Rust API
The full Rust API reference is published on docs.rs/ibx — auto-generated from doc comments on every release.
Quick links
ibx::api::client::EClient— request side of the APIibx::api::wrapper::Wrapper— callback trait you implementibx::api::client::Contract— instrument descriptoribx::api::client::Order— order descriptor
Snapshot reference (this release)
A markdown snapshot of the Rust surface — grouped by area, with signatures and field tables — is included below for offline reading. It is regenerated on each release.
Rust API Reference (v0.5.0)
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
- Wrapper Callbacks
Connection
connect
Connect to IB and start the engine.
pub fn connect(config: &EClientConfig) -> Result<Self, Box<dyn std::error::Error>>| Parameter | Type | Description |
|---|---|---|
config | &EClientConfig | Connection configuration (username, password, host, paper, core_id). |
Returns: Result<Self, Box<dyn std::error::Error>>
from_parts
Construct from pre-built components (for testing or custom setups).
pub fn from_parts( shared: Arc<SharedState>, control_tx: Sender<ControlCommand>, handle: thread::JoinHandle<()>, account_id: String, ) -> Self| Parameter | Type | Description |
|---|---|---|
shared | Arc<SharedState> | Shared state handle. |
control_tx | Sender<ControlCommand> | Control channel sender. |
handle | thread::JoinHandle<( | Background thread handle. |
Returns: Self
map_req_instrument
Map a reqId to an InstrumentId (for testing without a live engine).
pub fn map_req_instrument(&self, req_id: i64, instrument: InstrumentId)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
instrument | InstrumentId | Instrument type for scanner (e.g. "STK", "FUT"). |
track_order_for_test
Pre-populate the order tracker (for testing the dispatcher path without going through the engine's place-order flow).
pub fn track_order_for_test( &self, order_id: u64, contract: ApiContract, order: ApiOrder, instrument: InstrumentId, )| Parameter | Type | Description |
|---|---|---|
order_id | u64 | Order identifier. Must be unique per session. |
contract | ApiContract | Contract specification (symbol, secType, exchange, currency, etc.). |
order | ApiOrder | Order parameters (action, quantity, type, price, TIF, etc.). |
instrument | InstrumentId | Instrument type for scanner (e.g. "STK", "FUT"). |
seed_instrument
Pre-seed a con_id → InstrumentId mapping (for testing without a live engine).
pub fn seed_instrument(&self, con_id: i64, instrument: InstrumentId)| Parameter | Type | Description |
|---|---|---|
con_id | i64 | Contract ID. Unique per instrument. |
instrument | InstrumentId | Instrument type for scanner (e.g. "STK", "FUT"). |
is_connected
Check if the client is connected.
pub fn is_connected(&self) -> boolReturns: bool
disconnect
Disconnect from IB. Sends Shutdown to the hot loop, waits for the background thread to exit, and marks the client as disconnected.
pub fn disconnect(&self)ccp_session_id
Session ID surfaced to webapp REST clients as x-ccp-session-id.
pub fn ccp_session_id(&self) -> StringReturns: String
misc_url
Logical-name → host URL lookup from the gateway logon MiscUrls push (e.g. region_dam). Returns None when the gateway did not push this key.
pub fn misc_url(&self, key: &str) -> Option<String>| Parameter | Type | Description |
|---|---|---|
key | &str | Account value key (e.g. "NetLiquidation", "BuyingPower"). |
Returns: Option<String>
session_token_bytes
Canonical big-endian session-token bytes (leading zeros stripped) captured at connect. Round-trips through BigUint::from_bytes_be to the SRP shared secret K and is the second SHA-1 input for SSO Authenticate-TWS bodies.
pub fn session_token_bytes(&self) -> &[u8]Returns: &[u8]
token_type
stoken_type discriminator captured at connect ("st", "tst", "zenith", or empty for the SRP-only path). Sent verbatim in SSO authenticator bodies.
