EClient Class Reference

Public Member Functions
def	__init__ (self, wrapper)
def	reset (self)
def	setConnState (self, connState)
def	sendMsg (self, msg)
def	logRequest (self, fnName, fnParams)
def	startApi (self)
def	connect (self, host, port, clientId)
def	disconnect (self)
def	isConnected (self)
def	keyboardInterrupt (self)
def	keyboardInterruptHard (self)
def	run (self)
def	reqCurrentTime (self)
def	serverVersion (self)
def	setServerLogLevel (self, int logLevel)
def	twsConnectionTime (self)
def	reqMktData (self, TickerId reqId, Contract contract, str genericTickList, bool snapshot, bool regulatorySnapshot, TagValueList mktDataOptions)
	Market Data. More...
def	cancelMktData (self, TickerId reqId)
def	reqMarketDataType (self, int marketDataType)
def	reqSmartComponents (self, int reqId, str bboExchange)
def	reqMarketRule (self, int marketRuleId)
def	reqTickByTickData (self, int reqId, Contract contract, str tickType, int numberOfTicks, bool ignoreSize)
def	cancelTickByTickData (self, int reqId)
def	calculateImpliedVolatility (self, TickerId reqId, Contract contract, float optionPrice, float underPrice, TagValueList implVolOptions)
	Options. More...
def	cancelCalculateImpliedVolatility (self, TickerId reqId)
def	calculateOptionPrice (self, TickerId reqId, Contract contract, float volatility, float underPrice, TagValueList optPrcOptions)
def	cancelCalculateOptionPrice (self, TickerId reqId)
def	exerciseOptions (self, TickerId reqId, Contract contract, int exerciseAction, int exerciseQuantity, str account, int override)
def	placeOrder (self, OrderId orderId, Contract contract, Order order)
	Orders. More...
def	cancelOrder (self, OrderId orderId)
def	reqOpenOrders (self)
def	reqAutoOpenOrders (self, bool bAutoBind)
def	reqAllOpenOrders (self)
def	reqGlobalCancel (self)
def	reqIds (self, int numIds)
def	reqAccountUpdates (self, bool subscribe, str acctCode)
	Account and Portfolio. More...
def	reqAccountSummary (self, int reqId, str groupName, str tags)
def	cancelAccountSummary (self, int reqId)
def	reqPositions (self)
def	cancelPositions (self)
def	reqPositionsMulti (self, int reqId, str account, str modelCode)
def	cancelPositionsMulti (self, int reqId)
def	reqAccountUpdatesMulti (self, int reqId, str account, str modelCode, bool ledgerAndNLV)
def	cancelAccountUpdatesMulti (self, int reqId)
def	reqPnL (self, int reqId, str account, str modelCode)
	Daily PnL.
def	cancelPnL (self, int reqId)
def	reqPnLSingle (self, int reqId, str account, str modelCode, int conid)
def	cancelPnLSingle (self, int reqId)
def	reqExecutions (self, int reqId, ExecutionFilter execFilter)
	Executions. More...
def	reqContractDetails (self, int reqId, Contract contract)
	Contract Details. More...
def	reqMktDepthExchanges (self)
	Market Depth.
def	reqMktDepth (self, TickerId reqId, Contract contract, int numRows, bool isSmartDepth, TagValueList mktDepthOptions)
def	cancelMktDepth (self, TickerId reqId, bool isSmartDepth)
def	reqNewsBulletins (self, bool allMsgs)
	News Bulletins. More...
def	cancelNewsBulletins (self)
def	reqManagedAccts (self)
	Financial Advisors. More...
def	requestFA (self, FaDataType faData)
def	replaceFA (self, FaDataType faData, str cxml)
def	reqHistoricalData (self, TickerId reqId, Contract contract, str endDateTime, str durationStr, str barSizeSetting, str whatToShow, int useRTH, int formatDate, bool keepUpToDate, TagValueList chartOptions)
	Historical Data. More...
def	cancelHistoricalData (self, TickerId reqId)
def	reqHeadTimeStamp (self, TickerId reqId, Contract contract, str whatToShow, int useRTH, int formatDate)
def	cancelHeadTimeStamp (self, TickerId reqId)
def	reqHistogramData (self, int tickerId, Contract contract, bool useRTH, str timePeriod)
def	cancelHistogramData (self, int tickerId)
def	reqHistoricalTicks (self, int reqId, Contract contract, str startDateTime, str endDateTime, int numberOfTicks, str whatToShow, int useRth, bool ignoreSize, TagValueList miscOptions)
def	reqScannerParameters (self)
	Market Scanners. More...
def	reqScannerSubscription (self, int reqId, ScannerSubscription subscription, TagValueList scannerSubscriptionOptions, TagValueList scannerSubscriptionFilterOptions)
def	cancelScannerSubscription (self, int reqId)
def	reqRealTimeBars (self, TickerId reqId, Contract contract, int barSize, str whatToShow, bool useRTH, TagValueList realTimeBarsOptions)
	Real Time Bars. More...
def	cancelRealTimeBars (self, TickerId reqId)
def	reqFundamentalData (self, TickerId reqId, Contract contract, str reportType, TagValueList fundamentalDataOptions)
	Fundamental Data. More...
def	cancelFundamentalData (self, TickerId reqId)
def	reqNewsProviders (self)
	News.
def	reqNewsArticle (self, int reqId, str providerCode, str articleId, TagValueList newsArticleOptions)
def	reqHistoricalNews (self, int reqId, int conId, str providerCodes, str startDateTime, str endDateTime, int totalResults, TagValueList historicalNewsOptions)
def	queryDisplayGroups (self, int reqId)
	Display Groups. More...
def	subscribeToGroupEvents (self, int reqId, int groupId)
def	updateDisplayGroup (self, int reqId, str contractInfo)
def	unsubscribeFromGroupEvents (self, int reqId)
def	verifyRequest (self, str apiName, str apiVersion)
def	verifyMessage (self, str apiData)
def	verifyAndAuthRequest (self, str apiName, str apiVersion, str opaqueIsvKey)
def	verifyAndAuthMessage (self, str apiData, str xyzResponse)
def	reqSecDefOptParams (self, int reqId, str underlyingSymbol, str futFopExchange, str underlyingSecType, int underlyingConId)
def	reqSoftDollarTiers (self, int reqId)
def	reqFamilyCodes (self)
def	reqMatchingSymbols (self, int reqId, str pattern)
def	reqCompletedOrders (self, bool apiOnly)

