EWrapper Class Reference

Public Member Functions
def	__init__ (self)
def	logAnswer (self, fnName, fnParams)
def	error (self, TickerId reqId, int errorCode, str errorString)
def	winError (self, str text, int lastError)
def	connectAck (self)
def	marketDataType (self, TickerId reqId, int marketDataType)
def	tickPrice (self, TickerId reqId, TickType tickType, float price, TickAttrib attrib)
def	tickSize (self, TickerId reqId, TickType tickType, int size)
def	tickSnapshotEnd (self, int reqId)
def	tickGeneric (self, TickerId reqId, TickType tickType, float value)
def	tickString (self, TickerId reqId, TickType tickType, str value)
def	tickEFP (self, TickerId reqId, TickType tickType, float basisPoints, str formattedBasisPoints, float totalDividends, int holdDays, str futureLastTradeDate, float dividendImpact, float dividendsToLastTradeDate)
def	orderStatus (self, OrderId orderId, str status, float filled, float remaining, float avgFillPrice, int permId, int parentId, float lastFillPrice, int clientId, str whyHeld, float mktCapPrice)
def	openOrder (self, OrderId orderId, Contract contract, Order order, OrderState orderState)
def	openOrderEnd (self)
def	connectionClosed (self)
def	updateAccountValue (self, str key, str val, str currency, str accountName)
def	updatePortfolio (self, Contract contract, float position, float marketPrice, float marketValue, float averageCost, float unrealizedPNL, float realizedPNL, str accountName)
def	updateAccountTime (self, str timeStamp)
def	accountDownloadEnd (self, str accountName)
def	nextValidId (self, int orderId)
def	contractDetails (self, int reqId, ContractDetails contractDetails)
def	bondContractDetails (self, int reqId, ContractDetails contractDetails)
def	contractDetailsEnd (self, int reqId)
def	execDetails (self, int reqId, Contract contract, Execution execution)
def	execDetailsEnd (self, int reqId)
def	updateMktDepth (self, TickerId reqId, int position, int operation, int side, float price, int size)
def	updateMktDepthL2 (self, TickerId reqId, int position, str marketMaker, int operation, int side, float price, int size, bool isSmartDepth)
def	updateNewsBulletin (self, int msgId, int msgType, str newsMessage, str originExch)
def	managedAccounts (self, str accountsList)
def	receiveFA (self, FaDataType faData, str cxml)
def	historicalData (self, int reqId, BarData bar)
def	historicalDataEnd (self, int reqId, str start, str end)
def	scannerParameters (self, str xml)
def	scannerData (self, int reqId, int rank, ContractDetails contractDetails, str distance, str benchmark, str projection, str legsStr)
def	scannerDataEnd (self, int reqId)
def	realtimeBar (self, TickerId reqId, int time, float open_, float high, float low, float close, int volume, float wap, int count)
def	currentTime (self, int time)
def	fundamentalData (self, TickerId reqId, str data)
def	deltaNeutralValidation (self, int reqId, DeltaNeutralContract deltaNeutralContract)
def	commissionReport (self, CommissionReport commissionReport)
def	position (self, str account, Contract contract, float position, float avgCost)
def	positionEnd (self)
def	accountSummary (self, int reqId, str account, str tag, str value, str currency)
def	accountSummaryEnd (self, int reqId)
def	verifyMessageAPI (self, str apiData)
def	verifyCompleted (self, bool isSuccessful, str errorText)
def	verifyAndAuthMessageAPI (self, str apiData, str xyzChallange)
def	verifyAndAuthCompleted (self, bool isSuccessful, str errorText)
def	displayGroupList (self, int reqId, str groups)
def	displayGroupUpdated (self, int reqId, str contractInfo)
def	positionMulti (self, int reqId, str account, str modelCode, Contract contract, float pos, float avgCost)
def	positionMultiEnd (self, int reqId)
def	accountUpdateMulti (self, int reqId, str account, str modelCode, str key, str value, str currency)
def	accountUpdateMultiEnd (self, int reqId)
def	tickOptionComputation (self, TickerId reqId, TickType tickType, float impliedVol, float delta, float optPrice, float pvDividend, float gamma, float vega, float theta, float undPrice)
def	securityDefinitionOptionParameter (self, int reqId, str exchange, int underlyingConId, str tradingClass, str multiplier, SetOfString expirations, SetOfFloat strikes)
def	securityDefinitionOptionParameterEnd (self, int reqId)
def	softDollarTiers (self, int reqId, list tiers)
def	familyCodes (self, ListOfFamilyCode familyCodes)
def	symbolSamples (self, int reqId, ListOfContractDescription contractDescriptions)
def	mktDepthExchanges (self, ListOfDepthExchanges depthMktDataDescriptions)
def	tickNews (self, int tickerId, int timeStamp, str providerCode, str articleId, str headline, str extraData)
def	smartComponents (self, int reqId, SmartComponentMap smartComponentMap)
def	tickReqParams (self, int tickerId, float minTick, str bboExchange, int snapshotPermissions)
def	newsProviders (self, ListOfNewsProviders newsProviders)
def	newsArticle (self, int requestId, int articleType, str articleText)
def	historicalNews (self, int requestId, str time, str providerCode, str articleId, str headline)
def	historicalNewsEnd (self, int requestId, bool hasMore)
def	headTimestamp (self, int reqId, str headTimestamp)
def	histogramData (self, int reqId, HistogramData items)
def	historicalDataUpdate (self, int reqId, BarData bar)
def	rerouteMktDataReq (self, int reqId, int conId, str exchange)
def	rerouteMktDepthReq (self, int reqId, int conId, str exchange)
def	marketRule (self, int marketRuleId, ListOfPriceIncrements priceIncrements)
def	pnl (self, int reqId, float dailyPnL, float unrealizedPnL, float realizedPnL)
def	pnlSingle (self, int reqId, int pos, float dailyPnL, float unrealizedPnL, float realizedPnL, float value)
def	historicalTicks (self, int reqId, ListOfHistoricalTick ticks, bool done)
def	historicalTicksBidAsk (self, int reqId, ListOfHistoricalTickBidAsk ticks, bool done)
def	historicalTicksLast (self, int reqId, ListOfHistoricalTickLast ticks, bool done)
def	tickByTickAllLast (self, int reqId, int tickType, int time, float price, int size, TickAttribLast tickAttribLast, str exchange, str specialConditions)
def	tickByTickBidAsk (self, int reqId, int time, float bidPrice, float askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
def	tickByTickMidPoint (self, int reqId, int time, float midPoint)
def	orderBound (self, int reqId, int apiClientId, int apiOrderId)
def	completedOrder (self, Contract contract, Order order, OrderState orderState)
def	completedOrdersEnd (self)