pub fn token_type(&self) -> &strReturns: &str
Account & Portfolio
req_positions
Request positions. Waits for server-pushed account data before delivering, then calls position_end.
pub fn req_positions(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_pnl
Subscribe to account PnL updates.
pub fn req_pnl(&self, req_id: i64, _account: &str, _model_code: &str)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
account | &str | Account ID. |
model_code | &str | Model portfolio code (empty for default). |
cancel_pnl
Cancel PnL subscription.
pub fn cancel_pnl(&self, req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
req_pnl_single
Subscribe to single-position PnL updates.
pub fn req_pnl_single(&self, req_id: i64, _account: &str, _model_code: &str, con_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
account | &str | Account ID. |
model_code | &str | Model portfolio code (empty for default). |
con_id | i64 | Contract ID. Unique per instrument. |
cancel_pnl_single
Cancel single-position PnL subscription.
pub fn cancel_pnl_single(&self, req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
req_account_summary
Request account summary.
pub fn req_account_summary(&self, req_id: i64, _group: &str, tags: &str)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
group | &str | Account group name (e.g. "All"). |
tags | &str | Comma-separated account tags: "NetLiquidation,BuyingPower,...". |
cancel_account_summary
Cancel account summary.
pub fn cancel_account_summary(&self, req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
req_account_updates
Subscribe to account updates.
pub fn req_account_updates(&self, subscribe: bool, _acct_code: &str)| Parameter | Type | Description |
|---|---|---|
subscribe | bool | true to start updates, false to stop. |
acct_code | &str | Account code (e.g. "DU1234567"). |
cancel_positions
Cancel positions subscription.
pub fn cancel_positions(&self)req_managed_accts
Request managed accounts.
pub fn req_managed_accts(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_account_updates_multi
Request account updates for multiple accounts/models.
pub fn req_account_updates_multi( &self, _req_id: i64, _account: &str, _model_code: &str, _ledger_and_nlv: bool, wrapper: &mut impl Wrapper, )| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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. |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
cancel_account_updates_multi
Cancel multi-account updates.
pub fn cancel_account_updates_multi(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
req_positions_multi
Request positions for multiple accounts/models.
pub fn req_positions_multi( &self, _req_id: i64, _account: &str, _model_code: &str, wrapper: &mut impl Wrapper, )| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
account | &str | Account ID. |
model_code | &str | Model portfolio code (empty for default). |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
cancel_positions_multi
Cancel multi-account positions.
pub fn cancel_positions_multi(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
account
Read account state snapshot.
pub fn account(&self) -> AccountStateReturns: AccountState
Orders
place_order
Place an order.
pub fn place_order(&self, order_id: i64, contract: &Contract, order: &Order) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
order_id | i64 | 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.). |
Returns: Result<(), String>
cancel_order
Cancel an order.
pub fn cancel_order(&self, order_id: i64, _manual_order_cancel_time: &str) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
order_id | i64 | Order identifier. Must be unique per session. |
manual_order_cancel_time | &str | Manual cancel time (empty for immediate). |
Returns: Result<(), String>
req_global_cancel
Cancel all orders.
pub fn req_global_cancel(&self) -> Result<(), String>Returns: Result<(), String>
req_ids
Request next valid order ID.
pub fn req_ids(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
next_order_id
Get the next order ID (local counter).
pub fn next_order_id(&self) -> i64Returns: i64
req_open_orders
Request open orders for this client.
pub fn req_open_orders(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_all_open_orders
Request all open orders.
pub fn req_all_open_orders(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_completed_orders
Request completed orders. Immediately delivers all archived completed orders, then calls completed_orders_end.
pub fn req_completed_orders(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_auto_open_orders
Automatically bind future orders to this client.
pub fn req_auto_open_orders(&self, _b_auto_bind: bool)| Parameter | Type | Description |
|---|---|---|
b_auto_bind | bool | If true, auto-bind future orders to this client. |
req_executions
Request execution reports. Replays stored executions (optionally filtered), firing exec_details + commission_and_fees_report for each, then exec_details_end.
