""" Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. """ """ High level IB message info. """ # field types INT = 1 STR = 2 FLT = 3 # incoming msg id's class IN: TICK_PRICE = 1 TICK_SIZE = 2 ORDER_STATUS = 3 ERR_MSG = 4 OPEN_ORDER = 5 ACCT_VALUE = 6 PORTFOLIO_VALUE = 7 ACCT_UPDATE_TIME = 8 NEXT_VALID_ID = 9 CONTRACT_DATA = 10 EXECUTION_DATA = 11 MARKET_DEPTH = 12 MARKET_DEPTH_L2 = 13 NEWS_BULLETINS = 14 MANAGED_ACCTS = 15 RECEIVE_FA = 16 HISTORICAL_DATA = 17 BOND_CONTRACT_DATA = 18 SCANNER_PARAMETERS = 19 SCANNER_DATA = 20 TICK_OPTION_COMPUTATION = 21 TICK_GENERIC = 45 TICK_STRING = 46 TICK_EFP = 47 CURRENT_TIME = 49 REAL_TIME_BARS = 50 FUNDAMENTAL_DATA = 51 CONTRACT_DATA_END = 52 OPEN_ORDER_END = 53 ACCT_DOWNLOAD_END = 54 EXECUTION_DATA_END = 55 DELTA_NEUTRAL_VALIDATION = 56 TICK_SNAPSHOT_END = 57 MARKET_DATA_TYPE = 58 COMMISSION_REPORT = 59 POSITION_DATA = 61 POSITION_END = 62 ACCOUNT_SUMMARY = 63 ACCOUNT_SUMMARY_END = 64 VERIFY_MESSAGE_API = 65 VERIFY_COMPLETED = 66 DISPLAY_GROUP_LIST = 67 DISPLAY_GROUP_UPDATED = 68 VERIFY_AND_AUTH_MESSAGE_API = 69 VERIFY_AND_AUTH_COMPLETED = 70 POSITION_MULTI = 71 POSITION_MULTI_END = 72 ACCOUNT_UPDATE_MULTI = 73 ACCOUNT_UPDATE_MULTI_END = 74 SECURITY_DEFINITION_OPTION_PARAMETER = 75 SECURITY_DEFINITION_OPTION_PARAMETER_END = 76 SOFT_DOLLAR_TIERS = 77 FAMILY_CODES = 78 SYMBOL_SAMPLES = 79 MKT_DEPTH_EXCHANGES = 80 TICK_REQ_PARAMS = 81 SMART_COMPONENTS = 82 NEWS_ARTICLE = 83 TICK_NEWS = 84 NEWS_PROVIDERS = 85 HISTORICAL_NEWS = 86 HISTORICAL_NEWS_END = 87 HEAD_TIMESTAMP = 88 HISTOGRAM_DATA = 89 HISTORICAL_DATA_UPDATE = 90 REROUTE_MKT_DATA_REQ = 91 REROUTE_MKT_DEPTH_REQ = 92 MARKET_RULE = 93 PNL = 94 PNL_SINGLE = 95 HISTORICAL_TICKS = 96 HISTORICAL_TICKS_BID_ASK = 97 HISTORICAL_TICKS_LAST = 98 TICK_BY_TICK = 99 ORDER_BOUND = 100 COMPLETED_ORDER = 101 COMPLETED_ORDERS_END = 102 REPLACE_FA_END = 103 WSH_META_DATA = 104 WSH_EVENT_DATA = 105 HISTORICAL_SCHEDULE = 106 USER_INFO = 107 # outgoing msg id's class OUT: REQ_MKT_DATA = 1 CANCEL_MKT_DATA = 2 PLACE_ORDER = 3 CANCEL_ORDER = 4 REQ_OPEN_ORDERS = 5 REQ_ACCT_DATA = 6 REQ_EXECUTIONS = 7 REQ_IDS = 8 REQ_CONTRACT_DATA = 9 REQ_MKT_DEPTH = 10 CANCEL_MKT_DEPTH = 11 REQ_NEWS_BULLETINS = 12 CANCEL_NEWS_BULLETINS = 13 SET_SERVER_LOGLEVEL = 14 REQ_AUTO_OPEN_ORDERS = 15 REQ_ALL_OPEN_ORDERS = 16 REQ_MANAGED_ACCTS = 17 REQ_FA = 18 REPLACE_FA = 19 REQ_HISTORICAL_DATA = 20 EXERCISE_OPTIONS = 21 REQ_SCANNER_SUBSCRIPTION = 22 CANCEL_SCANNER_SUBSCRIPTION = 23 REQ_SCANNER_PARAMETERS = 24 CANCEL_HISTORICAL_DATA = 25 REQ_CURRENT_TIME = 49 REQ_REAL_TIME_BARS = 50 CANCEL_REAL_TIME_BARS = 51 REQ_FUNDAMENTAL_DATA = 52 CANCEL_FUNDAMENTAL_DATA = 53 REQ_CALC_IMPLIED_VOLAT = 54 REQ_CALC_OPTION_PRICE = 55 CANCEL_CALC_IMPLIED_VOLAT = 56 CANCEL_CALC_OPTION_PRICE = 57 REQ_GLOBAL_CANCEL = 58 REQ_MARKET_DATA_TYPE = 59 REQ_POSITIONS = 61 REQ_ACCOUNT_SUMMARY = 62 CANCEL_ACCOUNT_SUMMARY = 63 CANCEL_POSITIONS = 64 VERIFY_REQUEST = 65 VERIFY_MESSAGE = 66 QUERY_DISPLAY_GROUPS = 67 SUBSCRIBE_TO_GROUP_EVENTS = 68 UPDATE_DISPLAY_GROUP = 69 UNSUBSCRIBE_FROM_GROUP_EVENTS = 70 START_API = 71 VERIFY_AND_AUTH_REQUEST = 72 VERIFY_AND_AUTH_MESSAGE = 73 REQ_POSITIONS_MULTI = 74 CANCEL_POSITIONS_MULTI = 75 REQ_ACCOUNT_UPDATES_MULTI = 76 CANCEL_ACCOUNT_UPDATES_MULTI = 77 REQ_SEC_DEF_OPT_PARAMS = 78 REQ_SOFT_DOLLAR_TIERS = 79 REQ_FAMILY_CODES = 80 REQ_MATCHING_SYMBOLS = 81 REQ_MKT_DEPTH_EXCHANGES = 82 REQ_SMART_COMPONENTS = 83 REQ_NEWS_ARTICLE = 84 REQ_NEWS_PROVIDERS = 85 REQ_HISTORICAL_NEWS = 86 REQ_HEAD_TIMESTAMP = 87 REQ_HISTOGRAM_DATA = 88 CANCEL_HISTOGRAM_DATA = 89 CANCEL_HEAD_TIMESTAMP = 90 REQ_MARKET_RULE = 91 REQ_PNL = 92 CANCEL_PNL = 93 REQ_PNL_SINGLE = 94 CANCEL_PNL_SINGLE = 95 REQ_HISTORICAL_TICKS = 96 REQ_TICK_BY_TICK_DATA = 97 CANCEL_TICK_BY_TICK_DATA = 98 REQ_COMPLETED_ORDERS = 99 REQ_WSH_META_DATA = 100 CANCEL_WSH_META_DATA = 101 REQ_WSH_EVENT_DATA = 102 CANCEL_WSH_EVENT_DATA = 103 REQ_USER_INFO = 104