974 Beta: Shortable Shares, Smart Depth, Better Pacing and more
Unless otherwise noted, items below require TWS version 974 or higher.
- New ShortableShares Tick Returns Exact Number of Shares Available to Short: When you use generic tick type 236 in reqMktData to request data, the exact number of shares available to short is now returned, in addition to the previous 'Shortable' tick type which indicates whether there are more than or fewer than 1000 (and that is returned by itself in response to generic tick type 236 in TWS versions lower than beta 974.1).
- Smart Depth: The API now provides aggregated depth of market (DOM) quotes from the level 1 and level 2 feeds to which a user has subscribed, instead of requiring the API client to make reqMktDepth requests to each exchange individually. This is requested by setting the new parameter isSmartDepth in reqMktDepth to True.
- New Parameter for Advisors: The functions reqPositionsMulti and reqAccountUpdatesMulti will no longer accept an 'account' parameter set as the empty string with Financial Advisor accounts, in order to prevent possible confusion. To request data from 'all' subaccounts, the account parameter must be defined as 'All'.
- Better Pacing: API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.
- reqHistoricalTicks in ActiveX: The function reqHistoricalTicks is now available in the ActiveX API
- Tickets Placement via API (for OMS): Ticket placement is now supported from API clients when using TWS as an OMS.
- Generic Filters in Scanners: Generic filters (which are not fields in the ScannerSubscription class) are now available to use with the API scanner. The new filters can be found from the API reqScannerParameters function and are added through an additional parameter in reqScannerSubscription. Requires TWS version 973 or higher.
- Sample Spreadsheet as Class Files: The ActiveX Excel sample spreadsheet will soon be provided as class (.cls) files to improve versioning and merging into Github. To provide updates to the ActiveX sample spreadsheet, the provided decompile.vbs script should be used to update the spreadsheet decompiled vbproject files, and these files should then be committed in addition to TwsActiveX.xls.