Introduction | Interactive Brokers

Name	Type	Description
Account	string	The account the trade will be allocated to.
Action	string	Identifies the side. Generally available values are BUY and SELL. Additionally, <b>SSHORT</b> and <b>SLONG</b> are available in some institutional-accounts only.
ActiveStartTime = new List()	string	Defines the start time of GTC orders.
ActiveStopTime	string	Defines the stop time of GTC orders.
AdjustableTrailingUnit	int	Adjusted Stop orders: specifies where the trailing unit is an amount (set to 0) or a percentage (set to 1)
AdjustedOrderType	string	Adjusted Stop orders: the parent order will be adjusted to the given type when the adjusted trigger price is penetrated.
AdjustedStopLimitPrice	double	Adjusted Stop orders: specifies the stop limit price of the adjusted (STPL LMT) parent.
AdjustedStopPrice	double	Adjusted Stop orders: specifies the stop price of the adjusted (STP) parent.
AdjustedTrailingAmount	double	Adjusted Stop orders: specifies the trailing amount of the adjusted (TRAIL) parent.
AdvancedErrorOverride	string	Accepts a string with parameters obtained from advancedOrderRejectJson.
AlgoId	string	Identifies orders generated by algorithmic trading.
AlgoParams	List	The list of parameters for the IB algorithm. For more information about IB’s API algorithms
AlgoStrategy	string	The algorithm strategy. ArrivalPx – Arrival Price DarkIce – Dark Ice PctVol – Percentage of Volume Twap – TWAP (Time Weighted Average Price) Vwap – VWAP (Volume Weighted Average Price) For more information about IB’s API algorithms
AllOrNone	bool	Indicates whether or not all the order has to be filled on a single execution.
AuctionStrategy	int	For BOX orders only. Values include: 1 – Match 2 – Improvement 3 – Transparent.
AutoCancelDate	string	Specifies the date to auto cancel the order.
AutoCancelParent	bool	Cancels the parent order if child order was cancelled.
AuxPrice	double	Generic field to contain the stop price for STP LMT orders, trailing amount, etc.
BasisPoints	double	Specifies Basis Points for EFP order. The values increment in 0.01% = 1 basis point. For EFP orders only.
BasisPointsType	int	Specifies the increment of the Basis Points. For EFP orders only.
BlockOrder	bool	If set to true
CashQty	double	The native cash quantity.
ClearingAccount	string	Specifies the true beneficiary of the order. For IBExecution customers. This value is required for FUT/FOP orders for reporting to the exchange.
ClearingIntent	string	For execution-only clients to know where do they want their shares to be cleared at. Valid values are: IB
ClientId	int	The API client id which placed the order.
CompeteAgainstBestOffset	double	Dpecifies the offset Off The Midpoint that will be applied to the order. For IBKRATS orders.
Conditions	List	Conditions determining when the order will be activated or canceled.
ConditionsCancelOrder	bool	Conditions can determine if an order should become active or canceled.
ConditionsIgnoreRth	bool	Indicates whether or not conditions will also be valid outside Regular Trading Hours.
ContinuousUpdate	int	Specifies whether TWS will automatically update the limit price of the order as the underlying price moves. VOL orders only.
Deactivate	Boolean	Determines if the order is Active (False) or Deactivated (True). Orders that are deactivated are not submitted and will not execute, though they can be reviewed and transmitted via API, Trader Workstation, or Client Portal. This is unique from the Transmit field as orders submitted as Transmit=False will not leave the current TWS instance, and will be erased upon logout. Deactivated orders will persist internally at Interactive Brokers.
Delta	double	The stock’s Delta. For orders on BOX only.
DeltaNeutralAuxPrice	double	Use this field to enter a value if the value in the deltaNeutralOrderType field is an order type that requires an Aux price
DeltaNeutralClearingAccount	string	Specifies the beneficiary of the Delta Neutral order.
DeltaNeutralClearingIntent	string	Specifies where the clients want their shares to be cleared at. Must be specified by execution-only clients. Valid values are: IB
DeltaNeutralConId	int	The unique contract identifier specifying the security in Delta Neutral order.
DeltaNeutralDesignatedLocation	string	Identifies third party order origin. Used only when deltaNeutralShortSaleSlot = 2.
DeltaNeutralOpenClose	string	Specifies whether the order is an Open or a Close order and is used when the hedge involves a CFD and and the order is clearing away.
