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	Currency Abbreviation of Contract.	“USD”, “EUR”, “GBP”,…
4	exchange	LPSTR	Exchange of Contract.	“NYSE”,”DTB”,”SMART”…
5	primaryExchange	LPSTR	Primary Exchange of Contract.
6	expiry	LPSTR	Expiry of Contract (FUT,FOP,OPT only).	YYYYMMDD
7	right	LPSTR	Right of Contract (FOP,OPT only).
8	strike	double	Strike of Contract (FOP,OPT only).
9	multiplier	LPSTR	Multiplier.
10	Expired_included	int	Flag defining if expired Contracts are included. 0 for No. 1 for Yes.
11	mintick	double	Custom Minimum Price Movement. If 0.0 (default), Minimum Price Movement is taken from Contract Details sent by TWS within Registration Procedure. Note: If you apply a custom Value, be sure this Values is integer dividable by the original Value.	>= 0.0 Set 0.0 to use Value sent by TWS.

Comments:

Note: For a successful Request, Symbol (#1) and Security Type (#2) must NOT be empty.

Sample: Register Contract for November Oil Future at NYMEX and wait maximal 5 Seconds for Contract being accepted by TWS.

ContractUID = REGISTER_CONTRACT (”QM”,”FUT”,”USD”,”NYMEX”,””,”20091119”,””,0.0,””,0,0.0)

Register a Contract Chain – Family- multiple Contracts. To do this let one or more Parameter empty or Zero. Here register all November IBM Put Options on Smart.
ContractUID = REGISTER_CONTRACT (”IBM”,”OPT”,”USD”,”SMART”,””,”20091119”,”PUT”,0.0,””,0,0.0)
ContractUID will be 0 and TWS answers with all matching Contracts that are all possible Strikes in this sample.

To get a list of all Contract UID affected by the Requests above, call WAIT_REQ_PROCESSED and GET_CONTRACTUI_LIST with the same Contract Parameters afterwards.

5.2.2 Function WAIT_FOR_ACCEPTED back

Description: Call this Function to be certain that your contract has been accepted by TWS and is now ready for trading.

Return Type: int

Return Value Table

Value	Meaning
1	Contract accepted by TWS. From now on, Contract uid can be used.
0	Not yet accepted. Timeout. Try again.
-1	Not yet accepted. Timeout and currently no Connection. Try again.
-2	Contract not found. Contract uid never can’t be used.
-3	Contract has NOT been accepted and was deleted. Contract uid never can’t be used.

Parameter Table

Name

Type

Meaning

Poss. Values

contractuid

int

Unique Contract Id returned by a prior Call of REGISTER_CONTRACT

> 0

timeout

unsigned
int

Timeout in Milliseconds the Functions returns if the Contract still not accepted.

Timeout can happen due to being disconnected currently, in this Case TWSLink returns -1.

Or for other (network, cpu load) reasons. In this Case TWSLink returns 0 and you should try it again.

= 0, Timeout not active. This is

not recommended. If the Status never occurs, the Function will never return and blocks the calling Thread.

> 0 Forces Function Return with current Status, if Time has been elapsed.

Comments:

This Functions only makes sense, if Details were requested (default) for Contract. If Details Requests are disabled, this Function always with timeout (if no other interal error occured).

Sample: Wait at most 4 seconds for Contract Status = ACCEPTED. Unique ID of Contract is 1.

retStatus = WAIT_FOR_ACCEPTED (1, 4000)

if retStatus = 1 then begin …end // all good

else if retStatus < -1 then begin … end // all bad, Contract not been accepted. Check its Definition again. Or Contractuid unknown.

5.2.3 Function GET_CONTRACT_STATUS back

Description: Get the current Status for the specified contract. Function returns immediately.

Return Type: int

Return Value Table

Value	Meaning
> 0	The current Status as Number (Table 6.4).
= 0	Contract unknown.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*	> 0

Comments:

Unlike WAIT_FOR_CONTRACT_STATUS, this Function returns the current Status immediately.

Sample: Get the current Status of Contract with id=1.

retStatus = GET_CONTRACT_STATUS (1)

5.2.4 Function REQ_MARKET_DATA back

Description: Subscribe/Unsubscribe Market Data for a specific or all Contract(s).

Return Type: int

Return Value Table

Value	Meaning
> 0	Number of Subscribed/Unsubscribed Market Data.
0	Request stacked (will be performed as soon as possible) or Request erroneous or Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*. Or 0 to refer to all registered Contracts.	> 0, set the Flag for a specific Contract. = 0, set the Flag for all Contracts.
2	subscribe	int	Subscribe/Unsubscribe Market Data. 1 = Subscribe. 0 = Unsubscribe.	1,0
3	genericTick	String	List of comma separated IDs of Market Data Fields.	(Table 6.122)
4	snapshot	int	Flag indication if only a Snapshot Request. 0 : No Snapshot, continuous Market Data Update. 1: Snapshot only. 2: Snapshot (first) and continuous Market Data Update.

Sample: Subscribe to Market Data for Contract with UID=1.

ret = REQ_MARKET_DATA (1, 1,””,0)

5.2.5 Function GET_CONTRACT_VAL back

Description: Get a specific Contract Value.

Return Type: string (Constant String)

Return Value Table

Value	Meaning
Any String	The Contract Value of Interest as String.
“nok”	Function Call failed due to Function Call disabled or Contract Status is ‘Not Accepted’ or internal Error.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	idcontractval	int	Id of the Contract Value of Interest.	Table 6.5
3	extraparam	string	Additional Parameter which provides the Exchange. - Used for Exchange Name if idcontractval = CONTRACT_UID. In this case, contractuid is taken as the conid (provided by IB) and not as the contract uid, which is then returned as String. - Used as Status ID for all Order Statistic Items. In this Case pass one of the Status IDs of Table 6.7 or let empty which means count SUBMITTED Orders only.
4	account	string	Non-Advisor Accounts: Can be empty. Advisor Accounts: Comma-Separated List of Account Names or “All” to refer to all Accounts.	“”, empty “All”, “Name1,”… NamenN”

Sample: Get realised P&L for Contract with UID=1.

ret = GET_CONTRACT_VAL (1,15,””,””)

Get TWSLINK internal Contract UID (received by REGISTER_CONRACT) of that Contract with Contract ID = 1234588 (conid, unique IB Contract ID) and which is traded at “NYSE”.

ret = GET_CONTRACT_VAL (1234588,21,”NYSE”,””)

5.2.6 Function CLOSE_CONTRACT back

Description: Close Positions of specified/all registered contract(s).

Return Type: int

Return Value Table

Value	Meaning
>= 0	The Unique ID of Close Order (> 0) or, if passed Contract UID = 0, the Number of Contracts which are to be closed.
0	Contract already closed.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*. Or 0 to close all registered Contracts (of account -> #3) . In this Case a Market Order gets performed and so #2 ignored.	>= 0
2	Price	double	If > 0.0, a Limit Order of this Price gets generated to Close the Contract. If = 0.0, a Market Order gets generated to Close the Contract.	>= 0.0
3	account	string	Non-Advisor Accounts: Can be empty. Advisor Accounts: Comma-Separated List of Account Names or empty to refer to all Accounts.	“”, empty “Name1,”… NamenN”
4	typefilter	string	Required Type of Contract to be closed. Let empty to disabled Typefilter (all Types).	“”, empty “Type”… “~Type” neg.

Comments:

Depending on Connection Status, the Closing Order is not necessarily placed promptly. However, if an Order has been generated, its Unique ID is returned if the Call refers to a specific Contract.
The Closing Order has a “GTC” as Time in Force and gets transmitted to IB (transmit=1).
To successfully close a Position of a Contract, TWSLINK must know the current Positions. Therefore Flag 64 (Table 6.1, INITDLL) must not to be enabled.
Closing Cash Contracts in Portfolio if #1 = 0 (closing all): A Cash Position gets closed against Base Currency. Assume Base Currency is ‘USD’ and Positions for Currency Pair ‘EUR/GBP’ are to be closed, 2 Orders gets placed if ‘EUR’ Positions <> 0 and ‘GBP’ Positions <> 0. Closing Cash Positions depends on Exchange Rate provided, which is currently a kind of Mid between BID/ASK. Therefore Flag 64 (Table 6.1, INITDLL) must not to be enabled.
Attention: Take Care when closing all Contracts. This affects all Contracts in Portfolio, regardless if registered explicitly prior or not. Contracts that have Positions, get always imported unless flag 512 has been set.

Sample: Close Positions of Contract with UID=1 at Market.

oidCloseOrder = CLOSE_CONTRACT (1,0.0,””,””)

Close Positions of Contract with UID=1 at Market.for FA-Accounts named “D110” and “DUSR71”.

oidCloseOrder = CLOSE_CONTRACT (1,0.0,”D110,DUSR71”,””)

Close all Stocks.

oidCloseOrder = CLOSE_CONTRACT (0,0.0,””,”STK”)

Close all except Stocks.

oidCloseOrder = CLOSE_CONTRACT (0,0.0,””,”~STK”)

5.2.7 Function GET_POSITIONS back

Description: Get Positions of specified Contract.

Return Type: double

Return Value Table

Value	Meaning
<>= 0	The current Positions of Contract.
-2147483647	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id.	> 0
2	accounts	string	Comma separated List of Accounts or empty. In Case of FA Account the Sum of Positions is returned. An empty Account String than returns the Sum of Contract Positions over all Accounts.

