Class IBApi

on

• on(event, listener): IBApi

• Notifies when an event has been received (called for the any type for event).

  Parameters

  • event: all

  • listener: ((event, arguments) => void)

    event: Name of the event.

    arguments: event arguments.

    • • (event, arguments): void

      • Parameters

        • event: string

        • arguments: string[]

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies when the connection to TWS/IB Gateway has been established successfully.

  Parameters

  • event: connected

  • listener: (() => void)

    Notification callback.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[connect]]

• on(event, listener): IBApi

• Notifies that the TCP socket connection to the TWS/IB Gateway has been disconnected.

  Parameters

  • event: disconnected

  • listener: (() => void)

    Notification callback.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[disconnect]]

• on(event, listener): IBApi

• Provides status information messages for development / logging purpose.

  message: Message text. code: Message code.

  Parameters

  • event: info

  • listener: ((message, code) => void)

    • • (message, code): void

      • Parameters

        • message: string

        • code: number

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies about an error and TCP socket connection to the TWS/IB Gateway.

  disconnected event will arrive soon afterwards.

  Parameters

  • event: error

  • listener: ((error, code, reqId, advancedOrderReject?) => void)

    error: The error details.

    code: The code identifying the error.

    reqId: The request identifier which generated the error.

    • • (error, code, reqId, advancedOrderReject?): void

      • Parameters

        • error: Error

        • code: ErrorCode

        • reqId: number

        • Optional advancedOrderReject: unknown

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies about the API server version.

  Will arrive soon after connected event.

  Parameters

  • event: server

  • listener: ((serverVersion, serverConnectionTime) => void)

    serverVersion: The server version.

    serverConnectionTime: The connection time.

    • • (serverVersion, serverConnectionTime): void

      • Parameters

        • serverVersion: number

        • serverConnectionTime: string

        Returns void

  Returns IBApi

  See

  [[connect]]

• on(event, listener): IBApi

• Notifies when data has been received from the server.

  Parameters

  • event: received

  • listener: ((tokens) => void)

    tokens: Array of received tokens.

    • • (tokens): void

      • Parameters

        • tokens: string[]

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies when data is sent to the server.

  Parameters

  • event: sent

  • listener: ((tokens) => void)

    tokens: Array of token to be sent.

    • • (tokens): void

      • Parameters

        • tokens: string[]

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies about the the result to request.

  Parameters

  • event: result

  • listener: ((event, arguments) => void)

    event: Name of the event.

    arguments: event arguments.

    • • (event, arguments): void

      • Parameters

        • event: string

        • arguments: string[]

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies when all the account's information has finished.

  Parameters

  • event: accountDownloadEnd

  • listener: ((account) => void)

    account: The account's id

    • • (account): void

      • Parameters

        • account: string

        Returns void

  Returns IBApi

  See

  [[reqAccountUpdates]]

• on(event, listener): IBApi

• Receives the account information. This method will receive the account information just as it appears in the TWS' Account Summary Window.

  Parameters

  • event: accountSummary

  • listener: ((reqId, account, tag, value, currency) => void)

    reqID: The request's unique identifier.

    account: The account id.

    tag: The account's attribute being received. Possible values:

    • AccountType:Identifies the IB account structure.
    • NetLiquidation: The basis for determining the price of the assets in your account. Total cash value + stock value + options value + bond value.
    • TotalCashValue: Total cash balance recognized at the time of trade + futures PNL.
    • SettledCash: Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes - fees.
    • AccruedCash: Total accrued cash value of stock, commodities and securities.
    • BuyingPower: Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds.
    • EquityWithLoanValue: Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
    • PreviousDayEquityWithLoanValue: Marginable Equity with Loan value as of 16:00 ET the previous day
    • GrossPositionValue: The sum of the absolute value of all stock and equity option positions
    • RegTEquity:Regulation T equity for universal account
    • RegTMargin. Regulation T margin for universal account
    • SMA: Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T account increase in value
    • InitMarginReq: Initial Margin requirement of whole portfolio
    • MaintMarginReq: Maintenance Margin requirement of whole portfolio
    • AvailableFunds: This value tells what you have available for trading
    • ExcessLiquidity: This value shows your margin cushion, before liquidation
    • Cushion: Excess liquidity as a percentage of net liquidation value
    • FullInitMarginReq: Initial Margin of whole portfolio with no discounts or intraday credits
    • FullMaintMarginReq: Maintenance Margin of whole portfolio with no discounts or intraday credits
    • FullAvailableFunds: Available funds of whole portfolio with no discounts or intraday credits
    • FullExcessLiquidity: Excess liquidity of whole portfolio with no discounts or intraday credits
    • LookAheadNextChange: Time when look-ahead values take effect
    • LookAheadInitMarginReq: Initial Margin requirement of whole portfolio as of next period's margin change
    • LookAheadMaintMarginReq: Maintenance Margin requirement of whole portfolio as of next period's margin change
    • LookAheadAvailableFunds: This value reflects your available funds at the next margin change
    • LookAheadExcessLiquidity: This value reflects your excess liquidity at the next margin change
    • HighestSeverity: A measure of how close the account is to liquidation
    • DayTradesRemaining: The Number of Open/Close trades a user could put on before Pattern Day Trading is detected. A value of "-1" means that the user can put on unlimited day trades.
    • Leverage: GrossPositionValue / NetLiquidation

    value: the account's attribute's value.

    • • (reqId, account, tag, value, currency): void

      • Parameters

        • reqId: number

        • account: string

        • tag: string

        • value: string

        • currency: string

        Returns void

  Returns IBApi

  See

  [[reqAccountSummary]]

• on(event, listener): IBApi

• Notifies when all the accounts' information has ben received.

  Requires TWS 967+ to receive accountSummaryEnd in linked account structures.

  Parameters

  • event: accountSummaryEnd

  • listener: ((reqId) => void)

    reqID: The request's unique identifier.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqAccountSummary]]

• on(event, listener): IBApi

• Provides the account updates.

  Parameters

  • event: accountUpdateMulti

  • listener: ((reqId, account, modelCode, key, value, currency) => void)

    requestId: The id of request.

    account: The account with updates.

    modelCode: The model code with updates.

    key: The name of parameter.

    value: The value of parameter.

    currency: The currency of parameter.

    • • (reqId, account, modelCode, key, value, currency): void

      • Parameters

        • reqId: number

        • account: string

        • modelCode: string

        • key: string

        • value: string

        • currency: string

        Returns void

  Returns IBApi

  See

  [[reqAccountUpdatesMulti]]

• on(event, listener): IBApi

• Indicates all the account updates have been transmitted.

  Parameters

  • event: accountUpdateMultiEnd

  • listener: ((reqId) => void)

    requestId: The id of request.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqAccountUpdatesMulti]]

• on(event, listener): IBApi

• Delivers the Bond contract data after this has been requested via reqContractDetails.

  Parameters

  • event: bondContractDetails

  • listener: ((reqId, contract) => void)

    reqId: The request's identifier.

    contract: The bond contract's information.

    • • (reqId, contract): void

      • Parameters

        • reqId: number

        • contract: Contract

        Returns void

  Returns IBApi

  See

  [[reqAccountUpdatesMulti]]

• on(event, listener): IBApi

• Provides the [[CommissionReport]] of an [[Execution]]

  Parameters

  • event: commissionReport

  • listener: ((commissionReport) => void)

    commissionReport: The commission report.

