## Please edit system and help pages ONLY in the moinmaster wiki! For more ## information, please see MoinMaster:MoinPagesEditorGroup. ##master-page:CategoryTemplate ##master-date:Unknown-Date #format wiki #language en [[TableOfContents]] {{{#!java tickPrice(int, int, double, int) tickSize(int, int, int) tickOptionComputation(int, int, double, double, double, double) tickGeneric(int, int, double) tickString(int, int, String) tickEFP(int, int, double, String, double, int, String, double, double) orderStatus(int, String, int, int, double, int, int, double, int, String) openOrder(int, Contract, Order, OrderState) updateAccountValue(String, String, String, String) updatePortfolio(Contract, int, double, double, double, double, double, String) updateAccountTime(String) nextValidId(int) contractDetails(ContractDetails) bondContractDetails(ContractDetails) execDetails(int, Contract, Execution) updateMktDepth(int, int, int, int, double, int) updateMktDepthL2(int, int, String, int, int, double, int) updateNewsBulletin(int, int, String, String) managedAccounts(String) receiveFA(int, String) historicalData(int, String, double, double, double, double, int, int, double, boolean) scannerParameters(String) scannerData(int, int, ContractDetails, String, String, String, String) scannerDataEnd(int) realtimeBar(int, long, double, double, double, double, long, double, int) currentTime(long) public interface EWrapper extends AnyWrapper { void tickPrice( int tickerId, int field, double price, int canAutoExecute); void tickSize( int tickerId, int field, int size); void tickOptionComputation( int tickerId, int field, double impliedVol, double delta, double modelPrice, double pvDividend); void tickGeneric(int tickerId, int tickType, double value); void tickString(int tickerId, int tickType, String value); void tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry); void orderStatus( int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, String whyHeld); void openOrder( int orderId, Contract contract, Order order, OrderState orderState); void updateAccountValue(String key, String value, String currency, String accountName); void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, String accountName); void updateAccountTime(String timeStamp); void nextValidId( int orderId); void contractDetails(ContractDetails contractDetails); void bondContractDetails(ContractDetails contractDetails); void execDetails( int orderId, Contract contract, Execution execution); void updateMktDepth( int tickerId, int position, int operation, int side, double price, int size); void updateMktDepthL2( int tickerId, int position, String marketMaker, int operation, int side, double price, int size); void updateNewsBulletin( int msgId, int msgType, String message, String origExchange); void managedAccounts( String accountsList); void receiveFA(int faDataType, String xml); void historicalData(int reqId, String date, double open, double high, double low, double close, int volume, int count, double WAP, boolean hasGaps); void scannerParameters(String xml); void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection, String legsStr); void scannerDataEnd(int reqId); void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count); void currentTime(long time); } }}} == Contract Details == {{{#!java public class ContractDetails { public ContractDetails( Contract p_summary, String p_marketName, String p_tradingClass, double p_minTick, String p_orderTypes, String p_validExchanges) { m_summary = p_summary; m_marketName = p_marketName; m_tradingClass = p_tradingClass; m_minTick = p_minTick; m_orderTypes = p_orderTypes; m_validExchanges = p_validExchanges; } } m_summary : Contract m_marketName : String m_tradingClass : String m_minTick : double m_priceMagnifier : int m_orderTypes : String m_validExchanges : String m_cusip : String m_ratings : String m_descAppend : String m_bondType : String m_couponType : String m_callable : boolean m_putable : boolean m_coupon : double m_convertible : boolean m_maturity : String