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QT Trading API - Interactive Brokers (IB.TRD)
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SEND COMMANDS (Client Application to QT Server)
The following SEND TYPE commands are supported for Interactive Brokers:
| NEWORDER | - Sends a New Order to the broker |
| MODIFYORDER | - Modifies an existing order |
| CANCELORDER | - Cancels one or more orders |
| REFTRAN | - Forces a refresh of transactions. No parameters |
| REFBAL | - Forces a refresh of Balances and Positions. No parameters |
NOTIFICATION RESPONSES (QT Server to Application)
The following is a list of Notification TYPES that can be returned:
| ACK | - acknowledgement of a successful order transaction. |
| ERROR | - Error while parsing command or error returned from the broker |
| TRANSACTIONS | - List of transactions for the day |
| BALANCES | - Current Balances information |
| POSITIONS | - Current Positions information |
SEND COMMANDS DETAILS
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NEWORDER - Send a New Order to the broker |
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| Parameter Name | Parameter Values and Description |
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| Symbol | Symbol of the security being traded |
| SymbolType | STOCK, OPTION, FUTURE, FUTOPTION, WARRANT, CASH |
| Action | BUY, SELL, SHORT |
| Quantity | Number of Shares or Contracts in the transaction |
| OrderType | LIMIT, MARKET, MKTCLS, LMTCLS, RELATIVE, STOPLIMIT, STOPMARKET, TSTOP, VWAP, PEGMKT |
| LimitPrice | LIMIT Price for Limit AND Stop Limit orders |
| StopPrice | STOP Price for STOP orders, or Trail Amount for Trailing Stop |
| TIF | Time In Force: DAY, GTC, IOC |
| Route | SMART, GLOBEX, etc... |
| Currency | SMART, GLOBEX, etc... |
| TriggerMethod | Integer value that specifies how various STOP orders are triggered. Valid Values are (Same as IB API):
0 - the default
value. The "double bid/ask" method will be used for orders for
OTC stocks and US options. All other orders will used the "last"
method.
1 - use "double
bid/ask" method, where stop orders are triggered based on two consecutive
bid or ask prices.
2 - "last"
method, where stop orders are triggered based on the last price.
3 - "double-last"
method, where stop orders are triggered based on last two prices. |
| IgnoreRTH | If set to YES (or TRUE), allows triggering of orders outside of regular trading hours. |
| Symbol | Symbol of the security to be traded |
| Action | BUY, SELL, SHORT
Can also use COVER, BUY_OPEN, BUY_CLOSE, SELL_OPEN, SELL_CLOSE, but they will just be converted to BUY/SELL/SHORT |
| OrderType | LIMIT, MARKET, STOPMARKET, STOPLIMIT, TSTOP,TTO,MARKET+TTO,LIMIT+TTO,STOPMARKET+TTO,MARKET+TSTOP,LIMIT+TSTOP |
| Quantity | Number of Shares or Contracts in the transaction |
| LimitPrice | LIMIT Price for Limit AND Stop Limit orders |
| StopPrice | STOP Price (Activation Price) for STOP orders, or Trail Amount for Trailing Stop |
NOTE: Very little error checking is done for API order prior to sending them to the broker.
Some parameter value combinations are not available, such as OrderType: MARKET Route: INET.
Invalid orders will be rejected by Interactive Brokers and the rejection will be returned to you in a NOTIFICATION message.