Sample: Get Positions of Contract with UID=1 for all Accounts.

positions = GET_POSITIONS (1,””)

5.2.8 Function GET_STOPPROTECTION back

Description: Function removed.

5.2.9 Function GET_MARKET_DATA back

Description: Get Market Data Field Value of specified Contract.

Return Type: double

Return Value Table

Value	Meaning
<=>0	Market Data Field Value.
-3	Contract not found.
777777777777777	Function Call stopped or Value not yet available (Can happen with #4 > 0 only)
888888888888888	Unknown Ticktype (Wrong Value for #2).

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	fieldid	int	Id of primary Field.	Table 6.12
3	subfieldid	int	Id of Subfield.	Table 6.121
4	latest	int	If < 0, the Quote from Focus is used . This Quote has prior been removed from Head of Market Data Stack (oldest Quote, next Quote from Stack) . If >= 0, current, latest Market Data is returned.

Comments:

This function presumes a call of REQ_MARKET_DATA.

Sample: Latest Bid Value for Contract with UID=1.

lastbid = GET_MARKET_DATA (1, 1,0,1)

Next Bid Option Delta for Contract with UID=1 from Stack.

lastbid = GET_MARKET_DATA (1, 10,2,0)

Latest Ask absolute Change in Pips for Contract with UID=19.

lastbid = GET_MARKET_DATA (19,2,5,1)

5.2.10 Function GET_TICK back

Description: Get current/next Tick of specified Contract.

Return Type: double

Return Value Table

Value	Meaning
>= 0	Primary Id of last Tick. (Table 6.12)
-1	Not tick since last call of this function or Function Call breaked.
-3	Contract not found.
2147483647	Function Call stopped.

Parameter Table

Name

Type

Meaning

Poss. Values

contractuid

int

Unique Contract Id returned by a prior Call of REGISTER_CONTRACT.

> 0

latest

int

Specifier from where Tick Type is taken.

< 0: Get Tick Type from oldest Quote on Stack. This

also moves oldest Quote from Stack to Focus Quote. All subsequent Calls of GET_MARKET_DATA(…,-1) than refer to this Quote.

== 0: < Get Type of latest Tick for specified Contract.

> 0. Get Type of latest Tick for specified Contract and reset this Event. So Calls in fast Series could this Function let return -1, because there was no Tick in the Meantime.

<>= 0.

Comments:

This function presumes a call of REQ_MARKET_DATA.
A typical scenario for the use of this function is together with GET_MARKET_DATA. Look at the Sample.

Sample: Get Market Data for next Tick on Stack for Contract with UID uid.

TickType = GET_TICK(uid, -1)

Now get the tick value depending on its Type.

Switch IdOfLastTick

Case 1: lastBid = GET_MARKET_DATA(2, TickType,0,-1)

Case 2: lastAsk = GET_MARKET_DATA(2, TickType,0,-1)

End Switch

5.2.11 Function QUERY_MARKET_DATA back

Description: Get the queried Market Data in a formatted string.

Return Type: string

Return Value Table

Value	Meaning
Formatted string	“lt=number\|#”[type=subtype]+. lt=number\|# means that the returned string begins with a expression type := value from Table 6.12. subtype := value from Table 6.121.
„cnf“	Contract not found. Check if #1 defines a valid Contract.
„nok“	Function Call stopped. Contract not found.

Parameter Table

Name

Type

Meaning

Poss. Values

contractuid

int

Unique Contract Id returned by a prior Call of REGISTER_CONTRACT.

> 0

descriptor

string

Descriptor defining which fields to be returned. The first char defines the delimiter which is the separator of expressions in the returned string.

Descriptor := delim type=subtype[delim type2=subtype2]+

delim := 1 char (e.g. ‘;’ or ‘,’ or ‘#’…)

type := Number (Table 6.12)

subtype := Number (Table 6.121)

Comments:

This function presumes a call of REQ_MARKET_DATA.

Sample: Get current Bid, absolute change of current Last, Implied Volatility of Bid Option and Ask Size for Contract with UID=1, Use ‘,’ as Delimiter.

mdstring = QUERY_MARKET_DATA(1, “,1=0,4=3,10=1,3=0“)

the returned mdstring could look like:

lt=0,1=35.44,0.04,0.8778,2000

what means: the last tick was a Bid Size (lt=0), current Bid = 35.44, current change of Last = +0.04, implied Volatility of Bid Option = 0.8778 and the current Ask Size = 2000.

5.2.12 Function ADD_COMBO_LEG back

Description: Add a Combo Leg to the Contract (Please refer to IB’s API Userguide to understand Combolegs).

Return Type: int

Return Value Table

Value	Meaning
1	Ok.
0	Nok. Internal error.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	conid	int	Unique IB Contract ID defining the Contract to which the Comboleg refers to.	> 0
3	ratio	int	Ratio.
4	openclose	int	Open Close.
5	action	string	Action.	“BUY” or “SELL”
6	exchange	string	Exchange.
7	shortsaleslot	int	Shortsale Slot.
8	designatedLoc	string	Designated Location.

Comments:

Combol Legs are respected when calling REQ_MARKET_DATA or if placing Orders of Type BAG.

5.2.13 Function EXTRACT_MARKET_DATA back

Description: Extract a Value from String prior returned by GET_MARKET_DATA_STRING.

Return Type: double

Return Value Table

Value	Meaning
1	Ok.
0	Nok. Internal error.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	identifier	int	Primary Type Identifier.	Table 6.12
2	valueasstring	string	Market Data Values prior returned by *GET_MARKET_DATA_STRING.*	> 0

Sample: Get Bid from passed String which as has been prior returned by GET_MARKET_DATA_STRING

BidValue = EXTRACT_MARKET_DATA(1, “,1=0,4=3,10=1,3=0“)

The returned double Value is the Bid Value e.g.:

11.55

5.2.14 Function GET_CONTRACTUID_LIST back

Description: Get a List of all Contract unique IDs matching to the passed Parameter. Empty String Parameters or 0 Values for string/number Parameters are not respected for search.

Return Type: string

Return Value Table

Value	Meaning
Any delimited string	List of Contract unique IDs separated by a Custom Delimiter (default comma ).
nok	Function call stopped. Internal Error.

Parameter Table

Name	Type	Comment	Format/ poss. Values/Sample
symbol	LPSTR	Symbol Name of Contract.	e.g. “MSFT”, “QM”
sectype	LPSTR	Security Type Abbreviation of Contract.	“STK” for Stock “FUT” for Future “FOP” for Futures Option “OPT” for Option “CASH” for Forex
currency	LPSTR	Currency Abbreviation of Contract.	“USD”, “EUR”, “GBP”,…
exchange	LPSTR	Exchange of Contract.	“NYSE”,”DTB”,”SMART”…
primaryExchange	LPSTR	Primary Exchange of Contract.
expiry	LPSTR	Expiry of Contract (FUT,FOP,OPT only).	YYYYMMDD
right	LPSTR	Right of Contract (FOP,OPT only).
strike	double	Strike of Contract (FOP,OPT only).
multiplier	LPSTR	Multiplier.
delimiter	LPSTR	Custom Delimiter separating IDs in the String returned.
alias	LPSTR	Custom alias name. Let empty to ignore.

Sample: Get the Unique IDs of all IBM Put Options in USD with Expiry in March 2008 traded at SMART. Delimiter is #.

ContractUIDList = GET_CONTRACTUID_LIST (”IBM”,”OPT”,”USD”,”SMART”,””,”200803”,”PUT”,0.0,”#”,””)

If REGISTER_CONTRACT prior has been called with a Strike = 0.0 and same Properties, this function returns the IDs of Options with all possible Strike Prices.

5.2.15 Function EXTRACT_ARRAY_VALUE back

Description: Service Function. Extract a Value from String describing a Value Array. Values can be of any Type and are distinguished by the Delimiter defined.

Return Type: double

Return Value Table

Value	Meaning
value	The Value been asked.
nok	Value not exists (Index out of Range).

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	index	int	Zero based Index of Value to be returned.	>= 0
2	arrayasstring	string	A String describing an Array of Values.	Any String
3	delimiter	string	Delimiter, Value Separator.	Any legal Character.

Sample: Get the 3. Value stored in the passed Array where Values are separated by “,”.

ThirdValue = EXTRACT_ARRAY_VALUE(2,”1,2,3,4,5,6”,”,”)

The returned double Value:

5.2.16 Function WAIT_FOR_TICK back

Description: Wait for the unique Contract ID of that Contract having the next Tick or had the latest Tick.

Return Type: double

Return Value Table

Value	Meaning
> 0	Uid of Contract which had latest Tick or has next Tick on Tick Stack (FIFO) if #1 <= 0. Or 1, if #1 > 0 (Contractuid) which means Contract has a Tick.
0	No Tick available
-1	Timeout.
-2	Function breaked and not connected
-3	Contract not found.
-4	Timeout and not connected.
-5	Ticktype not matching but Uid matching.
2147483647	Function Call stopped (Function Call bypassed).