DeltaNeutralOrderType	string	Enter an order type to instruct TWS to submit a delta neutral trade on full or partial execution of the VOL order. VOL orders only. For no hedge delta order to be sent
DeltaNeutralSettlingFirm	string	Indicates the firm which will settle the Delta Neutral trade. Institutions only.
DeltaNeutralShortSale	bool	Used when the hedge involves a stock and indicates whether or not it is sold short.
DeltaNeutralShortSaleSlot	int	Indicates a short sale Delta Neutral order. Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). If you use 2
DesignatedLocation	string	For institutions only. Indicates the location where the shares to short come from. Used only when short sale slot is set to 2 (which means that the shares to short are held elsewhere and not with IB).
DiscretionaryAmt	double	The amount off the limit price allowed for discretionary orders.
DiscretionaryUpToLimitPrice	bool	Set to true to convert order of type ‘Primary Peg’ to ‘D-Peg’.
DisplaySize	int	The publicly disclosed order size
DontUseAutoPriceForHedge	bool	Don’t use auto price for hedge.
Duration	int	Specifies the number of seconds the order should remain active. For GTD orders only. Users that would prefer to specify an exact date should user the “GoodTillDate” parameter instead. Both values cannot be specified at the same time.
ExemptCode	int	Only available with IB Execution-Only accounts with applicable securities. Mark order as exempt from short sale uptick rule.
ExtOperator	String	Following CME Rule 576, the ExtOperator field will signify if the unique API operator at the time of trading for order management.
FaGroup	string	The Financial Advisor group the trade will be allocated to. Use an empty string if not applicable.
FaMethod	string	The Financial Advisor allocation method the trade will be allocated to. Use an empty string if not applicable.
FaPercentage	string	The Financial Advisor percentage concerning the trade’s allocation. Use an empty string if not applicable.
FilledQuantity	decimal	Specifies the initial order quantity to be filled.
GoodAfterTime	string	Specifies the date and time after which the order will be active. Format: yyyymmdd hh:mm:ss {optional Timezone}.
GoodTillDate	string	The date and time when the order should cancel if not already filled. Only valid for orders using the “GTD” tif. Users that would prefer to specify a number of seconds should use the Duration parameter instead. Both values cannot be specified at the same time.
HedgeMaxSize	integer	hedgeMaxSize (also referred to as “Max Hedging Size”) is a user-supplied parameter that caps the maximum number of shares that can be shorted in a beta hedge child order. It provides an upper bound for risk and credit assessment purposes. Applied only to beta hedge orders (sell side only) for stocks in IB- cleared accounts.
HedgeParam	string	For hedge orders. Beta = x for Beta hedge orders
HedgeType	string	For hedge orders. Possible values include: D – Delta B – Beta F – FX P – Pair
Hidden	bool	If set to true, the order will not be visible when viewing the market depth. This option only applies to orders routed to the NASDAQ exchange.
ImbalanceOnly	bool	Used to specify “imbalance only open orders” or “imbalance only closing orders”.
includeOvernight	bool	Specify if the order should include overnight trading or not. False (no Overnight) is set by default.
IsOmsContainer	bool	Set to true to create tickets from API orders when TWS is used as an OMS.
IsPeggedChangeAmountDecrease	bool	Pegged-to-benchmark orders: indicates whether the order’s pegged price should increase or decreases.
LmtPrice	double	The LIMIT price. Used for limit
LmtPriceOffset	double	Adjusted Stop orders: specifies the price offset for the stop to move in increments.
ManualOrderIndicator	int	Following CME Rule 576, the ManualOrderIndicator field will signify if an order is manual (1) or automated (0).
ManualOrderTime	string	Used by brokers and advisors when manually entering an order request. Format should be “YYYYMMDD-HH:mm:ss” using UTC as the timezone value.
MidOffsetAtHalf	double	This offset is applied when the spread is an odd number of cents wide. This offset must be in half-penny increments. For IBKRATS orders.
MidOffsetAtWhole	double	This offset is applied when the spread is an even number of cents wide. This offset must be in whole-penny increments or zero. For IBKRATS orders.
Mifid2DecisionAlgo	string	Identifies the algorithm responsible for investment decisions within the firm. Orders covered under MiFID 2 must include either Mifid2DecisionMaker or Mifid2DecisionAlgo
Mifid2DecisionMaker	string	Identifies a person as the responsible party for investment decisions within the firm. Orders covered by MiFID 2 (Markets in Financial Instruments Directive 2) must include either Mifid2DecisionMaker or Mifid2DecisionAlgo field (but not both). Requires TWS 969+.
