Format string. (Table 6.18)

Sample: Get time string formatted of time represented by time value 1207672395.

TimeString = TIME_STRING(1207672395,”%Y-%m-%d %H:%M:%S”)

-> 2008-04-08 18:33:15

5.1.19 Function SECONDS_1970 back

Description: Seconds passed from 01/01/1970 to now.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Seconds value.
0	Function Call stopped.
-1	Internal Error.

Sample: Get seconds from 01/01/1970 to now..

seconds = SECONDS_1970()

5.1.20 Function MILLISECONDS_1970 back

Description: Milliseconds passed from 01/01/1970 to now.

Return Type: double

Return Value Table

Value	Meaning
Any Value	Seconds value.
0	Function Call stopped.
-1	Internal Error.

Sample: Get milliseconds from 01/01/1970 to now..

mseconds = MILLISECONDS_1970()

5.1.21 Function SET_TIMER back

Description: Set a timer.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Id of timer (used to reference timer event and to stop timer)
0	Function Call stopped.
-1	Error. Invalid time.

Parameter Table

#	Name	Type	Comment
1	delayinms	int	Timer delay in milliseconds.

Comments:

Note: Delay must be integer divideable by masterclock value (xml::dllparam::masterclock)

Sample: Set a 2 second timer.

id = SET_TIMER(2000)

5.1.22 Function KILL_TIMER back

Description: Kill specific/all timer(s).

Return Type: int

Return Value Table

Value	Meaning
1	Ok
0	Function Call stopped.
-1	Error. Invalid time.

Parameter Table

#	Name	Type	Comment
1	idoftimer	int	> 0: Kill timer with id=#1. 0: Kill all timers.

Sample: Kill timer with id=3

res = KILL_TIMER(3)

5.1.23 Function PLAY_SOUND back

Description: Play specified soundfile or stop playing all soundfiles.

Return Type: int

Return Value Table

Value	Meaning
1	Ok
0	Function Call stopped.
-1	Error.

Parameter Table

#	Name	Type	Comment
1	soundfilename	string	Path and name of soundfile.
2	loop	int	1: play in loop. 0: play once.
3	exclusive	int	1: play passed file only. 0: play passed file also.

Sample: Play soundfile c:\mysound.wav in a loop exclusive

res = PLAY_SOUND(“c:\\mysound.wav”,1,1)

Stop playing all files.

res = PLAY_SOUND(“”,1,1)

5.1.24 Function GET_EVENT_VAL_L back

Description: Get Value as Long for specified Event.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Value demanded for as String.
2147483647	Function Call stopped.
2147483646	Event not found.
2147483645	Value id unknown.

Parameter Table

Name

Type

Comment

Uidevent

int

Unique ID of Event. Previously returned by WAIT_FOR_EVENT or

-1 to refer to latest Event.

Valueid

int

Id of Value to be returned. Table 6.11.

Sample: Get Value of 2. int Member of Event with uid=69 as Long.

retcode = GET_EVENT_VAL_L(69,2)

5.1.25 Function GET_EVENT_VAL_D back

Description: Get Value as Double for specified Event.

Return Type: double

Return Value Table

Value	Meaning
Any Value	Value demanded for as String.
888888888888888	Function Call stopped.
777777777777777	Event not found.
777777777777776	Value id unknown.

Parameter Table

Name

Type

Comment

Uidevent

int

Unique ID of Event. Previously returned by WAIT_FOR_EVENT or

-1 to refer to latest Event.

Valueid

int

Id of Value to be returned. Table 6.11.

Sample: Get Value of 2. double Member of Event with uid=69 as Double.

retcode = GET_EVENT_VAL_D(69,6)

5.2 Contract Related Functions

5.2.1 Function REGISTER_CONTRACT back

Description: Register a Contract. This Function must be called once before any Function is called that needs a Contract ID Parameter (e.g. PLACE_ORDER).

Return Type: int

Return Value Table

Value	Meaning
> 0	Unique TWSLINK internal Contract ID (UID). Contract Registration successful.
= 0	The Request defines multiple Contracts.
< 0	Registration failed.

Parameter Table

#	Name	Type	Comment	Format/ poss. Values/Sample
1	symbol	LPSTR	Symbol Name of Contract.	e.g. “MSFT”, “QM”
2	sectype	LPSTR	Security Type Abbreviation of Contract.	“STK” for Stock “FUT” for Future “FOP” for Futures Option “OPT” for Option “CASH” for Forex “BAG” for Bag “IND” for Index
3	currency	LPSTR