Public Attributes
	msg_queue
	wrapper
	decoder
	done
	nKeybIntHard
	conn
	host
	port
	extraAuth
	clientId
	serverVersion_
	connTime
	connState
	optCapab
	asynchronous
	reader
	decode

Static Public Attributes
	DISCONNECTED
	CONNECTING
	CONNECTED
	REDIRECT

Member Function Documentation

calculateImpliedVolatility()

def calculateImpliedVolatility	(		self,
		TickerId	reqId,
		Contract	contract,
		float	optionPrice,
		float	underPrice,
		TagValueList	implVolOptions
	)

Options.

Call this function to calculate volatility for a supplied
option price and underlying price. Result will be delivered
via EWrapper.tickOptionComputation()

reqId:TickerId -  The request id.
contract:Contract -  Describes the contract.
optionPrice:double - The price of the option.
underPrice:double - Price of the underlying.

calculateOptionPrice()

def calculateOptionPrice	(		self,
		TickerId	reqId,
		Contract	contract,
		float	volatility,
		float	underPrice,
		TagValueList	optPrcOptions
	)

Call this function to calculate option price and greek values
for a supplied volatility and underlying price.

reqId:TickerId -    The ticker ID.
contract:Contract - Describes the contract.
volatility:double - The volatility.
underPrice:double - Price of the underlying.

cancelAccountSummary()

def cancelAccountSummary	(		self,
		int	reqId
	)

