Do you offer tick-by-tick data via the API?

A paid market data subscription is typically required to receive real time (live) market data via the API offerings. Once subscribed to the appropriate package, real time data is available via the TWS API in the following ways:

• Top of Book (Level 1) Streaming Data…

Historical market data is available via a number of methods through our API offerings. The TWS API allows one to request historical bar data, historical tick data and histogram data, while the Web API allows one to request historical bar data.

For detailed documentation of this functionality and the associated limitations, please see:…

Unfortunately, we do not offer historical open interest data for futures at this time.

However, clients can request futures open interest data as part of a real time market data query, reqMktData(), using the TWS API. For more information on our API, see…

There is not a function to reverse a position either via the TWS API or the Web API. However, by requesting position data, and then placing an order, you can mimic this functionality. For relevant documentation links:

TWS API:…