EXAMPLE:
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<TRADEAPI>
<ID>MISCS1</ID>
<ACTION>SEND</ACTION>
<TYPE>NEWORDER</TYPE>
<PARAMS>
<Symbol>DELL</Symbol>
<Action>BUY</Action>
<OrderType>LIMIT</OrderType>
<Quantity>500</Quantity>
<LimitPrice>41.72</LimitPrice>
<TIF>DAY</TIF>
<Route>SMART</Route>
</PARAMS>
</TRADEAPI>
{FF}
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MODIFYORDER - Modifies an existing order |
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| Parameter Name | Parameter Values and Description |
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| OrderID | REQUIRED - The Order ID of the order being modified. Should be retrieved from TRANSACTIONS |
| Quantity | OPTIONAL - Number of Shares or Contracts in the transaction |
| LimitPrice | OPTIONAL - LIMIT Price for Limit AND Stop Limit orders |
| StopPrice | OPTIONAL - STOP Price (Activation Price) for STOP orders, or Trail Amount for Trailing Stop |
| TriggerMethod | OPTIONAL - Specifies how various STOP orders are triggered. (Same as in NEWORDER) |
NOTE: Only the Order ID is required. For the other fields, only the ones that are modified need to be sent. The others can be omitted or you can send the value that was returned in TRANSACTIONS. For TriggerMethod, the User Specified default in QuoteTracker will be used if the tag is omitted.
EXAMPLE:
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<TRADEAPI>
<ID>MISCS1</ID>
<ACTION>SEND</ACTION>
<TYPE>MODIFYORDER</TYPE>
<PARAMS>
<OrderID>:A33005896:0003</OrderID>
<LimitPrice>41.72</LimitPrice>
<DisplaySize>200</DisplaySize>
</PARAMS>
</TRADEAPI>
{FF}
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CANCELORDER - Cancels one or more orders |
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| Parameter Name | Parameter Values and Description |
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| OrderID | The Order ID of the order to be canceled. |
NOTE: To cancel more than one order at a time, just include multiple OrderID XML tags, one for each order
EXAMPLE:
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<TRADEAPI>
<ID>MISCS1</ID>
<ACTION>SEND</ACTION>
<TYPE>CANCELORDER</TYPE>
<PARAMS>
<OrderID>1183913536</OrderID>
<OrderID>1183913537</OrderID>
<OrderID>1183913538</OrderID>
</PARAMS>
</TRADEAPI>
{FF}
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NOTIFICATION RESPONSES
NOTE: The examples below will not show Record ID or Record Length for simplicity, even though they are sent with every message.
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ACK - Acknowledgement of a successful order transaction |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>ACK</TYPE>
<MESSAGE>Transaction Sent</MESSAGE>
</TRADEAPI>
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OR
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>ACK</TYPE>
<MESSAGE>Cancel Order Sent - 1183913539</MESSAGE>
</TRADEAPI>
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ERROR - Error while parsing command or error returned from the broker |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>ERROR</TYPE>
<MESSAGE>Unable to get Positions data</MESSAGE>
</TRADEAPI>
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TRANSACTIONS - List of transactions on the account for the day |
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Result returned in XML.
| Parameter Name | Parameter Values and Description |
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| OrderID | Order ID of the order |
| Action | BUY, SELL, etc. (Same as in NEWORDER) |
| Quantity | Number of Shares or Contracts in the transaction |
| Symbol | Symbol of the security being traded |
| SymbolType | STOCK, OPTION, FUTURE, FUTOPTION, WARRANT, CASH |
| OrderType | LIMIT, MARKET, etc. (Same as in NEWORDER) |
