Python API
The Python surface mirrors the Rust API and is generated from the same source on every release.
Python API Reference (v0.5.1)
Auto-generated from source — do not edit.
Table of Contents
- EClient: Connection
- EClient: Account & Portfolio
- EClient: Orders
- EClient: Market Data
- EClient: Reference Data
- EClient: Gateway-Local & Stubs
- EWrapper Callbacks
Connection
new
Create a new EClient (or EWrapper) instance.
def new(wrapper))
| Parameter | Type | Description |
|---|---|---|
wrapper | Py<PyAny> | Wrapper callback receiver for synchronous delivery. |
connect
Connect to IB and start the engine. Live logins (paper=False) enter a second-factor approval window and block until the factor is approved (mobile push) or the deadline fires (ib_key_timeout_secs, default ~18 min). This is a human approval gate, not a hang. To bound or avoid it: use paper=True, pass a smaller ib_key_timeout_secs, or run connect() on a worker thread with your own timeout. Paper logins skip the gate entirely. Set RUST_LOG=info to see a log line when the wait begins. Multiple EClient instances can run concurrently in one process; each owns its own state, sockets, and engine thread, and connect() does not serialize across instances. If you pin engines via core_id, give each a distinct value. See ibx#203 / ibx#207.
def connect(host="cdc1.ibllc.com".to_string(), port=0, client_id=0, username="".to_string(), password="".to_string(), paper=true, core_id=None, ib_key_timeout_secs=None, ib_key_token_sub_type=None))
| Parameter | Type | Description |
|---|---|---|
host | str | Server hostname. |
port | int | Port number (unused — ibx connects directly). |
client_id | int | Client ID (unused — single-client engine). |
username | str | Account username. |
password | str | Account password. |
paper | bool | If true, connect to paper trading. If false, connect blocks on the live second-factor approval window (see method note). |
core_id | usize or None | CPU core affinity for the hot loop thread. Use a distinct value per engine when running several in one process. |
ib_key_timeout_secs | int or None | Live second-factor approval timeout in seconds (default ~18 min). Lower it to fail fast on unattended live logins; ignored for paper. |
ib_key_token_sub_type | str or None | Account-specific second-factor token sub-type (default "2a"); ignored for paper. |
disconnect
Disconnect from IB.
def disconnect()
is_connected
Check if connected.
def is_connected()
run
Run the event loop.
def run()
get_account_id
Get the account ID.
def get_account_id()
Account & Portfolio
req_pnl
Request P&L updates for the account.
def req_pnl(req_id, account, model_code=""))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
cancel_pnl
Cancel P&L subscription.
def cancel_pnl(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_pnl_single
Request P&L for a single position.
def req_pnl_single(req_id, account, model_code, con_id))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
con_id | int | Contract ID. Unique per instrument. |
cancel_pnl_single
Cancel single-position P&L subscription.
def cancel_pnl_single(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_account_summary
Request account summary.
def req_account_summary(req_id, group_name, tags))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
group_name | str | Account group name (e.g. "All"). |
tags | str | Comma-separated account tags: "NetLiquidation,BuyingPower,...". |
cancel_account_summary
Cancel account summary.
def cancel_account_summary(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_positions
Request all positions.
def req_positions()
cancel_positions
Cancel positions.
def cancel_positions()
req_account_updates
Request account updates.
def req_account_updates(subscribe, _acct_code=""))
| Parameter | Type | Description |
|---|---|---|
subscribe | bool | true to start updates, false to stop. |
acct_code | str | Account code (e.g. "DU1234567"). |
req_managed_accts
Request managed accounts list.
def req_managed_accts()
req_account_updates_multi
Request account updates for multiple accounts/models.
def req_account_updates_multi(req_id, account, model_code, ledger_and_nlv=false))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
ledger_and_nlv | bool | If true, include ledger and NLV data. |
cancel_account_updates_multi
Cancel multi-account updates.
def cancel_account_updates_multi(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_positions_multi
Request positions across multiple accounts/models.