Cancels the request for Account Window Summary tab data.

reqId:int - The ID of the data request being canceled.

cancelCalculateImpliedVolatility()

def cancelCalculateImpliedVolatility	(		self,
		TickerId	reqId
	)

Call this function to cancel a request to calculate
volatility for a supplied option price and underlying price.

reqId:TickerId - The request ID.  

cancelCalculateOptionPrice()

def cancelCalculateOptionPrice	(		self,
		TickerId	reqId
	)

Call this function to cancel a request to calculate the option
price and greek values for a supplied volatility and underlying price.

reqId:TickerId - The request ID.  

cancelFundamentalData()

def cancelFundamentalData	(		self,
		TickerId	reqId
	)

Call this function to stop receiving fundamental data.

reqId:TickerId - The ID of the data request.

cancelHistoricalData()

def cancelHistoricalData	(		self,
		TickerId	reqId
	)

Used if an internet disconnect has occurred or the results of a query
are otherwise delayed and the application is no longer interested in receiving
the data.

reqId:TickerId - The ticker ID. Must be a unique value.

cancelMktData()

def cancelMktData	(		self,
		TickerId	reqId
	)

After calling this function, market data for the specified id
will stop flowing.

reqId: TickerId - The ID that was specified in the call to
    reqMktData(). 

cancelMktDepth()

def cancelMktDepth	(		self,
		TickerId	reqId,
		bool	isSmartDepth
	)

After calling this function, market depth data for the specified id
will stop flowing.

reqId:TickerId - The ID that was specified in the call to
    reqMktDepth().
isSmartDepth:bool - specifies SMART depth request

cancelNewsBulletins()

def cancelNewsBulletins

(

self

)

Call this function to stop receiving news bulletins.

cancelOrder()

def cancelOrder	(		self,
		OrderId	orderId
	)

Call this function to cancel an order.

orderId:OrderId - The order ID that was specified previously in the call
    to placeOrder()

cancelPositions()

def cancelPositions

(

self

)

Cancels real-time position updates.

cancelRealTimeBars()

def cancelRealTimeBars	(		self,
		TickerId	reqId
	)

Call the cancelRealTimeBars() function to stop receiving real time bar results.

reqId:TickerId - The Id that was specified in the call to reqRealTimeBars(). 

cancelScannerSubscription()

def cancelScannerSubscription	(		self,
		int	reqId
	)

reqId:int - The ticker ID. Must be a unique value.

connect()

def connect	(		self,
			host,
			port,
			clientId
	)

This function must be called before any other. There is no
feedback for a successful connection, but a subsequent attempt to
connect will return the message \"Already connected.\"

host:str - The host name or IP address of the machine where TWS is
    running. Leave blank to connect to the local host.
port:int - Must match the port specified in TWS on the
    Configure>API>Socket Port field.
clientId:int - A number used to identify this client connection. All
    orders placed/modified from this client will be associated with
    this client identifier.

    Note: Each client MUST connect with a unique clientId.

disconnect()

def disconnect

(

self

)

Call this function to terminate the connections with TWS.
Calling this function does not cancel orders that have already been
sent.

exerciseOptions()

def exerciseOptions	(		self,
		TickerId	reqId,
		Contract	contract,
		int	exerciseAction,
		int	exerciseQuantity,
		str	account,
		int	override
	)

reqId:TickerId - The ticker id. multipleust be a unique value.
contract:Contract - This structure contains a description of the
    contract to be exercised
exerciseAction:int - Specifies whether you want the option to lapse
    or be exercised.
    Values are 1 = exercise, 2 = lapse.
exerciseQuantity:int - The quantity you want to exercise.
account:str - destination account
override:int - Specifies whether your setting will override the system's
    natural action. For example, if your action is "exercise" and the
    option is not in-the-money, by natural action the option would not
    exercise. If you have override set to "yes" the natural action would
     be overridden and the out-of-the money option would be exercised.
    Values are: 0 = no, 1 = yes.

isConnected()

def isConnected

(

self

)

Call this function to check if there is a connection with TWS

placeOrder()

def placeOrder	(		self,
		OrderId	orderId,
		Contract	contract,
		Order	order
	)

Orders.

