Market Data Fields | Interactive Brokers

Field	Return Type	Value	Description
31	string	Last Price	The last price at which the contract traded. May contain one of the following prefixes: C – Previous day’s closing price. H – Trading has halted.
55	string	Symbol
58	string	Text
70	string	High	Current day high price
71	string	Low	Current day low price
73	string	Market Value	The current market value of your position in the security. Market Value is calculated with real time market data (even when not subscribed to market data).
74	string	Avg Price	The average price of the position.
75	string	Unrealized PnL	Unrealized profit or loss. Unrealized PnL is calculated with real time market data (even when not subscribed to market data).
76	string	Formatted position
77	string	Formatted Unrealized PnL
78	string	Daily PnL	Your profit or loss of the day since prior close. Daily PnL is calculated with real time market data (even when not subscribed to market data).
79	string	Realized PnL	Realized profit or loss. Realized PnL is calculated with real time market data (even when not subscribed to market data).
80	string	Unrealized PnL %	Unrealized profit or loss expressed in percentage.
82	string	Change	The difference between the last price and the close on the previous trading day
83	string	Change %	The difference between the last price and the close on the previous trading day in percentage.
84	string	Bid Price	The highest-priced bid on the contract.
85	string	Ask Size	The number of contracts or shares offered at the ask price.
86	string	Ask Price	The lowest-priced offer on the contract.
87	string	Volume	Volume for the day, formatted with ‘K’ for thousands or ‘M’ for millions. For higher precision volume refer to field 7762.
88	string	Bid Size	The number of contracts or shares bid for at the bid price.
201	string	Right	Returns the right of the instrument, such as P for Put or C for Call.
6004	string	Exchange
6008	integer	Conid	Contract identifier from IBKR’s database.
6070	string	SecType	The asset class of the instrument.
6072	string	Months
6073	string	Regular Expiry
6119	string	Marker for market data delivery method (similar to request id)
6457	integer	Underlying Conid. Use /trsrv/secdef to get more information about the security
6508	string	Service Params.
6509	string	Market Data Availability. The field may contain three chars. First char defines: R = RealTime, D = Delayed, Z = Frozen, Y = Frozen Delayed, N = Not Subscribed, i – incomplete, v – VDR Exempt (Vendor Display Rule 603c). Second char defines: P = Snapshot, p = Consolidated. Third char defines: B = Book. RealTime	Data is relayed back in real time without delay, market data subscription(s) are required. Delayed – Data is relayed back 15-20 min delayed. Frozen – Last recorded data at market close, relayed back in real time. Frozen Delayed – Last recorded data at market close, relayed back delayed. Not Subscribed – User does not have the required market data subscription(s) to relay back either real time or delayed data. Snapshot – Snapshot request is available for contract. Consolidated – Market data is aggregated across multiple exchanges or venues. Book – Top of the book data is available for contract.
7051	string	Company name
7057	string	Ask Exch	Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY
7058	string	Last Exch	Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY
7059	string	Last Size	The number of unites traded at the last price
7068	string	Bid Exch	Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY
7084	string	Implied Vol./Hist. Vol %	The ratio of the implied volatility over the historical volatility, expressed as a percentage.
7085	string	Put/Call Interest	Put option open interest/call option open interest for the trading day. Only available for Underlying contracts.
7086	string	Put/Call Volume	Put option volume/call option volume for the trading day.
7087	string	Hist. Vol. %	30-day real-time historical volatility.
7088	string	Hist. Vol. Close %	Shows the historical volatility based on previous close price.
7089	string	Opt. Volume	Option Volume
7094	string	Conid + Exchange
7184	string	canBeTraded	If contract is a trade-able instrument. Returns 1(true) or 0(false).
7219	string	Contract Description
7220	string	Contract Description
7221	string	Listing Exchange
7280	string	Industry	Displays the type of industry under which the underlying company can be categorized.
7281	string	Category	Displays a more detailed level of description within the industry under which the underlying company can be categorized.
7282	string	Average Volume	The average daily trading volume over 90 days.
7283	string	Option Implied Vol. %	A prediction of how volatile an underlying will be in the future.At the market volatility estimated for a maturity thirty calendar days forward of the current trading day, and based on option prices from two consecutive expiration months. To query the Implied Vol. % of a specific strike refer to field 7633.
7284	string	Historical volatility %	Deprecated, see field 7087
7285	string	Put/Call Ratio
7292	string	Cost Basis	Your current position in this security multiplied by the average price and multiplier.
7293	string	52 Week High	The highest price for the past 52 weeks.
7294	string	52 Week Low	The lowest price for the past 52 weeks.
7295	string	Open	Today’s opening price.
7296	string	Close	Today’s closing price.
7308	string	Delta	The ratio of the change in the price of the option to the corresponding change in the price of the underlying.