pub fn req_executions(&self, req_id: i64, filter: &ExecutionFilter, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
filter | &ExecutionFilter | Execution filter (client_id, acct_code, time, symbol, sec_type, exchange, side). |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
parse_algo_params
Parse algo strategy and TagValue params into internal AlgoParams.
pub fn parse_algo_params(strategy: &str, params: &[TagValue]) -> Result<AlgoParams, String>| Parameter | Type | Description |
|---|---|---|
strategy | &str | Algo strategy name (e.g. "Vwap", "Twap"). |
params | &[TagValue] | Algo parameter list. |
Returns: Result<AlgoParams, String>
Market Data
req_mkt_data
Subscribe to market data. When snapshot is true, delivers the first available quote then calls tick_snapshot_end and auto-cancels the subscription.
pub fn req_mkt_data( &self, req_id: i64, contract: &Contract, generic_tick_list: &str, snapshot: bool, regulatory_snapshot: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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). |
Returns: Result<(), String>
req_mkt_data_ex
Like [req_mkt_data], but encodes the market-data mode per-request via FIX field 9887, allowing parallel realtime + frozen subscriptions for the same contract: | mode_9887 | mode | wire shape | |-------------|------------------|---| | 0 | REALTIME | 264=442 (BID_ASK) + 264=443 (LAST), no 9887 | | 1 | DELAYED | 264=1 (TOP) + 9887=1 | | 2 | FROZEN | 264=1 (TOP) + 9887=2 | | 3 | DELAYED_FROZEN | 264=1 (TOP) + 9887=3 | The frozen sub keeps thinly-traded names streaming after-hours when the realtime feed is silent. Issue 3-4 parallel calls per contract with different modes and pick whichever feed has data.
pub fn req_mkt_data_ex( &self, req_id: i64, contract: &Contract, generic_tick_list: &str, snapshot: bool, _regulatory_snapshot: bool, mode_9887: i32, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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). |
mode_9887 | i32 |
Returns: Result<(), String>
cancel_mkt_data
Cancel market data.
pub fn cancel_mkt_data(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_tick_by_tick_data
Subscribe to tick-by-tick data.
pub fn req_tick_by_tick_data( &self, req_id: i64, contract: &Contract, tick_type: &str, _number_of_ticks: i32, _ignore_size: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i32 | Maximum number of ticks to return. |
ignore_size | bool | If true, ignore size in tick-by-tick data. |
Returns: Result<(), String>
cancel_tick_by_tick_data
Cancel tick-by-tick data.
pub fn cancel_tick_by_tick_data(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_mkt_depth
Subscribe to market depth (L2 order book).
pub fn req_mkt_depth( &self, req_id: i64, contract: &Contract, num_rows: i32, is_smart_depth: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
num_rows | i32 | Number of order book rows to subscribe to. |
is_smart_depth | bool | If true, aggregate depth from multiple exchanges via SMART. |
Returns: Result<(), String>
cancel_mkt_depth
Cancel market depth.
pub fn cancel_mkt_depth(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_real_time_bars
Subscribe to real-time 5-second bars.
pub fn req_real_time_bars( &self, req_id: i64, contract: &Contract, _bar_size: i32, what_to_show: &str, use_rth: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
bar_size | i32 | 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 | bool | If true, only return data from Regular Trading Hours. |
Returns: Result<(), String>
cancel_real_time_bars
Cancel real-time bars.
pub fn cancel_real_time_bars(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_market_data_type
Set market data type preference (1=live, 2=frozen, 3=delayed, 4=delayed-frozen).
pub fn req_market_data_type(&self, market_data_type: i32)| Parameter | Type | Description |
|---|---|---|
market_data_type | i32 | 1=live, 2=frozen, 3=delayed, 4=delayed-frozen. |
set_news_providers
Set news provider codes for per-contract news ticks.
