Interface Execution

The account to which the order was allocated.

Average price. Used in regular trades, combo trades and legs of the combo. Does not include commissions.

The API client identifier which placed the order which originated this execution.

Cumulative quantity. Used in regular trades, combo trades and legs of the combo.

Tells you approximately how much the market value of a contract would change if the price were to change by 1.

It cannot be used to get market value by multiplying the price by the approximate multiplier.

The Economic Value Rule name and the respective optional argument. The two values should be separated by a colon.

For example, aussieBond:YearsToExpiration=3.

When the optional argument is not present, the first value will be followed by a colon.

The exchange where the execution took place.

The execution's identifier.

Each partial fill has a separate ExecId.

A correction is indicated by an ExecId which differs from a previous ExecId in only the digits after the final period, e.g. an ExecId ending in ".02" would be a correction of a previous execution with an ExecId ending in ".01".

The liquidity type of the execution.

Requires TWS 968+ and API v973.05+.

Identifies whether an execution occurred because of an IB-initiated liquidation.

The model code.

The API client's order Id. May not be unique to an account.

The OrderRef is a user-customizable string that can be set from the API or TWS and will be associated with an order for its lifetime.

The TWS order identifier. The PermId can be 0 for trades originating outside IB.

The order's execution price excluding commissions.

The number of shares filled.

Specifies if the transaction was buy or sale BOT for bought, SLD for sold.

The execution's server time.