7309	string	Gamma	The rate of change for the delta with respect to the underlying asset’s price.
7310	string	Theta	A measure of the rate of decline the value of an option due to the passage of time.
7311	string	Vega	The amount that the price of an option changes compared to a 1% change in the volatility.
7607	string	Opt. Volume Change %	Today’s option volume as a percentage of the average option volume.
7633	string	Implied Vol. %	The implied volatility for the specific strike of the option in percentage. To query the Option Implied Vol. % from the underlying refer to field 7283.
7635	string	Mark	The mark price is, the ask price if ask is less than last price, the bid price if bid is more than the last price, otherwise it’s equal to last price.
7636	string	Shortable Shares	Number of shares available for shorting.
7637	string	Fee Rate	Interest rate charged on borrowed shares.
7638	string	Option Open Interest. Available for Underlyings and Call & Put options.
7639	string	% of Mark Value	Displays the market value of the contract as a percentage of the total market value of the account. Mark Value is calculated with real time market data (even when not subscribed to market data).
7644	string	Shortable	Describes the level of difficulty with which the security can be sold short.
7671	string	Dividends	This value is the total of the expected dividend payments over the next twelve months per share.
7672	string	Dividends TTM	This value is the total of the expected dividend payments over the last twelve months per share.
7674	string	EMA(200)	Exponential moving average (N=200).
7675	string	EMA(100)	Exponential moving average (N=100).
7676	string	EMA(50)	Exponential moving average (N=50).
7677	string	EMA(20)	Exponential moving average (N=20).
7678	string	Price/EMA(200)	Price to Exponential moving average (N=200) ratio -1, displayed in percents.
7679	string	Price/EMA(100)	Price to Exponential moving average (N=100) ratio -1, displayed in percents.
7724	string	Price/EMA(50)	Price to Exponential moving average (N=50) ratio -1, displayed in percents.
7681	string	Price/EMA(20)	Price to Exponential moving average (N=20) ratio -1, displayed in percents.
7682	string	Change Since Open	The difference between the last price and the open price.
7683	string	Upcoming Event	Shows the next major company event. Requires Wall Street Horizon subscription.
7684	string	Upcoming Event Date	The date of the next major company event. Requires Wall Street Horizon subscription.
7685	string	Upcoming Analyst Meeting	The date and time of the next scheduled analyst meeting. Requires Wall Street Horizon subscription.
7686	string	Upcoming Earnings	The date and time of the next scheduled earnings/earnings call event. Requires Wall Street Horizon subscription.
7687	string	Upcoming Misc Event	The date and time of the next shareholder meeting, presentation or other event. Requires Wall Street Horizon subscription.
7688	string	Recent Analyst Meeting	The date and time of the most recent analyst meeting. Requires Wall Street Horizon subscription.
7689	string	Recent Earnings	The date and time of the most recent earnings/earning call event. Requires Wall Street Horizon subscription.
7690	string	Recent Misc Event	The date and time of the most recent shareholder meeting, presentation or other event. Requires Wall Street Horizon subscription.
7694	string	Probability of Max Return	Customer implied probability of maximum potential gain.
7695	string	Break Even	Break even points
7696	string	SPX Delta	Beta Weighted Delta is calculated using the formula; Delta x dollar adjusted beta, where adjusted beta is adjusted by the ratio of the close price.
7697	string	Futures Open Interest	Total number of outstanding futures contracts
7698	string	Last Yield	Implied yield of the bond if it is purchased at the current last price. Last yield is calculated using the Last price on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.
7699	string	Bid Yield	Implied yield of the bond if it is purchased at the current bid price. Bid yield is calculated using the Ask on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.
7700	string	Probability of Max Return	Customer implied probability of maximum potential gain.
7702	string	Probability of Max Loss	Customer implied probability of maximum potential loss.
7703	string	Profit Probability	Customer implied probability of any gain.
7704	string	Organization Type
7705	string	Debt Class
7706	string	Ratings	Ratings issued for bond contract.
7707	string	Bond State Code
7708	string	Bond Type
7714	string	Last Trading Date
7715	string	Issue Date
7720	string	Ask Yield	Implied yield of the bond if it is purchased at the current offer. Ask yield is calculated using the Bid on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.
7741	string	Prior Close	Yesterday’s closing price
7762	string	Volume Long	High precision volume for the day. For formatted volume refer to field 87.
7768	string	hasTradingPermissions	if user has trading permissions for specified contract. Returns 1(true) or 0(false).
7920	string	Daily PnL Raw	Your profit or loss of the day since prior close. Daily PnL is calculated with real-time market data (even when not subscribed to market data).
7921	string	Cost Basis Raw	Your current position in this security multiplied by the average price and and multiplier.