    • • (commissionReport): void

      • Parameters

        • commissionReport: CommissionReport

        Returns void

  Returns IBApi

  See

  [[reqExecutions]]

• on(event, listener): IBApi

• Feeds in completed orders.

  Parameters

  • event: completedOrder

  • listener: ((contract, order, orderState) => void)

    contract: The order's [[Contract]].

    order: The completed [[Order]].

    orderState: The order's [[OrderState]].

    • • (contract, order, orderState): void

      • Parameters

        • contract: Contract

        • order: Order

        • orderState: OrderState

        Returns void

  Returns IBApi

  See

  [[reqCompletedOrders]]

• on(event, listener): IBApi

• Notifies the end of the completed orders' reception.

  Parameters

  • event: completedOrdersEnd

  • listener: (() => void)

    Completion callback function.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[reqCompletedOrders]]

• on(event, listener): IBApi

• Returns meta data from the WSH calendar.

  Parameters

  • event: wshMetaData

  • listener: ((reqId, dataJson) => void)

    reqId: The unique request identifier.

    dataJson: metadata in json format

    • • (reqId, dataJson): void

      • Parameters

        • reqId: number

        • dataJson: string

        Returns void

  Returns IBApi

  See

  [[reqWshMetaData]]

• on(event, listener): IBApi

• Returns calendar events from the WSH.

  Parameters

  • event: wshEventData

  • listener: ((reqId, dataJson) => void)

    reqId: The unique request identifier.

    dataJson: event data in json format

    • • (reqId, dataJson): void

      • Parameters

        • reqId: number

        • dataJson: string

        Returns void

  Returns IBApi

  See

  [[reqWshEventData]]

• on(event, listener): IBApi

• Callback to indicate the API connection has closed. Following a API <-> TWS broken socket connection, this function is not called automatically but must be triggered by API client code.

  Parameters

  • event: connectionClosed

  • listener: (() => void)

    Connection closed callback function.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[disconnect]]

• on(event, listener): IBApi

• Receives the full contract's definitions. This method will return all contracts matching the requested via [[reqContractDetails]] For example, one can obtain the whole option chain with it.

  Parameters

  • event: contractDetails

  • listener: ((reqId, contractDetails) => void)

    reqId: The unique request identifier.

    contractDetails: The instrument's complete definition.

    • • (reqId, contractDetails): void

      • Parameters

        • reqId: number

        • contractDetails: ContractDetails

        Returns void

  Returns IBApi

  See

  [[reqContractDetails]]

• on(event, listener): IBApi

• After all contracts matching the request were returned, this method will mark the end of their reception.

  Parameters

  • event: contractDetailsEnd

  • listener: ((reqId) => void)

    reqId: the request's identifier

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqContractDetails]]

• on(event, listener): IBApi

• TWS's current time.

  TWS is synchronized with the server (not local computer) using NTP and this function will receive the current time in TWS.

  Parameters

  • event: currentTime

  • listener: ((time) => void)

    time: The current time in TWS.

    • • (time): void

      • Parameters

        • time: number

        Returns void

  Returns IBApi

  See

  [[reqCurrentTime]]

• on(event, listener): IBApi

• Upon accepting a Delta-Neutral DN RFQ(request for quote), the server sends a deltaNeutralValidation message with the [[DeltaNeutralContract]]structure. If the delta and price fields are empty in the original request, the confirmation will contain the current values from the server. These values are locked when RFQ is processed and remain locked until the RFQ is cancelled.

  Parameters

  • event: deltaNeutralValidation

  • listener: ((reqId, deltaNeutralContract) => void)

    reqId: The request's identifier.

    deltaNeutralContract Delta-Neutral [[Contract]].

    • • (reqId, deltaNeutralContract): void

      • Parameters

        • reqId: number

        • deltaNeutralContract: DeltaNeutralContract

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• When requesting market data snapshots, this market will indicate the snapshot reception is finished.

  Expected to occur 11 seconds after beginning of request.

  Parameters

  • event: tickSnapshotEnd

  • listener: ((reqId) => void)

    reqId: The request's identifier.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Returns the market data type (real-time, frozen, delayed, delayed-frozen) of ticker sent by [[reqMktData]] when TWS switches from real-time to frozen and back and from delayed to delayed-frozen and back.

  Parameters

  • event: marketDataType

  • listener: ((reqId, marketDataType) => void)

    reqId: The request's identifier.

    marketDataType: Signals that now API starts to tick with the following market data:

    • 1: real-time
    • 2: frozen
    • 3: delayed
    • 4: delayed-frozen
    • • (reqId, marketDataType): void

      • Parameters

        • reqId: number

        • marketDataType: number

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• A one-time response to querying the display groups.

  Parameters

  • event: displayGroupList

  • listener: ((reqId, groups) => void)

    reqId: The ID of the request.

    groups: A list of integers representing visible Group ID separated by the "|" character, and sorted by most used group first.

    • • (reqId, groups): void

      • Parameters

        • reqId: number

        • groups: string

        Returns void

  Returns IBApi

  See

  [[queryDisplayGroups]]

• on(event, listener): IBApi

• Call triggered once after receiving the subscription request, and will be sent again if the selected contract in the subscribed display group has changed.

  Parameters

  • event: displayGroupUpdated

  • listener: ((reqId, contractInfo) => void)

    reqId: The ID of the request.

    contractInfo: The contract information.

    • • (reqId, contractInfo): void

      • Parameters

        • reqId: number

        • contractInfo: string

        Returns void

  Returns IBApi

  See

  [[subscribeToGroupEvents]]

• on(event, listener): IBApi

• Handles errors generated within the API itself.

  If an exception is thrown within the API code it will be notified here. Possible cases include errors while reading the information from the socket or even mishandling at API implementation.

  Parameters

  • event: error

  • listener: ((error) => void)

    error: The thrown exception.

    • • (error): void

      • Parameters

        • error: Error

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Errors sent by the TWS are received here.

  If an exception is thrown within the API code it will be notified here. Possible cases include errors while reading the information from the socket or even mishandling at API implementation.

  Parameters

  • event: error

  • listener: ((id, errorCode, errorMsg, advancedOrderReject?) => void)

    id: The request identifier which generated the error. Note: -1 will indicate a notification and not true error condition.

    errorCode: The code identifying the error.

    errorMsg: Error's description. Currently Latin-1 encoded error messages are supported. If logged into TWS in a different language it is recommended to enabled the setting in TWS Global Configuration -> API -> Settings -> Show API errors in English.

    • • (id, errorCode, errorMsg, advancedOrderReject?): void

      • Parameters

        • id: number

        • errorCode: number

        • errorMsg: string

        • Optional advancedOrderReject: unknown

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Provides the executions which happened in the last 24 hours.

  Parameters

  • event: execDetails

  • listener: ((reqId, contract, execution) => void)

    reqId: The request's identifier.

    contract: The [[Contract]] of the [[Order]].

    execution: The [[Execution]] details.

    • • (reqId, contract, execution): void

      • Parameters

        • reqId: number

        • contract: Contract

        • execution: Execution

        Returns void

  Returns IBApi

  See

  [[reqExecutions]]

• on(event, listener): IBApi

• Indicates the end of the [[Execution]] reception.

  Parameters

  • event: execDetailsEnd

  • listener: ((reqId) => void)

    reqId The request's identifier.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqExecutions]]

• on(event, listener): IBApi

• Returns array of family codes.

  Parameters

  • event: familyCodes

  • listener: ((familyCodes) => void)

    familyCodes Array of family codes.