Call this function to place an order. The order status will
be returned by the orderStatus event.

orderId:OrderId - The order id. You must specify a unique value. When the
    order START_APItus returns, it will be identified by this tag.
    This tag is also used when canceling the order.
contract:Contract - This structure contains a description of the
    contract which is being traded.
order:Order - This structure contains the details of tradedhe order.
    Note: Each client MUST connect with a unique clientId.

queryDisplayGroups()

def queryDisplayGroups	(		self,
		int	reqId
	)

Display Groups.

API requests used to integrate with TWS color-grouped windows (display groups).
TWS color-grouped windows are identified by an integer number. Currently that number ranges from 1 to 7 and are mapped to specific colors, as indicated in TWS.

reqId:int - The unique number that will be associated with the
    response 

replaceFA()

def replaceFA	(		self,
		FaDataType	faData,
		str	cxml
	)

Call this function to modify FA configuration information from the
API. Note that this can also be done manually in TWS itself.

faData:FaDataType - Specifies the type of Financial Advisor
    configuration data beingingg requested. Valid values include:
    1 = GROUPS
    2 = PROFILE
    3 = ACCOUNT ALIASES
cxml: str - The XML string containing the new FA configuration
    information.  

reqAccountSummary()

def reqAccountSummary	(		self,
		int	reqId,
		str	groupName,
		str	tags
	)

Call this method to request and keep up to date the data that appears
on the TWS Account Window Summary tab. The data is returned by
accountSummary().

Note:   This request is designed for an FA managed account but can be
used for any multi-account structure.

reqId:int - The ID of the data request. Ensures that responses are matched
    to requests If several requests are in process.
groupName:str - Set to All to returnrn account summary data for all
    accounts, or set to a specific Advisor Account Group name that has
    already been created in TWS Global Configuration.
tags:str - A comma-separated list of account tags.  Available tags are:
    accountountType
    NetLiquidation,
    TotalCashValue - Total cash including futures pnl
    SettledCash - For cash accounts, this is the same as
    TotalCashValue
    AccruedCash - Net accrued interest
    BuyingPower - The maximum amount of marginable US stocks the
        account can buy
    EquityWithLoanValue - Cash + stocks + bonds + mutual funds
    PreviousDayEquityWithLoanValue,
    GrossPositionValue - The sum of the absolute value of all stock
        and equity option positions
    RegTEquity,
    RegTMargin,
    SMA - Special Memorandum Account
    InitMarginReq,
    MaintMarginReq,
    AvailableFunds,
    ExcessLiquidity,
    Cushion - Excess liquidity as a percentage of net liquidation value
    FullInitMarginReq,
    FullMaintMarginReq,
    FullAvailableFunds,
    FullExcessLiquidity,
    LookAheadNextChange - Time when look-ahead values take effect
    LookAheadInitMarginReq,
    LookAheadMaintMarginReq,
    LookAheadAvailableFunds,
    LookAheadExcessLiquidity,
    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
    $LEDGER - Single flag to relay all cash balance tags*, only in base
        currency.
    $LEDGER:CURRENCY - Single flag to relay all cash balance tags*, only in
        the specified currency.
    $LEDGER:ALL - Single flag to relay all cash balance tags* in all
    currencies.

reqAccountUpdates()

def reqAccountUpdates	(		self,
		bool	subscribe,
		str	acctCode
	)

Account and Portfolio.

Call this function to start getting account values, portfolio,
and last update time information via EWrapper.updateAccountValue(),
EWrapperi.updatePortfolio() and Wrapper.updateAccountTime().

subscribe:bool - If set to TRUE, the client will start receiving account
    and Portfoliolio updates. If set to FALSE, the client will stop
    receiving this information.
acctCode:str -The account code for which to receive account and
    portfolio updates.

reqAccountUpdatesMulti()

def reqAccountUpdatesMulti	(		self,
		int	reqId,
		str	account,
		str	modelCode,
		bool	ledgerAndNLV
	)

Requests account updates for account and/or model.

reqAllOpenOrders()

def reqAllOpenOrders

(

self

)

Call this function to request the open orders placed from all
clients and also from TWS. Each open order will be fed back through the
openOrder() and orderStatus() functions on the EWrapper.