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidfilter	int	If > 0, Function waits within timeout until contract specified by #2 has a tick. In this Case Functions returns either > 0 what means the Contract had a Tick since last Call or <= 0, what means no Tick occurred since last Call. If = 0, Function returns with UID of Contract that had the latest tick. If -1 Function returns with UID of Contract that has the next Tick on Stack. This Tick Event gets removed from Stack.	<>= 0.
2	ticktype	int	Type of Tick which is wanted. Pass -1, to be Ticktype ignored.	-1, Table 6.12
3	timeout	int	Timeout in milliseconds. If 0, Function returns immediately with Values depending on #1. If > 0, Function returns either immediately if the Tick Stack is not empty or waits until the next UID of a Contract that had a tick is available or returns on timeout.	>= 0.

Comments:

This function presumes a call of REQ_MARKET_DATA for at least 1 Contract.
This Function should be used together with GET_TICK in exactly this order:

WAIT_FOR_TICK
GET_TICK(prior returned contract uid)

Sample: Wait at the most of 50 Seconds for next Tick of any Contract and remove Contract UID from Tick Stack.

IdOfContractOfNextTick = WAIT_FOR_TICK(-1,-1, 50000)

Now get ticktype of the Contracts next Tick. No wait necessary, because we know there is a Tick in the

Stack.

IdOfLastTick = 1000000

Process all stored Ticks of this Contract in chronological order.

While IdOfLastTick > 0

IdOfLastTick = GET_ TICK(IdOfContractOfNextTick ,-1)

Now get the tick value depending on its Type.

Switch IdOfLastTick

Case 1: lastBid = GET_MARKET_DATA(2, IdOfLastTick,0,-1)

Case 2: lastAsk = GET_MARKET_DATA(2, IdOfLastTick,0,-1)

Case 10: LastBidOptionDelta = GET_MARKET_DATA(2, IdOfLastTick,2,-1)
End Switch

End While

5.2.17 Function CLOSE_CASH_POSITION back

Description: Close a Non Base Currency Cash Position.

Return Type: int

Return Value Table

Value	Meaning
>= 0	The Unique ID of Close Order (> 0) or, if passed Contract UID = 0, the Number of Contracts which are to be closed.
0	Contract already closed.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	currency	string	Currency Abbreviation.	“EUR”,”GBP”,”SEK”,..
2	Price	double	If > 0.0, a Limit Order of this Price gets generated to Close the SINGLE Cash Position. Therefore, currency must not be empty. If = 0.0, a Market Order gets generated to Close the Contract.	>= 0.0
3	account	string	Non-Advisor Accounts: Can be empty. Advisor Accounts: Comma-Separated List of Account Names or empty to refer to all Accounts.	“”, empty “Name1,”… NamenN”

Comments:

To Close a Cash-Position, an appropriate Order against BASE-Currency gets created and submitted.
The Closing Order has a “GTC” as Time in Force and gets transmitted to IB (transmit=1).
To successfully close a Position of a Contract, TWSLINK must know the current Positions. Therefore Flag 64 (Table 6.1, INITDLL) must not to be enabled.

Sample: Close GBP Positions in Portfolio.

oidCloseOrder = CLOSE_CASH_POSITION(“GBP”,0.0,””)

Close all Non Base-Currency Cash at Market.for FA-Accounts named “D110” and “DUSR71”.

oidCloseOrder = CLOSE_CASH_POSITION (“”,0.0,”D110,DUSR71”)

5.2.18 Function FORCE_CONTRACT back

Description: Enforce relative or absolute Positions for Contract.

Return Type: int

Return Value Table

Value	Meaning
>= 0	The Unique ID of Force Order (> 0) or, if passed Contract UID = 0, the Number of Contracts which are to be closed.
0	Contract already has Positions, Type is not matching.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*. Or 0 to close all registered Contracts (of account -> #3) . In this Case a Market Order gets performed and so #2 ignored.	>= 0
2	newSize	double	Either the new Size as absolute Value, or the new Size as relative Value in Percent.	< = > 0
3	isrelative	int	Flag defining if #2 defines a relative size or absolute. Value = 1: #2 is Relative Size. Value = 0: #2 is absolute Size.	1,0
2	Price	double	If > 0.0, a Limit Order of this Price gets generated to Close the Contract. If = 0.0, a Market Order gets generated to Close the Contract.	>= 0.0
3	account	string	Non-Advisor Accounts: Can be empty. Advisor Accounts: Comma-Separated List of Account Names or empty to refer to all Accounts.	“”, empty “Name1,”… NamenN”
4	typefilter	string	Required Type of Contract to be closed. Let empty to disabled Typefilter (all Types).	“”, empty “Type”… “~Type” neg.

Comments:

Depending on Connection Status, the Forcing Order is not necessarily placed promptly. However, if an Order has been generated, its Unique ID is returned if the Call refers to a specific Contract.
The Force Order has a “GTC” as Time in Force and gets transmitted to IB (transmit=1).
To successfully Force a Position of a Contract, TWSLINK must know the current Positions. Therefore Flag 64 (Table 6.1, INITDLL) must not to be enabled.
Attention: Take Care when forcing all Contracts. This affects all Contracts in Portfolio, regardless if registered explicitly prior or not. Contracts that have Positions, get always imported unless flag 512 has been set.

Sample: Switch Positions of Contract with UID=1 at Market.

oidForceOrder = FORCE_CONTRACT (1,-100,1,0.0,””,””)

Force contract of UID=1 for absolute 76 positions (int) at limit 69.66

oidForceOrder = FORCE_CONTRACT(1,76,0,69.66,””,””)

5.2.19 Function SET_INDICATOR_LENGTH back

Description: Set the Length of an Indicator.

Return Type: int

Return Value Table

Value	Meaning
> 0	Number of Lengths set.
0	No Indicator Length set. (wrong indicator ID).

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidcontract	int	Unique Contract ID. Pass 0 to affect all registered Contracts.	>= 0
2	idindicator	int	Indicator ID. Table 6.17. Pass 0 to affect all Contracts and to apply default Length.	>= 0
3	length	int	Length. Pass 0, to disabled Indicator. Pass -1 to apply default Length. Pass > 0 for specific Length.	,-1, >= 0

Comments:

Indicators only make sense if Market Data has been requested for the underlying Contract. -> Function REQ_MARKET_DATA .

Sample: Apply Default Length for all Indicators in all Contracts.

nbr = SET_INDICATOR_LENGTH(0,0,-1)

Set Length of N2 Ask Moving Average of Contract with UID=7 to 400.

nbr = SET_INDICATOR_LENGTH(7,9,400)

5.2.20 Function VALIDATE_PRICE back

Description: Return the next Price as double for passed double value that matches to the Contracts minimum Price Variation.

Return Type: double

Return Value Table

Value	Meaning
> 0	The amended Price.
#1	Function Call stopped or Price matches to minimum Price Variation.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidcontract	int	Unique Contract ID.	> 0
2	Price	double	Value of Price to be amended.	> 0
3	ceil	int	1. ceil Price 0. floor Price	1,0

Sample: Get the next lower valid Price of passed Price for Contract with UID=6 which minimum Price Move = 0.01.

NewPrice = VALIDATE_PRICE(6,45.047,0)

NewPrice = 45.04

5.2.21 Function REM_COMBO_LEG back

Description: Remove one or more Combo Legs from Contract (Please refer to IB’s API Userguide to understand Combolegs).

Return Type: int

Return Value Table

Value	Meaning
1	Ok.
0	Nok. Internal error.
-3	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	conid	int	Unique IB Contract ID defining the Contract to which the Comboleg refers to.	> 0
3	ratio	int	Ratio.	<>= 0
4	openclose	int	Open Close.	<>= 0
5	action	string	Action.	“BUY” or “SELL” or “”
6	exchange	string	Exchange.	<>= 0
7	shortsaleslot	int	Shortsale Slot.	<>= 0
8	designatedLoc	string	Designated Location.

Comments:

Combol Legs are respected when calling REQ_MARKET_DATA or if placing Orders of Type BAG.
Pass values < 0 for int Parameters and empty Strings for String Parameters, if you don’t want this Parameters being respected → multiple Combo Legs affected.

5.2.22 Function SET_CONTRACT_VAL back

Description: Change some contract values after registration.

Return Type: int

Return Value Table

Value	Meaning
1	Ok.
0	Nok. Function Call stopped.
-1	Contract Not found.
-2	Value read only.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	valueid	int	ID of Value to be changed.	Table 6.5 (green)
3	value	string	Value as String.

Sample: Set a custom Mintick of 0.005 for Contract with uid=69.

Ret = SET_CONTRACT_VAL(69,20,”0.005”)

5.2.23 Function REQ_BAR_DATA back

Description: Subscribe/Unsubscribe for/from 5 Seconds based Realtime Bars.

Return Type: int

Return Value Table

Value	Meaning
1	Number of affected contracts.
-1	Contract Not found (if #1 > 0).
-2	Value read only.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	>= 0
2	subscribe	int	1: Subscribe 0: Unsubscribe	0,1
3	timeframe	int	Timeframe in Seconds. Must be integer dividable by 5 Seconds (5, 10, 35,…)	Mod 5
4	datatype	int	ID of Data to be retrieved.	0 = “TRADES” 1 = “BID” 2 = “ASK” 3 = “MIDPOINT” 4 = All
5	rthonly	int	0: Include outside Regular Tradings Hours also. 1: Regular Tradings Hours only	0,1

Comments:

If timeframe > 5 Seconds, the returned count-Parameter holds the generic barcount. If timeframe = 5 Seconds, the returned count-Parameter holds the original count Value provided by TWS/API.
Market Data Bars can be retrieved by Callback and/or with Function GET_BAR_DATA.