    • • (familyCodes): void

      • Parameters

        • familyCodes: FamilyCode[]

        Returns void

  Returns IBApi

  See

  [[reqFamilyCodes]]

• on(event, listener): IBApi

• Returns array of sample contract descriptions.

  Parameters

  • event: contractDescriptions

  • listener: ((reqId, contractDescriptions) => void)

    contractDescriptions Array of contract descriptions.

    • • (reqId, contractDescriptions): void

      • Parameters

        • reqId: number

        • contractDescriptions: ContractDescription[]

        Returns void

  Returns IBApi

  See

  [[reqFamilyCodes]]

• on(event, listener): IBApi

• Returns fundamental data.

  Parameters

  • event: fundamentalData

  • listener: ((reqId, data) => void)

    reqId: The request's identifier.

    data: xml-formatted fundamental data.

    • • (reqId, data): void

      • Parameters

        • reqId: number

        • data: string

        Returns void

  Returns IBApi

  See

  [[reqFundamentalData]]

• on(event, listener): IBApi

• Returns beginning of data for contract for specified data type.

  Parameters

  • event: headTimestamp

  • listener: ((reqId, headTimestamp) => void)

    reqId: The request's identifier.

    headTimestamp: string identifying earliest data.

    • • (reqId, headTimestamp): void

      • Parameters

        • reqId: number

        • headTimestamp: string

        Returns void

  Returns IBApi

  See

  [[reqHeadTimestamp]]

• on(event, listener): IBApi

• Returns data histogram.

  Parameters

  • event: histogramData

  • listener: ((reqId, data) => void)

    reqId: The request's identifier.

    data: Tuple of histogram data, number of trades at specified price level.

    • • (reqId, data): void

      • Parameters

        • reqId: number

        • data: HistogramEntry[]

        Returns void

  Returns IBApi

  See

  [[reqHistogramData]]

• on(event, listener): IBApi

• Returns the requested historical data bars.

  Parameters

  • event: historicalData

  • listener: ((reqId, time, open, high, low, close, volume, count, WAP, hasGaps) => void)

    reqId: the request's identifier

    time: the time the bar represents open: price at open of time period high: high price during time period low: low price during time period close: price at close of time period volume: share volume during time period count: trade count during time period WAP: weighted average price hasGaps: identifies whether or not there are gaps in the data. The time zone of the bar is the time zone chosen on the TWS login screen. Smallest bar size is 1 second.

    • • (reqId, time, open, high, low, close, volume, count, WAP, hasGaps): void

      • Parameters

        • reqId: number

        • time: string

        • open: number

        • high: number

        • low: number

        • close: number

        • volume: number

        • count: number

        • WAP: number

        • hasGaps: boolean

          Deprecated

        Returns void

  Returns IBApi

  See

  https://interactivebrokers.github.io/tws-api/historical_bars.html#hd_what_to_show for additional context regarding meaning of price for different bar types

• on(event, listener): IBApi

• Receives bars in real time if keepUpToDate is true in reqHistoricalData. Similar to realTimeBars function, except returned data is a composite of historical data and real time data that is equivalent to TWS chart functionality to keep charts up to date.

  Returned bars are successfully updated using real time data.

  Parameters

  • event: historicalDataUpdate

  • listener: ((reqId, time, open, high, low, close, volume, count, WAP) => void)

    reqId: The request's identifier.

    time: the time the bar represents open: price at open of time period high: high price during time period low: low price during time period close: price at close of time period volume: share volume during time period count: trade count during time period WAP: weighted average price The time zone of the bar is the time zone chosen on the TWS login screen. Smallest bar size is 1 second.

    • • (reqId, time, open, high, low, close, volume, count, WAP): void

      • Parameters

        • reqId: number

        • time: string

        • open: number

        • high: number

        • low: number

        • close: number

        • volume: number

        • count: number

        • WAP: number

        Returns void

  Returns IBApi

  See

  [[reqHistoricalData]]

• on(event, listener): IBApi

• Parameters

  • event: historicalNews

  • listener: ((reqId, time, providerCode, articleId, headline) => void)

    • • (reqId, time, providerCode, articleId, headline): void

      • Parameters

        • reqId: number

        • time: string

        • providerCode: string

        • articleId: string

        • headline: string

        Returns void

  Returns IBApi

• on(event, listener): IBApi

• Returns news headline.

  Parameters

  • event: historicalNewsEnd

  • listener: ((reqId, hasMore) => void)

    reqId: The request's identifier.

    hasMore: true if there are more results available, false otherwise

    • • (reqId, hasMore): void

      • Parameters

        • reqId: number

        • hasMore: boolean

        Returns void

  Returns IBApi

  See

  [[reqHistoricalNews]]

• on(event, listener): IBApi

• Returns historical price tick data.

  Parameters

  • event: historicalTicks

  • listener: ((reqId, ticks, done) => void)

    reqId: The request's identifier.

    ticks: Array of [[HistoricalTick]] objects.

    done: Flag to indicate if all historical tick data has been received.

    • • (reqId, ticks, done): void

      • Parameters

        • reqId: number

        • ticks: HistoricalTick[]

        • done: boolean

        Returns void

  Returns IBApi

  See

  [[reqHistoricalTicks]]

• on(event, listener): IBApi

• Returns historical bid/ask tick data.

  Parameters

  • event: historicalTicksBidAsk

  • listener: ((reqId, ticks, done) => void)

    reqId: The request's identifier.

    ticks: Array of [[HistoricalTickBidAsk]] objects.

    done: Flag to indicate if all historical tick data has been received.

    • • (reqId, ticks, done): void

      • Parameters

        • reqId: number

        • ticks: HistoricalTickBidAsk[]

        • done: boolean

        Returns void

  Returns IBApi

  See

  [[reqHistoricalTicks]]

• on(event, listener): IBApi

• Returns historical last price tick data.

  Parameters

  • event: historicalTicksLast

  • listener: ((reqId, ticks, done) => void)

    reqId: The request's identifier.

    ticks: Array of [[HistoricalTickLas]] objects.

    done: Flag to indicate if all historical tick data has been received.

    • • (reqId, ticks, done): void

      • Parameters

        • reqId: number

        • ticks: HistoricalTickLast[]

        • done: boolean

        Returns void

  Returns IBApi

  See

  [[reqHistoricalTicks]]

• on(event, listener): IBApi

• Receives a comma-separated string with the managed account ids. Occurs automatically on initial API client connection.

  Parameters

  • event: managedAccounts

  • listener: ((accountsList) => void)

    accountsList: A comma-separated string with the managed account ids.

    • • (accountsList): void

      • Parameters

        • accountsList: string

        Returns void

  Returns IBApi

  See

  [[reqManagedAccts]]

• on(event, listener): IBApi

• Returns minimum price increment structure for a particular market rule ID. Market rule IDs for an instrument on valid exchanges can be obtained from the contractDetails object for that contract.

  Parameters

  • event: marketRule

  • listener: ((marketRuleId, priceIncrements) => void)

    marketRuleId: The Market rule IDs.

    priceIncrements: Array of price increments.

    • • (marketRuleId, priceIncrements): void

      • Parameters

        • marketRuleId: number

        • priceIncrements: unknown[]

        Returns void

  Returns IBApi

  See

  [[reqMarketRule]]

• on(event, listener): IBApi

• Called when receives Depth Market Data Descriptions.

  Parameters

  • event: mktDepthExchanges

  • listener: ((depthMktDataDescriptions) => void)

    depthMktDataDescriptions: Array of [[DepthMktDataDescription]] objects.