Note:  No association is made between the returned orders and the
requesting client.

reqAutoOpenOrders()

def reqAutoOpenOrders	(		self,
		bool	bAutoBind
	)

Call this function to request that newly created TWS orders
be implicitly associated with the client. When a new TWS order is
created, the order will be associated with the client, and fed back
through the openOrder() and orderStatus() functions on the EWrapper.

Note:  This request can only be made from a client with clientId of 0.

bAutoBind: If set to TRUE, newly created TWS orders will be implicitly
associated with the client. If set to FALSE, no association will be
made.

reqCompletedOrders()

def reqCompletedOrders	(		self,
		bool	apiOnly
	)

Call this function to request the completed orders. If apiOnly parameter 
is true, then only completed orders placed from API are requested. 
Each completed order will be fed back through the
completedOrder() function on the EWrapper.

reqContractDetails()

def reqContractDetails	(		self,
		int	reqId,
		Contract	contract
	)

Contract Details.

Call this function to download all details for a particular
underlying. The contract details will be received via the contractDetails()
function on the EWrapper.

reqId:int - The ID of the data request. Ensures that responses are
    make_fieldatched to requests if several requests are in process.
contract:Contract - The summary description of the contract being looked
    up.

reqCurrentTime()

def reqCurrentTime

(

self

)

Asks the current system time on the server side.

reqExecutions()

def reqExecutions	(		self,
		int	reqId,
		ExecutionFilter	execFilter
	)

Executions.

When this function is called, the execution reports that meet the
filter criteria are downloaded to the client via the execDetails()
function. To view executions beyond the past 24 hours, open the
Trade Log in TWS and, while the Trade Log is displayed, request
the executions again from the API.

reqId:int - The ID of the data request. Ensures that responses are
    matched to requests if several requests are in process.
execFilter:ExecutionFilter - This object contains attributes that
    describe the filter criteria used to determine which execution
    reports are returned.

NOTE: Time format must be 'yyyymmdd-hh:mm:ss' Eg: '20030702-14:55'

reqFundamentalData()

def reqFundamentalData	(		self,
		TickerId	reqId,
		Contract	contract,
		str	reportType,
		TagValueList	fundamentalDataOptions
	)

Fundamental Data.

Call this function to receive fundamental data for
stocks. The appropriate market data subscription must be set up in
Account Management before you can receive this data.
Fundamental data will be returned at EWrapper.fundamentalData().

reqFundamentalData() can handle conid specified in the Contract object,
but not tradingClass or multiplier. This is because reqFundamentalData()
is used only for stocks and stocks do not have a multiplier and
trading class.

reqId:tickerId - The ID of the data request. Ensures that responses are
     matched to requests if several requests are in process.
contract:Contract - This structure contains a description of the
    contract for which fundamental data is being requested.
reportType:str - One of the following XML reports:
    ReportSnapshot (company overview)
    ReportsFinSummary (financial summary)
    ReportRatios (financial ratios)
    ReportsFinStatements (financial statements)
    RESC (analyst estimates)
    CalendarReport (company calendar) 

reqGlobalCancel()

def reqGlobalCancel

(

self

)

Use this function to cancel all open orders globally. It
cancels both API and TWS open orders.

If the order was created in TWS, it also gets canceled. If the order
was initiated in the API, it also gets canceled.

reqHistoricalData()

def reqHistoricalData	(		self,
		TickerId	reqId,
		Contract	contract,
		str	endDateTime,
		str	durationStr,
		str	barSizeSetting,
		str	whatToShow,
		int	useRTH,
		int	formatDate,
		bool	keepUpToDate,
		TagValueList	chartOptions
	)

Historical Data.