def req_positions_multi(req_id, account, model_code))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
cancel_positions_multi
Cancel multi-account positions.
def cancel_positions_multi(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account_snapshot
Read account state snapshot. Returns a dict with all account values.
def account_snapshot()
Orders
place_order
Place an order.
def place_order(order_id, contract, order)
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
order | Order | Order parameters (action, quantity, type, price, TIF, etc.). |
cancel_order
Cancel an order.
def cancel_order(order_id, manual_order_cancel_time=""))
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
manual_order_cancel_time | str | Manual cancel time (empty for immediate). |
req_global_cancel
Cancel all orders globally.
def req_global_cancel()
req_ids
Request next valid order ID.
def req_ids(num_ids=1))
| Parameter | Type | Description |
|---|---|---|
num_ids | int | Number of IDs to reserve (unused). |
next_order_id
Get the next order ID (local counter, auto-increments).
def next_order_id()
req_open_orders
Request all open orders for this client.
def req_open_orders()
req_all_open_orders
Request all open orders across all clients.
def req_all_open_orders()
req_auto_open_orders
Automatically bind future orders to this client.
def req_auto_open_orders(b_auto_bind))
| Parameter | Type | Description |
|---|---|---|
b_auto_bind | bool | If true, auto-bind future orders to this client. |
req_executions
Request execution reports.
def req_executions(req_id, exec_filter=None))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
exec_filter | Py<PyAny> or None |
req_completed_orders
Request completed orders.
def req_completed_orders(api_only=false))
| Parameter | Type | Description |
|---|---|---|
api_only | bool |
Market Data
set_news_providers
Set news provider codes for per-contract news ticks (e.g. "BRFG*BRFUPDN").
def set_news_providers(providers))
| Parameter | Type | Description |
|---|---|---|
providers | str | News provider list. |
req_mkt_data
Request market data for a contract.
def req_mkt_data(req_id, contract, generic_tick_list="", snapshot=false, regulatory_snapshot=false, mkt_data_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
generic_tick_list | str | Comma-separated generic tick IDs (e.g. "233" for RT volume). |
snapshot | bool | If true, delivers one quote then auto-cancels. |
regulatory_snapshot | bool | If true, request a regulatory snapshot (additional fees may apply). |
mkt_data_options | list |
cancel_mkt_data
Cancel market data subscription.
def cancel_mkt_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_tick_by_tick_data
Request tick-by-tick data.
def req_tick_by_tick_data(req_id, contract, tick_type, number_of_ticks=0, ignore_size=false))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
tick_type | str | Tick type ID or tick-by-tick type string. |
number_of_ticks | int | Maximum number of ticks to return. |
ignore_size | bool | If true, ignore size in tick-by-tick data. |
cancel_tick_by_tick_data
Cancel tick-by-tick data.
def cancel_tick_by_tick_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_market_data_type
Set market data type (1=live, 2=frozen, 3=delayed, 4=delayed-frozen).
def req_market_data_type(market_data_type)
| Parameter | Type | Description |
|---|---|---|
market_data_type | int | 1=live, 2=frozen, 3=delayed, 4=delayed-frozen. |
req_mkt_depth
Request market depth (L2 order book).
def req_mkt_depth(req_id, contract, num_rows=5, is_smart_depth=false, mkt_depth_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
num_rows | int | Number of order book rows to subscribe to. |
is_smart_depth | bool | If true, aggregate depth from multiple exchanges via SMART. |
mkt_depth_options | list |
cancel_mkt_depth
Cancel market depth.
def cancel_mkt_depth(req_id, is_smart_depth=false))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
is_smart_depth | bool | If true, aggregate depth from multiple exchanges via SMART. |
req_real_time_bars
Request real-time 5-second bars.