Member Function Documentation

accountDownloadEnd()

def accountDownloadEnd	(		self,
		str	accountName
	)

This is called after a batch updateAccountValue() and
updatePortfolio() is sent.

accountSummary()

def accountSummary	(		self,
		int	reqId,
		str	account,
		str	tag,
		str	value,
		str	currency
	)

Returns the data from the TWS Account Window Summary tab in
response to reqAccountSummary().

accountSummaryEnd()

def accountSummaryEnd	(		self,
		int	reqId
	)

This method is called once all account summary data for a
given request are received.

accountUpdateMulti()

def accountUpdateMulti	(		self,
		int	reqId,
		str	account,
		str	modelCode,
		str	key,
		str	value,
		str	currency
	)

same as updateAccountValue() except it can be for a certain
account/model

accountUpdateMultiEnd()

def accountUpdateMultiEnd	(		self,
		int	reqId
	)

same as accountDownloadEnd() except it can be for a certain
account/model

bondContractDetails()

def bondContractDetails	(		self,
		int	reqId,
		ContractDetails	contractDetails
	)

This function is called when reqContractDetails function
has been called for bonds.

commissionReport()

def commissionReport	(		self,
		CommissionReport	commissionReport
	)

The commissionReport() callback is triggered as follows:
- immediately after a trade execution
- by calling reqExecutions().

completedOrder()

def completedOrder	(		self,
		Contract	contract,
		Order	order,
		OrderState	orderState
	)

This function is called to feed in completed orders.

contract: Contract - The Contract class attributes describe the contract.
order: Order - The Order class gives the details of the completed order.
orderState: OrderState - The orderState class includes completed order status details.