Sample: Request 15 Seconds Ask Bars for Contract with uid=69; Allow Bars outside Regular Trading Hours.

Ret = REQ_BAR_DATA(69,1,15,2,0)

5.2.24 Function GET_BAR_DATA back

Description: Access specific Bar Data.

Return Type: double

Return Value Table

Value	Meaning
Any Value	Value of desired Data.
777777777777777	Function Call stopped.
888888888888888	Value ID unknown.
999999999999999	Contract Not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	dataid	int	ID of Bar Data to be retrieved.	0 = “TRADES” 1 = “BID” 2 = “ASK” 3 = “MIDPOINT”
	valueid	int	ID of Value to be retrieved.	Table 6.19
3	timeframe	int	Timeframe in Seconds. Must be integer dividable by 5 Seconds (5, 10, 35,…)	Mod 5
4	idx	string	Index of “Historical” Bar. By Default 50 Bars get stored for Access. The lower Index the younger the Bar. The current Bar has Index 0. Bars of Index > 0 have been closed. Bar of Index n is younger than Bar of Index n+1, n >= 0.	>= 0

Comments:

If timeframe > 5 Seconds, the returned count-Parameter holds the generic Barcount. If timeframe = 5 Seconds, the returned count-Parameter holds the original count Value provided by TWS/API.
Market Data Bars can be retrieved by Callback and/or with Function GET_BAR_DATA.

Sample: Get High-Value of current 15 Seconds Bid Bars for Contract with uid=69.

Ret = GET_BAR_DATA(69,1,3,15,0)

5.2.25 Function REGISTER_CONTRACT_XML back

Description: Register Contracts defined in an xml-file.

Return Type: int

Return Value Table

Value	Meaning
>= 0	Number of registered Contracts.
-1	Filename empty.
-2	Load File failed. Check Logfile for more Information.
-3	Memory Error.
-4	Parsing Error.
-5	Function Call stopped.

Parameter Table

Name

Type

Meaning

Poss. Values

pathandfile

string

Completed Path and Filename.

Not empty

ignoreloadflag

int

Flag defining if ignoring all load flags that are 0.

1. Load all Contracts defined in File.

0. Load only Contracts in File which load-flag > 0.

0,1

Comments:

The File must be of the same Format as the self declaring sample file <twslink_instruments.xml> in the TWSLink Root Directory.
You can use this Function to register Contracts that are defined in an xml-File. In this File, the contract uid is provided by you through xml attribute <id> within each contract tag. Thus, you have to keep all ids unique. It is not recommended to use uids above 9999, because 10000 is the starting Value of Contracts that have been registered with Function REGISTER_CONTRACT or have been registered internally (Contract import).

Further, all uids must be unique over all files loaded.

Sample: Register Contracts from File c:\trading\funny_basket.xml. Don’t ignore load flag.

Ret = REGISTER_CONTRACT_XML(“c:\trading\funny_basket.xml”,0)

5.2.26 Function REGISTER_CONTRACT_XML_STYLE back

Description: Register Contracts which Properties are given by a String in the Format of an XML-Tag.

Return Type: int

Return Value Table

Value	Meaning
>= 0	Number of registered Contracts.
-1	Filename empty.
-2	Load File failed. Check Logfile for more Information.
-3	Memory Error.
-5	Function Call stopped.

Parameter Table

#	Name	Type	Meaning
1	attributeset	string	Space separated List of Attributes and Values listed in Table 6.20

Comments:

It is not necessary to list all Attributes; just those defining the Contract according your Purpose are needed.
This Function makes REGISTER_CONTRACT superfluous because it provides more Parameter.
You can use this Function to register Contracts in the same Manner as it done through an xml-File with an additional Attribute that defines the Security Type → “tpe”.

Sample: Register Contracts MSFT Stock, with Currency USD at SMART. Contract Details get requested because

Attribute “dtr” is not listed with value = 0 (dtr=0).

Ret = REGISTER_CONTRACT_XML_STYLE(“typ=STK sbl=MSFT cur=USD exc=SMART”)

5.2.27 Function REQ_MARKET_DEPTH back

Description: Subscribe/Unsubscribe Market Depth for a specific or all Contract(s).

Return Type: int

Return Value Table

Value	Meaning
> 0	Number of Subscribed/Unsubscribed Market Depth.
0	Request stacked (will be performed as soon as possible) or Request erroneous or Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*. Or 0 to refer to all registered Contracts.	> 0, set the Flag for a specific Contract. = 0, set the Flag for all Contracts.
2	subscribe	int	Subscribe/Unsubscribe Market Data. 1 = Subscribe. 0 = Unsubscribe.	1,0
3	numrows	int	Number of Market Depth Rows.

Comments:

Carefully request for Market Depth. IB normally restricts these Requests to 4 (This may depends on your monthly Activities). However, if you exceed the maximum Number of Market Depth Requests, one of your prior Requests automatically gets suspended. TWSLink does not reflect this Event.

Sample: Subscribe to Market Depth for Contract of UID=1 with 4 Rows each Side.

ret = REQ_MARKET_DEPTH (1, 1,4)

5.2.28 Function GET_MARKET_DEPTH back

Description: Access specific Market Depth Value.

Return Type: string

Return Value Table

Value	Meaning
Any String	Value of desired Data.
nok	Function Call stopped.
mdnf	Market Depth Row not found.
mdno	No Market Depth. Either not yet received or not requested for.
cnf	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	side	int	Side of Market Depth Row. 2=Both (for some types only)	0= Ask 1 = Bid 2 = Both
3	position	int	Zero based Index of MD Row of Interest.
4	type	int	The Type of required Market Depth Information.	Table 6.21

Comments:

This Function presumes a Call of REQ_MARKET_DEPTH.
This Function returns with string because the possible returns are strings as well as real numbers.

Sample: Get Snapshot of Bid Side for Contract with UID=67.

Ret = GET_MARKET_DEPTH(67,0,-1,0)

Get Market Maker of 2. Ask Row for Contract with UID=67.

Ret = GET_MARKET_DEPTH(67,1,1,5)

5.2.29 Function GET_MARKET_DEPTH2 back

Description: Access specific Market Depth Value.

Return Type: double

Return Value Table

Value	Meaning
Any Value	Value of desired Data.
-1	Function Call stopped.
-2	Contract not found.
-3	Market Depth Row not found.
-4	Invalid Type (either unknown or not valid for real number return)
-5	No Market Depth. Either not yet received or not requested for.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	side	int	Side of Market Depth Row. 2=Both fails here.	0= Ask 1 = Bid
3	position	int	Zero based Index of MD Row of Interest.
4	type	int	The Type of required Market Depth Information.	Table 6.21

Comments:

This Function presumes a Call of REQ_MARKET_DEPTH.
This Function returns with real number only to make access for price and size easier.

Sample: Get 2. Bid Price for Contract with UID=67.

Ret = GET_MARKET_DEPTH2(67,0,1,3)

Get 1. Ask Size for Contract with UID=67.

Ret = GET_MARKET_DEPTH2(67,1,0,4)

5.2.30 Function REQ_HIST_DATA back

Description: Request Historical Data for Contract.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Number of affected Requests.
0	Failed for any reason (see logfile).
-1	Function Call stopped.
-3	No memory.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	endtime	string	Endtime as String.Format: YYYYMMDD[ hh:mm:ss[ TMZ]]
3	duration	string	Duration Term, Format: n [S\|D\|W\|M\|Y] (20 Days -> 20 D)	n >= 1
4	barsize	string	Size of a single Bar, Format:	Table 6.22
5	whattoshow	string
6	useRTH	int	Bars from Regular Trading Hours only 1 or all 0.	1,0
7	DateFormatStyle	int	Style of Date Format of Bars.	1,2

Comments:

Historical Data have eventid=2048. Please refer to callback.xls to get more information about how historical data are returned through callback or event.

Sample: Get 1 Month in hourly Resolution for Contract with uid=1974. Allow also Bars outside from Regular Trading Hours. Let the Bar’s Date be returned in Style 1.

Ret = REQ_HIST_DATA(1974,”20080220”,”1 M”,”1 hour”,0,1)

5.2.31 Function REQ_SCANNER_PARAMETER back

Description: Request Parameter for Market Scanner.

Return Type: string

Return Value Table

Value	Meaning
Parameter	Scanner Parameter as String,
emtpy	No Parameter currently available.
nok	Contract not found.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	timeout	int	Timeout in milliseconds.	>= 0

Comments:

If Timeout > 0, this Function makes a new Request to TWS and waits up to Timeout for Parameter being returned. If Timeout=0, Function makes only a Request if Scanner Parameter are still empty and returns immediately. A new call later is required then.

Sample: Wait at the most of 1 Second for Scanner Parameter.

ScannerParam = REQ_SCANNER_PARAMETER(1000)

5.2.32 Function REQ_SCANNER_SUBSCRIPTION back

Description: Subscribe to Market Scanner Data.

