IB API Software

Program traders may build their own add-on applications in Excel (using DDE or ActiveX), C++, Posix C++, Java, and Visual Basic with our proprietary IB Application Program Interface (API), which requires connectivity via either the TWS or the IB Gateway. We encourage API users to test their API components with their PaperTrader or the TWS Demo System before actually implementing any new API systems.

As a reminder, the use of the IB API as a means of disseminating information, including market data or any other licensed or copyrighted information, to third parties or non-registered IB customers is strictly prohibited without prior written approval of Interactive Brokers.

http://www.interactivebrokers.com/en/p.php?f=api&p=api

The API Getting Started series provides an introduction to the TWS APIs, and is written for programmers who are interested in learning about the functions and features of our API platforms. These publications do not teach programming languages, but are designed to guide the programmer through the basics of the TWS API sample applications.

For information on the TWS API platforms, see the API Release Notes, the API Reference Guide, and register for our live API webinars.

Getting Started with the TWS DDE for Excel API book explores the most user-friendly of the API-supported platform. It is written for non-programmers who have some trading knowledge and are comfortable with Microsoft Excel®. This book walks you step-by-step through downloading the API software and sample spreadsheet, connecting to TWS, and accessing the task-specific Excel tabs.

The DDE for Excel API Quick Reference provides an overview of the DDE for Excel API.

Getting Started with the TWS DDE for Excel API
Getting Started with the TWS DDE for Excel API for Advisors
DDE for Excel API Quick Reference

Getting Started with the TWS Java API walks you through our Java API and the Java API sample application. In order to get the most out of this book, you should have some experience with the Java programming language.

The Java API Quick Reference provides an overview of the TWS Java API.

Java API Quick Reference
Getting Started with the TWS Java API
Getting Started with the TWS Java API for Advisors
Java API Samples for the Getting Started Guide

Getting Started with the TWS ActiveX API walks you through our ActiveX API and the ActiveX API sample application. In order to get the most out of this book, you should have some experience with the Visual Basic programming language.

The ActiveX Quick Reference provides an overview of the TWS ActiveX for Visual Basic / VB.NET API.

ActiveX API Quick Reference
Getting Started with the TWS ActiveX API
Getting Started with the TWS ActiveX API for Advisors

Getting Started with the TWS C++ API walks you through our C++ API and the C++ API sample application. In order to get the most out of this book, you should have experience with the C++ programming language.

The C++ API Quick Reference provides an overview of the TWS C++ API.

C++ API Quick Reference
Getting Started with the TWS C++ API
Getting Started with the TWS C++ API for Advisors

Send us your feedback on the API Getting Started Series

Sun, the Sun logo, Sun Microsystems, Java, and all Java-related trademarks are trademarks or registered trademarks of Sun Microsystems, Inc. in the U.S. and other countries. Microsoft Excel is a registered trademark of Microsoft Corporation in the United States and/or other countries.

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API Reference Guide

Use the online version of the Reference Guide to take advantage of the index and other navigational features, and to print individual topics. Use the printable version to print multiple topics or the complete API Users’ Guide.

http://www.interactivebrokers.com/en/p.php?f=api&p=api2

API Release Notes

Click on a build number or topic in the table to access the associated Release Notes. Notes for the most recent build are listed first.

