API Release Notes for build 8.3

The enhancements and modifications below are in build 8.3 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.

Enhancements
Specify Options Multipliers to Identify Contracts

Starting with API version 8.3 and TWS version 839.0 (server version 15), an API application of any type can specify a desired futures or options contract multiplier in any API operation that involves describing a contract. These operations are: placing orders, requesting market data, requesting market depth, and requesting contract specifications. An example of when this functionality is useful is when a corporate action has resulted in more than one options contract being traded on the same underlying, with the same right (put or call), strike, and expiration. An example of this is the May 05 Legg Mason Calls struck at 50, which on January 4, 2005, traded with a multiplier of 100 (local symbol = “LM EJ”) and a multiplier of 150 (local symbol=”MLCEJ”). The Options Clearing Corporation website (www.theocc.com) on that date published “Equity Special Settlement Reports” describing those options. If a contract only trades with a single multiplier (typically 100), specifying the multiplier is not necessary.

Specify Options Multipliers for ActiveX, Socket Library, and Java API Clients

Starting with API version 8.3, when running against TWS version 839.0 (server version 15) or higher, all socket-based API technologies, including the socket client library, ActiveX, and Java, can specify a desired futures or options contract multiplier when placing orders, requesting market data, requesting market depth, and requesting contract specifications. For this purpose, socket library and Java developers will see a new data member added to the Contract class, and a new parameter added to its constructor. ActiveX developers will see one new parameter added for this purpose to the placeOrder(), reqMktData(), reqMktDepth(), and reqContractDetails() methods. In all cases, the multiplier is transmitted to TWS itself via the sending of a new version of the aforementioned messages. The details of that can be seen in either of the Java test client’s EClientSocket.java source code, or the socket library’s EClientSocket.cpp source code, both of which are included in the download.

Specification of the Primary Exchange for DDE Clients

Starting with API version 8.3, when running against TWS version 839.0 or higher, the TwsDde.xls spreadsheet contained in the API download allows the specification of a desired futures or options contract multiplier when placing orders, requesting market data, requesting market depth, and requesting contract specifications. That spreadsheet also requires that the desired currency be specified when performing any of those operations.

 

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