Return Type: int

Return Value Table

Value	Meaning
> 0	Id of request. You need this cancel subscription.
0	Request failed due to not connected.
-1	Function Call Stopped.
-2	Memory Error.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	numberOfRows	int	Number of records returned
2	instrument	string	Instrument type. (STK,FUT,OPT,FOP,CASH,BOND)
3	locationCode	string	E.g. *STK.US* -> US Stocks
4	scanCode	string	E.g. *TOP_PERC_GAIN* (REQ_SCANNER_PARAMETER)
5	abovePrice	double
6	belowPrice	double
7	aboveVolume	int
8	marketCapAbove	double
9	marketCapBelow	double
10	stockTypeFilter	string
11	moodyRatingAbove	string	The Gurus minimum rating
12	moodyRatingBelow	string	The Gurus maximum rating
13	spRatingAbove	string	The Gurus minimum rating
14	spRatingBelow	string	The Gurus maximum rating
15	excludeConvertible	int	Flag	0,1
16	avgOptionValueAbove	int
17	scannerSettingParis	string	e.g. *Annual,true* or *Weekly,true*
18	couponRateAbove	double
19	couponRateBelow	double
20	maturityDateAbove	string	Format: YYYYMMDD
21	maturityDateBelow	string	Format: YYYYMMDD

Comments:

Get more Information from TWS User Guide.
Unless Subscription get’s cancelled, Data get refreshed if something has changed.

Sample: Get the 10 best US-Stocks with Price above 3.0. Best means here winner by percentage gain.

subscriptionId =

REQ_SCANNER_SUBSCRIPTION(10,”STK”,”STK.US”,”TOP_PERC_GAIN”,3.0,0.0,0,100000000.0

,0.0,””,””,””,””,””,0,0,”Annual,true”,0.0,0.0,””,””)

5.2.33 Function CANCEL_SCANNER_SUBSCRIPTION back

Description: Cancel Data for Market Scanner.

Return Type: string

Return Value Table

Value	Meaning
1	Ok
0	Unknown subscription

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	subscriptionid	int	Id of Subscription to be cancelled. This Id was previously returned by a call of *REQ_SCANNER_SUBSCRIPTION*	>= 0

Sample: Cancel Subscription with id=1977.

ret = CANCEL_SCANNER_SUBSCRIPTION(1977)

5.2.34 Function PIPS back

Description: Get Number of Pips for passed Price.

Return Type: int

Return Value Table

Value	Meaning
>= 0	Ok
-1	Contract not found

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractid	int	Id of contract #2 refers to.	> 0
2	price	double	Price value to be converted in PIPS.	>= 0

Sample: Get number of pips of passed price-difference for contract with uid=111.

nop = PIPS(111,23.455-23.667)

5.2.35 Function REQ_FUNDAMENTAL_DATA back

Description: Request Reuters Fundamental Data for Contract.

Return Type: int

Return Value Table

Value	Meaning
Any Value	Number of affected Requests.
0	Failed for any reason (see logfile).
-1	Function Call stopped.
-3	No memory.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	reporttype	string	Type of report	estimates finstat snapshot
3	Path_and_file	string	Path and name of file request result is written to. If empty, the DOM structure of result is reflected through callback 8192 / 33	Empty or not

Comments:

DOM structure callback has eventid=8192, subcategory 33. Please refer to callback.xls to get more information about how historical data are returned through callback or event.
You need a subscription for Reuters Fundamental Data.
Read more about the result tags describing fundamentals here:

http://www.interactivebrokers.com/en/software/apiReleaseNotes/api95.php?ib_entity=llc#9.5_reuters

Sample: Get estimates for contract with uid=1974 reflected through callback

Ret = REQ_FUNDAMENTAL_DATA(1974,”estimates”,””)

5.3 Order Related Functions

5.3.1 Function PLACE_ORDER back

Description: Place a new Order or modify an existing One.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values	Default for Modify
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT*.	> 0
2	uidorder	int	A unique Order ID > 0 in Case of Modifying an Order. Pass 0 if you want to create a new Order.	>= 0. If 0, a new Order gets created. If > 0, TWSLINK looks for an Order which UID matches to this ID and modifies this Order.
3	action	string	Order Side.	“BUY”,”SELL”	“” (empty)
4	ordertype	string	Order Type.	All Ordertype Abbreviations accepted by TWS.	“” (empty)
5	totalquantitiy	int	Order Size.		0
6	limitprice	double	Limit Price.		-1.0
7	auxprice	double	Stop Price.		-1.0
8	tif	string	Time in Force Abbreviation.	“DAY”,”GTC”,…(TWS Doc.)	“” (empty)
9	Transmission flag	int	Transmission Flag. If -1, the Order simply gets created on DLL Side (can’t be seen at TWS). If 0, Order gets created on TWS Side. (can be seen at TWS with the blue T or red T). If 1, the Order gets immediately transmitted to IB.	-1,0,1	1 (transmit to IB)
10	uidparentorder	int	The unique ID of a Parent Order.	>= 0 (0 no Order attached)	= 0
11	GTD	string	Good till Date. (YYYYMMDD HH:MM:SS)		“” (empty)
12	GAT	string	Good after Time. (YYYYMMDD HH:MM:SS)		“” (empty)
13	overwritetimeout	int	Specific Timeout for this Order in Minutes (Dominates Value passed for *INITDLL*).	-1, do not overwrite Timeout 0, disable Timeout > 0, set this Timeout

Comments:

Depending on Connection Status, the Order gets queued or immediately transmitted to TWS. In case of being disconnected, TWSLINK places this Order when Connection has been (re-)established.
There are some other Order Properties supported by the IB API the User wants to set but unfortunately can’t set with PLACE_ORDER.

To set Values for these Properties, place the Order with transmit=-1 or 0, call Function SET_ORDERVAL to set the Property Value and call TRANSMIT with prior returned Order UID.

Sample: Place a new BUY STOP LIMIT Order for Contract UID=1 with 100 Shares. Transmit immediately.

MyNewOrderID = PLACE_ORDER(1,0,”BUY”,”STP LMT”,100,486.00,486.20,”GTC”,1,0,””,””,-1)

Implicit Attachment and explicit Transmission:
Create a new BUY MARKET Order for Contract UID=1 with an attached STOP ORDER and PROFIT ORDER. Create on TWS Side only.

MyMktOrderID = PLACE_ORDER(1,0,”BUY”,”MKT”,100,0.0,0.0,”GTC”,-1,0,””,””,-1)

Create the STOP ORDER and attach it to MKT Order. Create on DLL Side only.

MyStopOrderID = PLACE_ORDER(1,0,”BUY”,”STP”,100,0.0,460.00,”GTC”,-1,MyMktOrderID,””,””,-1)

Create the PROFIT ORDER and attach it to MKT Order. Create on DLL Side only.

MyProfitOrderID = PLACE_ORDER(1,0,”SELL”,”LMT”,100, 500.00,0.0 ,”GTC”,-1,MyMktOrderID,””,””,-1)

Transmit the Parent Order which activates attached Orders also.

TRANSMIT(MyMktOrderID,0,””)

Implicit Attachment and implicit Transmission:
Place a Parent Order unstransmitted to IB (oi1) and place a Child Order (oi2) implicitly attached to Parent Order. Parent Order (oi1) gets implicitly transmitted to IB through Transmission for Child Order (oi2).

oid1=PLACE_ORDER(UidContract,0,"SELL","LMT",30000,1.481,0.0,"GTC",0,0,"","",-1)

oid2=PLACE_ORDER(UidContract,0,"SELL","LMT",30000,1.481,0.0,"GTC", 1, oid1,"","",-1)

5.3.2 Function SET_ORDERVAL back

Description: Change/Set an Order Property.

Return Type: int

Return Value Table

Value	Meaning
1	Property could be set.
0	Property could not be set. (Value ID not found, Order not found, Order not modifyable…). Check the Trace File for more Information.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique Order Id returned by a prior Call of *PLACE_ORDER*.	> 0
2	propertyid	int	Order Property Identifier.	Table 6.6
3	Val	string	Property Value as String. The TWSLINK performs necessary Conversions.
4	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.

Comments:

This Function is used to set Order Properties that can’t be set with PLACE_ORDER. Typically PLACE_ORDER is called with transmission-flag = -1, SET_ORDERVAL to the set the property also called with transmission-flag = -1 except the last call of SET_ORDERVAL which sets transmission-flag = 0 or = 1 to create the Order at TWS Side (0) or to transmit it to IB (1).

Sample: Place a new BUY STOP LIMIT Order for Contract UID=57 with 100 Shares. Transmit immediately.

MyNewOrderID = PLACE_ORDER(1,0,”BUY”,”STP LMT”,100,486.00,486.20,”GTC”,-1,0,””,””,-1)

Set the OCA Group and Type for a newly created Order with ID=57.

bret = SET_ORDERVAL (MyNewOrderID,19,”MyGroup47”,-1)

Set the Order Reference and transmit Order to IB.

bret = SET_ORDERVAL (MyNewOrderID,49,”Random Walk Strategy”,1)

5.3.3 Function WAIT_FOR_ORDER_STATUS back

Description: Wait for a specific Order Status. This Function usually is called to ascertain that an Order has a Status which confirms that the Order has been filled or is working at Destination.

Return Type: int

Return Value Table

Value	Meaning
> 0	The current status. Either due to Status equals to Parameter #2 or due to Timeout.
= -1	The order status matches to statusbreakid.
= 0	Order unknown.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Orderuid	int	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0
2	Status	int	Identifier of asked Status. The Function returns if the Order Status fits to this Value. On Success, the Function returns this Value.	Table 6.7
3	Timeout	unsigned int	Timeout in Milliseconds the Functions returns if the asked Status not fits. If the Timeout is triggered, the Function returns the current Status.	>= 0
4	statusidbreak	int	Second Status Identifier that breaks the Function. This Parameter is thought as a Break Condition. If the Status of the Order equals to this Parameter Value, The Function returns -1.	Table 6.7 Or -1. If statusidbreak = -1, no Break Condition is respected.