pub fn set_news_providers(&self, providers: &str)| Parameter | Type | Description |
|---|---|---|
providers | &str | News provider list. |
quote
Zero-copy SeqLock quote read. Maps reqId → InstrumentId → SeqLock. Returns None if the reqId is not mapped to a subscription.
pub fn quote(&self, req_id: i64) -> Option<Quote>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Option<Quote>
quote_by_instrument
Direct SeqLock read by InstrumentId (for callers who track IDs themselves).
pub fn quote_by_instrument(&self, instrument: InstrumentId) -> Quote| Parameter | Type | Description |
|---|---|---|
instrument | InstrumentId | Instrument type for scanner (e.g. "STK", "FUT"). |
Returns: Quote
Reference Data
req_historical_data
Request historical data.
pub fn req_historical_data( &self, req_id: i64, contract: &Contract, end_date_time: &str, duration: &str, bar_size: &str, what_to_show: &str, use_rth: bool, _format_date: i32, keep_up_to_date: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | Duration string, e.g. "1 D", "1 W", "1 M", "1 Y". |
bar_size | &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 | bool | If true, only return data from Regular Trading Hours. |
format_date | i32 | Date format: 1="YYYYMMDD HH:MM:SS", 2=Unix seconds. |
keep_up_to_date | bool | If true, continue receiving updates after initial history. |
Returns: Result<(), String>
cancel_historical_data
Cancel historical data.
pub fn cancel_historical_data(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_head_time_stamp
Request head timestamp.
pub fn req_head_time_stamp( &self, req_id: i64, contract: &Contract, what_to_show: &str, use_rth: bool, _format_date: i32, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | bool | If true, only return data from Regular Trading Hours. |
format_date | i32 | Date format: 1="YYYYMMDD HH:MM:SS", 2=Unix seconds. |
Returns: Result<(), String>
req_contract_details
Request contract details.
pub fn req_contract_details(&self, req_id: i64, contract: &Contract) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
Returns: Result<(), String>
req_mkt_depth_exchanges
Request available exchanges for market depth.
pub fn req_mkt_depth_exchanges(&self) -> Result<(), String>Returns: Result<(), String>
req_matching_symbols
Request matching symbols.
pub fn req_matching_symbols(&self, req_id: i64, pattern: &str) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
pattern | &str | Symbol search pattern. |
Returns: Result<(), String>
cancel_head_time_stamp
Cancel head timestamp request.
pub fn cancel_head_time_stamp(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_market_rule
Request market rule by ID. Looks up cached market rules delivered during connection init.
pub fn req_market_rule(&self, market_rule_id: i32, wrapper: &mut impl crate::api::wrapper::Wrapper)| Parameter | Type | Description |
|---|---|---|
market_rule_id | i32 | Market rule ID. |
wrapper | &mut impl crate::api::wrapper::Wrapper | Wrapper callback receiver for synchronous delivery. |
req_news_bulletins
Subscribe to news bulletins.
pub fn req_news_bulletins(&self, _all_msgs: bool)| Parameter | Type | Description |
|---|---|---|
all_msgs | bool | If true, receive all existing bulletins on subscribe. |
cancel_news_bulletins
Cancel news bulletin subscription.
pub fn cancel_news_bulletins(&self)req_scanner_parameters
Request scanner parameters XML.
pub fn req_scanner_parameters(&self) -> Result<(), String>Returns: Result<(), String>
req_scanner_subscription
Subscribe to a market scanner.
pub fn req_scanner_subscription( &self, req_id: i64, instrument: &str, location_code: &str, scan_code: &str, max_items: u32, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
instrument | &str | Instrument type for scanner (e.g. "STK", "FUT"). |
location_code | &str | Scanner location (e.g. "STK.US.MAJOR"). |
scan_code | &str | Scanner code (e.g. "TOP_PERC_GAIN", "HIGH_OPT_IMP_VOLAT"). |
max_items | u32 | Maximum number of scanner results. |
Returns: Result<(), String>
cancel_scanner_subscription
Cancel a scanner subscription.