m_issueDate : String m_nextOptionDate : String m_nextOptionType : String m_nextOptionPartial : boolean m_notes : String ContractDetails() ContractDetails(Contract, String, String, double, String, String) }}} == Contract == {{{#!java m_conId : int m_symbol : String m_secType : String m_expiry : String m_strike : double m_right : String m_multiplier : String m_exchange : String m_currency : String m_localSymbol : String m_primaryExch : String m_includeExpired : boolean m_comboLegsDescrip : String m_comboLegs : Vector Contract() clone() Contract(int, String, String, String, double, String, String, String, String, String, Vector, String, boolean) equals(Object) }}} == Combo Leg == {{{#!java SAME : int OPEN : int CLOSE : int UNKNOWN : int m_conId : int m_ratio : int m_action : String m_exchange : String m_openClose : int m_shortSaleSlot : int m_designatedLocation : String ComboLeg() ComboLeg(int, int, String, String, int) ComboLeg(int, int, String, String, int, int, String) equals(Object) }}} == EClient Socket == {{{#!java CLIENT_VERSION : int SERVER_VERSION : int EOL : byte[] BAG_SEC_TYPE : String GROUPS : int PROFILES : int ALIASES : int faMsgTypeName(int) REQ_MKT_DATA : int CANCEL_MKT_DATA : int PLACE_ORDER : int CANCEL_ORDER : int REQ_OPEN_ORDERS : int REQ_ACCOUNT_DATA : int REQ_EXECUTIONS : int REQ_IDS : int REQ_CONTRACT_DATA : int REQ_MKT_DEPTH : int CANCEL_MKT_DEPTH : int REQ_NEWS_BULLETINS : int CANCEL_NEWS_BULLETINS : int SET_SERVER_LOGLEVEL : int REQ_AUTO_OPEN_ORDERS : int REQ_ALL_OPEN_ORDERS : int REQ_MANAGED_ACCTS : int REQ_FA : int REPLACE_FA : int REQ_HISTORICAL_DATA : int EXERCISE_OPTIONS : int REQ_SCANNER_SUBSCRIPTION : int CANCEL_SCANNER_SUBSCRIPTION : int REQ_SCANNER_PARAMETERS : int CANCEL_HISTORICAL_DATA : int REQ_CURRENT_TIME : int REQ_REAL_TIME_BARS : int CANCEL_REAL_TIME_BARS : int MIN_SERVER_VER_REAL_TIME_BARS : int MIN_SERVER_VER_SCALE_ORDERS : int MIN_SERVER_VER_SNAPSHOT_MKT_DATA : int MIN_SERVER_VER_SSHORT_COMBO_LEGS : int MIN_SERVER_VER_WHAT_IF_ORDERS : int MIN_SERVER_VER_CONTRACT_CONID : int MIN_SERVER_VER_PTA_ORDERS : int m_anyWrapper : AnyWrapper m_socket : Socket m_dos : DataOutputStream m_connected : boolean m_reader : EReader m_serverVersion : int m_TwsTime : String serverVersion() TwsConnectionTime() wrapper() reader() EClientSocket(AnyWrapper) isConnected() eConnect(String, int, int) connectionError() checkConnected(String) createReader(EClientSocket, DataInputStream) eConnect(Socket, int) eDisconnect() cancelScannerSubscription(int) reqScannerParameters() reqScannerSubscription(int, ScannerSubscription) reqMktData(int, Contract, String, boolean) cancelHistoricalData(int) cancelRealTimeBars(int) reqHistoricalData(int, Contract, String, String, String, String, int, int) reqRealTimeBars(int, Contract, int, String, boolean) reqContractDetails(Contract) reqMktDepth(int, Contract, int) cancelMktData(int) cancelMktDepth(int) exerciseOptions(int, Contract, int, int, String, int) placeOrder(int, Contract, Order) reqAccountUpdates(boolean, String) reqExecutions(ExecutionFilter) cancelOrder(int) reqOpenOrders() reqIds(int) reqNewsBulletins(boolean) cancelNewsBulletins() setServerLogLevel(int) reqAutoOpenOrders(boolean) reqAllOpenOrders() reqManagedAccts() requestFA(int) replaceFA(int, String) reqCurrentTime() }}} == Order == {{{#!java CUSTOMER : int FIRM : int OPT_UNKNOWN : char OPT_BROKER_DEALER : char OPT_CUSTOMER : char OPT_FIRM : char OPT_ISEMM : char OPT_FARMM : char OPT_SPECIALIST : char AUCTION_MATCH : int AUCTION_IMPROVEMENT : int AUCTION_TRANSPARENT : int EMPTY_STR : String m_orderId : int m_clientId : int m_permId : int m_action : String m_totalQuantity : int m_orderType : String m_lmtPrice : double m_auxPrice : double m_tif : String m_ocaGroup : String m_ocaType : int m_orderRef : String m_transmit : boolean m_parentId : int m_blockOrder : boolean m_sweepToFill : boolean m_displaySize : int m_triggerMethod : int m_outsideRth : boolean m_hidden : boolean m_goodAfterTime : String m_goodTillDate : String