Interactive Brokers TWS Generic Tick Types

As a part of the market data request Interactive Brokers provide several types of market data ticks. The generic market data tick types are:

Integer ID Value Tick Type Resulting Tick Value
100 Option Volume (currently for stocks) 29, 30
101 Option Open Interest (currently for stocks) 27, 28
104 Historical Volatility (currently for stocks) 23
106 Option Implied Volatility (currently for stocks) 24
162 Index Future Premium 31
165 Miscellaneous Stats 15, 16, 17, 18, 19, 20, 21
221 Mark Price (used in TWS P&L computations) 37
225 Auction values (volume, price and imbalance) 34, 35, 36
233 RTVolume – contains the last trade price, last trade size, last trade time, total volume, VWAP, and single trade flag. 48
236 Shortable 46
256 Inventory
258 Fundamental Ratios 47
292 Receive top news for underlying contracts from TWS for news feeds to which you have subscribed (in Account Management). Use secType = NEWS in the Contract object. See Requesting News for examples.

You will receive at least one news tick regardless of its timeliness (it could be new or it could be weeks old). Some news providers limit us to maximum news retention of 30 days, so those limitations may affect which news you see. Otherwise you will receive a maximum of five of the most recent news items in the last 24 hours, and you will receive additional news items as they come in.

62
411 Realtime Historical Volatility 58
456 IBDividends 59

Click here for the full Interactive Brokers API Reference Guide.

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