Requests contracts' historical data. When requesting historical data, a
finishing time and date is required along with a duration string. The
resulting bars will be returned in EWrapper.historicalData()

reqId:TickerId - The id of the request. Must be a unique value. When the
    market data returns, it whatToShowill be identified by this tag. This is also
    used when canceling the market data.
contract:Contract - This object contains a description of the contract for which
    market data is being requested.
endDateTime:str - Defines a query end date and time at any point during the past 6 mos.
    Valid values include any date/time within the past six months in the format:
    yyyymmdd HH:mm:ss ttt

    where "ttt" is the optional time zone.
durationStr:str - Set the query duration up to one week, using a time unit
    of seconds, days or weeks. Valid values include any integer followed by a space
    and then S (seconds), D (days) or W (week). If no unit is specified, seconds is used.
barSizeSetting:str - Specifies the size of the bars that will be returned (within IB/TWS listimits).
    Valid values include:
    1 sec
    5 secs
    15 secs
    30 secs
    1 min
    2 mins
    3 mins
    5 mins
    15 mins
    30 mins
    1 hour
    1 day
whatToShow:str - Determines the nature of data beinging extracted. Valid values include:

    TRADES
    MIDPOINT
    BID
    ASK
    BID_ASK
    HISTORICAL_VOLATILITY
    OPTION_IMPLIED_VOLATILITY
useRTH:int - Determines whether to return all data available during the requested time span,
    or only data that falls within regular trading hours. Valid values include:

    0 - all data is returned even where the market in question was outside of its
    regular trading hours.
    1 - only data within the regular trading hours is returned, even if the
    requested time span falls partially or completely outside of the RTH.
formatDate: int - Determines the date format applied to returned bars. validd values include:

    1 - dates applying to bars returned in the format: yyyymmdd{space}{space}hh:mm:dd
    2 - dates are returned as a long integer specifying the number of seconds since
        1/1/1970 GMT.
chartOptions:TagValueList - For internal use only. Use default value XYZ. 

reqIds()

def reqIds	(		self,
		int	numIds
	)

Call this function to request from TWS the next valid ID that
can be used when placing an order.  After calling this function, the
nextValidId() event will be triggered, and the id returned is that next
valid ID. That ID will reflect any autobinding that has occurred (which
generates new IDs and increments the next valid ID therein).

numIds:int - deprecated

reqManagedAccts()

def reqManagedAccts

(

self

)

Financial Advisors.

Call this function to request the list of managed accounts. The list
will be returned by the managedAccounts() function on the EWrapper.

Note:  This request can only be made when connected to a FA managed account.

reqMarketDataType()

def reqMarketDataType	(		self,
		int	marketDataType
	)

The API can receive frozen market data from Trader
Workstation. Frozen market data is the last data recorded in our system.
During normal trading hours, the API receives real-time market data. If
you use this function, you are telling TWS to automatically switch to
frozen market data after the close. Then, before the opening of the next
trading day, market data will automatically switch back to real-time
market data.

marketDataType:int - 1 for real-time streaming market data or 2 for
    frozen market data

reqMktData()

def reqMktData	(		self,
		TickerId	reqId,
		Contract	contract,
		str	genericTickList,
		bool	snapshot,
		bool	regulatorySnapshot,
		TagValueList	mktDataOptions
	)

Market Data.

