Trader Workstation (TWS) API Beta Release Notes
10.22 - Support of delayed yield bid/ask, De-support FADataType.PROFILES
Added support of delayed yield bid/ask. Added 2 new tick types:
DELAYED_YIELD_BID = 103
DELAYED_YIELD_ASK = 104
De-supported FADataType.PROFILES, and always go with "Unification of Groups and Profiles".
10.19 - Bond Issuer Enhancements
- Added new fields to SymbolSamples response and ReqContractDetails request.
10.18 - Support of Instrument Timezone, Display HMDS market data in shares
- It is now possible to send date/time values in different formats: UTC format, instrument's exchange timezone and operator's timezone
- Now historical data ticks are delivered in shares.
10.15 - MOC & MOCT Fields, new IBKRATS Order Attributes, WSH Event Filters, IPO Prices Generic Ticks
- Support of MOT (Manual Order Time) and MOCT (Manual Order Cancel Time) fields in placeOrder/cancelOrder requests
- Support of new offset attributes for IBKRATS Pegged-to-Best and Pegged-to-Midpoint (PEGBEST, PEGMID) orders.
- Support for Wall Street Horizon (WSH) event data filters
- New IPO prices generic ticks
10.14 - Advanced Order Reject, User Info
- Support for Advanced Order Reject
- Support for User Info
10.12 - Historical Schedules
- Added support for historicalSchedule
10.11 - Size Rules
- Added size rules for contractDetails and bondContractDetails
10.10 - Crypto support, WSH Calendar support, market data in shares, added attributes
- Added support for trading cryptocurrencies
- Support WSH meta and calendar events in API Clients.
- Added market data in shares support for bid, ask, and last size.
- Added PostToAts order attribute to support Reroute to SMART for IBKR ATS orders. See: IBKR ATS Orders
- Added AutoCancelParent attribute to placeOrder/openOrder.
- Duration order attribute support for GTD orders.
- Desupport of ETradeOnly, FirmQuoteOnly and NbboPriceCap order attributes.
981 - Unification of Allocation Groups and Profiles
API clients interacting with TWS Build 983+, with the flag/checkbox "Use Account Groups with Allocation Methods" enabled, will see the following changes:
- Both replaceFA and requestFA will send and receive unified groups/profiles list if the argument is Group.
- Both replaceFA and requestFA will receive error if the argument is profile.
- placeOrder will support specifying profile name as the faGroup name; faMethod may be omitted.
- If specifying actual group name and the faMethod is blank/omitted the default method in that group will be used. Otherwise, the method in the request will be set on the order.
- The openOrder callback will report Profile in place of Group if order was for profile
- The following API calls, which take group name, will also accept Profile name in its place:
- reqAccountSummary / cancelAccountSummary
- reqPositionsMulti / cancelPositionsMulti
- reqAccountUpdatesMulti / cancelAccountUpdatesMulti
981 Beta: De-support, Modified Request, New Callback
Unless otherwise noted, this release requires TWS version 981 or higher.
- De-support of FUNDAMENTAL_RATIOS market data tick (258).
- Added requestId to replaceFA (messageId=19) request.
- Added new callback replaceFAEnd (messageId=103).
- Minor fixes make 980 the recommended release for full range of functionality.
980 Beta: Minor Fixes for Full Functionality
Unless otherwise noted, this release requires TWS version 980 or higher.
- Minor fixes make 981 the recommended release for full range of functionality.
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.