pub fn cancel_scanner_subscription(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_historical_news
Request historical news headlines.
pub fn req_historical_news( &self, req_id: i64, con_id: i64, provider_codes: &str, start_time: &str, end_time: &str, max_results: u32, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
con_id | i64 | Contract ID. Unique per instrument. |
provider_codes | &str | Pipe-separated news provider codes. |
start_time | &str | Start date/time for news query. |
end_time | &str | End date/time for news query. |
max_results | u32 | Maximum number of results. |
Returns: Result<(), String>
req_news_article
Request a news article by provider and article ID.
pub fn req_news_article(&self, req_id: i64, provider_code: &str, article_id: &str) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
provider_code | &str | News provider code (e.g. "BRFG"). |
article_id | &str | News article identifier. |
Returns: Result<(), String>
req_fundamental_data
Request fundamental data (e.g. ReportSnapshot, ReportsFinSummary).
pub fn req_fundamental_data(&self, req_id: i64, contract: &Contract, report_type: &str) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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. |
Returns: Result<(), String>
cancel_fundamental_data
Cancel fundamental data.
pub fn cancel_fundamental_data(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_histogram_data
Request price histogram data.
pub fn req_histogram_data(&self, req_id: i64, contract: &Contract, use_rth: bool, period: &str) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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. |
period | &str | Histogram period, e.g. "1week", "1month". |
Returns: Result<(), String>
cancel_histogram_data
Cancel histogram data.
pub fn cancel_histogram_data(&self, req_id: i64) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Returns: Result<(), String>
req_historical_ticks
Request historical tick data.
pub fn req_historical_ticks( &self, req_id: i64, contract: &Contract, start_date_time: &str, end_date_time: &str, number_of_ticks: i32, what_to_show: &str, use_rth: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i32 | Maximum number of ticks to return. |
what_to_show | &str | Data type: "TRADES", "MIDPOINT", "BID", "ASK", "BID_ASK", etc. |
use_rth | bool | If true, only return data from Regular Trading Hours. |
Returns: Result<(), String>
req_historical_schedule
Request historical trading schedule.
pub fn req_historical_schedule( &self, req_id: i64, contract: &Contract, end_date_time: &str, duration: &str, use_rth: bool, ) -> Result<(), String>| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | Duration string, e.g. "1 D", "1 W", "1 M", "1 Y". |
use_rth | bool | If true, only return data from Regular Trading Hours. |
Returns: Result<(), String>
Gateway-Local & Stubs
req_smart_components
Request smart routing components for a BBO exchange. Gateway-local — returns component exchanges from init data.
pub fn req_smart_components(&self, req_id: i64, _bbo_exchange: &str, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
bbo_exchange | &str | BBO exchange for smart component lookup (e.g. "SMART"). |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_news_providers
Request available news providers. Gateway-local — returns provider list from init data.
pub fn req_news_providers(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_current_time
Request current server time. Returns local system time (no server round-trip).
pub fn req_current_time(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
request_fa
Request FA data. Not yet implemented.
pub fn request_fa(&self, _fa_data_type: i32)| Parameter | Type | Description |
|---|---|---|
fa_data_type | i32 | FA data type (1=Groups, 2=Profiles, 3=Aliases). |
replace_fa
Replace FA data. Not yet implemented.
pub fn replace_fa(&self, _req_id: i64, _fa_data_type: i32, _cxml: &str)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
fa_data_type | i32 | FA data type (1=Groups, 2=Profiles, 3=Aliases). |
cxml | &str | FA XML configuration data. |
query_display_groups
Query display groups. Not yet implemented.
pub fn query_display_groups(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
subscribe_to_group_events
Subscribe to display group events. Not yet implemented.
pub fn subscribe_to_group_events(&self, _req_id: i64, _group_id: i32)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
group_id | i32 | Display group ID. |
unsubscribe_from_group_events
Unsubscribe from display group events. Not yet implemented.
