Lowest price offer on the contract..
Computed EFP ask price.
Identifies the options exchange(s) posting the best ask price on the options contract.
Computed Greeks for the underlying stock price and the option reference price.
Number of contracts or lots offered at the ask price.
Implied yield of the bond if it is purchased at the current ask.
The number of unmatched shares for the next auction; returns how many more shares are on one side of the auction than the other.
The price at which the auction would occur if no new orders were received and the auction were held now. The indicative price for the auction.
The number of shares that would trade if no new orders were received and the auction were held now.
Average volume of the corresponding option contracts(TWS Build 970+ is required).
The average daily trading volume over 90 days (multiply this value times 100).
Highest priced bid for the contract.
Computed EFP bid price.
Identifies the options exchange(s) posting the best bid price on the options contract.
Computed Greeks for the underlying stock price and the option reference price.
Number of contracts or lots offered at the bid price.
Implied yield of the bond if it is purchased at the current bid.
The bond factor is a number that indicates the ratio of the current bond principal to the original principal.
The last available closing price for the previous day. For US Equities, we use corporate action processing to get the closing price, so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends.
Computed closing EFP traded price for the day.
Slower mark price update used in system calculations
Greek values are based off a user customized price.
Delayed ask price.
Delayed computed Greeks for the underlying stock price and the option reference price.
Delayed ask size.
Delayed bid price
Delayed computed Greeks for the underlying stock price and the option reference price..
Delayed bid size.
Delayed close price of the day.
Delayed highest price of the day.
Delayed last traded price.
Delayed computed Greeks for the underlying stock price and the option reference price.
Delayed last size.
Delayed time of the last trade (in UNIX time) (TWS Build 970+ is required)
Delayed lowest price of the day.
Delayed computed Greeks and model's implied volatility for the underlying stock price and the option reference price.
Delayed open price of the day.
Delayed traded volume of the day.
TBD
TBD
Midpoint is calculated based on IPO price range
The ask price of ETF's Net Asset Value (NAV). Calculation is based on prices of ETF's underlying securities.
The bid price of ETF's Net Asset Value (NAV). Calculation is based on prices of ETF's underlying securities.
Today's closing price of ETF's Net Asset Value (NAV). Calculation is based on prices of ETF's underlying securities.
ETF Nav Last for Frozen data.
The high price of ETF's Net Asset Value (NAV).
The last price of Net Asset Value (NAV). For ETFs: Calculation is based on prices of ETF's underlying securities. For NextShares: Value is provided by NASDAQ.
The low price of ETF's Net Asset Value (NAV).
Yesterday's closing price of ETF's Net Asset Value (NAV). Calculation is based on prices of ETF's underlying securities.
Final price for IPO
Provides the available Reuter's Fundamental Ratios.
Total number of outstanding futures contracts (TWS v965+). *HSI open interest requested with generic tick 101.
Indicates if a contract is halted
High price for the day.
Highest price for the last 13 weeks.
Highest price for the last 26 weeks.
Highest price for the last 52 weeks.
Computed high EFP traded price for the day.
Contract's dividends.
The number of points that the index is over the cash index.
Last price at which the contract traded.
Computed EFP last price.
Exchange of last traded price.
Computed Greeks for the underlying stock price and the option reference price
Timestamp (in Unix ms time) of last trade returned with regulatory snapshot.
Last Regular Trading Hours traded price.
Number of contracts or lots traded at the last price.
Time of the last trade (in UNIX time).
Implied yield of the bond if it is purchased at the last price.
Low price for the day.
Lowest price for the last 13 weeks.
Lowest price for the last 26 weeks.
Lowest price for the last 52 weeks.
Computed low EFP traded price for the day.
The mark price is equal to the Last Price unless: Ask < Last - the mark price is equal to the Ask Price. Bid > Last - the mark price is equal to the Bid Price.
Computed Greeks and model's implied volatility for the underlying stock price and the option reference price.
Contract's news feed.
Today's opening price.
Computed EFP open price.
Total number of options that were not closed.
Not Used.
Not Used.
Call option open interest.
Call option volume for the trading day.
The 30-day historical volatility (currently for stocks).
A prediction of how volatile an underlying will be in the future. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months.
Put option open interest.
Put option volume for the trading day.
The imbalance that is used to determine which at-the-open or at-the-close orders can be entered following the publishing of the regulatory imbalance.
30-day real time historical volatility.
Last trade details that excludes "Unreportable Trades"
Last trade details.
Describes the level of difficulty with which the contract can be sold short.
Number of shares available to short (TWS Build 974+ is required)
The past ten minutes volume. Interpolation may be applied.
The past three minutes volume. Interpolation may be applied.
The past five minutes volume. Interpolation may be applied.
TBD
Trade count for the day.
Trade count per minute.
Trading volume for the day for the selected contract (US Stocks: multiplier 100).
Volume per minute.
Generated using TypeDoc
Market data tick types.
See
https://interactivebrokers.github.io/tws-api/tick_types.html