completedOrdersEnd()

def completedOrdersEnd

(

self

)

This is called at the end of a given request for completed orders.

connectAck()

def connectAck

(

self

)

 callback signifying completion of successful connection 

connectionClosed()

def connectionClosed

(

self

)

This function is called when TWS closes the sockets
connection with the ActiveX control, or when TWS is shut down.

contractDetails()

def contractDetails	(		self,
		int	reqId,
		ContractDetails	contractDetails
	)

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

contractDetailsEnd()

def contractDetailsEnd	(		self,
		int	reqId
	)

This function is called once all contract details for a given
request are received. This helps to define the end of an option
chain.

currentTime()

def currentTime	(		self,
		int	time
	)

 Server's current time. This method will receive IB server's system
time resulting after the invokation of reqCurrentTime. 

deltaNeutralValidation()

def deltaNeutralValidation	(		self,
		int	reqId,
		DeltaNeutralContract	deltaNeutralContract
	)

Upon accepting a Delta-Neutral 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 the RFQ is processed and remain
locked until the RFQ is canceled.

displayGroupList()

def displayGroupList	(		self,
		int	reqId,
		str	groups
	)

This callback is a one-time response to queryDisplayGroups().

reqId - The requestId specified in queryDisplayGroups().
groups - A list of integers representing visible group ID separated by
    the | character, and sorted by most used group first. This list will
     not change during TWS session (in other words, user cannot add a
    new group; sorting can change though).

displayGroupUpdated()

def displayGroupUpdated	(		self,
		int	reqId,
		str	contractInfo
	)

This is sent by TWS to the API client once after receiving
the subscription request subscribeToGroupEvents(), and will be sent
again if the selected contract in the subscribed display group has
changed.

requestId - The requestId specified in subscribeToGroupEvents().
contractInfo - 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.  

error()

def error	(		self,
		TickerId	reqId,
		int	errorCode,
		str	errorString
	)

This event is called when there is an error with the
communication or when TWS wants to send a message to the client.

execDetails()

def execDetails	(		self,
		int	reqId,
		Contract	contract,
		Execution	execution
	)

This event is fired when the reqExecutions() functions is
invoked, or when an order is filled.  

execDetailsEnd()

def execDetailsEnd	(		self,
		int	reqId
	)

This function is called once all executions have been sent to
a client in response to reqExecutions().

familyCodes()

def familyCodes	(		self,
		ListOfFamilyCode	familyCodes
	)

 returns array of family codes 

fundamentalData()

def fundamentalData	(		self,
		TickerId	reqId,
		str	data
	)

This function is called to receive fundamental
market data. The appropriate market data subscription must be set
up in Account Management before you can receive this data.

headTimestamp()

def headTimestamp	(		self,
		int	reqId,
		str	headTimestamp
	)

returns earliest available data of a type of data for a particular contract

histogramData()

def histogramData	(		self,
		int	reqId,
		HistogramData	items
	)

returns histogram data for a contract

historicalData()

def historicalData	(		self,
		int	reqId,
		BarData	bar
	)

 returns the requested historical data bars

reqId - the request's identifier
date  - the bar's date and time (either as a yyyymmss hh:mm:ssformatted
     string or as system time according to the request)
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 if available
count - the number of trades during the bar's timespan (only available
    for TRADES).
WAP -   the bar's Weighted Average Price
hasGaps  -indicates if the data has gaps or not. 

historicalDataEnd()

def historicalDataEnd	(		self,
		int	reqId,
		str	start,
		str	end
	)

 Marks the ending of the historical bars reception. 