pub fn unsubscribe_from_group_events(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
update_display_group
Update display group. Not yet implemented.
pub fn update_display_group(&self, _req_id: i64, _contract_info: &str)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
contract_info | &str | Display group contract info string. |
req_soft_dollar_tiers
Request soft dollar tiers. Gateway-local — returns tiers parsed from CCP logon tag 6560.
pub fn req_soft_dollar_tiers(&self, req_id: i64, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_family_codes
Request family codes. Gateway-local — returns codes parsed from CCP logon tag 6823.
pub fn req_family_codes(&self, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
set_server_log_level
Set server log level.
pub fn set_server_log_level(&self, log_level: i32)| Parameter | Type | Description |
|---|---|---|
log_level | i32 | Log level: 1=error, 2=warn, 3=info, 4=debug, 5=trace. |
req_user_info
Request user info. Gateway-local — returns whiteBrandingId from CCP logon.
pub fn req_user_info(&self, req_id: i64, wrapper: &mut impl Wrapper)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
wrapper | &mut impl Wrapper | Wrapper callback receiver for synchronous delivery. |
req_wsh_meta_data
Request WSH metadata. Not yet implemented.
pub fn req_wsh_meta_data(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
req_wsh_event_data
Request WSH event data. Not yet implemented.
pub fn req_wsh_event_data(&self, _req_id: i64)| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
Wrapper Callbacks
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 | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
error_code | i64 | 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 | i64 | Tick timestamp (Unix seconds). |
tick_price
Price tick update (bid, ask, last, etc.).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
price | f64 | Tick price. |
attrib | &TickAttrib | Tick attributes. |
tick_size
Size tick update (bid size, ask size, volume, etc.).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
size | f64 | Tick size. |
tick_string
String tick (e.g. last trade timestamp).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
value | &str | Account value. |
tick_generic
Generic numeric tick value.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
value | f64 | Account value. |
tick_snapshot_end
Snapshot delivery complete; subscription auto-cancelled.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
market_data_type | i32 | 1=live, 2=frozen, 3=delayed, 4=delayed-frozen. |
order_status
Order status update (filled, remaining, avg price, etc.).
| Parameter | Type | Description |
|---|---|---|
order_id | i64 | Order identifier. Must be unique per session. |
status | &str | Order status string ("Submitted", "Filled", "Cancelled", etc.). |
filled | f64 | Cumulative filled quantity. |
remaining | f64 | Remaining quantity. |
avg_fill_price | f64 | Average fill price. |
perm_id | i64 | Permanent order ID assigned by the server. |
parent_id | i64 | Parent order ID (0 if no parent). |
last_fill_price | f64 | Price of the last fill. |
client_id | i64 | Client ID (unused — single-client engine). |
why_held | &str | Reason the order is held (e.g. "locate"). |
mkt_cap_price | f64 | Market cap price for the order. |
open_order
Open order details (contract, order, state).
| Parameter | Type | Description |
|---|---|---|
order_id | i64 | 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.). |
order_state | &OrderState | Order state (status, margin, commission info). |
open_order_end
End of open orders list.
exec_details
Execution fill details.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
execution | &Execution | Execution details (exec_id, time, price, shares, etc.). |
exec_details_end
End of execution details list.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
commission_and_fees_report
Commission and fees report for an execution.
| Parameter | Type | Description |
|---|---|---|
report | &CommissionAndFeesReport | Commission report (exec_id, commission, currency, realized P&L). |
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 | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
position | f64 | Book position (row index) or position size. |
market_price | f64 | Current market price. |
market_value | f64 | Current market value of position. |
average_cost | f64 | Average cost basis. |
unrealized_pnl | f64 | Unrealized profit/loss. |
realized_pnl | f64 | 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 | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
position
Position entry (account, contract, size, avg cost).
| Parameter | Type | Description |
|---|---|---|
account | &str | Account ID. |
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
pos | f64 | Position size (decimal shares). |
avg_cost | f64 | Average cost per share. |
position_end
End of positions list.