Call this function to request market data. The market data
will be returned by the tickPrice and tickSize events.

reqId: TickerId - The ticker id. Must be a unique value. When the
    market data returns, it will be identified by this tag. This is
    also used when canceling the market data.
contract:Contract - This structure contains a description of the
    Contractt for which market data is being requested.
genericTickList:str - A commma delimited list of generic tick types.
    Tick types can be found in the Generic Tick Types page.
    Prefixing w/ 'mdoff' indicates that top mkt data shouldn't tick.
    You can specify the news source by postfixing w/ ':<source>.
    Example: "mdoff,292:FLY+BRF"
snapshot:bool - Check to return a single snapshot of Market data and
    have the market data subscription cancel. Do not enter any
    genericTicklist values if you use snapshots.
regulatorySnapshot: bool - With the US Value Snapshot Bundle for stocks,
    regulatory snapshots are available for 0.01 USD each.
mktDataOptions:TagValueList - For internal use only.
    Use default value XYZ. 

reqMktDepth()

def reqMktDepth	(		self,
		TickerId	reqId,
		Contract	contract,
		int	numRows,
		bool	isSmartDepth,
		TagValueList	mktDepthOptions
	)

Call this function to request market depth for a specific
contract. The market depth will be returned by the updateMktDepth() and
updateMktDepthL2() events.

Requests the contract's market depth (order book). Note this request must be
direct-routed to an exchange and not smart-routed. The number of simultaneous
market depth requests allowed in an account is calculated based on a formula
that looks at an accounts equity, commissions, and quote booster packs.

reqId:TickerId - The ticker id. Must be a unique value. When the market
    depth data returns, it will be identified by this tag. This is
    also used when canceling the market depth
contract:Contact - This structure contains a description of the contract
    for which market depth data is being requested.
numRows:int - Specifies the numRowsumber of market depth rows to display.
isSmartDepth:bool - specifies SMART depth request
mktDepthOptions:TagValueList - For internal use only. Use default value
    XYZ.

reqNewsBulletins()

def reqNewsBulletins	(		self,
		bool	allMsgs
	)

News Bulletins.

Call this function to start receiving news bulletins. Each bulletin
will be returned by the updateNewsBulletin() event.

allMsgs:bool - If set to TRUE, returns all the existing bulletins for
the currencyent day and any new ones. If set to FALSE, will only
return new bulletins. 

reqOpenOrders()

def reqOpenOrders

(

self

)

Call this function to request the open orders that were
placed from this client. Each open order will be fed back through the
openOrder() and orderStatus() functions on the EWrapper.

Note:  The client with a clientId of 0 will also receive the TWS-owned
open orders. These orders will be associated with the client and a new
orderId will be generated. This association will persist over multiple
API and TWS sessions.  

reqPositions()

def reqPositions

(

self

)

Requests real-time position data for all accounts.

reqPositionsMulti()

def reqPositionsMulti	(		self,
		int	reqId,
		str	account,
		str	modelCode
	)

Requests positions for account and/or model.
Results are delivered via EWrapper.positionMulti() and
EWrapper.positionMultiEnd() 

reqRealTimeBars()

def reqRealTimeBars	(		self,
		TickerId	reqId,
		Contract	contract,
		int	barSize,
		str	whatToShow,
		bool	useRTH,
		TagValueList	realTimeBarsOptions
	)

Real Time Bars.

Call the reqRealTimeBars() function to start receiving real time bar
results through the realtimeBar() EWrapper function.

reqId:TickerId - The Id for the request. Must be a unique value. When the
    data is received, it will be identified by this Id. This is also
    used when canceling the request.
contract:Contract - This object contains a description of the contract
    for which real time bars are being requested
barSize:int - Currently only 5 second bars are supported, if any other
    value is used, an exception will be thrown.
whatToShow:str - Determines the nature of the data extracted. Valid
    values include:
    TRADES
    BID
    ASK
    MIDPOINT
useRTH:bool - Regular Trading Hours only. Valid values include:
    0 = all data available during the time span requested is returned,
        including time intervals when the market in question was
        outside of regular trading hours.
    1 = only data within the regular trading hours for the product
        requested is returned, even if the time time span falls
        partially or completely outside.
realTimeBarOptions:TagValueList - For internal use only. Use default value XYZ.

reqScannerParameters()

def reqScannerParameters

(

self

)

Market Scanners.

