ProtoBuf Reference

Users unfamiliar with Protocol Buffers should visit the official development page for more insight on what it is, what it may offer, and context for the built-in systems it provides.

CopyFrom

A standard method of the Message class of protobuf. Is used to copy items in a field from one object to another.
See See Details

apiConfig = ApiConfig()
apiConfig.precautions = ApiPrecautionsConfig()
apiConfig.settings = ApiSettingsConfig()

totalQuantityForMutualFunds: Boolean – Enables the display of total quantity instead of monetary value for mutual fund positions.

downloadOpenOrdersOnConnection: Boolean – Automatically downloads all open orders when the API client establishes a connection to TWS.

includeVirtualFxPositions: Boolean – Includes virtual foreign exchange positions in position updates sent to the API client.

prepareDailyPnL: Boolean – Enables the calculation and delivery of daily profit and loss data to the API client.

sendStatusUpdatesForVolatilityOrders: Boolean – Configures the system to send status updates for orders with volatility-based parameters.

encodeApiMessages: String – Specifies the character encoding format used for API message transmission (e.g., “osCodePage”).

socketPort: Integer – Defines the TCP socket port number on which the API listens for incoming client connections.

useNegativeAutoRange: Boolean – Allows the use of negative values in automatic range calculations for order parameters.

createApiMessageLogFile: Boolean – Enables the creation of a log file that records all API message traffic.

includeMarketDataInLogFile: Boolean – Controls whether market data messages are included in the API message log file.

exposeTradingScheduleToApi: Boolean – Makes trading schedule information available to API clients for contract and exchange queries.

splitInsuredDepositFromCashBalance: Boolean – Separates insured deposit amounts from the total cash balance in account value reports.

sendZeroPositionsForTodayOnly: Boolean – Limits the transmission of zero-quantity positions to only those closed during the current trading day.

useAccountGroupsWithAllocationMethods: Boolean – Enables the use of account groups when applying order allocation methods across multiple accounts.

loggingLevel: String – Sets the verbosity level for API logging output (e.g., “error”, “warning”, “info”, “debug”).

masterClientId: Integer – Designates a specific client ID as the master client with elevated privileges for API operations.

bulkDataTimeout: Integer – Specifies the timeout duration in seconds for bulk data request operations.

componentExchSeparator: String – Defines the character used to separate component exchange identifiers in composite contract symbols.

roundAccountValuesToNearestWholeNumber: Boolean – Rounds all account value figures to the nearest whole number for simplified display.

showAdvancedOrderRejectInUi: Boolean – Displays detailed order rejection messages in the TWS user interface for troubleshooting purposes.

rejectMessagesAboveMaxRate: Boolean – Automatically rejects API messages that exceed the configured maximum message rate threshold.

maintainConnectionOnIncorrectFields: Boolean – Preserves the API connection even when requests contain incorrect or invalid field values.

compatibilityModeNasdaqStocks: Boolean – Enables legacy compatibility mode for NASDAQ stock symbol formatting and handling.

sendInstrumentTimezone: String – Specifies the timezone format for instrument trading hours and schedule data (e.g., “utc”, “exchange”).

sendForexDataInCompatibilityMode: Boolean – Transmits foreign exchange market data using legacy format for backward compatibility with older API clients.

maintainAndResubmitOrdersOnReconnect: Boolean – Automatically preserves and resubmits active orders when the API client reconnects after a disconnection.

historicalDataMaxSize: Integer – Sets the maximum size level for historical data requests to control bandwidth and processing requirements.

autoReportNettingEventContractTrades: Boolean – Automatically reports trades generated by netting events for contract position reconciliation.

optionExerciseRequestType: String – Determines the type of option exercise requests accepted by the system (e.g., “final”, “preliminary”).

trustedIPs: List<String> – Contains a collection of IP addresses that are authorized to establish API connections without additional authentication.

apiSettingsConfigProto = ApiSettingsConfigProto()
apiSettingsConfigProto.totalQuantityForMutualFunds = True
apiSettingsConfigProto.downloadOpenOrdersOnConnection = True
apiSettingsConfigProto.includeVirtualFxPositions = True
apiSettingsConfigProto.prepareDailyPnL = True
apiSettingsConfigProto.sendStatusUpdatesForVolatilityOrders = True
apiSettingsConfigProto.encodeApiMessages = "osCodePage"
apiSettingsConfigProto.socketPort = 7497
apiSettingsConfigProto.useNegativeAutoRange = True
apiSettingsConfigProto.createApiMessageLogFile = True
apiSettingsConfigProto.includeMarketDataInLogFile = True
apiSettingsConfigProto.exposeTradingScheduleToApi = True
apiSettingsConfigProto.splitInsuredDepositFromCashBalance = True
apiSettingsConfigProto.sendZeroPositionsForTodayOnly = True
apiSettingsConfigProto.useAccountGroupsWithAllocationMethods = True
apiSettingsConfigProto.loggingLevel = "error"
apiSettingsConfigProto.masterClientId = 3
apiSettingsConfigProto.bulkDataTimeout = 25
apiSettingsConfigProto.componentExchSeparator = "#"
apiSettingsConfigProto.roundAccountValuesToNearestWholeNumber = True
apiSettingsConfigProto.showAdvancedOrderRejectInUi = True
apiSettingsConfigProto.rejectMessagesAboveMaxRate = True
apiSettingsConfigProto.maintainConnectionOnIncorrectFields = True
apiSettingsConfigProto.compatibilityModeNasdaqStocks = True
apiSettingsConfigProto.sendInstrumentTimezone = "utc"
apiSettingsConfigProto.sendForexDataInCompatibilityMode = True
apiSettingsConfigProto.maintainAndResubmitOrdersOnReconnect = True
apiSettingsConfigProto.historicalDataMaxSize = 4
apiSettingsConfigProto.autoReportNettingEventContractTrades = True
apiSettingsConfigProto.optionExerciseRequestType = "final"
apiSettingsConfigProto.trustedIPs.append("127.0.0.1")

reqId: Integer – Request identifier

configRequest = ConfigRequest()
configRequest.reqId = 123

reqId: Integer – Request identifier

lockAndExit: LockAndExitConfig– Container object for all Lock And Exit Configurations.