pnl
Account P&L update (daily, unrealized, realized).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
daily_pnl | f64 | Daily profit/loss. |
unrealized_pnl | f64 | Unrealized profit/loss. |
realized_pnl | f64 | Realized profit/loss. |
pnl_single
Single-position P&L update.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
pos | f64 | Position size (decimal shares). |
daily_pnl | f64 | Daily profit/loss. |
unrealized_pnl | f64 | Unrealized profit/loss. |
realized_pnl | f64 | Realized profit/loss. |
value | f64 | Account value. |
historical_data
Historical OHLCV bar.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
bar | &BarData | Bar data (date, open, high, low, close, volume, wap, bar_count). |
historical_data_end
End of historical data delivery.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
bar | &BarData | Bar data (date, open, high, low, close, volume, wap, bar_count). |
head_timestamp
Earliest available data timestamp.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
details | &ContractDetails | Contract details object. |
contract_details_end
End of contract details.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
symbol_samples
Matching symbol search results.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
descriptions | &[ContractDescription] | Array of matching contract descriptions. |
tick_by_tick_all_last
Tick-by-tick last trade.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
time | i64 | Tick timestamp (Unix seconds). |
price | f64 | Tick price. |
size | f64 | Tick size. |
attrib | &TickAttribLast | Tick attributes. |
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 | i64 | Request identifier. Used to match responses to requests. |
time | i64 | Tick timestamp (Unix seconds). |
bid_price | f64 | Bid price. |
ask_price | f64 | Ask price. |
bid_size | f64 | Bid size. |
ask_size | f64 | Ask size. |
attrib | &TickAttribBidAsk | Tick attributes. |
tick_by_tick_mid_point
Tick-by-tick midpoint.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
time | i64 | Tick timestamp (Unix seconds). |
mid_point | f64 | Midpoint price. |
scanner_data
Scanner result entry (rank, contract, distance).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
rank | i32 | Scanner result rank (0-based). |
details | &ContractDetails | Contract details object. |
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 | i64 | Request identifier. Used to match responses to requests. |
scanner_parameters
Scanner parameters XML.
| Parameter | Type | Description |
|---|---|---|
xml | &str | XML string. |
update_news_bulletin
News bulletin message.
| Parameter | Type | Description |
|---|---|---|
msg_id | i64 | Bulletin message ID. |
msg_type | i32 | Bulletin message type (1=regular, 2=exchange). |
message | &str | Bulletin message text. |
orig_exchange | &str | Originating exchange. |
tick_news
Per-contract news tick.
| Parameter | Type | Description |
|---|---|---|
ticker_id | i64 | Ticker/request ID. |
timestamp | i64 | 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. |
historical_news
Historical news headline.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | i64 | Request identifier. Used to match responses to requests. |
has_more | bool | If true, more results available. |
news_article
Full news article text.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
article_type | i32 | Article type: 0=plain text, 1=HTML. |
article_text | &str | Full article body. |
real_time_bar
Real-time 5-second OHLCV bar.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
date | i64 | Bar date string. |
open | f64 | Open price. |
high | f64 | High price. |
low | f64 | Low price. |
close | f64 | Close price. |
volume | f64 | Volume. |
wap | f64 | Volume-weighted average price. |
count | i32 | Trade count. |
historical_ticks
Historical tick data (Last, BidAsk, or Midpoint).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
ticks | &HistoricalTickData | 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 | i64 | Request identifier. Used to match responses to requests. |
ticks | &HistoricalTickData | Historical tick data. |
done | bool | If true, all ticks have been delivered. |
historical_ticks_last
Historical last-trade ticks.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
ticks | &HistoricalTickData | 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 | i64 | Request identifier. Used to match responses to requests. |
tick_type | i32 | Tick type ID or tick-by-tick type string. |
tick_attrib | i32 | |
implied_vol | f64 | Implied volatility. |
delta | f64 | Option delta. |
opt_price | f64 | Option theoretical price. |
pv_dividend | f64 | Present value of dividends. |
gamma | f64 | Option gamma. |
vega | f64 | Option vega. |
theta | f64 | Option theta. |
und_price | f64 | Underlying price. |
security_definition_option_parameter
Option chain parameters (strikes, expirations).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
exchange | &str | Exchange name. |
underlying_con_id | i64 | Underlying contract ID. |
trading_class | &str | Trading class. |
multiplier | &str | Contract multiplier. |
expirations | &[String] | Available expiration dates. |
strikes | &[f64] | Available strike prices. |
security_definition_option_parameter_end
End of option chain parameters.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
delta_neutral_validation
Delta-neutral validation response.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
con_id | i64 | Contract ID. Unique per instrument. |
delta | f64 | Option delta. |
price | f64 | Tick price. |
histogram_data
Price distribution histogram.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
items | &[(f64, i64 | Histogram entries [(price, count)]. |
market_rule
Market rule: price increment schedule.