Sample: Wait for Status ‘Submitted’ for the newly placed LIMIT Order. Break at the latest of 3 Seconds or if the Order is erroneous.

ostatus = WAIT_FOR_ORDER_STATUS( LMTOrderID,8,3000,12)

if ostatus = -1 then begin --- do something to get out of trouble… end // place Order probably failed

else begin ….end // all good

5.3.4 Function WAIT_FOR_ORDER_STATUS_RNG back

Description: Wait for one of the Contract States defined by the Status Range . This Function usually is called to ascertain that a Contract has one of the ‘Submitted’ States.

Return Type: int

Return Value Table

Value	Meaning
> 0	The Current Status. Either due to Status lies between Parameter #2 and Parameter #3 or due to Timeout.
= -1	The order status matches to statusbreakid.
= 0	Order unknown.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Orderuid	int	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0
2	lowerstatus	int	Identifier of lower Status. The Function returns if the Contract Status >= Parameter #2 and < Parameter #3. The returned Value is the current Status.	Table 6.7
3	upperstatus	int	Identifier of upper Status.	Table 6.7
4	Timeout	unsigned int	Timeout in Milliseconds the Functions returns if the asked Status not fits. If the Timeout is triggered, the Function returns the current Status.	= 0, Timeout not active. This is not recommended. If the Status never occurs, the Function will never return and blocks the calling Thread. > 0 Forces Function Return with current Status, if Time has been elapsed.
5	statusidbreak	int	Second Status Identifier that breaks the Function. This Parameter is thought as a Break Condition. If the Status of the Order equals to this Parameter Value, the Function returns -1.	Table 6.7 Or -1. If statusidbreak = -1, no Break Condition is respected.

Sample: Wait for one of the ‘Submitted’ States of the newly placed LIMIT Order. Break at the latest of 3 Seconds or if the Order is erroneous.

ostatus = WAIT_FOR_ORDER_STATUS_RNG( LMTOrderID,5,8,3000,12)

5.3.5 Function GET_ORDER_STATUS back

Description: Get the current Order Status. Functions returns immediately.

Return Type: int

Return Value Table

Value	Meaning
> 0	The Current Status. (Table 6.7)
= 0	Contract unknown.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	orderuid	int	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0

Sample: Get the Status of Order with UID=17.

ostatus = GET_ORDER_STATUS ( 17)

5.3.6 Function GET_ORDER_ERROR back

Description: Get Error related to Order, if the last PLACE_ORDER Call caused an Error.

Return Type: int

Return Value Table

Value	Meaning
> 0	Current Order Error (Table 6.9).
= 0	Order has no Error.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	orderuid	Long	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0

Comments:

If the last Operation applied to the Order was successfull, any prior Error of this Order gets erased.

Sample: Get the error ID of Order with UID=17.

oerror = GET_ORDER_ERROR ( 17)

5.3.7 Function ATTACH back

Description: Attach one Order to another.

Return Type: int

Return Value Table

Value	Meaning
1	Order successfully attached.
0	Attachment failed.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Uidchildorder	int	Unique ID of Child Order.	> 0
2	Uidparentorder	int	Unique ID of Parent Order.	> 0

Comments:

The most secure Method to attach Orders is to create all orders of group first (transmission flag = -1), doing all necessary property changes for all orders and then transmitting parent order or to place last attached order with transmission flag = 1.

Sample: Attach Order with UID=12 to Order with UID=11.

ret = ATTACH( 12,11)

5.3.8 Function ORDER_MODIFIABLE back

Description: Check if an Order can be modified.

Return Type: int

Return Value Table

Value	Meaning
1	Order can be modified.
0	Order can not be modified.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique ID of Order.	> 0

Comments:

An Order deemed to be modifiable, if its Status is INITIAL, INACTIVE, PENDINGSUBMIT, PRESUBMITTED or SUBMITTED.

Sample: Check if Order with UID=12 can be modified.

ret = ORDER_ MODIFIABLE ( 12)

5.3.9 Function TRANSMIT back

Description: Place Order(s) again with Transmission-Flag = 1 → Transmit to IB Server.

Return Type: int

Return Value Table

Value	Meaning
1	Order transmitted.
0	Order not transmitted. Can have various Reasons, such as Order not found. Check the Trace File for more Information.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique ID of Order. If > 0, only this Order gets transmitted. If == 0, all Orders of referenced Contract (#2) get transmitted. If < 0, all Orders of referenced Contract (#2) get transmitted, except that Order which negative UID=#1.	<>= 0
2	uidcontract	int	Unique ID of Contract. If > 0 and uidorder = 0, all Orders of Contract get transmitted.	>= 0
3	otypefilter	string	Order Type Filter. Evaluated only if #1=0 and this Parameter is not empty. Transmit Orders which Order Type matches to this Parameter only.	“”, empty or any Ordertype Abbr.

Comments:

Transmit is pretty save. However, if you call this function for child orders (attached orders) or orders having childs (parent order of an attached order), transmission sometimes fails for one or more orders of the group if one or all orders already known at TWS. This can be avoided by creating (transmission flag = -1) all orders first, then changing all necessary properties, then attaching orders and finally transmitting parent order or one of the childs with transmission flag = 1.

Sample: Transmit Order with UID=12.

ret = TRANSMIT (12,0,””)

Transmit all Orders of Contract with UID=1.

ret = TRANSMIT (0,1,””)

Transmit all Orders of all registered Contracts.

ret = TRANSMIT (0,0,””)

Transmit all STOP Orders of Contract with UID=1, except Order with UID=12

ret = TRANSMIT (-12,1,”STP”)

5.3.10 Function CANCEL_ORDER back

Description: Cancel one or more Orders.

Return Type: int

Return Value Table

Value	Meaning
1	Order(s) cancelled.
0	One or more Order(s) could not be cancelled. Can have various Reasons, such as Order not found. Check the Trace File for more Information.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	Long	Unique ID of Order. If > 0, only this Order gets cancelled. If == 0, all Orders of referenced Contract (#2) get cancelled. If < 0, all Orders of referenced Contract (#2) get cancelled, except that Order which negative UID=#1.	<>= 0
2	uidcontract	Long	Unique ID of Contract. If > 0 and uidorder = 0, all Orders of Contract get cancelled.	>= 0
3	otypefilter	string	Order Type Filter. Evaluated only if #1=0 and this Parameter is not empty. Cancel Orders which Order Type matches to this Parameter only.	“”, empty or any Ordertype Abbr.
4	submitted	int	Submitted Status Indicator. 1=Submitted only (Orders with Status = 5,7 or 8). 0=Unsubmitted only. -1=Discard Order Status.	<=> 0
5	side	string	Side / Action of Order: ”BUY”,”SELL”,””	“” for discard

Comments:

In Case of being disconnect, Cancel Request gets queued and transmitted once being reconnected.
If #1 > 0, all other Parameters are ignored.

Sample: Cancel Order with UID=12.

ret = CANCEL_ORDER (12,0,””,-1,””)

Cancel all Orders of Contract with UID=2.

ret = CANCEL_ORDER (0,2,”” ,-1,””)

Cancel all STOP Orders of Contract with UID=2 except Order with UID=12

ret = CANCEL_ORDER (0,2,”STP” ,-1,””)

Cancel all Stop Orders of all registered Contracts that are submitted.

ret = CANCEL_ORDER (0,0,”STP” ,1,””)

5.3.11 Function SET_FA_MEMBERS back

Description: Change/Set those Properties of an Order that are related to FA Accounts. This is a more handy Function that shall simplify Placements of Orders for FA Accounts.

Return Type: int

Return Value Table

Value	Meaning
1	Properties could be set.
0	Properties could not be set. (Order not found, Order not modifyable…). Check the Trace File for more Information.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique Order Id returned by a prior Call of *PLACE_ORDER*.	> 0
2	account	string	Name of Account for which the Order is to be executed.
3	fagroup	string	Please refer to *the Interactive Brokers©* User Guide.
4	faprofile	string	Please refer to *the Interactive Brokers©* User Guide.
5	famethod	string	Please refer to *the Interactive Brokers©* User Guide.
6	fapercentage	string	Please refer to *the Interactive Brokers©* User Guide.
7	transmittoTWS	int	Transmit the Order to TWS. Note: this is not the Transmit to IB Flag. Call TRANSMIT afterwards for that Purpose.

Comments:

Please refer IB’s Userguide to find out how to place an Order for a FA Account. TWSLink simply provides all Orderproperties that are provided by IB’s API.
Account (#2) dominates Group and Profile. Group (#3) dominates Profile (#4).
Attention: Call PLACE_ORDER with transmission flag=-1 before. Otherwise TWS will complain about Order.

Sample: Specify the Order with UID=12 to be placed for Account Group “Huns” to increase each Position by 50 %. Finally transmit to TWS.

bret = SET_FA_MEMBERS (12,””,”Huns”,””,”PctChange”,”50”,0)

Specify the Order with UID=12 to be placed for Account “DF1648” only. Finally transmit to IB.

bret = SET_FA_MEMBERS (12,”DF1648”,””,””,””,””,1)

5.3.12 Function WAIT_FOR_FILLED back

Description: Wait for Order Status Filled.