Build	Release Topics	Date
Build 9.66	Opt Out of Default SmartRouting for ASX-Directed Orders Support for Frozen Market Data Support for Hedging Orders Support for Smart Combo Routing Changes to Bond Contract Data Echo Order Reference Field on Execution Objects	January 13, 2012
Build 9.65	Support for Short Sale Exempt Orders Support for globalCancel Request Active X Support in 64-bit Windows	August 18, 2011
Build 9.64	Request Market Data and Place Order by conid Bond Bid/Ask/Last Yield New Request for Implied Volatility New Tick Type: CUST_OPTION_COMPUTATION Tick Types Now Return Greeks, Underlying Price, Model Implied Volatility, Stock and Option Reference Price New Request to Calculate Option Price and Greek Values	December 15, 2010
Build 9.63	New HALTED Tick Type Support for Security Identifiers in the Contract Object Fields added to the Contract Details Object New ActiveX for Excel Sample Spreadsheet Bug Fixes: ActiveX for Excel Bug Fixes: DDE for Excel	April 21, 2010
Build 9.62	New POSIX API and Test Client Required Validation for Precautionary Constraints DDE for Excel API Sample Spreadsheet Updates New ActiveX for Excel Sample Spreadsheet ContractDetails Passes More Information to the Client New End Marker for Tick Snapshots Important Bug Fixes RTVolume Generic Tick Type and mdoff Flag Using Negative API Order ID Numbers	June 08, 2009
Build 9.6	Support for IBALGO Orders RFQ Samples New underConId Field in ContractDetails Structure End-of-Download Marker for Orders End-of-Download Marker for Account Data End-of-Download Marker for Executions New Order Statuses	January 20, 2009
Build 9.51	Reuters Fundamental Market Data Delta Neutral Combo Orders New ExecutionDetails fields End marker for ContractDetails Scale orders	August 12, 2008
Build 9.41	Reworked C++ internals	April 7, 2008
Build 9.4	See What-if Margin & Commissions Commissions Relayed to API for Each Trade Contract and ContractDetails Classes/Structs Reorganized Deprecated Advisor-Related Property Removed ActiveX Redesigned to Mimic Socket Interfaces New scannerDataEnd() Method Added to Define Full Data Snapshot Single Outside RTH Flag Replaces Two Existing Flags Away and PTA Orders Supported for IBExecution Customers	December 13, 2007
Build 9.3	Support for Scale Orders Snapshot Market Data Short Sale Attributes for Combo Legs	October 29 , 2007
Build 9.2	Support for 5 second bars New Ticktypes: Last Timestamp, Shortable New Current Timestamp Message New whyHeld field in orderStatus Response	July 13, 2007
Build 9.1	API Support for EFPs .NET API Component .NET and dll Issues	May 8, 2007
Build 9.0	Four new Excel "Subscription" pages Run Excel Scanner Subscriptions Run Excel Historical Data Queries More Robust Excel Spreadsheet Excel - Executions Reporting Page Excel - Report on Expired Contracts Report Number of Trades per Bar Option Computation Market Ticks Socket-based Market Data Ticks Expanded Bond Contract Details Support for Trailing Stop Limit Orders Manage Orders in Groups Cannot Modify OCA Groups via API	December 7, 2006
Build 8.85	API Volatility Orders Order Types for Hedge Delta Orders Option Computation Market Ticks Java Test Client Improvements Extensions to API Market Scanners Extensions to API Historical Data Queries	July 19, 2006
Build 8.71	Socket-based API Market Scanner Subscription Socket-based API Historical Data Request Cancellation Deprecated support for Visual Studio 97 for Visual Studio.NET Combo tickers for TwsDde.xls	November 28, 2005
Build 8.61	Overriding TWS Order Price Percentage Constraints from the API for ActiveX, Socket Library, and Java API Clients, and Discontinued Popup API Market and Historical Data Farm Connection Information Messages Complete API Support for Bond Trading Price Magnifier Added to Socket API Contract Details Messages Exercising Options from the API for Active X, Socket Library, and Java Clients	October 28, 2005
Build 8.4	Extract intraday historical data Use GTD order type	March 18, 2005
Build 8.3	Specify option multipliers to ID contracts Specify primary exchange - DDE clients	Feb 17, 2005
Build 8.10	Active X Sample Application Updated	June, 2004
Build 8.0	API Client Application Compatibility with Visual C++ .NET New fields added to PLACE_ORDER messages API Support for Financial Advisor Account Configuration OpenOrder3 event added to Tws.ocx Send bid/ask/last price tick size along with price Addition of Account Name to Account and Portfolio Updates Order Allocation Information Overfill Protection TWS to IB Disconnect and Re-connect messages DDE Client access to NYSE-TICK and NYSE-TRIN DDE Client Access to New Financial Advisor Functionality DDE Client Currency Specification for SMART routing Improved Financial Advisor Execution Reporting reqOpenOrders() call no longer needed to modify orders after re-connection	May 26, 2004
Build 7.3	Support for Financial Advisors Order IDs API Socket Port	September 2003
Build 7.2	IB News Bulletins API Logging	June 10, 2003
Build 7.1	Support for Combination Orders New portfolio fields New market depth notifications VB 6.0 sample client Debug version of TWSSocketClient.dll supplied	May 22, 2003
Build 7.01	Request Market Depth Request Open Orders & Executions Execution Reports Include permId OrderStatus Includes lastFillPrice Configurable DDE Market Data Refresh Rate	February 25, 2003
Build 6.1	Request Contract details ISE Block, Sweep-to-fill, Iceberg, Bracket and Auto Trailing Stop orders	December 16, 2002
Build 6	Order Id's are managed on a per client basis The permid field is now redundant	October 30, 2002
Build 5	High/Low/Volume and Close is reported through the API. The market data price information is now stored using a double data type.	October 7, 2002

http://www.interactivebrokers.com/en/p.php?f=api&p=api3

API Beta Notes

The modifications below are in build 9.67 of the TWS API.