Mifid2ExecutionAlgo	string	For MiFID 2 reporting; identifies the algorithm responsible for the execution of a transaction within the firm. Requires TWS 969+.
Mifid2ExecutionTrader	string	For MiFID 2 reporting; identifies a person as the responsible party for the execution of a transaction within the firm. Requires TWS 969+.
MinCompeteSize	int	Defines the minimum size to compete. For IBKRATS orders.
MinQty	int	Identifies a minimum quantity order type.
MinTradeQty	int	Defines the minimum trade quantity to fill. For IBKRATS orders.
ModelCode	string	Is used to place an order to a model. For example
NotHeld	bool	Orders routed to IBDARK are tagged as “post only” and are held in IB’s order book
OcaGroup	string	One-Cancels-All group identifier.
OcaType	int	Tells how to handle remaining orders in an OCA group when one order or part of an order executes. Valid values are: 1 – Cancel all remaining orders with block. 2 – Remaining orders are proportionately reduced in size with block. 3 – Remaining orders are proportionately reduced in size with no block. If you use a value “with block” it gives the order overfill protection. This means that only one order in the group will be routed at a time to remove the possibility of an overfill.
OpenClose	string	For institutional customers only. Valid values are O (open) and C (close). Available for institutional clients to determine if this order is to open or close a position. When Action = “BUY” and OpenClose = “O” this will open a new position. When Action = “BUY” and OpenClose = “C” this will close and existing short position.
OptOutSmartRouting	bool	Use to opt out of default SmartRouting for orders routed directly to ASX. This attribute defaults to false unless explicitly set to true. When set to false
OrderComboLegs	List	List of Per-leg price following the same sequence combo legs are added. The combo price must be left unspecified when using per-leg prices.
OrderId	int	The API client’s order id.
OrderMiscOptions = new List()	List	For internal use only. Use the default value XYZ.
OrderRef	string	The order reference. Intended for institutional customers only
OrderType	string	The order’s type.
Origin	int	The order’s origin. Same as TWS “Origin” column. Identifies the type of customer from which the order originated. Valid values are:0 – Customer 1 – Firm.
OutsideRth	bool	If set to true, allows orders to also trigger or fill outside of regular trading hours.
OverridePercentageConstraints	bool	Overrides TWS constraints. Precautionary constraints are defined on the TWS Presets page
ParentId	int	The order ID of the parent order, used for bracket and auto trailing stop orders.
ParentPermId	long	Parent order Id.
PeggedChangeAmount	double	Pegged-to-benchmark orders: amount by which the order’s pegged price should move.
PercentOffset	double	The percent offset amount for relative orders.
PermId	int	The Host order identifier.
PostToAts	int	Value must be positive
PtOrderId	int	Order ID for a preset profit taker order.
PtOrderType	string	Order type for the profit take. Must be “PRESET”.
RandomizePrice	bool	Randomizes the order’s price. Only for Volatility and Pegged to Volatility orders.
RandomizeSize	bool	Randomizes the order’s size. Only for Volatility and Pegged to Volatility orders.
RefFuturesConId	int	Identifies the reference future conId.
ReferenceChangeAmount	double	Pegged-to-benchmark orders: the amount the reference contract needs to move to adjust the pegged order.
ReferenceContractId	int	Pegged-to-benchmark orders: this attribute will contain the conId of the contract against which the order will be pegged.
ReferenceExchange	string	Pegged-to-benchmark orders: the exchange against which we want to observe the reference contract.
ReferencePriceType	int	Specifies how you want TWS to calculate the limit price for options
RouteMarketableToBbo	bool	Routes market order to Best Bid Offer.
Rule80A	string	Individual = ‘I’ Agency = ‘A’ AgentOtherMember = ‘W’ IndividualPTIA = ‘J’ AgencyPTIA = ‘U’ AgentOtherMemberPTIA = ‘M’ IndividualPT = ‘K’ AgencyPT = ‘Y’ AgentOtherMemberPT = ‘N’.
ScaleAutoReset	bool	Restarts the Scale series if the order is cancelled. For extended scale orders.
ScaleInitFillQty	int	Specifies the initial quantity to be filled. For extended scale orders.