historicalDataUpdate()

def historicalDataUpdate	(		self,
		int	reqId,
		BarData	bar
	)

returns updates in real time when keepUpToDate is set to True

historicalNews()

def historicalNews	(		self,
		int	requestId,
		str	time,
		str	providerCode,
		str	articleId,
		str	headline
	)

returns historical news headlines

historicalNewsEnd()

def historicalNewsEnd	(		self,
		int	requestId,
		bool	hasMore
	)

signals end of historical news

historicalTicks()

def historicalTicks	(		self,
		int	reqId,
		ListOfHistoricalTick	ticks,
		bool	done
	)

returns historical tick data when whatToShow=MIDPOINT

historicalTicksBidAsk()

def historicalTicksBidAsk	(		self,
		int	reqId,
		ListOfHistoricalTickBidAsk	ticks,
		bool	done
	)

returns historical tick data when whatToShow=BID_ASK

historicalTicksLast()

def historicalTicksLast	(		self,
		int	reqId,
		ListOfHistoricalTickLast	ticks,
		bool	done
	)

returns historical tick data when whatToShow=TRADES

managedAccounts()

def managedAccounts	(		self,
		str	accountsList
	)

Receives a comma-separated string with the managed account ids.

marketDataType()

def marketDataType	(		self,
		TickerId	reqId,
		int	marketDataType
	)

TWS sends a marketDataType(type) callback to the API, where
type is set to Frozen or RealTime, to announce that market data has been
switched between frozen and real-time. This notification occurs only
when market data switches between real-time and frozen. The
marketDataType( ) callback accepts a reqId parameter and is sent per
every subscription because different contracts can generally trade on a
different schedule.

marketRule()

def marketRule	(		self,
		int	marketRuleId,
		ListOfPriceIncrements	priceIncrements
	)

returns minimum price increment structure for a particular market rule ID

mktDepthExchanges()

def mktDepthExchanges	(		self,
		ListOfDepthExchanges	depthMktDataDescriptions
	)

 returns array of exchanges which return depth to UpdateMktDepthL2

newsArticle()

def newsArticle	(		self,
		int	requestId,
		int	articleType,
		str	articleText
	)

returns body of news article

newsProviders()

def newsProviders	(		self,
		ListOfNewsProviders	newsProviders
	)

returns available, subscribed API news providers

nextValidId()

def nextValidId	(		self,
		int	orderId
	)

 Receives next valid order id.

openOrder()

def openOrder	(		self,
		OrderId	orderId,
		Contract	contract,
		Order	order,
		OrderState	orderState
	)

This function is called to feed in open orders.

orderID: OrderId - The order ID assigned by TWS. Use to cancel or
    update TWS order.
contract: Contract - The Contract class attributes describe the contract.
order: Order - The Order class gives the details of the open order.
orderState: OrderState - The orderState class includes attributes Used
    for both pre and post trade margin and commission data.

openOrderEnd()

def openOrderEnd

(

self

)

This is called at the end of a given request for open orders.

orderBound()

def orderBound	(		self,
		int	reqId,
		int	apiClientId,
		int	apiOrderId
	)

returns orderBound notification

orderStatus()

def orderStatus	(		self,
		OrderId	orderId,
		str	status,
		float	filled,
		float	remaining,
		float	avgFillPrice,
		int	permId,
		int	parentId,
		float	lastFillPrice,
		int	clientId,
		str	whyHeld,
		float	mktCapPrice
	)

This event is called whenever the status of an order changes. It is
also fired after reconnecting to TWS if the client has any open orders.

orderId: OrderId - The order ID that was specified previously in the
    call to placeOrder()
status:str - The order status. Possible values include:
    PendingSubmit - indicates that you have transmitted the order, but have not  yet received confirmation that it has been accepted by the order destination. NOTE: This order status is not sent by TWS and should be explicitly set by the API developer when an order is submitted.
    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. You may still receive an execution while your cancellation request is pending. NOTE: This order status is not sent by TWS and should be explicitly set by the API developer when an order is canceled.
    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 at the order destination and is working.
    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.
    Inactive - indicates that the order has been accepted by the system (simulated orders) or an exchange (native orders) but that currently the order is inactive due to system, exchange or other issues.
filled:int - Specifies the number of shares that have been executed.
    For more information about partial fills, see Order Status for Partial Fills.
remaining:int -   Specifies the number of shares still outstanding.
avgFillPrice:float - The average price of the shares that have been executed. This parameter is valid only if the filled parameter value is greater than zero. Otherwise, the price parameter will be zero.
permId:int -  The TWS id used to identify orders. Remains the same over TWS sessions.
parentId:int - The order ID of the parent order, used for bracket and auto trailing stop orders.
lastFilledPrice:float - The last price of the shares that have been executed. This parameter is valid only if the filled parameter value is greater than zero. Otherwise, the price parameter will be zero.
clientId:int - The ID of the client (or TWS) that placed the order. Note that TWS orders have a fixed clientId and orderId of 0 that distinguishes them from API orders.
whyHeld:str - 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'.

