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|
|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.
|411||Realtime Historical Volatility||58|