ScaleInitLevelSize	int	Defines the size of the first
ScaleInitPosition	int	The initial position of the Scale order. For extended scale orders.
ScalePriceAdjustInterval	int	Specifies the interval when the price is adjusted. For extended Scale orders.
ScalePriceAdjustValue	double	Modifies the value of the Scale order. For extended Scale orders.
ScalePriceIncrement	double	Defines the price increment between scale components. For Scale orders only. This value is compulsory.
ScaleProfitOffset	double	Specifies the offset when to adjust profit. For extended scale orders.
ScaleRandomPercent	bool	Defines the random percent by which to adjust the position. For extended scale orders.
ScaleSubsLevelSize	int	Defines the order size of the subsequent scale order components. For Scale orders only. Used in conjunction with scaleInitLevelSize().
ScaleTable	string	The list of scale orders. Used for scale orders.
SettlingFirm	string	Indicates the firm which will settle the trade. Institutions only.
Shareholder	string	Identifies the Shareholder.
ShortSaleSlot	int	For institutions only. Valid values are: 1 – Broker holds shares 2 – Shares come from elsewhere.

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SlOrderId	int	Order identifier of the attached stop loss from presets.
SlOrderType	string	Order type for the attach stop loss from presets. Must be “PRESET”.
SmartComboRoutingParams	List	Advanced parameters for Smart combo routing. These features are for both guaranteed and nonguaranteed combination orders routed to Smart
Solicited	bool	The Solicited field should be used for orders initiated or recommended by the broker or adviser that were approved by the client (by phone, email, chat, verbally, etc.) prior to entry. Please note that orders that the adviser or broker placed without specifically discussing with the client are discretionary orders, not solicited.
StartingPrice	double	The auction’s starting price. For BOX orders only.
StockRangeLower	double	The lower value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.
StockRangeUpper	double	The upper value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.
StockRefPrice	double	The stock’s reference price. The reference price is used for VOL orders to compute the limit price sent to an exchange (whether or not Continuous Update is selected)
SweepToFill	bool	If set to true
Tier	SoftDollarTier	Define the Soft Dollar Tier used for the order. Only provided for registered professional advisors and hedge and mutual funds.
Tif	string	The time in force. Valid values are: DAY – Valid for the day only. GTC – Good until canceled. The order will continue to work within the system and in the marketplace until it executes or is canceled. GTC orders will be automatically be cancelled under the following conditions: If a corporate action on a security results in a stock split (forward or reverse)
TotalQuantity	decimal	The number of positions being bought/sold.
TrailStopPrice	double	Trail stop price for TRAIL LIMIT orders.
TrailingPercent	double	Specifies the trailing amount of a trailing stop order as a percentage. Observe the following guidelines when using the trailingPercent field: Guidelines * This field is mutually exclusive with the existing trailing amount. That is, the API client can send one or the other but not both. * This field is read AFTER the stop price (barrier price) as follows: deltaNeutralAuxPrice stopPrice, trailingPercent, scale order attributes. * The field will also be sent to the API in the openOrder message if the API client version is >= 56. It is sent after the stopPrice field as follows: stopPrice, trailingPct, basisPoint.
Transmit	bool	Specifies whether the order will be transmitted by TWS. If set to false, the order will be created at TWS but will not be sent. Users implementing directly from Protobuf should be aware that Transmit should be implicitly set to ‘true’ when placing orders to transmit an order.
TriggerMethod	int	Specifies how Simulated Stop
TriggerPrice	double	Adjusted Stop orders: specifies the trigger price to execute.
UsePriceMgmtAlgo	bool	Specifies wether to use Price Management Algo. CTCI users only.
Volatility	double	The option price in volatility
VolatilityType	int	Values include: 1 – Daily Volatility 2 – Annual Volatility.
WhatIf	bool	Allows to retrieve the commissions and margin information. When placing an order with this attribute set to true
customerAccount	String	Required for Nondisclosed Omnibus Accounts. A unique identifier for each account within the Omnibus structure to signify the account holder being traded. Best practice (Not Required): clients should look to hash this value, using something along the lines of 5 digits of SHA1 of the account number. This should not be implemented for non-omnibus accounts.
isProCustomer	Boolean	Required for Nondisclosed Omnibus Accounts Signify whether or not the subaccount is classified as Professional or Non-Professional. This should not be implemented for non-omnibus accounts.