| Auction Volume | ”AuctionVolume” | The number of shares that would trade if no new orders were received and the auction were held now. | 225 |
| Auction Imbalance | ”AuctionImbalance” | The number of unmatched shares for the next auction; returns how many more shares are on one side of the auction than the other. | 225 |
| Auction Price | ”AuctionPrice” | The price at which the auction would occur if no new orders were received and the auction were held now. The indicative price for the auction. | 225 |
| Regulatory Imbalance | ”RegulatoryImbalance” | The imbalance that is used to determine which at-the-open or at-the-close orders can be entered following the publishing of the regulatory imbalance. | 225 |
| PL Price | ”PlPrice” | The PL Price, also known as the Mark Price, is the current theoretical calculated value of an instrument. Since it is a calculated value, it will typically have many digits of precision. | 232 |
| Creditmanager Mark Price | ”CreditmanMarkPrice” | Not currently available. | 221 |
| Creditmanager Slow Mark Price | ”CreditmanSlowMarkPrice” | Slow Mark Price update used in system calculations (same as Mark Price update in TWS Account Window -> Portfolio). | 619 |
| Call Option Volume | ”CallOptionVolume” | Call option volume for the trading day. | 100 |
| Put Option Volume | ”PutOptionVolume” | Put option volume for the trading day. | 100 |
| Call Option Open Interest | ”CallOptionOpenInterest” | Call option open interest. | 101 |
| Put Option Open Interest | ”PutOptionOpenInterest” | Put option open interest. | 101 |
| Option Historical Volatility | ”OptionHistoricalVol” | The 30-day historical volatility (currently for stocks). | 104 |
| RT Historical Volatility | ”RTHistoricalVol” | 30-day real time historical volatility (Futures only). | 411 |
| Option Implied Volatility | ”OptionImpliedVol” | A prediction of how volatile an underlying will be in the future. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months. | 106 |
| Index Future Premium | ”IndexFuturePremium” | The number of points that the index is over the cash index (Indeses only). | 162 |
| Shortable | ”Shortable” | Describes the level of difficulty with which the contract can be sold short. See Shortable . | 236 |
| Trade Count | ”TradeCount” | Trade count for the day. | 293 |
| Trade Rate | ”TradeRate” | Trade count per minute. | 294 |
| Volume Rate | ”VolumeRate” | Volume per minute. | 295 |
| Last RTH Trade | ”LastRthTrade” | Last Regular Trading Hours traded price. | 318 |
| IB Dividends | ”IBDividends” | Contract’s dividends. See IB Dividends . | 456 |
| Bond Factor Multipler | ”BondMultiplier” | Not currenctly available. | 460 |
| Average Volume | ”AvgVolume” | The average daily trading volume over 90 days (multiply this value times 100). | 165 |
| High 13 Weeks | ”Week13Hi” | Highest price for the last 13 weeks. | 165 |
| Low 13 Weeks | ”Week13Lo” | Lowest price for the last 13 weeks. | 165 |
| High 26 Weeks | ”Week26Hi” | Highest price for the last 26 weeks. | 165 |
| Low 26 Weeks | ”Week26Lo” | Lowest price for the last 26 weeks. | 165 |
| High 52 Weeks | ”Week52Hi” | Highest price for the last 52 weeks. | 165 |
| Low 52 Weeks | ”Week52Lo” | Lowest price for the last 52 weeks. | 165 |
| Short-Term Volume 3 Minutes | ”ShortTermVolume3Min” | The past three minutes volume. Interpolation may be applied. | 595 |
| Short-Term Volume 5 Minutes | ”ShortTermVolume5Min” | The past five minutes volume. Interpolation may be applied. | 595 |
| Short-Term Volume 10 Minutes | ”ShortTermVolume10Min” | The past ten minutes volume. Interpolation may be applied. | 595 |
| Futures Open Interest | ”FuturesOpenInterest” | Total number of outstanding futures contracts | 588 |
| Average Option Volume | ”AvgOptVolume” | Average volume of the corresponding option contracts | 105 |