    • • (depthMktDataDescriptions): void

      • Parameters

        • depthMktDataDescriptions: DepthMktDataDescription[]

        Returns void

  Returns IBApi

  See

  [[reqMktDepthExchanges]]

• on(event, listener): IBApi

• Called when receives News Article.

  Parameters

  • event: newsArticle

  • listener: ((reqId, articleType, articleText) => void)

    reqId: The request ID.

    articleType: The type of news article (0 - plain text or html, 1 - binary data / pdf)

    articleText: The body of article (if articleType == 1, the binary data is encoded using the Base64 scheme)

    • • (reqId, articleType, articleText): void

      • Parameters

        • reqId: number

        • articleType: number

        • articleText: string

        Returns void

  Returns IBApi

  See

  [[reqNewsArticle]]

• on(event, listener): IBApi

• Returns array of subscribed API news providers for this user

  Parameters

  • event: newsProviders

  • listener: ((newsProviders) => void)

    newsProviders: Array of [NewsProvider]] objects.

    • • (newsProviders): void

      • Parameters

        • newsProviders: NewsProvider[]

        Returns void

  Returns IBApi

  See

  [[reqNewsProviders]]

• on(event, listener): IBApi

• Receives next valid order id. Will be invoked automatically upon successful API client connection, or after call to [[reqIds]].

  Important: the next valid order ID is only valid at the time it is received.

  Parameters

  • event: nextValidId

  • listener: ((orderId) => void)

    orderId: The next order id.

    • • (orderId): void

      • Parameters

        • orderId: number

        Returns void

  Returns IBApi

  See

  [[reqIds]]

• on(event, listener): IBApi

• Feeds in currently open orders.

  Parameters

  • event: openOrder

  • listener: ((orderId, contract, order, orderState) => void)

    orderId: The order's unique id.

    contract: The order's [[Contract]]

    order: The currently active [[Order]]

    orderState: The order's [[OrderState]]

    • • (orderId, contract, order, orderState): void

      • Parameters

        • orderId: number

        • contract: Contract

        • order: Order

        • orderState: OrderState

        Returns void

  Returns IBApi

  See

  [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]

• on(event, listener): IBApi

• Notifies the end of the open orders' reception.

  Parameters

  • event: openOrderEnd

  • listener: (() => void)

    Completion callback.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]

• on(event, listener): IBApi

• Response to API bind order control message.

  Parameters

  • event: orderBound

  • listener: ((orderId, apiClientId, apiOrderId) => void)

    Completion callback. orderId: permId

    apiClientId: API client id.

    apiOrderId: API order id.

    • • (orderId, apiClientId, apiOrderId): void

      • Parameters

        • orderId: number

        • apiClientId: number

        • apiOrderId: number

        Returns void

  Returns IBApi

  See

  [[reqOpenOrders]]

• on(event, listener): IBApi

• Gives the up-to-date information of an order every time it changes. Often there are duplicate orderStatus messages.

  Parameters

  • event: orderStatus

  • listener: ((orderId, status, filled, remaining, avgFillPrice, permId?, parentId?, lastFillPrice?, clientId?, whyHeld?, mktCapPrice?) => void)

    Completion callback. orderId: The order's client id.

    status: The current status of the order. Possible values:

    • PendingSubmit: indicates that you have transmitted the order, but have not yet received confirmation that it has been accepted by the order destination.
    • PendingCancel: indicates that you have sent a request to cancel the order but have not yet received cancel confirmation from the order destination. At this point, your order is not confirmed canceled. It is not guaranteed that the cancellation will be successful.
    • PreSubmitted: indicates that a simulated order type has been accepted by the IB system and that this order has yet to be elected. The order is held in the IB system until the election criteria are met. At that time the order is transmitted to the order destination as specified.
    • Submitted: indicates that your order has been accepted by the system.
    • ApiCancelled: after an order has been submitted and before it has been acknowledged, an API client client can request its cancellation, producing this state.
    • Cancelled: indicates that the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order.
    • Filled: indicates that the order has been completely filled. Market orders executions will not always trigger a Filled status.
    • Inactive: indicates that the order was received by the system but is no longer active because it was rejected or canceled.

    filled: Number of filled positions.

    remaining: The remnant positions.

    avgFillPrice: Average filling price.

    permId the order's permId used by the TWS to identify orders.

    parentId: parent's id. Used for bracket and auto trailing stop orders.

    lastFillPrice: Price at which the last positions were filled.

    clientId: API client which submitted the order.

    whyHeld: this field is used to identify an order held when TWS is trying to locate shares for a short sell. The value used to indicate this is 'locate'.

    mktCapPrice: If an order has been capped, this indicates the current capped price. Requires TWS 967+ and API v973.04+.

    • • (orderId, status, filled, remaining, avgFillPrice, permId?, parentId?, lastFillPrice?, clientId?, whyHeld?, mktCapPrice?): void

      • Parameters

        • orderId: number

        • status: string

        • filled: number

        • remaining: number

        • avgFillPrice: number

        • Optional permId: number

        • Optional parentId: number

        • Optional lastFillPrice: number

        • Optional clientId: number

        • Optional whyHeld: string

        • Optional mktCapPrice: number

        Returns void

  Returns IBApi

  See

  [[placeOrder]], [[reqAllOpenOrders]], [[reqAutoOpenOrders]]

• on(event, listener): IBApi

• Receives PnL updates in real time for the daily PnL and the total unrealized PnL for an account.

  Parameters

  • event: pnl

  • listener: ((reqId, dailyPnL, unrealizedPnL?, realizedPnL?) => void)

    reqId: The request ID.

    dailyPnL: The dailyPnL updates for the account in real time.

    unrealizedPnL: The total unrealized PnL updates for the account in real time.

    unrealizedPnL: The total realized PnL updates for the account in real time.

    • • (reqId, dailyPnL, unrealizedPnL?, realizedPnL?): void

      • Parameters

        • reqId: number

        • dailyPnL: number

        • Optional unrealizedPnL: number

        • Optional realizedPnL: number

        Returns void

  Returns IBApi

  See

  [[reqPnL]]

• on(event, listener): IBApi

• Receives real time updates for single position daily PnL values.

  Parameters

  • event: pnlSingle

  • listener: ((reqId, pos, dailyPnL, unrealizedPnL, realizedPnL, value) => void)

    reqId: The request ID.

    pos: Current size of the position

    dailyPnL: The daily PnL for the position

    unrealizedPnL: The total unrealized PnL for the position (since inception) updating in real time.

    value: The current market value of the position.

    • • (reqId, pos, dailyPnL, unrealizedPnL, realizedPnL, value): void

      • Parameters

        • reqId: number

        • pos: number

        • dailyPnL: number

        • unrealizedPnL: number

        • realizedPnL: number

        • value: number

        Returns void

  Returns IBApi

  See

  [[reqSinglePnL]]

• on(event, listener): IBApi

• Provides the portfolio's open positions.

  Parameters

  • event: position

  • listener: ((account, contract, pos, avgCost?) => void)

    account: The account holding the position.

    contract: The position's [[Contract]]

    pos: The number of positions held.

    avgCost: The average cost of the position.

    • • (account, contract, pos, avgCost?): void

      • Parameters

        • account: string

        • contract: Contract

        • pos: number

        • Optional avgCost: number

        Returns void

  Returns IBApi

  See

  [[reqPositions]]

• on(event, listener): IBApi

• Indicates all the positions have been transmitted.