def req_real_time_bars(req_id, contract, bar_size=5, what_to_show="TRADES", use_rth=0, real_time_bars_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
bar_size | int | Bar size: "1 min", "5 mins", "1 hour", "1 day", etc. |
what_to_show | str | Data type: "TRADES", "MIDPOINT", "BID", "ASK", "BID_ASK", etc. |
use_rth | int | If true, only return data from Regular Trading Hours. |
real_time_bars_options | list |
cancel_real_time_bars
Cancel real-time bars.
def cancel_real_time_bars(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
quote
Zero-copy SeqLock quote read by req_id. Returns a dict with bid, ask, last, bid_size, ask_size, last_size, volume, high, low, open, close, or None if the req_id is not mapped.
def quote(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
quote_by_instrument
Zero-copy SeqLock quote read by InstrumentId. Returns a dict with bid, ask, last, bid_size, ask_size, last_size, volume, high, low, open, close, or None if not connected.
def quote_by_instrument(instrument)
| Parameter | Type | Description |
|---|---|---|
instrument | int | Instrument type for scanner (e.g. "STK", "FUT"). |
Reference Data
req_historical_data
Request historical bar data.
def req_historical_data(req_id, contract, end_date_time, duration_str, bar_size_setting, what_to_show, use_rth, format_date=1, keep_up_to_date=false, chart_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
end_date_time | str | End date/time in "YYYYMMDD HH:MM:SS" format, or empty for now. |
duration_str | str | Duration string, e.g. "1 D", "1 W", "1 M", "1 Y". |
bar_size_setting | str | Bar size: "1 min", "5 mins", "1 hour", "1 day", etc. |
what_to_show | str | Data type: "TRADES", "MIDPOINT", "BID", "ASK", "BID_ASK", etc. |
use_rth | int | If true, only return data from Regular Trading Hours. |
format_date | int | Date format: 1="YYYYMMDD HH:MM:SS", 2=Unix seconds. |
keep_up_to_date | bool | If true, continue receiving updates after initial history. |
chart_options | list |
cancel_historical_data
Cancel historical data.
def cancel_historical_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_head_time_stamp
Request head timestamp.
def req_head_time_stamp(req_id, contract, what_to_show, use_rth, format_date=1))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
what_to_show | str | Data type: "TRADES", "MIDPOINT", "BID", "ASK", "BID_ASK", etc. |
use_rth | int | If true, only return data from Regular Trading Hours. |
format_date | int | Date format: 1="YYYYMMDD HH:MM:SS", 2=Unix seconds. |
cancel_head_time_stamp
Cancel head timestamp request.
def cancel_head_time_stamp(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_contract_details
Request contract details.
def req_contract_details(req_id, contract)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
req_mkt_depth_exchanges
Request available exchanges for market depth.
def req_mkt_depth_exchanges()
req_matching_symbols
Search for matching symbols.
def req_matching_symbols(req_id, pattern)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
pattern | str | Symbol search pattern. |
req_scanner_subscription
Request scanner subscription.
def req_scanner_subscription(req_id, subscription, scanner_subscription_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
subscription | Py<PyAny> | Scanner subscription parameters. |
scanner_subscription_options | list |
cancel_scanner_subscription
Cancel scanner subscription.
def cancel_scanner_subscription(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_scanner_parameters
Request scanner parameters XML.
def req_scanner_parameters()
req_news_article
Request a news article.
def req_news_article(req_id, provider_code, article_id, news_article_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
provider_code | str | News provider code (e.g. "BRFG"). |
article_id | str | News article identifier. |
news_article_options | list |
req_historical_news
Request historical news.
def req_historical_news(req_id, con_id, provider_codes, start_date_time, end_date_time, total_results, historical_news_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
con_id | int | Contract ID. Unique per instrument. |
provider_codes | str | Pipe-separated news provider codes. |
start_date_time | str | Start date/time for tick query. |
end_date_time | str | End date/time in "YYYYMMDD HH:MM:SS" format, or empty for now. |
total_results | int | Maximum number of news results. |
historical_news_options | list |
req_fundamental_data
Request fundamental data.