| LimitPrice | LIMIT Price for Limit AND Stop Limit orders |
| StopPrice | STOP Price for STOP orders, or Trail Amount for Trailing Stop |
| TIF | Time In Force: DAY, GTC, IOC (Same as in NEWORDER) |
| OrderStatus | Current Status of the order (Submitted, Cancelled, Filled, Pending Submit, Pending Cancel, PreSubmitted, etc) |
| Open | YES/NO - Whether or not this is an OPEN order - Still being processed |
| Route | SMART, GLOBEX, etc... (Same as in NEWORDER) |
| FillPrice | The execution price (Average if partial fills) |
| FillTime | Date/Time of the last fill |
| FilledQuantity | Number of Shares or Contracts that have been filled |
| UnfilledQuantity | # of Shares or Contracts yet to be filled |
EXAMPLES:
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>TRANSACTIONS</TYPE>
<TRANSACTIONS>
<ORDER>
<OrderID>1183913539</OrderID>
<Action>BUY</Action>
<Quantity>3</Quantity>
<Symbol>@ESM5</Symbol>
<SymbolType>FUTURE</SymbolType>
<OrderType>LIMIT</OrderType>
<LimitPrice>1,171.00</LimitPrice>
<StopPrice></StopPrice>
<TIF>DAY</TIF>
<OrderStatus>Submitted</OrderStatus>
<Open>YES</Open>
<Route>GLOBEX</Route>
<FillPrice></FillPrice>
<FillTime></FillTime>
<FilledQuantity>0</FilledQuantity>
<UnfilledQuantity>3</UnfilledQuantity>
</ORDER>
<ORDER>
<OrderID>1183913540</OrderID>
<Action>BUY</Action>
<Quantity>3</Quantity>
<Symbol>@ESM5</Symbol>
<SymbolType>FUTURE</SymbolType>
<OrderType>MARKET</OrderType>
<LimitPrice></LimitPrice>
<StopPrice></StopPrice>
<TIF>DAY</TIF>
<OrderStatus>Filled</OrderStatus>
<Open>NO</Open>
<Route>GLOBEX</Route>
<FillPrice>1,172.00</FillPrice>
<FillTime>05/12/2005 21:46:41</FillTime>
<FilledQuantity>3</FilledQuantity>
<UnfilledQuantity>0</UnfilledQuantity>
</ORDER>
</TRANSACTIONS>
</TRADEAPI>
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BALANCES - Current Balances information |
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Result returned in XML.
NOTE: The values for the NAME Field are coming directly from Interactive Brokers. They can change without notice.
EXAMPLES:
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>BALANCES</TYPE>
<BALANCES>
<UnalteredInitMarginReq>-1.00</UnalteredInitMarginReq>
<BuyingPower>80,984.60</BuyingPower>
<UnrealizedPnL></UnrealizedPnL>
<TotalCashBalance></TotalCashBalance>
<PreviousDayEquityWithLoanValue>50,000.00</PreviousDayEquityWithLoanValue>
<NetLiquidation>49,942.30</NetLiquidation>
<InitMarginReq>11,812.50</InitMarginReq>
<RealizedPnL></RealizedPnL>
<StockMarketValue></StockMarketValue>
<UnalteredMaintMarginReq>-1.00</UnalteredMaintMarginReq>
<FutureOptionValue></FutureOptionValue>
<OptionMarketValue></OptionMarketValue>
<EquityWithLoanValue>40,492.30</EquityWithLoanValue>
<FuturesPNL></FuturesPNL>
<GrossPositionValue>0.00</GrossPositionValue>
<DayTradesRemaining>-1</DayTradesRemaining>
<MaintMarginReq>9,450.00</MaintMarginReq>
</BALANCES>
</TRADEAPI>
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POSITIONS - Current Positions information |
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Result returned in XML.
EXAMPLES:
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<TRADEAPI>
<ID>MISCS1</ID>
<TYPE>POSITIONS</TYPE>
<POSITIONS>
<POSITION>
<Symbol>@ESM5</Symbol>
<Quantity>3</Quantity>
<SymbolType>FUTURE</SymbolType>
<Cost>1,171.75</Cost>
<Expire>20050616</Expire>
<Strike>0.0</Strike>
<Right></Right>
<Currency>USD</Currency>
<Value>175,762.50</Value>
</POSITION>
<POSITION>
<Symbol>DELL</Symbol>
<Quantity>500</Quantity>
<SymbolType>STOCK</SymbolType>
<Cost>36.70</Cost>
<Expire></Expire>
<Strike>0.0</Strike>
<Right></Right>
<Currency>USD</Currency>
<Value>18,350.00</Value>
</POSITION>
... More POSITION records ...
</POSITIONS>
</TRADEAPI>
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