| Parameter | Type | Description |
|---|---|---|
market_rule_id | i64 | Market rule ID. |
price_increments | &[PriceIncrement] | Price increment rules [{low_edge, increment}]. |
completed_order
Completed (filled/cancelled) order details.
| Parameter | Type | Description |
|---|---|---|
contract | &Contract | Contract specification (symbol, secType, exchange, currency, etc.). |
order | &Order | Order parameters (action, quantity, type, price, TIF, etc.). |
order_state | &OrderState | Order state (status, margin, commission info). |
completed_orders_end
End of completed orders list.
historical_schedule
Historical trading schedule (exchange hours).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | 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 | &[(String, String, String | Trading sessions [(ref_date, open, close)]. |
fundamental_data
Fundamental data (XML/JSON).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
data | &str | Raw data string (XML/JSON). |
update_mkt_depth
L2 book update (single exchange).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
position | i32 | Book position (row index) or position size. |
operation | i32 | Book operation: 0=insert, 1=update, 2=delete. |
side | i32 | Book side: 0=ask, 1=bid. Or order side "BOT"/"SLD". |
price | f64 | Tick price. |
size | f64 | Tick size. |
update_mkt_depth_l2
L2 book update (with market maker).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
position | i32 | Book position (row index) or position size. |
market_maker | &str | Market maker ID. |
operation | i32 | Book operation: 0=insert, 1=update, 2=delete. |
side | i32 | Book side: 0=ask, 1=bid. Or order side "BOT"/"SLD". |
price | f64 | Tick price. |
size | f64 | 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 |
|---|---|---|
descriptions | &[crate::types::DepthMktDataDescription] | Array of matching contract descriptions. |
tick_req_params
Tick parameters: min tick size, BBO exchange, snapshot permissions.
| Parameter | Type | Description |
|---|---|---|
ticker_id | i64 | Ticker/request ID. |
min_tick | f64 | Minimum tick size. |
bbo_exchange | &str | BBO exchange for smart component lookup (e.g. "SMART"). |
snapshot_permissions | i64 | Snapshot permissions bitmask. |
smart_components
SMART routing component exchanges.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
components | &[crate::types::SmartComponent] | Smart routing component exchanges. |
news_providers
Available news providers list.
| Parameter | Type | Description |
|---|---|---|
providers | &[crate::types::NewsProvider] | News provider list. |
soft_dollar_tiers
Soft dollar tier list.
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
tiers | &[crate::types::SoftDollarTier] | Soft dollar tier list. |
family_codes
Family codes linking related accounts.
| Parameter | Type | Description |
|---|---|---|
codes | &[crate::types::FamilyCode] | Family code list. |
user_info
User info (white branding ID).
| Parameter | Type | Description |
|---|---|---|
req_id | i64 | Request identifier. Used to match responses to requests. |
white_branding_id | &str | White branding ID (empty for standard accounts). |