Return Type: int

Return Value Table

Value	Meaning
1	Order Filled completely.
0	Pending or Timeout.
-1	Order can’t be filled because not yet transmitted to TWS or IB.
-2	Order can’t be filled because erroneous.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Orderuid	int	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0
2	Timeout	int	Timeout in Milliseconds the Functions returns if the Filled Status was not reached within Timeout	>= 0

Sample: Wait for Status ‘Filled’ for the newly placed LIMIT Order. Wait at the most of 3 Seconds.

ostatus = WAIT_FOR_FILLED( LMTOrderID,3000)

if ostatus <= -1 then begin

--- do something to get out of trouble… end // place Order probably failed

else if ostatus = 0 begin

--- wait or do something other …end

else begin

all good

end

5.3.13 Function BUY_LMT back

Description: Place/Modify Buy Limit Order.

Return Type: int

R Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	limitprice	double	The Limit Price. If Price <= 0 and Market Data for underyling Contract are requested, the current Ask is taken as Lmt Price. This is called *Matching Limit. You can define the number of Pips Price should be placed above Ask, for instance, Price = -2, places a Lmt Order 2 Pips above current Ask in the Event that current Ask in known in the System → REQ_MARKET_DATA*.	<>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Buy Limit Order for 100 Microsoft Shares at 29.50. The MSFT contract has the id=4.

uid =BUY_LMT(4,0,29.50,100,”DAY”,1)

Place a new Buy Limit Order for 100 Microsoft Shares one 1 Pip above current Ask. The MSFT contract has the id=4.

uid =BUY_LMT(4,0,-1,100,”DAY”,1)

5.3.14 Function SELL_LMT back

Description: Place/Modify Sell Limit Order.

Return Type: int

R Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	limitprice	double	The Limit Price. If Price <= 0 and Market Data for underyling Contract are requested, the current Bid is taken as Lmt Price. This is called *Matching Limit. You can define the number of Pips Price should be placed below Bid, for instance, Price = -2, places a Lmt Order 2 Pips below current Bid in the Event that current Ask in known in the System → REQ_MARKET_DATA*	<>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Sell Limit Order for 100 Microsoft Shares at 39.50. The MSFT contract has the id=4.

uid =SELL_LMT(4,0,39.50,100,”DAY”,1)

Place a new Sell Limit Order for 100 Microsoft Shares 1 Pip below current Bid. The MSFT contract has the id=4.

uid =SELL_LMT(4,0,-1,100,”DAY”,1)

5.3.15 Function BUY_STPLMT back

Description: Place/Modify Buy Stop Stop Limit Order.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	limitprice	double	The Limit Price.	>= 0.0
4	stopprice	double	The Stop Price.	>= 0.0
5	ordersize	int	The Order Size.	>= 0
6	tif	string	Time in Force	e.g. “GTC”, “DAY”…
7	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Buy Limit Order for 100 Microsoft Shares at 29.50, 32.50. The MSFT contract has the id=4.

uid =BUY_STPLMT(4,0,29.50, 32.50,100,”DAY”,1)

5.3.16 Function SELL_STPLMT back

Description: Place/Modify Sell Stop Limit Order.

Return Type: int

R Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	limitprice	double	The Limit Price.	>= 0.0
4	stopprice	double	The Stop Price.	>= 0.0
5	ordersize	int	The Order Size.	>= 0
6	tif	string	Time in Force	e.g. “GTC”, “DAY”…
7	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Sell Stop Limit Order for 100 Microsoft Shares at 39.50, 29.50. The MSFT contract has the id=4.

uid =SELL_STPLMT(4,0,39.50,29.50,100,”DAY”,1)

5.3.17 Function BUY_MKT back

Description: Place Buy Market Order.

Return Type: int

R Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	ordersize	int	The Order Size.	>= 0
3	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Comments:

Default TIF is “GTC”.

Sample: Place a new Buy Market Order for 100 Microsoft Shares. The MSFT contract has the id=4.

uid =BUY_MKT(4,100,1)

5.3.18 Function SELL_MKT back

Description: Place Sell Market Order.

Return Type: int

R Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	ordersize	int	The Order Size.	>= 0
3	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Comments:

Default TIF is “GTC”.

Sample: Place a new Sell Market Order for 100 Microsoft Shares. The MSFT contract has the id=4.

uid =SELL_MKT(4,100,1)

5.3.19 Function TOGGLE_ORDER back

Description: Modify exisiting Order regarding Price/Size. The Price Parameter is interpreted as Pip Offset relative to current Price.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT* or 0.	>= 0
2	orderuid	int	Order UID of that Order to be changed. If > 0 a specific Order gets changed. If = 0, all orders of specified Contract get changed. If = 0 and #1 = 0, all Orders get changed.	>= 0
3	limitpips	int	Number of Pips counted on current Limit Price.	<> 0
4	stoppips	int	Number of Pips counted on current Stop Price.	<> 0
5	ordersize	int	The Order Size.	>= 0
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Lower Stop Price of Order with uid=7 by 5 Pips. Contractid = 4. Let Size unchanged and transmit to IB.

uid =TOGGLE_ORDER(4,7,0,-5,0,1)

Raise Limit Price of all Orders for Contract with UID = 4 by 6 Pips. Let Size unchanged and transmit to IB.

uid =TOGGLE_ORDER(4,0,6,0,0,1)

5.3.20 Function BUY_STP back

Description: Place/Modify Buy Stop Order.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	stopprice	double	The Stop Price.	>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Buy Stop Order for 100 Microsoft Shares at 32.50. The MSFT contract has the id=4.

uid =BUY_STP(4,0,32.50,100,”DAY”,1)

5.3.21 Function SELL_STP back

Description: Place/Modify SELL Stop Order.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	stopprice	double	The Stop Price.	>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Sell Stop Order for 100 Microsoft Shares at 22.50. The MSFT contract has the id=4.

uid =BUY_STP(4,0,22.50,100,”DAY”,1)

5.3.22 Function BUY_TRAIL back

Description: Place/Modify BUY Trail Order.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	abstrailamount	double	The absolute Trailamount (not PIPS). Note: This Value must be integer divideable by MinTick for the underlying Contract.	>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Buy Trail Order for 100 Microsoft Shares with Trailamount = 0.01. The MSFT contract has the id=4.

uid =BUY_TRAIL(4,0,0.1,100,”DAY”,1)

5.3.23 Function SELL_TRAIL back

Description: Place/Modify SELL Trail Order.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT.*	> 0
2	orderuid	int	Order UID. If 0, an new Order gets placed. If > 0, the Order to which the id refers gets modified.	>= 0
3	abstrailamount	double	The absolute Trailamount (not PIPS). Note: This Value must be integer divideable by MinTick for the underlying Contract.	>= 0.0
4	ordersize	int	The Order Size.	>= 0
5	tif	string	Time in Force	e.g. “GTC”, “DAY”…
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Sample: Place a new Sell Trail Order for 100 Microsoft Shares with Trailamount = 0.01. The MSFT contract has the id=4.

uid =SELL_TRAIL(4,0,0.1,100,”DAY”,1)

5.3.24 Function CONVERT_ID back

Description: Convert a given Order related ID to another Order related ID.

Return Type: int

Return Value Table

Value	Meaning
>= 0	Converted ID.
< 0	Function Call stopped,ID not convertable,source not found.

Parameter Table

Name

Type

Meaning

Poss. Values

sourceid

int

Order related ID.

Order UID (DLL administrated),
Order ID (TWS administrated),

Perm ID (IB administrated)

conversiontype

int

Kind of Conversion.

Table 6.14

Sample: Get the Perm ID for Order with UID= 5(DLL administrated, that id you pass e.g. for any Order Place Functions).

permid =CONVERT_ID(5,4)

5.3.25 Function CONVERT_ID_STRING back

Description: Convert a given Order related ID-String to another Order related ID-String.

Return Type: int

Return Value Table

Value	Meaning
Target_id_string	String of Converted IDs in the same order as passed Source IDs.
nok	Function Call stopped,ID not convertable,source not found.

Parameter Table

Name

Type

Meaning

Poss. Values

sourcestring

string

Comma separated string of Source IDs.

Order UIDs (DLL administrated),
Order IDs (TWS administrated),

Perm IDs (IB administrated)

conversiontype

int

Kind of Conversion.

Table 6.14

Sample: Get the Perm ID-String for Orders with UIDs= 0,8,1 and 5 (DLL administrated, that id you pass e.g. for any Order Place Functions).

permidstring =CONVERT_ID(“0,8,1,5”,4)

5.3.26 Function GET_ORDER_VAL back

Description: Get an Order Property.

Return Type: string

Return Value Table

Value	Meaning
String value	Property as String.
“nok”	Function Call stopped.
“onf”	Order not found.
“vnf”	Value of ID unknown.
“nim”	Value of passed ID not yet implemented.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique Order Id returned by a prior Call of *PLACE_ORDER*.	> 0
2	propertyid	int	Order Property Identifier.	Table 6.6
3	extraparam	string	Extra Parameter. This Parameter is need for some Properties.

Sample: Get the (latest, could be filled partially before) Execution Price for prior placed Market Order with UID=6.

ExecPriceAsString = GET_ORDERVAL(6,71)

5.3.27 Function GET_EXECUTION_PRICE back

Description: Get Last Fill Price or Average Price for Order.