m_overridePercentageConstraints : boolean m_rule80A : String m_allOrNone : boolean m_minQty : int m_percentOffset : double m_trailStopPrice : double m_faGroup : String m_faProfile : String m_faMethod : String m_faPercentage : String m_openClose : String m_origin : int m_shortSaleSlot : int m_designatedLocation : String m_discretionaryAmt : double m_eTradeOnly : boolean m_firmQuoteOnly : boolean m_nbboPriceCap : double m_auctionStrategy : int m_startingPrice : double m_stockRefPrice : double m_delta : double m_stockRangeLower : double m_stockRangeUpper : double m_volatility : double m_volatilityType : int m_continuousUpdate : int m_referencePriceType : int m_deltaNeutralOrderType : String m_deltaNeutralAuxPrice : double m_basisPoints : double m_basisPointsType : int m_scaleNumComponents : int m_scaleComponentSize : int m_scalePriceIncrement : double m_account : String m_settlingFirm : String m_clearingAccount : String m_clearingIntent : String m_whatIf : boolean Order() equals(Object) }}} == Scanner Subscription == {{{#!java NO_ROW_NUMBER_SPECIFIED : int m_numberOfRows : int m_instrument : String m_locationCode : String m_scanCode : String m_abovePrice : double m_belowPrice : double m_aboveVolume : int m_averageOptionVolumeAbove : int m_marketCapAbove : double m_marketCapBelow : double m_moodyRatingAbove : String m_moodyRatingBelow : String m_spRatingAbove : String m_spRatingBelow : String m_maturityDateAbove : String m_maturityDateBelow : String m_couponRateAbove : double m_couponRateBelow : double m_excludeConvertible : String m_scannerSettingPairs : String m_stockTypeFilter : String numberOfRows() instrument() locationCode() scanCode() abovePrice() belowPrice() aboveVolume() averageOptionVolumeAbove() marketCapAbove() marketCapBelow() moodyRatingAbove() moodyRatingBelow() spRatingAbove() spRatingBelow() maturityDateAbove() maturityDateBelow() couponRateAbove() couponRateBelow() excludeConvertible() scannerSettingPairs() stockTypeFilter() numberOfRows(int) instrument(String) locationCode(String) scanCode(String) abovePrice(double) belowPrice(double) aboveVolume(int) averageOptionVolumeAbove(int) marketCapAbove(double) marketCapBelow(double) moodyRatingAbove(String) moodyRatingBelow(String) spRatingAbove(String) spRatingBelow(String) maturityDateAbove(String) maturityDateBelow(String) couponRateAbove(double) couponRateBelow(double) excludeConvertible(String) scannerSettingPairs(String) stockTypeFilter(String) }}} == Tick Type == {{{#!java BID_SIZE : int BID : int ASK : int ASK_SIZE : int LAST : int LAST_SIZE : int HIGH : int LOW : int VOLUME : int CLOSE : int BID_OPTION : int ASK_OPTION : int LAST_OPTION : int MODEL_OPTION : int OPEN : int LOW_13_WEEK : int HIGH_13_WEEK : int LOW_26_WEEK : int HIGH_26_WEEK : int LOW_52_WEEK : int HIGH_52_WEEK : int AVG_VOLUME : int OPEN_INTEREST : int OPTION_HISTORICAL_VOL : int OPTION_IMPLIED_VOL : int OPTION_BID_EXCH : int OPTION_ASK_EXCH : int OPTION_CALL_OPEN_INTEREST : int OPTION_PUT_OPEN_INTEREST : int OPTION_CALL_VOLUME : int OPTION_PUT_VOLUME : int INDEX_FUTURE_PREMIUM : int BID_EXCH : int ASK_EXCH : int AUCTION_VOLUME : int AUCTION_PRICE : int AUCTION_IMBALANCE : int MARK_PRICE : int BID_EFP_COMPUTATION : int ASK_EFP_COMPUTATION : int LAST_EFP_COMPUTATION : int OPEN_EFP_COMPUTATION : int HIGH_EFP_COMPUTATION : int LOW_EFP_COMPUTATION : int CLOSE_EFP_COMPUTATION : int LAST_TIMESTAMP : int SHORTABLE : int getField(int) }}} == Execution == {{{#!java m_orderId : int m_clientId : int m_execId : String m_time : String m_acctNumber : String m_exchange : String m_side : String m_shares : int m_price : double m_permId : int m_liquidation : int Execution() Execution(int, int, String, String, String, String, String, int, double, int, int) equals(Object) }}} == Execution Filter == {{{#!java m_clientId : int m_acctCode : String m_time : String m_symbol : String m_secType : String m_exchange : String m_side : String ExecutionFilter() ExecutionFilter(int, String, String, String, String, String, String) equals(Object) }}} ---- CategoryFinance