API Release Notes For Build 7.1
The enhancements and modifications below are in build 7.1 of the TWS API. For clarification on any of the items listed, refer to the appropriate section in the User's Guide, or contact IB customer service.
API client’s can now request market data for combination tickers and place combination orders.
- The ActiveX API methods for requesting tickers and placing orders remain the same. However to place a combination order the order legs must be associated with the order using the new ‘addComboLeg( )’ method. To remove all order leg associations call the ‘clearComboLegs( )’ method.
- The socket methods for requesting tickers and placing orders remain the same. A new ComboLeg structure has been added to encapsulate an order leg definition and the Contract structure has been extended to optionally include a collection of these leg definitions.
- DDE clients can request market data for combination tickers and place combination orders. Refer to the TWS API Guide for detailed information.
Three new fields have been added to the portfolio details event, ‘averageCost’, ‘unrealizedPNL’, and ‘realizedPNL’.
- The ActiveXupdatePortfolio( ) event has been extended to include these 3 fields.
- The socket methodupdatePortfolio( ) method has been extended to include these 3 fields.
- Added new DDE request types to the ‘acct’ topic for the 3 new fields. The request types are: ‘avgCost’, ‘unrealizedPNL’, and ‘realizedPNL’.
Two new market depth notification messages have been provided to inform users of data flow interruptions. The new error messages 316 and 317 are explained below.
A new VB 6.0 sample application has been included with this installation to demonstrate communication with TWS using the activeX interface.
A debug build of the TwsSocketClient.dll file has been included with this installation to facilitate easier resolution of runtime errors.
Error code 316 - " Market depth data has been HALTED. Please re-subscribe."
Error code 317 - " Market depth data has been RESET. Please empty deep book contents before applying any new entries."
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