def req_fundamental_data(req_id, contract, report_type, fundamental_data_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
report_type | str | Report type: "ReportSnapshot", "ReportsFinSummary", "RESC", etc. |
fundamental_data_options | list |
cancel_fundamental_data
Cancel fundamental data.
def cancel_fundamental_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_historical_ticks
Request historical tick data.
def req_historical_ticks(req_id, contract, start_date_time="", end_date_time="", number_of_ticks=1000, what_to_show="TRADES", use_rth=1, ignore_size=false, misc_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
start_date_time | str | Start date/time for tick query. |
end_date_time | str | End date/time in "YYYYMMDD HH:MM:SS" format, or empty for now. |
number_of_ticks | int | Maximum number of ticks to return. |
what_to_show | str | Data type: "TRADES", "MIDPOINT", "BID", "ASK", "BID_ASK", etc. |
use_rth | int | If true, only return data from Regular Trading Hours. |
ignore_size | bool | If true, ignore size in tick-by-tick data. |
misc_options | list |
req_market_rule
Request market rule details.
def req_market_rule(market_rule_id)
| Parameter | Type | Description |
|---|---|---|
market_rule_id | int | Market rule ID. |
req_histogram_data
Request histogram data.
def req_histogram_data(req_id, contract, use_rth, time_period))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
use_rth | bool | If true, only return data from Regular Trading Hours. |
time_period | str | Histogram time period. |
cancel_histogram_data
Cancel histogram data.
def cancel_histogram_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_historical_schedule
Request historical trading schedule.
def req_historical_schedule(req_id, contract, end_date_time="", duration_str="1 M", use_rth=true))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
end_date_time | str | End date/time in "YYYYMMDD HH:MM:SS" format, or empty for now. |
duration_str | str | Duration string, e.g. "1 D", "1 W", "1 M", "1 Y". |
use_rth | bool | If true, only return data from Regular Trading Hours. |
Gateway-Local & Stubs
calculate_implied_volatility
Calculate option implied volatility. Not yet implemented.
def calculate_implied_volatility(req_id, contract, option_price, under_price, implied_vol_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
option_price | float | Option market price. |
under_price | float | Underlying asset price. |
implied_vol_options | list |
calculate_option_price
Calculate option theoretical price. Not yet implemented.
def calculate_option_price(req_id, contract, volatility, under_price, opt_prc_options=Vec::new()))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
volatility | float | Implied volatility. |
under_price | float | Underlying asset price. |
opt_prc_options | list |
cancel_calculate_implied_volatility
Cancel implied volatility calculation.
def cancel_calculate_implied_volatility(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
cancel_calculate_option_price
Cancel option price calculation.
def cancel_calculate_option_price(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
exercise_options
Exercise options. Not yet implemented.
def exercise_options(req_id, contract, exercise_action, exercise_quantity, account, _override))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
exercise_action | int | 1=exercise, 2=lapse. |
exercise_quantity | int | Number of contracts to exercise. |
account | str | Account ID. |
override | int | Override flag for exercise. |
req_sec_def_opt_params
Request option chain parameters. Not yet implemented.
def req_sec_def_opt_params(req_id, underlying_symbol, fut_fop_exchange="", underlying_sec_type="STK", underlying_con_id=0))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
underlying_symbol | str | Underlying symbol (e.g. "AAPL"). |
fut_fop_exchange | str | Exchange for futures/FOP options. |
underlying_sec_type | str | Underlying security type (e.g. "STK"). |
underlying_con_id | int | Underlying contract ID. |
req_news_bulletins
Subscribe to news bulletins.
def req_news_bulletins(all_msgs=true))
| Parameter | Type | Description |
|---|---|---|
all_msgs | bool | If true, receive all existing bulletins on subscribe. |
cancel_news_bulletins
Cancel news bulletin subscription.
def cancel_news_bulletins()
req_current_time
Request current server time.
def req_current_time()
request_fa
Request FA data. Not yet implemented.
def request_fa(_fa_data_type)
| Parameter | Type | Description |
|---|---|---|
fa_data_type | int | FA data type (1=Groups, 2=Profiles, 3=Aliases). |
replace_fa
Replace FA data. Not yet implemented.