  Parameters

  • event: positionEnd

  • listener: (() => void)

    Completion callback.

    • • (): void

      • Returns void

  Returns IBApi

  See

  [[reqPnL]]

• on(event, listener): IBApi

• Provides the portfolio's open positions.

  Parameters

  • event: positionMulti

  • listener: ((reqId, account, modelCode, contract, pos, avgCost) => void)

    reqId: The request ID.

    account: The account holding the position.

    modelCode: The model code holding the position.

    contract: The position's [[Contract]]

    pos: The number of positions held.

    avgCost: The average cost of the position.

    • • (reqId, account, modelCode, contract, pos, avgCost): void

      • Parameters

        • reqId: number

        • account: string

        • modelCode: string

        • contract: Contract

        • pos: number

        • avgCost: number

        Returns void

  Returns IBApi

  See

  [[reqPositionsMulti]]

• on(event, listener): IBApi

• Indicates all the positions have been transmitted.

  Parameters

  • event: positionMultiEnd

  • listener: ((reqId) => void)

    reqId: The request ID.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqPositionsMulti]]

• on(event, listener): IBApi

• Updates the real time 5 seconds bars.

  Parameters

  • event: realtimeBar

  • listener: ((reqId, date, open, high, low, close, volume, WAP, count) => void)

    reqId: The request ID. date: The bar's date and time (Epoch/Unix time). open: The bar's open point. high: The bar's high point. low: The bar's low point. close: The bar's closing point. volume: The bar's traded volume (only returned for TRADES data). WAP: the bar's Weighted Average Price rounded to minimum increment (only available for TRADES). count: the number of trades during the bar's timespan (only available for TRADES).

    • • (reqId, date, open, high, low, close, volume, WAP, count): void

      • Parameters

        • reqId: number

        • date: number

        • open: number

        • high: number

        • low: number

        • close: number

        • volume: number

        • WAP: number

        • count: number

        Returns void

  Returns IBApi

  See

  [[reqRealTimeBars]]

• on(event, listener): IBApi

• Receives the Financial Advisor's configuration available in the TWS.

  Parameters

  • event: receiveFA

  • listener: ((faDataType, faXmlData) => void)

    faDataType: one of:

    • 1: Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group.
    • 2: Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
    • 3: Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.

    faXmlData: The xml-formatted configuration.

    • • (faDataType, faXmlData): void

      • Parameters

        • faDataType: number

        • faXmlData: string

        Returns void

  Returns IBApi

  See

  [[requestFA]], [[replaceFA]]

• on(event, listener): IBApi

• Notifies the end of the FA replace.

  Parameters

  • event: replaceFAEnd

  • listener: ((reqId, text) => void)

    reqId: The id of request.

    text: The message text.

    • • (reqId, text): void

      • Parameters

        • reqId: number

        • text: string

        Returns void

  Returns IBApi

  See

  [[requestFA]], [[replaceFA]]

• on(event, listener): IBApi

• Returns conId and exchange for CFD market data request re-route.

  Parameters

  • event: rerouteMktDataReq

  • listener: ((reqId, conId, exchange) => void)

    reqId: The id of request.

    conId: Contract Id of the underlying instrument which has market data.

    exchange: Exchange code of the underlying.

    • • (reqId, conId, exchange): void

      • Parameters

        • reqId: number

        • conId: number

        • exchange: string

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Returns the conId and exchange for an underlying contract when a request is made for level 2 data for an instrument which does not have data in IB's database. For example stock CFDs and index CFDs.

  Parameters

  • event: rerouteMktDepthReq

  • listener: ((reqId, conId, exchange) => void)

    reqId: The id of request.

    conId: Contract Id of the underlying instrument which has market data.

    exchange: Exchange code of the underlying.

    • • (reqId, conId, exchange): void

      • Parameters

        • reqId: number

        • conId: number

        • exchange: string

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Provides the data resulting from the market scanner request.

  Parameters

  • event: scannerData

  • listener: ((reqId, rank, contractDetails, distance, benchmark, projection, legsStr?) => void)

    reqId: The id of request.

    rank: The ranking within the response of this bar.

    contractDetails: The data [[ContractDetails].

    distance: variable, according to query.

    benchmark: variable, according to query.

    projection: variable, according to query.

    legStr: Describes the combo legs when the scanner is returning EFP.

    • • (reqId, rank, contractDetails, distance, benchmark, projection, legsStr?): void

      • Parameters

        • reqId: number

        • rank: number

        • contractDetails: ContractDetails

        • distance: string

        • benchmark: string

        • projection: string

        • Optional legsStr: string

        Returns void

  Returns IBApi

  See

  [[reqScannerSubscription]]

• on(event, listener): IBApi

• Indicates the scanner data reception has terminated.

  Parameters

  • event: scannerDataEnd

  • listener: ((reqId) => void)

    reqId: The id of request.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqScannerSubscription]]

• on(event, listener): IBApi

• Provides the xml-formatted parameters available from TWS market scanners (not all available in API).

  Parameters

  • event: scannerParameters

  • listener: ((xml) => void)

    xml: The xml-formatted string with the available parameters.

    • • (xml): void

      • Parameters

        • xml: string

        Returns void

  Returns IBApi

  See

  [[reqScannerParameters]]

• on(event, listener): IBApi

• Provides the option chain for an underlying on an exchange specified in reqSecDefOptParams. There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams.

  Parameters

  • event: securityDefinitionOptionParameter

  • listener: ((reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes) => void)

    reqId: The id of request.

    underlyingConId: The conID of the underlying security.

    tradingClass: The option trading class.

    multiplier: The option multiplier.

    expirations: An array of the expiries for the options of this underlying on this exchange.

    strikes: An array of of the possible strikes for options of this underlying on this exchange.

    • • (reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes): void

      • Parameters

        • reqId: number

        • exchange: string

        • underlyingConId: number

        • tradingClass: string

        • multiplier: string

        • expirations: string[]

        • strikes: number[]

        Returns void

  Returns IBApi

  See

  [[reqSecDefOptParams]]

• on(event, listener): IBApi

• Called when all callbacks to securityDefinitionOptionParameter are complete.

  Parameters

  • event: securityDefinitionOptionParameterEnd

  • listener: ((reqId) => void)

    reqId: The id of request.

    • • (reqId): void

      • Parameters

        • reqId: number

        Returns void

  Returns IBApi

  See

  [[reqSecDefOptParams]]

• on(event, listener): IBApi

• Bit number to exchange + exchange abbreviation dictionary.

  Parameters

  • event: smartComponents

  • listener: ((reqId, theMap) => void)

    reqId: The id of request.

    • • (reqId, theMap): void

      • Parameters

        • reqId: number

        • theMap: Map<number, [string, string]>

        Returns void

  Returns IBApi

  See

  [[reqSmartComponents]]

• on(event, listener): IBApi

• Called when receives Soft Dollar Tier configuration information.

  Parameters

  • event: softDollarTiers

  • listener: ((reqId, tiers) => void)

    reqId: The id of request.

    tiers: An array of [[SoftDollarTier]] objects that contains all Soft Dollar Tiers information.

    • • (reqId, tiers): void

      • Parameters

        • reqId: number

        • tiers: SoftDollarTier[]

        Returns void

  Returns IBApi

  See

  [[reqSoftDollarTiers]]

• on(event, listener): IBApi

• Provides an array of sample contract descriptions.

  Parameters

  • event: symbolSamples

  • listener: ((reqId, contractDescriptions) => void)

    reqId: The id of request.

    tiers: An array of [[ContractDescription]] objects.

