Here’s an example of the Host Port Client ID parameters.<\/p>\n
![\"\"](\"\/campus\/wp-content\/uploads\/sites\/2\/2023\/01\/rtd-host-parameters.jpg\")
<\/p>\n
Overview of Sample RTD Spreadsheet<\/h4>\n\n- The sample RTD spreadsheet will be located in the TWS API folder of the API installation.<\/li>\n
- The sample sheet primarily uses the START and END macro buttons to automatically add or remove an equal sign at the beginning of the pre-populated formulas in order to complete each request.<\/li>\n
- In the sample, the columns of the spreadsheet such as \u201cVolume\u201d, are used as the \u201ctopic string\u201d and are referenced directly in the RTD formulas to create the formulas for each column. You may do the same in your custom spreadsheet or you may write your formulas explicitly.<\/li>\n<\/ul>\n
Syntax of an RTD Formula<\/h4>\n\n- RTD formulas consist of the progID, server, and topic strings.<\/li>\n
- As such, the first two fields in your RTD formulas will always be the same.
\nFormulas can be built using either a simple or complex.<\/li>\n - You can also mix the syntax.<\/li>\n
- The complex syntax is most explicit.<\/li>\n
- Here is IBKR’s \u201cSyntax Samples<\/a>\u201d page where it’s suggested you view example formulas for the different instrument types.<\/li>\n<\/ul>\n
Here is an example on how to specify the last price for AMZN using the complex<\/strong> syntax:<\/p>\n=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"qt=Last\")<\/pre>\nThe \u201cqt=\u201d topic string tells which market data column to request from TWS.<\/p>\n
Available quote types\/tick types can be found in the following page<\/a>.<\/p>\nTick types are different quote types which are available for different instruments supported by TWS. The data relayed back for these ticks is equivalent to the data displayed in its corresponding TWS market data column.<\/p>\n
As can be seen here, tick types include bid, ask, last, volume, etc. Each RTD formula is able to relay back data for a single tick type.
\nAfter the formula has been entered into a cell, Excel will begin to query and update the price automatically. I’ll just hit Enter and now you’ll see the prices are updating.<\/p>\n
Note, due to limitations of the RTD technology and Excel, there may be some delay when comparing the price values in Excel and TWS, as Excel cannot update the displayed values as quickly as the API sends them.<\/p>\n
Now this is how to query the last price for AMZN using the simple syntax:<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\" AMZN@SMART\")<\/pre>\nThe sample syntax page<\/a> will provide more details and the link will be included in the study notes.<\/p>\nGeneric Tick Types<\/h4>\n
Let’s access the tick types page again you may have noticed some tick types are marked as \u201cgeneric tick types\u201d. These are additional values that may be pulled from TWS. Here you’ll see tick types for things like option historical volatility, 52 week high, Average volume, etc.
\nFor example if you want to query the 52 Week High for AMZN specify genTicks equal 165 and qt equals Week52Hi.<\/p>\n
Let’s enter this here and hit return to see the 52 week high value.<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=165\", \"qt=Week52Hi\")<\/pre>\nNote:<\/strong> Not all generic ticks are supported for all instrument types. <\/strong><\/p>\nIf you request data for an unsupported tick, you may receive error 321, Incorrect generic tick list, which will also tell you the supported generic ticks for the instrument. If you obtain this error or do not receive the expected data, you may verify the values returned in the TWS. If the TWS market data type is not listed in our documentation, it will not be returned in the API, however.<\/p>\n
Next, let’s check out an example to obtain dividend information. Again, you may enter the formula shown here and hit Return to display the information.<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=456\", \"qt=IBDividends\")<\/pre>\nAdditional Links<\/h4>\n
TWS API Software<\/a><\/p>\nAPI Users Guide<\/a><\/p>\n
Syntax of an RTD Formula<\/h4>\n\n- RTD formulas consist of the progID, server, and topic strings.<\/li>\n
- As such, the first two fields in your RTD formulas will always be the same.
\nFormulas can be built using either a simple or complex.<\/li>\n - You can also mix the syntax.<\/li>\n
- The complex syntax is most explicit.<\/li>\n
- Here is IBKR’s \u201cSyntax Samples<\/a>\u201d page where it’s suggested you view example formulas for the different instrument types.<\/li>\n<\/ul>\n
Here is an example on how to specify the last price for AMZN using the complex<\/strong> syntax:<\/p>\n=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"qt=Last\")<\/pre>\nThe \u201cqt=\u201d topic string tells which market data column to request from TWS.<\/p>\n
Available quote types\/tick types can be found in the following page<\/a>.<\/p>\nTick types are different quote types which are available for different instruments supported by TWS. The data relayed back for these ticks is equivalent to the data displayed in its corresponding TWS market data column.<\/p>\n
As can be seen here, tick types include bid, ask, last, volume, etc. Each RTD formula is able to relay back data for a single tick type.