def replace_fa(req_id, fa_data_type, cxml))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
fa_data_type | int | FA data type (1=Groups, 2=Profiles, 3=Aliases). |
cxml | str | FA XML configuration data. |
query_display_groups
Query display groups.
def query_display_groups(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
subscribe_to_group_events
Subscribe to display group events.
def subscribe_to_group_events(req_id, group_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
group_id | int | Display group ID. |
unsubscribe_from_group_events
Unsubscribe from display group events.
def unsubscribe_from_group_events(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
update_display_group
Update display group.
def update_display_group(req_id, contract_info)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract_info | str | Display group contract info string. |
req_smart_components
Request SMART routing component exchanges.
def req_smart_components(req_id, bbo_exchange)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
bbo_exchange | str | BBO exchange for smart component lookup (e.g. "SMART"). |
req_news_providers
Request available news providers.
def req_news_providers()
req_soft_dollar_tiers
Request soft dollar tiers.
def req_soft_dollar_tiers(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_family_codes
Request family codes.
def req_family_codes()
set_server_log_level
Set server log level (1=error..5=trace).
def set_server_log_level(log_level=2))
| Parameter | Type | Description |
|---|---|---|
log_level | int | Log level: 1=error, 2=warn, 3=info, 4=debug, 5=trace. |
req_user_info
Request user info (white branding ID).
def req_user_info(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_wsh_meta_data
Request Wall Street Horizon metadata. Not yet implemented.
def req_wsh_meta_data(req_id)
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
req_wsh_event_data
Request Wall Street Horizon event data. Not yet implemented.
def req_wsh_event_data(req_id, wsh_event_data=None))
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
wsh_event_data | Py<PyAny> or None |
EWrapper Callbacks
new
Create a new EClient (or EWrapper) instance.
| Parameter | Type | Description |
|---|---|---|
args | Bound<'_, pyo3::types::PyTuple> | |
kwargs | Bound<'_, pyo3::types::PyDict> or None |
connect_ack
Connection acknowledged.
connection_closed
Connection has been closed.
next_valid_id
Next valid order ID from the server.
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
managed_accounts
Comma-separated list of managed account IDs.
| Parameter | Type | Description |
|---|---|---|
accounts_list | str | Comma-separated account IDs. |
error
Error or informational message from the server.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
error_code | int | Error code. |
error_string | str | Error message. |
advanced_order_reject_json | str | JSON with advanced rejection details. |
current_time
Current server time (Unix seconds).
| Parameter | Type | Description |
|---|---|---|
time | int | Tick timestamp (Unix seconds). |
tick_price
Price tick update (bid, ask, last, etc.).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
price | float | Tick price. |
attrib | Py<PyAny> | Tick attributes. |
tick_size
Size tick update (bid size, ask size, volume, etc.).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
size | float | Tick size. |
tick_string
String tick (e.g. last trade timestamp).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
value | str | Account value. |
tick_generic
Generic numeric tick value.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
value | float | Account value. |
tick_snapshot_end
Snapshot delivery complete; subscription auto-cancelled.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
market_data_type
Market data type changed (1=live, 2=frozen, 3=delayed, 4=delayed-frozen).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
market_data_type | int | 1=live, 2=frozen, 3=delayed, 4=delayed-frozen. |
order_status
Order status update (filled, remaining, avg price, etc.).
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
status | str | Order status string ("Submitted", "Filled", "Cancelled", etc.). |
filled | float | Cumulative filled quantity. |
remaining | float | Remaining quantity. |
avg_fill_price | float | Average fill price. |
perm_id | int | Permanent order ID assigned by the server. |
parent_id | int | Parent order ID (0 if no parent). |
last_fill_price | float | Price of the last fill. |
client_id | int | Client ID (unused — single-client engine). |
why_held | str | Reason the order is held (e.g. "locate"). |
mkt_cap_price | float | Market cap price for the order. |
open_order
Open order details (contract, order, state).
