For AI agents: a documentation index is available at the root level at /llms.txt. Append /llms.txt to any URL for a page-level index, or .md for the markdown version of any page.
A selection of Generic Tick Types are also supported in TWS RTD Server API. To request for any Generic Tick Type, you just need to specify the name of the generic tick type as the Topic string in the RTD formula.
By default, all Generic Tick Types are automatically requested. User just need to directly specify the Topic as the name of a generic tick type to populate the data to Excel.
In order to consume less data resource and make your market data request more efficient, you can directly specify the Generic Tick Type to be requested by defining string “genticks=id1,id2,…”.
For example, to request 52-Week High price, only Generic Tick Type = 165 is required. The below formula will only request Generic Tick Type = 165:
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 .