    • • (reqId, contractDescriptions): void

      • Parameters

        • reqId: number

        • contractDescriptions: ContractDescription[]

        Returns void

  Returns IBApi

  See

  [[reqMatchingSymbols]]

• on(event, listener): IBApi

• Provides "Last" or "AllLast" tick-by-tick real-time tick.

  Parameters

  • event: tickByTickAllLast

  • listener: ((reqId, tickType, time, price, size, tickAttribLast) => void)

    reqId: The id of request.

    tickType: The tick-by-tick real-time tick type: "Last" or "AllLast".

    time: The tick-by-tick real-time tick timestamp.

    price: The tick-by-tick real-time tick last price.

    size: The tick-by-tick real-time tick last size.

    tickAttribLast: The tick-by-tick real-time last tick attribs (bit 0 - past limit, bit 1 - unreported).

    exchange: The tick-by-tick real-time tick exchange.

    specialConditions: The tick-by-tick real-time tick special conditions.

    • • (reqId, tickType, time, price, size, tickAttribLast): void

      • Parameters

        • reqId: number

        • tickType: number

        • time: number

        • price: number

        • size: number

        • tickAttribLast: unknown

        Returns void

  Returns IBApi

  See

  [[reqTickByTickData]]

• on(event, listener): IBApi

• Provides "BidAsk" tick-by-tick real-time tick.

  Parameters

  • event: tickByTickBidAsk

  • listener: ((reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk) => void)

    reqId: The id of request.

    time: The tick-by-tick real-time tick timestamp.

    bidPrice: The tick-by-tick real-time tick bid price.

    askPrice: The tick-by-tick real-time tick ask price.

    bidSize: The tick-by-tick real-time tick bid size.

    askSize: The tick-by-tick real-time tick ask size.

    tickAttribLast: The tick-by-tick real-time bid/ask tick attribs (bit 0 - bid past low, bit 1 - ask past high).

    • • (reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk): void

      • Parameters

        • reqId: number

        • time: number

        • bidPrice: number

        • askPrice: number

        • bidSize: number

        • askSize: number

        • tickAttribBidAsk: unknown

        Returns void

  Returns IBApi

  See

  [[reqTickByTickData]]

• on(event, listener): IBApi

• Provides "MidPoint" tick-by-tick real-time tick.

  Parameters

  • event: tickByTickMidPoint

  • listener: ((reqId, time, midPoint) => void)

    reqId: The id of request.

    time: The tick-by-tick real-time tick timestamp.

    midPoint: The tick-by-tick real-time tick mid point.

    • • (reqId, time, midPoint): void

      • Parameters

        • reqId: number

        • time: number

        • midPoint: number

        Returns void

  Returns IBApi

  See

  [[reqTickByTickData]]

• on(event, listener): IBApi

• Exchange for Physicals.

  Parameters

  • event: tickEFP

  • listener: ((reqId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate) => void)

    reqId: The request's identifier.

    tickType: The type of tick being received.

    basisPoints: Annualized basis points, which is representative of the financing rate that can be directly compared to broker rates.

    formattedBasisPoints: Annualized basis points as a formatted string that depicts them in percentage form.

    impliedFuture: The implied Futures price.

    holdDays: The number of hold days until the lastTradeDate of the EFP.

    futureLastTradeDate: The expiration date of the single stock future.

    dividendImpact: The dividend impact upon the annualized basis points interest rate.

    dividendsToLastTradeDate: The dividends expected until the expiration of the single stock future.

    • • (reqId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate): void

      • Parameters

        • reqId: number

        • tickType: number

        • basisPoints: number

        • formattedBasisPoints: string

        • impliedFuture: number

        • holdDays: number

        • futureLastTradeDate: string

        • dividendImpact: number

        • dividendsToLastTradeDate: number

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Provides a market data generic tick.

  Parameters

  • event: tickGeneric

  • listener: ((reqId, field, value) => void)

    reqId: The id of request.

    field: The type of tick being received.

    value: The tick value.

    • • (reqId, field, value): void

      • Parameters

        • reqId: number

        • field: IBApiTickType

        • value: number

        Returns void

  Returns IBApi

  See

  [[reqTickByTickData]]

• on(event, listener): IBApi

• Provides a news headline tick.

  Parameters

  • event: tickNews

  • listener: ((reqId, timeStamp, providerCode, articleId, headline, extraData) => void)

    reqId: The id of request.

    field: The type of tick being received.

    value: The tick value.

    • • (reqId, timeStamp, providerCode, articleId, headline, extraData): void

      • Parameters

        • reqId: number

        • timeStamp: number

        • providerCode: string

        • articleId: string

        • headline: string

        • extraData: string

        Returns void

  Returns IBApi

  See

  [[reqTickByTickData]]

• on(event, listener): IBApi

• Provides option specific market data. This method is called when the market in an option or its underlier moves. TWS option model volatilities, prices, and deltas, along with the present value of dividends expected on that options underlier are received.

  Parameters

  • event: tickOptionComputation

  • listener: ((reqId, field, impliedVolatility?, delta?, optPrice?, pvDividend?, gamma?, vega?, theta?, undPrice?) => void)

    reqId: The id of request.

    field: Specifies the type of option computation. Pass the field value into [[TickType.getField]] to retrieve the field description. For example, a field value of 13 will map to modelOptComp, etc. 10 = Bid 11 = Ask 12 = Last

    impliedVolatility: The implied volatility calculated by the TWS option modeler, using the specified tick type value.

    delta: The option delta value.

    value: The tick value.

    optPrice: The option price.

    pvDividend: The present value of dividends expected on the option's underlying.

    gamma:The option gamma value.

    vega: The option vega value.

    theta: The option theta value.

    undPrice: The price of the underlying.

    • • (reqId, field, impliedVolatility?, delta?, optPrice?, pvDividend?, gamma?, vega?, theta?, undPrice?): void

      • Parameters

        • reqId: number

        • field: IBApiTickType

        • Optional impliedVolatility: number

        • Optional delta: number

        • Optional optPrice: number

        • Optional pvDividend: number

        • Optional gamma: number

        • Optional vega: number

        • Optional theta: number

        • Optional undPrice: number

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• Market data tick price callback. Handles all price related ticks. Every tickPrice callback is followed by a tickSize. A tickPrice value of -1 or 0 followed by a tickSize of 0 indicates there is no data for this field currently available, whereas a tickPrice with a positive tickSize indicates an active quote of 0 (typically for a combo contract).

  Parameters

  • event: tickPrice

  • listener: ((reqId, field, value, attribs?) => void)

    reqId: The id of request.

    field: The type of the price being received.

    price: The actual price.

    value: The tick value.

    attribs: An [[TickAttrib]] object that contains price attributes.

    • • (reqId, field, value, attribs?): void

      • Parameters

        • reqId: number

        • field: IBApiTickType

        • value: number

        • Optional attribs: unknown

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• A tick with BOO exchange and snapshot permissions.

  Parameters

  • event: tickReqParams

  • listener: ((reqId, minTick, bboExchange, snapshotPermissions) => void)

    reqId: The id of request.

    • • (reqId, minTick, bboExchange, snapshotPermissions): void

      • Parameters

        • reqId: number

        • minTick: number

        • bboExchange: string

        • snapshotPermissions: number

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• Market data tick size callback. Handles all size-related ticks.

  Parameters

  • event: tickSize

  • listener: ((reqId, field?, value?) => void)

    reqId: The id of request.

    field: The type of size being received (i.e. bid size)

    size: The actual size.