For clarification on any of the items listed, refer to the appropriate section in the API Reference Guide, or send us an email at Beta Support.

The Java, ActiveX, and C++ APIs can now receive a list of contract identifiers that the customer is allowed to view (CUSIP, ISIN, etc.) This is made possible by a new attribute in Contract Details, secIDList.

The Java, ActiveX, and C++ APIs now let you specify per-leg combo prices. To support this feature, we've added a new object called OrderComboLeg, which contains a single attribute, price (double); and a new attribute called OrderComboLegList. OrderComboLeg contains order-specific per-leg attributes while OrderComboLegList holds the attributes for all legs.

The API also receives the Contract::comboLegs vector and comboLegsDescription string. Note that the order in which the legs are received from TWS in the openOrder message could be different from what was originally submitted; however, the order of Contract::comboLegs and Order::orderComboLegs vector elements will be consistent.

You can now track commissions in the Java, ActiveX, and C++ APIs using the new callback commissionReport( ), which contains the parameter CommissionReport, which is a new object. The new CommissionReport object contains the following attributes:

• commission (double)
• currency (string)
• execId (string)
• realizedPNL (double)
• yield (double)
• yieldRedemptionDate (integer) - takes the YYYYMMDD format.

A new field, trailingPercent (double), has been added to orders in the ActiveX, C++ and Java APIs. You can now specify the trailing amount of a trailing stop order as a percentage, the same as a user can do in TWS.

Observe the following guidelines when using the trailingPercent field:

• This field is mutually exclusive with the existing trailing amount. That is, the API client can send one or the other but not both.
• This field is read AFTER the stop price (barrier price) as follows:
• deltaNeutralAuxPrice
• stopPrice
• trailingPercent
• scale order attributes
• The field will also be sent to the API in the openOrder message if the API client version is >= 56. It is sent after the stopPrice field as follows.
• stopPrice
• trailingPct
• basisPoint

This enhancement requires TWS server version 62.

Our ActiveX, C++ and Java API's now support extended scale orders. The following fields have been added to an order:

• double scalePriceAdjustValue
• int scalePriceAdjustInterval
• double scaleProfitOffset
• bool scaleAutoReset
• int scaleInitPosition
• int scaleInitFillQty
• bool scaleRandomPercent

© 2001 - 2012 Interactive Brokers LLC. All rights reserved. Sun, Sun Microsystems, the Sun Logo and Java are trademarks or registered trademarks of Sun Microsystems, Inc. in the United States and other countries. Excel is a trademark or registered trademark of Microsoft Corporation in the United States and/or other countries.

http://www.interactivebrokers.com/en/p.php?f=api&p=api4

Connectivity

FIX CTCI customers who access the IB trading system via the public Internet must use the IB Gateway access method. The IB Gateway can also be used to deliver market data to FIX CTCI customers, using the same protocols as the IB API. To find the Request Market Data API method click here. Once integration has been completed, you can run the IB Gateway software from the Login menu on the IB web site (always the latest version), or via the downloaded, standalone version below.

Standalone Downloads

Connection Types

Only one connection type may be used for each account (account types with multiple accounts, such as advisors, may only have one connection type for all accounts). Switching the connection type may take up to one week.

Professional Advisors, Funds, Trading Groups, and Brokers requiring integration should contact their sales representative. Individuals and Non-Professional advisors who require CTCI integration should send a request to tac@interactivebrokers.com. Integration can take up to one week.

http://www.interactivebrokers.com/en/p.php?f=api&p=ctci

IB Gateway for FIX Users' Guide

Use the IB Gateway Guide if you are using the CTCI over the Internet.

CTCI Users' Guide Disclaimer

I understand that the Interactive Brokers ("IB") CTCI-FIX Specification that I have requested contains confidential and proprietary information of IB and I agree that I will not disclose such information to any third parties or use such confidential information personally except for purposes of opening an IB account and trading through the IB system. I understand that all other uses or disclosures of the information is prohibited and could cause irreparable harm to IB.

http://www.interactivebrokers.com/en/p.php?f=api&p=ctci1