Requests an XML string that describes all possible scanner queries.

reqScannerSubscription()

def reqScannerSubscription	(		self,
		int	reqId,
		ScannerSubscription	subscription,
		TagValueList	scannerSubscriptionOptions,
		TagValueList	scannerSubscriptionFilterOptions
	)

reqId:int - The ticker ID. Must be a unique value.
scannerSubscription:ScannerSubscription - This structure contains
    possible parameters used to filter results.
scannerSubscriptionOptions:TagValueList - For internal use only.
    Use default value XYZ.

reqSecDefOptParams()

def reqSecDefOptParams	(		self,
		int	reqId,
		str	underlyingSymbol,
		str	futFopExchange,
		str	underlyingSecType,
		int	underlyingConId
	)

Requests security definition option parameters for viewing a
contract's option chain reqId the ID chosen for the request
underlyingSymbol futFopExchange The exchange on which the returned
options are trading. Can be set to the empty string "" for all
exchanges. underlyingSecType The type of the underlying security,
i.e. STK underlyingConId the contract ID of the underlying security.
Response comes via EWrapper.securityDefinitionOptionParameter()

reqSoftDollarTiers()

def reqSoftDollarTiers	(		self,
		int	reqId
	)

Requests pre-defined Soft Dollar Tiers. This is only supported for
registered professional advisors and hedge and mutual funds who have
configured Soft Dollar Tiers in Account Management.

requestFA()

def requestFA	(		self,
		FaDataType	faData
	)

Call this function to request FA configuration information from TWS.
The data returns in an XML string via a "receiveFA" ActiveX event.

faData:FaDataType - Specifies the type of Financial Advisor
    configuration data beingingg requested. Valid values include:
    1 = GROUPS
    2 = PROFILE
    3 = ACCOUNT ALIASES

run()

def run

(

self

)

This is the function that has the message loop.

serverVersion()

def serverVersion

(

self

)

Returns the version of the TWS instance to which the API
application is connected.

setServerLogLevel()

def setServerLogLevel	(		self,
		int	logLevel
	)

The default detail level is ERROR. For more details, see API
Logging.

startApi()

def startApi

(

self

)

  Initiates the message exchange between the client application and
the TWS/IB Gateway. 

subscribeToGroupEvents()

def subscribeToGroupEvents	(		self,
		int	reqId,
		int	groupId
	)

reqId:int - The unique number associated with the notification.
groupId:int - The ID of the group, currently it is a number from 1 to 7.
    This is the display group subscription request sent by the API to TWS.

twsConnectionTime()

def twsConnectionTime

(

self

)

Returns the time the API application made a connection to TWS.

unsubscribeFromGroupEvents()

def unsubscribeFromGroupEvents	(		self,
		int	reqId
	)

reqId:int - The requestId specified in subscribeToGroupEvents().

updateDisplayGroup()

def updateDisplayGroup	(		self,
		int	reqId,
		str	contractInfo
	)

reqId:int - The requestId specified in subscribeToGroupEvents().
contractInfo:str - The encoded value that uniquely represents the
    contract in IB. Possible values include:

    none = empty selection
    contractID@exchange - any non-combination contract.
        Examples: 8314@SMART for IBM SMART; 8314@ARCA for IBM @ARCA.
    combo = if any combo is selected.

verifyAndAuthMessage()

def verifyAndAuthMessage	(		self,
		str	apiData,
		str	xyzResponse
	)

For IB's internal purpose. Allows to provide means of verification
between the TWS and third party programs.

verifyAndAuthRequest()

def verifyAndAuthRequest	(		self,
		str	apiName,
		str	apiVersion,
		str	opaqueIsvKey
	)

For IB's internal purpose. Allows to provide means of verification
between the TWS and third party programs.

verifyMessage()

def verifyMessage	(		self,
		str	apiData
	)

For IB's internal purpose. Allows to provide means of verification
between the TWS and third party programs.

verifyRequest()

def verifyRequest	(		self,
		str	apiName,
		str	apiVersion
	)

For IB's internal purpose. Allows to provide means of verification
between the TWS and third party programs.

---

The documentation for this class was generated from the following file:

• trader/ibapi/client.py