    • • (reqId, field?, value?): void

      • Parameters

        • reqId: number

        • Optional field: IBApiTickType

        • Optional value: number

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• Market data callback. Every tickPrice is followed by a tickSize. There are also independent tickSize callbacks anytime the tickSize changes, and so there will be duplicate tickSize messages following a tickPrice.

  Parameters

  • event: tickString

  • listener: ((reqId, field, value) => void)

    reqId: The id of request.

    field: The type of size being received (i.e. bid size)

    value: The tick value.

    • • (reqId, field, value): void

      • Parameters

        • reqId: number

        • field: IBApiTickType

        • value: string

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• Receives the last time on which the account was updated.

  Parameters

  • event: updateAccountTime

  • listener: ((timestamp) => void)

    timestamp: The last update system time.

    • • (timestamp): void

      • Parameters

        • timestamp: string

        Returns void

  Returns IBApi

  See

  [[reqMktData]]

• on(event, listener): IBApi

• Receives the subscribed account's information. Only one account can be subscribed at a time. After the initial callback to updateAccountValue, callbacks only occur for values which have changed. This occurs at the time of a position change, or every 3 minutes at most. This frequency cannot be adjusted.

  Parameters

  • event: updateAccountValue

  • listener: ((key, value, currency, accountName) => void)

    key: The value being updated. Possible values:

    • AccountCode: The account ID number.
    • AccountOrGroup: "All" to return account summary data for all accounts, or set to a specific Advisor Account Group name that has already been created in TWS Global Configuration.
    • AccountReady: For internal use only.
    • AccountType: Identifies the IB account structure.
    • AccruedCash: Total accrued cash value of stock, commodities and securities.
    • AccruedCash-C: Reflects the current's month accrued debit and credit interest to date, updated daily in commodity segment.
    • AccruedCash-S: Reflects the current's month accrued debit and credit interest to date, updated daily in security segment.
    • AccruedDividend: Total portfolio value of dividends accrued.
    • AccruedDividend-C: Dividends accrued but not paid in commodity segment.
    • AccruedDividend-S: Dividends accrued but not paid in security segment.
    • AvailableFunds: This value tells what you have available for trading.
    • AvailableFunds-C: Net Liquidation Value - Initial Margin.
    • AvailableFunds-S: Equity with Loan Value - Initial Margin.
    • Billable: Total portfolio value of treasury bills.
    • Billable-C: Value of treasury bills in commodity segment.
    • Billable-S: Value of treasury bills in security segment.
    • BuyingPower: Cash Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value)-Initial Margin, Standard Margin Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value) - Initial Margin *4.
    • CashBalance: Cash recognized at the time of trade + futures PNL.
    • CorporateBondValue: Value of non-Government bonds such as corporate bonds and municipal bonds.
    • Currency: Open positions are grouped by currency.
    • Cushion: Excess liquidity as a percentage of net liquidation value.
    • DayTradesRemaining: Number of Open/Close trades one could do before Pattern Day Trading is detected.
    • DayTradesRemainingT+1: Number of Open/Close trades one could do tomorrow before Pattern Day Trading is detected.
    • DayTradesRemainingT+2: Number of Open/Close trades one could do two days from today before Pattern Day Trading is detected.
    • DayTradesRemainingT+3: Number of Open/Close trades one could do three days from today before Pattern Day Trading is detected.
    • DayTradesRemainingT+4: Number of Open/Close trades one could do four days from today before Pattern Day Trading is detected.
    • EquityWithLoanValue: Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions.
    • EquityWithLoanValue-C: Cash account: Total cash value + commodities option value - futures maintenance margin requirement + minimum (0, futures PNL) Margin account: Total cash value + commodities option value - futures maintenance margin requirement.
    • EquityWithLoanValue-S: Cash account: Settled Cash Margin Account: Total cash value + stock value + bond value + (non-U.S. & Canada securities options value).
    • ExcessLiquidity: This value shows your margin cushion, before liquidation.
    • ExcessLiquidity-C: Equity with Loan Value - Maintenance Margin.
    • ExcessLiquidity-S: Net Liquidation Value - Maintenance Margin.
    • ExchangeRate: The exchange rate of the currency to your base currency.
    • FullAvailableFunds: Available funds of whole portfolio with no discounts or intraday credits.
    • FullAvailableFunds-C: Net Liquidation Value - Full Initial Margin.
    • FullAvailableFunds-S: Equity with Loan Value - Full Initial Margin.
    • FullExcessLiquidity: Excess liquidity of whole portfolio with no discounts or intraday credits.
    • FullExcessLiquidity-C: Net Liquidation Value - Full Maintenance Margin.
    • FullExcessLiquidity-S: Equity with Loan Value - Full Maintenance Margin.
    • FullInitMarginReq: Initial Margin of whole portfolio with no discounts or intraday credits.
    • FullInitMarginReq-C: Initial Margin of commodity segment's portfolio with no discounts or intraday credits.
    • FullInitMarginReq-S: Initial Margin of security segment's portfolio with no discounts or intraday credits.
    • FullMaintMarginReq: Maintenance Margin of whole portfolio with no discounts or intraday credits.
    • FullMaintMarginReq-C: Maintenance Margin of commodity segment's portfolio with no discounts or intraday credits.
    • FullMaintMarginReq-S: Maintenance Margin of security segment's portfolio with no discounts or intraday credits.
    • FundValue: Value of funds value (money market funds + mutual funds).
    • FutureOptionValue: Real-time market-to-market value of futures options.
    • FuturesPNL: Real-time changes in futures value since last settlement.
    • FxCashBalance: Cash balance in related IB-UKL account.
    • GrossPositionValue: Gross Position Value in securities segment.
    • GrossPositionValue-S: Long Stock Value + Short Stock Value + Long Option Value + Short Option Value.
    • IndianStockHaircut: Margin rule for IB-IN accounts.
    • InitMarginReq: Initial Margin requirement of whole portfolio.
    • InitMarginReq-C: Initial Margin of the commodity segment in base currency.
    • InitMarginReq-S: Initial Margin of the security segment in base currency.
    • IssuerOptionValue: Real-time mark-to-market value of Issued Option.
    • Leverage-S: GrossPositionValue / NetLiquidation in security segment.
    • LookAheadNextChange: Time when look-ahead values take effect.
    • LookAheadAvailableFunds: This value reflects your available funds at the next margin change.
    • LookAheadAvailableFunds-C: Net Liquidation Value - look ahead Initial Margin.
    • LookAheadAvailableFunds-S: Equity with Loan Value - look ahead Initial Margin.
    • LookAheadExcessLiquidity: This value reflects your excess liquidity at the next margin change.
    • LookAheadExcessLiquidity-C: Net Liquidation Value - look ahead Maintenance Margin.
    • LookAheadExcessLiquidity-S: Equity with Loan Value - look ahead Maintenance Margin.
    • LookAheadInitMarginReq: Initial margin requirement of whole portfolio as of next period's margin change.
    • LookAheadInitMarginReq-C: Initial margin requirement as of next period's margin change in the base currency of the account.
    • LookAheadInitMarginReq-S: Initial margin requirement as of next period's margin change in the base currency of the account.
    • LookAheadMaintMarginReq: Maintenance margin requirement of whole portfolio as of next period's margin change.
    • LookAheadMaintMarginReq-C: Maintenance margin requirement as of next period's margin change in the base currency of the account.
    • LookAheadMaintMarginReq-S: Maintenance margin requirement as of next period's margin change in the base currency of the account.
    • MaintMarginReq: Maintenance Margin requirement of whole portfolio.
    • MaintMarginReq-C: Maintenance Margin for the commodity segment.
    • MaintMarginReq-S: Maintenance Margin for the security segment.
    • MoneyMarketFundValue: Market value of money market funds excluding mutual funds.
    • MutualFundValue: Market value of mutual funds excluding money market funds.
    • NetDividend: The sum of the Dividend Payable/Receivable Values for the securities and commodities segments of the account.
    • NetLiquidation: The basis for determining the price of the assets in your account.
    • NetLiquidation-C: Total cash value + futures PNL + commodities options value.
    • NetLiquidation-S: Total cash value + stock value + securities options value + bond value.
    • NetLiquidationByCurrency: Net liquidation for individual currencies.
    • OptionMarketValue: Real-time mark-to-market value of options.
    • PASharesValue: Personal Account shares value of whole portfolio.
    • PASharesValue-C: Personal Account shares value in commodity segment.
    • PASharesValue-S: Personal Account shares value in security segment.
    • PostExpirationExcess: Total projected "at expiration" excess liquidity.
    • PostExpirationExcess-C: Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in commodity segment.
    • PostExpirationExcess-S: Provides a projected "at expiration" excess liquidity based on the soon-to expire contracts in your portfolio in security segment.
    • PostExpirationMargin: Total projected "at expiration" margin.
    • PostExpirationMargin-C: Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in commodity segment.
    • PostExpirationMargin-S: Provides a projected "at expiration" margin value based on the soon-to expire contracts in your portfolio in security segment.
    • PreviousDayEquityWithLoanValue: Marginable Equity with Loan value as of 16:00 ET the previous day in securities segment.
    • PreviousDayEquityWithLoanValue-S: IMarginable Equity with Loan value as of 16:00 ET the previous day.
    • RealCurrency: Open positions are grouped by currency.
    • RealizedPnL: Shows your profit on closed positions, which is the difference between your entry execution cost and exit execution costs, or (execution price + commissions to open the positions) - (execution price + commissions to close the position).
    • RegTEquity: Regulation T equity for universal account.
    • RegTEquity-S: Regulation T equity for security segment.
    • RegTMargin: Regulation T margin for universal account.
    • RegTMargin-S: Regulation T margin for security segment.
    • SMA: Line of credit created when the market value of securities in a Regulation T account increase in value.
    • SMA-S: Regulation T Special Memorandum Account balance for security segment.
    • SegmentTitle: Account segment name.
    • StockMarketValue: Real-time mark-to-market value of stock.
    • TBondValue: Value of treasury bonds.
    • TBillValue: Value of treasury bills.
    • TotalCashBalance: Total Cash Balance including Future PNL.
    • TotalCashValue: Total cash value of stock, commodities and securities.
    • TotalCashValue-C: CashBalance in commodity segment.
    • TotalCashValue-S: CashBalance in security segment.
    • TradingType-S: Account Type.
    • UnrealizedPnL: The difference between the current market value of your open positions and the average cost, or Value - Average Cost.
    • WarrantValue: Value of warrants.
    • WhatIfPMEnabled: To check projected margin requirements under Portfolio Margin model.
    • • (key, value, currency, accountName): void