pnl()

def pnl	(		self,
		int	reqId,
		float	dailyPnL,
		float	unrealizedPnL,
		float	realizedPnL
	)

returns the daily PnL for the account

pnlSingle()

def pnlSingle	(		self,
		int	reqId,
		int	pos,
		float	dailyPnL,
		float	unrealizedPnL,
		float	realizedPnL,
		float	value
	)

returns the daily PnL for a single position in the account

position()

def position	(		self,
		str	account,
		Contract	contract,
		float	position,
		float	avgCost
	)

This event returns real-time positions for all accounts in
response to the reqPositions() method.

positionEnd()

def positionEnd

(

self

)

This is called once all position data for a given request are
received and functions as an end marker for the position() data. 

positionMulti()

def positionMulti	(		self,
		int	reqId,
		str	account,
		str	modelCode,
		Contract	contract,
		float	pos,
		float	avgCost
	)

same as position() except it can be for a certain
account/model

positionMultiEnd()

def positionMultiEnd	(		self,
		int	reqId
	)

same as positionEnd() except it can be for a certain
account/model

realtimeBar()

def realtimeBar	(		self,
		TickerId	reqId,
		int	time,
		float	open_,
		float	high,
		float	low,
		float	close,
		int	volume,
		float	wap,
		int	count
	)

 Updates the real time 5 seconds bars

reqId - the request's identifier
bar.time  - start of bar in unix (or 'epoch') time
bar.endTime - for synthetic bars, the end time (requires TWS v964). Otherwise -1.
bar.open_  - the bar's open value
bar.high  - the bar's high value
bar.low   - the bar's low value
bar.close - the bar's closing value
bar.volume - the bar's traded volume if available
bar.WAP   - the bar's Weighted Average Price
bar.count - the number of trades during the bar's timespan (only available
    for TRADES).

receiveFA()

def receiveFA	(		self,
		FaDataType	faData,
		str	cxml
	)

 receives the Financial Advisor's configuration available in the TWS

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

rerouteMktDataReq()

def rerouteMktDataReq	(		self,
		int	reqId,
		int	conId,
		str	exchange
	)

returns reroute CFD contract information for market data request

rerouteMktDepthReq()

def rerouteMktDepthReq	(		self,
		int	reqId,
		int	conId,
		str	exchange
	)

returns reroute CFD contract information for market depth request

scannerData()

def scannerData	(		self,
		int	reqId,
		int	rank,
		ContractDetails	contractDetails,
		str	distance,
		str	benchmark,
		str	projection,
		str	legsStr
	)

 Provides the data resulting from the market scanner request.

reqid - the request's identifier.
rank -  the ranking within the response of this bar.
contractDetails - the data's ContractDetails
distance -      according to query.
benchmark -     according to query.
projection -    according to query.
legStr - describes the combo legs when the scanner is returning EFP

scannerDataEnd()

def scannerDataEnd	(		self,
		int	reqId
	)

 Indicates the scanner data reception has terminated.

reqId - the request's identifier

scannerParameters()

def scannerParameters	(		self,
		str	xml
	)

 Provides the xml-formatted parameters available to create a market
scanner.

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

securityDefinitionOptionParameter()

def securityDefinitionOptionParameter	(		self,
		int	reqId,
		str	exchange,
		int	underlyingConId,
		str	tradingClass,
		str	multiplier,
		SetOfString	expirations,
		SetOfFloat	strikes
	)

 Returns 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

reqId - ID of the request initiating the callback
underlyingConId - The conID of the underlying security
tradingClass -  the option trading class
multiplier -    the option multiplier
expirations - a list of the expiries for the options of this underlying
     on this exchange
strikes - a list of the possible strikes for options of this underlying
     on this exchange 

securityDefinitionOptionParameterEnd()

def securityDefinitionOptionParameterEnd	(		self,
		int	reqId
	)