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
order | Py<PyAny> | Order parameters (action, quantity, type, price, TIF, etc.). |
order_state | Py<PyAny> | Order state (status, margin, commission info). |
open_order_end
End of open orders list.
exec_details
Execution fill details.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
execution | Py<PyAny> | Execution details (exec_id, time, price, shares, etc.). |
exec_details_end
End of execution details list.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
commission_and_fees_report
Commission and fees report for an execution.
| Parameter | Type | Description |
|---|---|---|
commission_and_fees_report | Py<PyAny> |
update_account_value
Account value update (key/value/currency).
| Parameter | Type | Description |
|---|---|---|
key | str | Account value key (e.g. "NetLiquidation", "BuyingPower"). |
value | str | Account value. |
currency | str | Currency code (e.g. "USD"). |
account_name | str | Account identifier. |
update_portfolio
Portfolio position update.
| Parameter | Type | Description |
|---|---|---|
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
position | float | Book position (row index) or position size. |
market_price | float | Current market price. |
market_value | float | Current market value of position. |
average_cost | float | Average cost basis. |
unrealized_pnl | float | Unrealized profit/loss. |
realized_pnl | float | Realized profit/loss. |
account_name | str | Account identifier. |
update_account_time
Account update timestamp.
| Parameter | Type | Description |
|---|---|---|
timestamp | str | Timestamp string. |
account_download_end
Account data delivery complete.
| Parameter | Type | Description |
|---|---|---|
account | str | Account ID. |
account_summary
Account summary tag/value entry.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
tag | str | Account tag name (e.g. "NetLiquidation"). |
value | str | Account value. |
currency | str | Currency code (e.g. "USD"). |
account_summary_end
End of account summary.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
position
Position entry (account, contract, size, avg cost).
| Parameter | Type | Description |
|---|---|---|
account | str | Account ID. |
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
pos | float | Position size (decimal shares). |
avg_cost | float | Average cost per share. |
position_end
End of positions list.
pnl
Account P&L update (daily, unrealized, realized).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
daily_pnl | float | Daily profit/loss. |
unrealized_pnl | float | Unrealized profit/loss. |
realized_pnl | float | Realized profit/loss. |
pnl_single
Single-position P&L update.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
pos | float | Position size (decimal shares). |
daily_pnl | float | Daily profit/loss. |
unrealized_pnl | float | Unrealized profit/loss. |
realized_pnl | float | Realized profit/loss. |
value | float | Account value. |
historical_data
Historical OHLCV bar.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
bar | Py<PyAny> | Bar data (date, open, high, low, close, volume, wap, bar_count). |
historical_data_end
End of historical data delivery.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
start | str | Period start date/time. |
end | str | Period end date/time. |
historical_data_update
Real-time bar update (keep_up_to_date=true).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
bar | Py<PyAny> | Bar data (date, open, high, low, close, volume, wap, bar_count). |
head_timestamp
Earliest available data timestamp.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
head_timestamp | str | Earliest available data timestamp string. |
contract_details
Contract definition details.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract_details | Py<PyAny> |
contract_details_end
End of contract details.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
symbol_samples
Matching symbol search results.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract_descriptions | Py<PyAny> |
tick_by_tick_all_last
Tick-by-tick last trade.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
time | int | Tick timestamp (Unix seconds). |
price | float | Tick price. |
size | float | Tick size. |
tick_attrib_last | Py<PyAny> | |
exchange | str | Exchange name. |
special_conditions | str | Special trade conditions. |
tick_by_tick_bid_ask
Tick-by-tick bid/ask quote.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
time | int | Tick timestamp (Unix seconds). |
bid_price | float | Bid price. |
ask_price | float | Ask price. |
bid_size | float | Bid size. |
ask_size | float | Ask size. |
tick_attrib_bid_ask | Py<PyAny> |
tick_by_tick_mid_point
Tick-by-tick midpoint.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
time | int | Tick timestamp (Unix seconds). |
mid_point | float | Midpoint price. |
scanner_data
Scanner result entry (rank, contract, distance).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
rank | int | Scanner result rank (0-based). |
contract_details | Py<PyAny> | |
distance | str | Scanner distance metric. |
benchmark | str | Scanner benchmark. |
projection | str | Scanner projection. |
legs_str | str | Combo legs description. |
scanner_data_end
End of scanner results.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
scanner_parameters
Scanner parameters XML.