\nAfter the formula has been entered into a cell, Excel will begin to query and update the price automatically. I’ll just hit Enter and now you’ll see the prices are updating.<\/p>\n
Note, due to limitations of the RTD technology and Excel, there may be some delay when comparing the price values in Excel and TWS, as Excel cannot update the displayed values as quickly as the API sends them.<\/p>\n
Now this is how to query the last price for AMZN using the simple syntax:<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\" AMZN@SMART\")<\/pre>\nThe sample syntax page<\/a> will provide more details and the link will be included in the study notes.<\/p>\nGeneric Tick Types<\/h4>\n
Let’s access the tick types page again you may have noticed some tick types are marked as \u201cgeneric tick types\u201d. These are additional values that may be pulled from TWS. Here you’ll see tick types for things like option historical volatility, 52 week high, Average volume, etc.
\nFor example if you want to query the 52 Week High for AMZN specify genTicks equal 165 and qt equals Week52Hi.<\/p>\n
Let’s enter this here and hit return to see the 52 week high value.<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=165\", \"qt=Week52Hi\")<\/pre>\nNote:<\/strong> Not all generic ticks are supported for all instrument types. <\/strong><\/p>\nIf you request data for an unsupported tick, you may receive error 321, Incorrect generic tick list, which will also tell you the supported generic ticks for the instrument. If you obtain this error or do not receive the expected data, you may verify the values returned in the TWS. If the TWS market data type is not listed in our documentation, it will not be returned in the API, however.<\/p>\n
Next, let’s check out an example to obtain dividend information. Again, you may enter the formula shown here and hit Return to display the information.<\/p>\n
=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=456\", \"qt=IBDividends\")<\/pre>\nAdditional Links<\/h4>\n
TWS API Software<\/a><\/p>\nAPI Users Guide<\/a><\/p>\n
\nFormulas can be built using either a simple or complex.<\/li>\n
Here is an example on how to specify the last price for AMZN using the complex<\/strong> syntax:<\/p>\n The \u201cqt=\u201d topic string tells which market data column to request from TWS.<\/p>\n Available quote types\/tick types can be found in the following page<\/a>.<\/p>\n Tick types are different quote types which are available for different instruments supported by TWS. The data relayed back for these ticks is equivalent to the data displayed in its corresponding TWS market data column.<\/p>\n As can be seen here, tick types include bid, ask, last, volume, etc. Each RTD formula is able to relay back data for a single tick type. Note, due to limitations of the RTD technology and Excel, there may be some delay when comparing the price values in Excel and TWS, as Excel cannot update the displayed values as quickly as the API sends them.<\/p>\n Now this is how to query the last price for AMZN using the simple syntax:<\/p>\n The sample syntax page<\/a> will provide more details and the link will be included in the study notes.<\/p>\n Let’s access the tick types page again you may have noticed some tick types are marked as \u201cgeneric tick types\u201d. These are additional values that may be pulled from TWS. Here you’ll see tick types for things like option historical volatility, 52 week high, Average volume, etc. Let’s enter this here and hit return to see the 52 week high value.<\/p>\n Note:<\/strong> Not all generic ticks are supported for all instrument types. <\/strong><\/p>\n If you request data for an unsupported tick, you may receive error 321, Incorrect generic tick list, which will also tell you the supported generic ticks for the instrument. If you obtain this error or do not receive the expected data, you may verify the values returned in the TWS. If the TWS market data type is not listed in our documentation, it will not be returned in the API, however.<\/p>\n Next, let’s check out an example to obtain dividend information. Again, you may enter the formula shown here and hit Return to display the information.<\/p>\n TWS API Software<\/a><\/p>\n API Users Guide<\/a><\/p>\n=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"qt=Last\")<\/pre>\n
\nAfter the formula has been entered into a cell, Excel will begin to query and update the price automatically. I’ll just hit Enter and now you’ll see the prices are updating.<\/p>\n=RTD(\"tws.twsrtdserverctrl\",,\" AMZN@SMART\")<\/pre>\n
Generic Tick Types<\/h4>\n
\nFor example if you want to query the 52 Week High for AMZN specify genTicks equal 165 and qt equals Week52Hi.<\/p>\n=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=165\", \"qt=Week52Hi\")<\/pre>\n
=RTD(\"tws.twsrtdserverctrl\",,\"sym=AMZN\", \"sec=STK\", \"exch=SMART\", \"cur=USD\", \"genticks=456\", \"qt=IBDividends\")<\/pre>\n
Additional Links<\/h4>\n