ContractDetails Class Reference | Interactive Brokers

Extended contract details.

Name	Type	Description
Contract	Contract	A fully-defined Contract object.
MarketName	string	The market name for this product.
MinTick	double	The minimum allowed price variation. Note that many securities vary their minimum tick size according to their price. This value will only show the smallest of the different minimum tick sizes regardless of the product’s price. Full information about the minimum increment price structure can be obtained with the reqMarketRule function or the IB Contract and Security Search site.
PriceMagnifier	int	Allows execution and strike prices to be reported consistently with market data
OrderTypes	string	Supported order types for this product.
ValidExchanges	string	Valid exchange fields when placing an order for this contract.
None	The list of exchanges will is provided in the same order as the corresponding MarketRuleIds list.	None
UnderConId	int	For derivatives
LongName	string	Descriptive name of the product.
ContractMonth	string	Typically the contract month of the underlying for a Future contract.
Industry	string	The industry classification of the underlying/product. For example
Category	string	The industry category of the underlying. For example
Subcategory	string	The industry subcategory of the underlying. For example
TimeZoneId	string	The time zone for the trading hours of the product. For example
TradingHours	string	The trading hours of the product. This value will contain the trading hours of the current day as well as the next’s. For example
LiquidHours	string	The liquid hours of the product. This value will contain the liquid hours (regular trading hours) of the contract on the specified exchange. Format for TWS versions until 969: 20090507:0700-1830
EvRule	string	Contains the Economic Value Rule name and the respective optional argument. The two values should be separated by a colon. For example
EvMultiplier	double	Tells you approximately how much the market value of a contract would change if the price were to change by 1. It cannot be used to get market value by multiplying the price by the approximate multiplier.
AggGroup	int	Aggregated group Indicates the smart-routing group to which a contract belongs. contracts which cannot be smart-routed have aggGroup = -1.
SecIdList	List	A list of contract identifiers that the customer is allowed to view. CUSIP/ISIN/etc. For US stocks
UnderSymbol	string	For derivatives
UnderSecType	string	For derivatives
MarketRuleIds	string	The list of market rule IDs separated by comma Market rule IDs can be used to determine the minimum price increment at a given price.
RealExpirationDate	string	Real expiration date. Requires TWS 968+ and API v973.04+. Python API specifically requires API v973.06+.
LastTradeTime	string	Last trade time.
StockType	string	Stock type.
Cusip	string	The nine-character bond CUSIP. For Bonds only. Receiving CUSIPs requires a CUSIP market data subscription.
Ratings	string	Identifies the credit rating of the issuer. This field is not currently available from the TWS API. For Bonds only. A higher credit rating generally indicates a less risky investment. Bond ratings are from Moody’s and S&P respectively. Not currently implemented due to bond market data restrictions.
DescAppend	string	A description string containing further descriptive information about the bond. For Bonds only.
BondType	string	The type of bond
CouponType	string	The type of bond coupon. This field is currently not available from the TWS API. For Bonds only.
Callable	bool	If true
Putable	bool	Values are True or False. If true
Coupon	double	The interest rate used to calculate the amount you will receive in interest payments over the course of the year. This field is currently not available from the TWS API. For Bonds only.
Convertible	bool	Values are True or False. If true
Maturity	string	he date on which the issuer must repay the face value of the bond. This field is currently not available from the TWS API. For Bonds only. Not currently implemented due to bond market data restrictions.
IssueDate	string	The date the bond was issued. This field is currently not available from the TWS API. For Bonds only. Not currently implemented due to bond market data restrictions.
NextOptionDate	string	Only if bond has embedded options. This field is currently not available from the TWS API. Refers to callable bonds and puttable bonds. Available in TWS description window for bonds.
NextOptionType	string	Type of embedded option. This field is currently not available from the TWS API. Only if bond has embedded options.
NextOptionPartial	bool	Only if bond has embedded options. This field is currently not available from the TWS API. For Bonds only.
Notes	string	If populated for the bond in IB’s database. For Bonds only.
MinSize	decimal	Order’s minimal size.
SizeIncrement	decimal	Order’s size increment.
SuggestedSizeIncrement	decimal	Order’s suggested size increment.
FundName	string	Fund’s name.
FundFamily	string	Fund’s family.
FundType	string	Fund’s type.
FundFrontLoad	string	Fund’s front load.
FundBackLoad	string	Fund’s back load.
FundBackLoadTimeInterval	string	Fund’s back load time interval.
FundManagementFee	string	Fund’s management fee.
FundClosed	bool	Fund closed flag.
FundClosedForNewInvestors	bool	Fund closed for new investors flag.
FundClosedForNewMoney	bool	Fund closed for new money flag.
FundNotifyAmount	string	Fund’s notify amount.
FundMinimumInitialPurchase	string	Fund’s minimum initial purchase.
FundSubsequentMinimumPurchase	string	Fund’s subsequent minimum purchase.
FundBlueSkyStates	string	Fund’s blue sky states.
FundBlueSkyTerritories	string	Fund’s blue sky territories.
FundDistributionPolicyIndicator	FundDistributionPolicyIndicator	Fund’s distribution policy indicator.
FundAssetType	FundAssetType	Fund’s asset type.