| Parameter | Type | Description |
|---|---|---|
xml | str | XML string. |
news_providers
Available news providers list.
| Parameter | Type | Description |
|---|---|---|
news_providers | Py<PyAny> |
news_article
Full news article text.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
article_type | int | Article type: 0=plain text, 1=HTML. |
article_text | str | Full article body. |
historical_news
Historical news headline.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
time | str | Tick timestamp (Unix seconds). |
provider_code | str | News provider code (e.g. "BRFG"). |
article_id | str | News article identifier. |
headline | str | News headline text. |
historical_news_end
End of historical news.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
has_more | bool | If true, more results available. |
tick_news
Per-contract news tick.
| Parameter | Type | Description |
|---|---|---|
ticker_id | int | Ticker/request ID. |
time_stamp | int | Timestamp string. |
provider_code | str | News provider code (e.g. "BRFG"). |
article_id | str | News article identifier. |
headline | str | News headline text. |
extra_data | str | Additional tick data. |
update_mkt_depth
L2 book update (single exchange).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
position | int | Book position (row index) or position size. |
operation | int | Book operation: 0=insert, 1=update, 2=delete. |
side | int | Book side: 0=ask, 1=bid. Or order side "BOT"/"SLD". |
price | float | Tick price. |
size | float | Tick size. |
update_mkt_depth_l2
L2 book update (with market maker).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
position | int | Book position (row index) or position size. |
market_maker | str | Market maker ID. |
operation | int | Book operation: 0=insert, 1=update, 2=delete. |
side | int | Book side: 0=ask, 1=bid. Or order side "BOT"/"SLD". |
price | float | Tick price. |
size | float | Tick size. |
is_smart_depth | bool | If true, aggregate depth from multiple exchanges via SMART. |
mkt_depth_exchanges
Available exchanges for market depth.
| Parameter | Type | Description |
|---|---|---|
depth_mkt_data_descriptions | Py<PyAny> |
real_time_bar
Real-time 5-second OHLCV bar.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
date | int | Bar date string. |
open | float | Open price. |
high | float | High price. |
low | float | Low price. |
close | float | Close price. |
volume | float | Volume. |
wap | float | Volume-weighted average price. |
count | int | Trade count. |
historical_ticks
Historical tick data (Last, BidAsk, or Midpoint).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
ticks | Py<PyAny> | Historical tick data. |
done | bool | If true, all ticks have been delivered. |
historical_ticks_bid_ask
Historical bid/ask ticks.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
ticks | Py<PyAny> | Historical tick data. |
done | bool | If true, all ticks have been delivered. |
historical_ticks_last
Historical last-trade ticks.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
ticks | Py<PyAny> | Historical tick data. |
done | bool | If true, all ticks have been delivered. |
tick_option_computation
Option implied vol / greeks computation.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tick_type | int | Tick type ID or tick-by-tick type string. |
tick_attrib | int | |
implied_vol | float | Implied volatility. |
delta | float | Option delta. |
opt_price | float | Option theoretical price. |
pv_dividend | float | Present value of dividends. |
gamma | float | Option gamma. |
vega | float | Option vega. |
theta | float | Option theta. |
und_price | float | Underlying price. |
security_definition_option_parameter
Option chain parameters (strikes, expirations).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
exchange | str | Exchange name. |
underlying_con_id | int | Underlying contract ID. |
trading_class | str | Trading class. |
multiplier | str | Contract multiplier. |
expirations | Py<PyAny> | Available expiration dates. |
strikes | Py<PyAny> | Available strike prices. |
security_definition_option_parameter_end
End of option chain parameters.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
fundamental_data
Fundamental data (XML/JSON).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
data | str | Raw data string (XML/JSON). |
update_news_bulletin
News bulletin message.