      • Parameters

        • key: string

        • value: string

        • currency: string

        • accountName: string

        Returns void

  Returns IBApi

  See

  [[reqAccountUpdates]]

• on(event, listener): IBApi

• Receives the subscribed account's portfolio.

  This function will receive only the portfolio of the subscribed account.

  If the portfolios of all managed accounts are needed, refer to [[reqPosition]].

  After the initial callback to updatePortfolio, callbacks only occur for positions which have changed.

  Parameters

  • event: updatePortfolio

  • listener: ((contract, position, marketPrice, marketValue, averageCost?, unrealizedPNL?, realizedPNL?, accountName?) => void)

    contract: The Contract for which a position is held.

    position: The number of positions held.

    marketPrice: Instrument's unitary price.

    marketValue: Total market value of the instrument.

    averageCost: Average acquiring price of the instrument.

    unrealizedPNL: Unrealized Profit/Loss.

    realizedPNL: Realized Profit/Loss.

    accountName: The account name.

    • • (contract, position, marketPrice, marketValue, averageCost?, unrealizedPNL?, realizedPNL?, accountName?): void

      • Parameters

        • contract: Contract

        • position: number

        • marketPrice: number

        • marketValue: number

        • Optional averageCost: number

        • Optional unrealizedPNL: number

        • Optional realizedPNL: number

        • Optional accountName: string

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Returns the order book.

  Parameters

  • event: updateMktDepth

  • listener: ((reqId, position, operation, side, price, size) => void)

    reqId: The request's identifier.

    position: The order book's row being updated.

    operation: How to refresh the row:

    • 0 = insert (insert this new order into the row identified by 'position')
    • 1 = update (update the existing order in the row identified by 'position')
    • 2 = delete (delete the existing order at the row identified by 'position')

    side: 0 for ask, 1 for bid.

    price: The order's price.

    size: The order's size.

    • • (reqId, position, operation, side, price, size): void

      • Parameters

        • reqId: number

        • position: number

        • operation: number

        • side: number

        • price: number

        • size: number

        Returns void

  Returns IBApi

  See

  [[reqMktDepth]]

• on(event, listener): IBApi

• Returns the order book (level 2).

  Parameters

  • event: updateMktDepthL2

  • listener: ((reqId, position, marketMaker, operation, side, price, size, isSmartDepth?) => void)

    reqId: The request's identifier.

    position: The order book's row being updated.

    marketMaker: The exchange holding the order if isSmartDepth is true, otherwise the MPID of the market maker.

    operation: How to refresh the row:

    • 0 = insert (insert this new order into the row identified by 'position')
    • 1 = update (update the existing order in the row identified by 'position')
    • 2 = delete (delete the existing order at the row identified by 'position')

    side: 0 for ask, 1 for bid.

    price: The order's price.

    size: The order's size.

    isSmartDepth: A flag indicating if this is smart depth response (aggregate data from multiple exchanges, v974+)

    • • (reqId, position, marketMaker, operation, side, price, size, isSmartDepth?): void

      • Parameters

        • reqId: number

        • position: number

        • marketMaker: string

        • operation: number

        • side: number

        • price: number

        • size: number

        • Optional isSmartDepth: boolean

        Returns void

  Returns IBApi

  See

  [[reqMktDepth]]

• on(event, listener): IBApi

• Provides IB's bulletins.

  Parameters

  • event: updateNewsBulletin

  • listener: ((msgId, msgType, message, origExchange) => void)

    msgId: The bulletin's identifier.

    msgType: one of:

    • 1: Regular news bulletin
    • 2: Exchange no longer available for trading
    • 3: Exchange is available for trading

    message: The message.

    origExchange: The exchange where the message comes from.

    • • (msgId, msgType, message, origExchange): void

      • Parameters

        • msgId: number

        • msgType: number

        • message: string

        • origExchange: string

        Returns void

  Returns IBApi
• on(event, listener): IBApi

• Notifies when new user info has arrived.

  Parameters

  • event: userInfo

  • listener: ((whiteBrandingId) => void)

    whiteBrandingId: The user's info

    • • (whiteBrandingId): void

      • Parameters

        • whiteBrandingId: string

        Returns void

  Returns IBApi

  See

  [[reqUserInfo]]