Return Type: double

Return Value Table

Value	Meaning
> 0	Execution Price, Average Fill or Fill Size.
0.0	Price not yet available (Order not yet been filled.)
-1.0	Order not found.
-2.0	Function Call stopped.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	uidorder	int	Unique Order Id returned by a prior Call of *PLACE_ORDER*.	> 0
2	type	int	Type of Price or Size.	0: Last Fill. 1: Avg. Fill. 2: Last Fill Size 3: Fillcount (Number of Fills; #3 ignored)
3	index	int	Index of Value. Sometimes an Order get filled in more than one Step. The Index allows to retrieve Information about all partial Fills. Index 0 refers to the latest Fill.	>= 0

Sample: Get the latest average Execution Price for prior placed Market Order with UID=6.

ExecPriceAsString = GET_EXECUTION_PRICE(6,1,0)

Retrieve the Number of fills for Order with UID=6

Fills = GET_EXECUTION_PRICE(6,3,0)

5.3.28 Function GET_ORDERUID_LIST back

Description: Get a comma separated List of uids of Orders matching to passed Parameters.

Return Type: string

Return Value Table

Value	Meaning
Any String	Comma separated List of Orderuids.
“nok”	Function Call stopped.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contract	int	Unique ID of Contract Order belongs to. 0 for discard Contract.	>= 0
2	action	string	Action BUY/SELL. Empty for discard Action.	“BUY”,”SELL”,””
3	type	string	Type of Order. Empty for discard Type.
4	status	int	Status ID of Order. < 0 for discard Order Status.	-1 - Table 6.7
5	isdead	int	Is Dead ‘Flag’ for Order. < 0 to discard Is Dead Flag. (=0, order is not dead -> created, inactive, pending… =1, order is dead -> filled, cancelled, invalid)	< = > 0
6	lowerprice	double	Price lmt.-/aux. of Order must be equal or greater. <= 0 to discard lower Price.	<>= 0.0
7	upperprice	double	Price lmt.-/aux. of Order must be equal or less. <= 0 to discard upper Price.	<>= 0.0
8	exchange	string	Filter for exchange.
9	orderref	double	Filter for order reference

Sample: Get list of UIDs of Buy-Orders that are submitted and belong to Contract with UID=12 and which have a price equal or above 45.67.

orderuidlist = GET_ORDERUID_LIST(12,”BUY”,””,8,-1,45.67,0.0,””,””)

5.3.29 Function TOGGLE_ORDER_PCT back

Description: Modify exisiting Order regarding Price/Size. The Price Parameter is interpreted as relative Factor to current Price.

Return Type: int

Return Value Table

Value	Meaning
> 0	OK: The Unique ID of Order.
<= 0	Order Place failed for any Reason. (Table 6.8)

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique Contract Id returned by a prior Call of *REGISTER_CONTRACT* or 0.	>= 0
2	orderuid	int	Order UID of that Order to be changed. If > 0 a specific Order gets changed. If = 0, all orders of specified Contract get changed. If = 0 and #1 = 0, all Orders get changed.	>= 0
3	limitpct	double	Percentage of Change for Limit Price.	> 0.0
4	stoppct	double	Percentage of Change for Stop Price.	> 0.0
5	ordersize	int	The Order Size.	>= 0
6	Transmission flag	int	Transmission Flag. If -1, the property gets changed internally only. If 0, the property gets changed and order transmitted to TWS again (can be seen at TWS with the blue T or red T). If 1, the property gets changed and the order transmitted to IB.	Transmission flag

Comments:

Buy Limit Orders get rounded down.
Sell Limit Orders get rounded up.
Buy Stop Orders get rounded up.
Sell Stop Orders get rounded down.

Sample: Lower Stop Price of Order with uid=7 by 0.02 %. Contractid = 4. Let Size unchanged and transmit to IB.

uid =TOGGLE_ORDER(4,7,0.0,0.02,0,1)

5.3.30 Function WAIT_FOR_SUBMITTED back

Description: Wait for Order Status PreSubmitted, PendingSubmit or Submitted

Return Type: int

Return Value Table

Value	Meaning
1	Order Has Submitted Status.
0	Pending or Timeout.
-1	Order can’t have Submitted Status due to not yet transmitted to TWS or IB.
-2	Order can’t have Submitted Status due to filled, cancelled or erroneous.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	Orderuid	int	Unique Order Id returned by a prior Call of *PLACE_ORDER.*	> 0
2	Timeout	int	Timeout in Milliseconds the Functions returns if the Filled Status was not reached within Timeout	>= 0
3	final	int	If > 0, accept Status = “Submitted” only.	>= 0

Sample: Wait for Status ‘Submitted’ for the newly placed LIMIT Order. Wait at the most of 3 Seconds.

ostatus = WAIT_FOR_SUBMITTED( LMTOrderID,3000,1)

if ostatus == 1 then begin

--- my Order has been submitted

end

Wait for any of the ‘Submitted’ States for the newly placed LIMIT Order. Wait at the most of 3 Seconds.

ostatus = WAIT_FOR_SUBMITTED( LMTOrderID,3000,0)

if ostatus == 1 then begin

--- my Order has Submitted, PendingSub or PreSubmitted Status

end

5.3.31 Function GET_OPEN_ORDERUID_LIST back

Description: Get a comma separated List of uids of open Orders.

Return Type: string

Return Value Table

Value	Meaning
Any String	Comma separated List of Orderuids.
“nok”	Function Call stopped.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	contractuid	int	Unique ID of Contract Order belongs to. 0 for discard Contract.	>= 0
2	action	string	Action BUY/SELL. Empty for discard Action.	“BUY”,”SELL”,””
3	type	string	Type of Order. Empty for discard Type.
4	lowerprice	double	Price lmt.-/aux. of Order must be equal or greater. <= 0 to discard lower Price.	<>= 0.0
5	upperprice	double	Price lmt.-/aux. of Order must be equal or less. <= 0 to discard upper Price.	<>= 0.0
6	exchange	string	Exchange where order has been placed. Let empty to be ignored.
7	orderref	string	Orderreference. Let empty to be ignored.

Sample: Get list of UIDs of open Buy-Orders that belong to Contract with UID=12 and which have a price equal or above 45.67.

orderuidlist = GET_OPEN_ORDERUID_LIST(12,”BUY”,””, 45.67,0.0,””,””)

5.4 Account Related Functions

5.4.1 Function GET_ACC_VAL back

Description: Get a specific Account Value.

Return Type: string (Constant String)

Return Value Table

Value	Meaning
Any String	The Account Value of Interest as String.
“nok”	Function Call failed. Could be either #1 unknown or Function Call disabled or internal Error.

Parameter Table

#	Name	Type	Meaning	Poss. Values
1	idaccval	int	Identifier of Account Value.	Table 6.9
2	currency	string	Most of the Account Values are related to a Currency. If you want an Account Value related to Base Currency, Pass “#” or Base Currency for #2. Account Values that don’t need a Currency are labeled with ‘no’ in Table 6.9.	- # for Base Currency - Specific Currency.
3	accountlist	string	Comma separated string of accounts respected. Let empty for non advisor accounts or if you want to be all Accounts to be respected for advisor accounts. For advisor accounts the sum over all in #3 contained account values is returned. This function unfortunately works not reliable for FA account due to API internal restrictions.	“”, empty or “acc1,acc2,…,accn”
4	valuetype	int	Type of Value returned. Convention: The Relative Change from 100 to 120 is 20 % and not 120 %.	0 : Direct Value. 1 : Absolute Change. 2: Relative Change. 3: Initial Value.

Comments:

Attention: This function is not reliable for Advisor Accounts. It could return Values that are not up to date.

Sample: Get the total Net Liquidation.

ret = GET_ACC_VAL (12,””,””,0)

Get the absolute Change of total Net Liquidation since Runtime.

ret = GET_ACC_VAL (12,””,””,1)

Get total Cash Balance in MXN.

ret = GET_ACC_VAL (8,”MXN”,””,0)

Get Initial Leverage for Securities.

ret = GET_ACC_VAL (66,””,””,3)

5.4.2 Function GET_BASECURRENCY back

Description: Get the Base Currency of Account.

Return Type: string (Constant String)

Return Value Table

Value

Base Currency as String

Empty String. No Account Values available. This can happen if no Request for Account Updates has been done or Account Values are not yet available.

“nok”. Function Call failed due to Function Call disabled.

Parameter Table

Name

Type

Meaning

Poss. Values

accountname

string

Name of Accoun. Let empty for non advisor accounts or if you want to be all Accounts to be respected for advisor accounts.

“”, empty or

“acc1,acc2,…,accn”

Comments:

Attention: This function is not reliable for Advisor Accounts.

Sample: Get the Base Currency.

ret = GET_BASECURRENCY ()

5.4.3 Function GET_ACC_NAME back

Description: Get the Account Name.

Return Type: string (Constant String)

Return Value Table

Value

Account as String

Empty String. No Account Values available. This can happen if no Request for Account Updates has been done or Account Values are not yet available.

“nok”. Function Call failed due to Function Call disabled.

Parameter Table

Name

Type

Meaning

idaccount

int

Index of Account.
Pass 0 for non Advisor Accounts.

Pass >= 0 to get Zero based Subaccount of FA Account.

Pass < 0 to get a comma separated List of Subaccounts.

Sample: Get the Account Name for a normal Account or the 1. Subaccount in Case of an FA Account.

ret = GET_ACC_NAME(0)

Get the Name of the 2. Subaccount of a FA Account.

ret = GET_ACC_NAME(1)

5.4.4 Function REQ_ACC_UPDATE <