messages: MessageConfig– Container object for repeated message objects.

api: ApiConfig – Container object for API Configuration page details

orders: OrdersConfig– Container object for the Orders settings.

reqId: 1784381601
lockAndExit {
  autoLogoffTime: "12:07"
  autoLogoffPeriod: "AM"
  autoLogoffType: "restart"
}
messages {
  id: 3
  title: "Simultaneous market data limit exceeded"
  message: "<html>You have requested data for %s instruments simultaneously, which exceeds your current account limit of %s<br>lines of simultaneous market data. You can increase your data limit by subscribing to market data <a href=\'#action\'>Booster packs</a>%s</html>"
  defaultAction: "Hidden"
  enabled: false
}
...
messages {
  id: 11001
  title: "Exchange-specific warning: LMTDOWN"
  defaultAction: "Hidden"
  enabled: true
}
api {
  precautions {
    bypassOrderPrecautions: true
    ...
    bypassRouteMarketableToBBO: false
  }
  settings {
    readOnlyApi: false
    totalQuantityForMutualFunds: false
    ...
    allowLocalhostOnly: false
    trustedIPs: "127.0.0.1"
  }
}
orders {
  smartRouting {
    seekPriceImprovement: false
    doNotRouteToDarkPools: false
    defaultAlgorithm: "SMART"
  }
}

autoLogoffTime: String – Time the system should automatically logout or shut down.

autoLogoffPeriod: String – Declare autoLogoffTime as AM or PM.

autoLogoffType: String – Declare if platform should logout or restart and continue running.

lockAndExitProto = LockAndExitConfigProto()
lockAndExitProto.autoLogoffTime = "11:59"
lockAndExitProto.autoLogoffPeriod = "PM"
lockAndExitProto.autoLogoffType = "restart"

id: Integer – Unique identifier that specifies the particular message type or category to be configured.

enabled: Boolean – Controls whether the specified message type is active and will be transmitted to the API client.

messageConfigProto.id = 131
messageConfigProto.enabled = False

smartRouting: OrdersSmartRoutingConfig – Container object declaring how Smart Routed orders should behave.

ordersConfig = OrdersConfig()
ordersConfig.smartRouting = OrdersSmartRoutingConfig()

seekPriceImprovement: Boolean – Enables the smart routing algorithm to actively search for better execution prices across available market venues.

doNotRouteToDarkPools: Boolean – Prevents the smart routing system from directing orders to dark pool venues for execution.

ordersSmartRoutingConfigProto.seekPriceImprovement = True
ordersSmartRoutingConfigProto.doNotRouteToDarkPools = True

reqId: Integer – Request identifier

lockAndExit: LockAndExitConfig– Container object for all Lock And Exit Configurations.

messages: MessageConfig– Container object for repeated message objects.

api: ApiConfig – Container object for API Configuration page details

orders: OrdersConfig– Container object for the Orders settings.

acceptedWarnings: UpdateConfigWarning– Container object for repeated warning objects

resetApiOrderSequence: Boolean – Determine if the Order ID sequence should be reset to 0.

updateConfigRequest = UpdateConfigRequest()
updateConfigRequest.reqId = 123
updateConfigRequest.lockAndExit = LockAndExitConfig
updateConfigRequest.messages = MessageConfig
updateConfigRequest.api = ApiConfig
updateConfigRequest.orders = OrdersConfig
updateConfigRequest.acceptedWarnings = UpdateConfigWarning
updateConfigRequest.resetApiOrderSequence = True

reqId: Integer – Request identifier
status: String – Status of the request for modification.
message: String – Response message about the changes. Successful changes will return “Configuration updated”.
changedFields: String – List of fields changed by the updateConfigProtoBuf request.
errors: String – Any errors that arose during setting changes.
warnings: UpdateConfigWarning – Any additional warnings that arose from changing settings.

Success:

reqId: 1784381601
status: "success"
message: "Configuration updated"
changedFields: "configuration.api.settings.createApiMessageLogFile"
changedFields: "configuration.api.settings.includeMarketDataInLogFile"
changedFields: "configuration.api.settings.loggingLevel"

Failed:

reqId: 1784381601
status: "error"
message: "Validating configuration update request has failed"
errors: "configuration.lockAndExit.autoLogoffTime"
errors: "configuration.lockAndExit.autoLogoffPeriod"
errors: "configuration.lockAndExit.autoLogoffType"

messageId: Integer – Unique identifier that specifies the particular message type or category to be configured.

title: String – Title of the warning message

message: String – The content of the warning message.

updateConfigWarning = UpdateConfigWarning()
updateConfigWarning.messageId = 131
messageConfigProto.enabled = False
messageConfigProto.enabled = False