The modifications below are in build 9.67 of the TWS API.
For clarification on any of the items listed, refer to the appropriate section in the API Reference Guide, or send us an email at API Support.
The Java, ActiveX, and C++ APIs can now receive a list of contract identifiers that the customer is allowed to view (CUSIP, ISIN, etc.) This is made possible by a new attribute in Contract Details, secIDList.
The Java, ActiveX, and C++ APIs now let you specify per-leg combo prices. To support this feature, we've added a new object called OrderComboLeg, which contains a single attribute, price (double); and a new attribute called OrderComboLegList. OrderComboLeg contains order-specific per-leg attributes while OrderComboLegList holds the attributes for all legs.
The API also receives the Contract::comboLegs vector and comboLegsDescription string. Note that the order in which the legs are received from TWS in the openOrder message could be different from what was originally submitted; however, the order of Contract::comboLegs and Order::orderComboLegs vector elements will be consistent.
You can now track commissions in the Java, ActiveX, and C++ APIs using the new callback commissionReport( ), which contains the parameter CommissionReport, which is a new object. The new CommissionReport object contains the following attributes:
A new field, trailingPercent (double), has been added to orders in the ActiveX, C++ and Java APIs. You can now specify the trailing amount of a trailing stop order as a percentage, the same as a user can do in TWS.
Observe the following guidelines when using the trailingPercent field:
This enhancement requires TWS server version 62.
Our ActiveX, C++ and Java API's now support extended scale orders. The following fields have been added to an order:
To support products in Australia which trade in non-currency units, the following attributes have been added to Execution and Contract Details socket client properties in the Java and C++ APIs and to the Execution and Contract Details COM objects in the ActiveX API:
aussieBond:YearsToExpiration=3. When the optional argument is not present, the first value will be followed by a colon.
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