| Parameter | Type | Description |
|---|---|---|
msg_id | int | Bulletin message ID. |
msg_type | int | Bulletin message type (1=regular, 2=exchange). |
message | str | Bulletin message text. |
orig_exchange | str | Originating exchange. |
receive_fa
Financial advisor data received.
| Parameter | Type | Description |
|---|---|---|
fa_data_type | int | FA data type (1=Groups, 2=Profiles, 3=Aliases). |
xml | str | XML string. |
replace_fa_end
Financial advisor replace complete.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
text | str | Informational text. |
position_multi
Multi-account position entry.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
pos | float | Position size (decimal shares). |
avg_cost | float | Average cost per share. |
position_multi_end
End of multi-account positions.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account_update_multi
Multi-account value update.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
account | str | Account ID. |
model_code | str | Model portfolio code (empty for default). |
key | str | Account value key (e.g. "NetLiquidation", "BuyingPower"). |
value | str | Account value. |
currency | str | Currency code (e.g. "USD"). |
account_update_multi_end
End of multi-account updates.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
display_group_list
Display group list.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
groups | str | FA group definitions. |
display_group_updated
Display group updated.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract_info | str | Display group contract info string. |
market_rule
Market rule: price increment schedule.
| Parameter | Type | Description |
|---|---|---|
market_rule_id | int | Market rule ID. |
price_increments | Py<PyAny> | Price increment rules [{low_edge, increment}]. |
smart_components
SMART routing component exchanges.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
smart_component_map | Py<PyAny> |
soft_dollar_tiers
Soft dollar tier list.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
tiers | Py<PyAny> | Soft dollar tier list. |
family_codes
Family codes linking related accounts.
| Parameter | Type | Description |
|---|---|---|
family_codes | Py<PyAny> |
histogram_data
Price distribution histogram.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
items | Py<PyAny> | Histogram entries [(price, count)]. |
user_info
User info (white branding ID).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
white_branding_id | str | White branding ID (empty for standard accounts). |
wsh_meta_data
Wall Street Horizon metadata.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
data_json | str |
wsh_event_data
Wall Street Horizon event data.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
data_json | str |
completed_order
Completed (filled/cancelled) order details.
| Parameter | Type | Description |
|---|---|---|
contract | Py<PyAny> | Contract specification (symbol, secType, exchange, currency, etc.). |
order | Py<PyAny> | Order parameters (action, quantity, type, price, TIF, etc.). |
order_state | Py<PyAny> | Order state (status, margin, commission info). |
completed_orders_end
End of completed orders list.
order_bound
Order bound to a perm ID.
| Parameter | Type | Description |
|---|---|---|
order_id | int | Order identifier. Must be unique per session. |
api_client_id | int | |
api_order_id | int |
tick_req_params
Tick parameters: min tick size, BBO exchange, snapshot permissions.
| Parameter | Type | Description |
|---|---|---|
ticker_id | int | Ticker/request ID. |
min_tick | float | Minimum tick size. |
bbo_exchange | str | BBO exchange for smart component lookup (e.g. "SMART"). |
snapshot_permissions | int | Snapshot permissions bitmask. |
bond_contract_details
Bond contract details.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
contract_details | Py<PyAny> |
delta_neutral_validation
Delta-neutral validation response.
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
delta_neutral_contract | Py<PyAny> |
historical_schedule
Historical trading schedule (exchange hours).
| Parameter | Type | Description |
|---|---|---|
req_id | int | Request identifier. Used to match responses to requests. |
start_date_time | str | Start date/time for tick query. |
end_date_time | str | End date/time in "YYYYMMDD HH:MM:SS" format, or empty for now. |
time_zone | str | Timezone string (e.g. "US/Eastern"). |
sessions | Py<PyAny> | Trading sessions [(ref_date, open, close)]. |