 Called when all callbacks to securityDefinitionOptionParameter are
complete

reqId - the ID used in the call to securityDefinitionOptionParameter 

smartComponents()

def smartComponents	(		self,
		int	reqId,
		SmartComponentMap	smartComponentMap
	)

returns exchange component mapping

softDollarTiers()

def softDollarTiers	(		self,
		int	reqId,
		list	tiers
	)

 Called when receives Soft Dollar Tier configuration information

reqId - The request ID used in the call to EEClient::reqSoftDollarTiers
tiers - Stores a list of SoftDollarTier that contains all Soft Dollar
    Tiers information 

symbolSamples()

def symbolSamples	(		self,
		int	reqId,
		ListOfContractDescription	contractDescriptions
	)

 returns array of sample contract descriptions 

tickByTickAllLast()

def tickByTickAllLast	(		self,
		int	reqId,
		int	tickType,
		int	time,
		float	price,
		int	size,
		TickAttribLast	tickAttribLast,
		str	exchange,
		str	specialConditions
	)

returns tick-by-tick data for tickType = "Last" or "AllLast" 

tickByTickBidAsk()

def tickByTickBidAsk	(		self,
		int	reqId,
		int	time,
		float	bidPrice,
		float	askPrice,
		int	bidSize,
		int	askSize,
		TickAttribBidAsk	tickAttribBidAsk
	)

returns tick-by-tick data for tickType = "BidAsk" 

tickByTickMidPoint()

def tickByTickMidPoint	(		self,
		int	reqId,
		int	time,
		float	midPoint
	)

returns tick-by-tick data for tickType = "MidPoint" 

tickNews()

def tickNews	(		self,
		int	tickerId,
		int	timeStamp,
		str	providerCode,
		str	articleId,
		str	headline,
		str	extraData
	)

 returns news headlines

tickOptionComputation()

def tickOptionComputation	(		self,
		TickerId	reqId,
		TickType	tickType,
		float	impliedVol,
		float	delta,
		float	optPrice,
		float	pvDividend,
		float	gamma,
		float	vega,
		float	theta,
		float	undPrice
	)

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

tickPrice()

def tickPrice	(		self,
		TickerId	reqId,
		TickType	tickType,
		float	price,
		TickAttrib	attrib
	)

Market data tick price callback. Handles all price related ticks.

tickReqParams()

def tickReqParams	(		self,
		int	tickerId,
		float	minTick,
		str	bboExchange,
		int	snapshotPermissions
	)

returns exchange map of a particular contract

tickSize()

def tickSize	(		self,
		TickerId	reqId,
		TickType	tickType,
		int	size
	)

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

tickSnapshotEnd()

def tickSnapshotEnd	(		self,
		int	reqId
	)

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

updateAccountValue()

def updateAccountValue	(		self,
		str	key,
		str	val,
		str	currency,
		str	accountName
	)

 This function is called only when ReqAccountUpdates on
EEClientSocket object has been called. 

updateMktDepth()

def updateMktDepth	(		self,
		TickerId	reqId,
		int	position,
		int	operation,
		int	side,
		float	price,
		int	size
	)

Returns the order book.

tickerId -  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

updateMktDepthL2()

def updateMktDepthL2	(		self,
		TickerId	reqId,
		int	position,
		str	marketMaker,
		int	operation,
		int	side,
		float	price,
		int	size,
		bool	isSmartDepth
	)

Returns the order book.

tickerId -  the request's identifier
position -  the order book's row being updated
marketMaker - the exchange holding the order
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 - is SMART Depth request

updateNewsBulletin()

def updateNewsBulletin	(		self,
		int	msgId,
		int	msgType,
		str	newsMessage,
		str	originExch
	)

 provides IB's bulletins
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.  

updatePortfolio()

def updatePortfolio	(		self,
		Contract	contract,
		float	position,
		float	marketPrice,
		float	marketValue,
		float	averageCost,
		float	unrealizedPNL,
		float	realizedPNL,
		str	accountName
	)

This function is called only when reqAccountUpdates on
EEClientSocket object has been called.

verifyMessageAPI()

def verifyMessageAPI	(		self,
		str	apiData
	)

 Deprecated Function 

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

• wrapper.py