API Release Notes for build 9.3

The enhancements and modifications below are in build 9.3 of the TWS API. For clarification on any of the items listed, refer to the appropriate section in the Users Guide, or send us an email at Beta Support.

Enhancements
Support for Scale Orders

API version 9.3 starting with server version 35 (875 release of TWS) provides support for SCALE orders. To do this, use SCALE as the order type and use the following extended order attributes:

Either scaleNumComponents (split order into X buckets) or scaleComponentSize (split order so each bucket is of the size X) AND scalePriceIncrement (price increment per bucket).

The PriceIncrement is unconditionally required, and only one of either NumComponents/ComponentSize must be specified.  NOTE: New fields are provided back in openOrder() callback as part
of the Order description.

This feature is supported for all API clients.

Snapshot Market Data

API version 9.3 starting with server version 35  (875 release of TWS) allows clients to request snapshot market data. To do this, set the snapshot parameter in the reqMktData() method to True.

This feature is supported in all clients EXCEPT DDE for Excel.

Support for Short Sale Attributes for Individual Combination Order Legs 

API version 9.3 starting with server version 35 (875 release of TWS) provides support for institutional customers to specify ShortSaleSlot / DesignatedLocation for an individual leg of a COMBO order. Previously the short sale attributes could only be used for single, non-combination orders.

Two new attributes have been added to the ComboLeg class for that purpose. Valid values specified for ShortSaleSlot are as follows:

    0 - unapplicable (e.g. retail customer or not SSHORT leg)
    1 - clearing broker
    2 - third party

ShortSaleSlot ==2 requires DesignatedLocation to be specified. Non-empty DesignatedLocation values for all other cases will cause orders to be rejected.

This feature is supported in all clients EXCEPT DDE for Excel.


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