IB.Client.Types

Documentation

data Request

Constructors

MktDataReq

Fields

rqp_tickerId :: TickerId

mdr_contract :: Contract

mdr_genericTicks :: String

mdr_snapshot :: Bool

mdr_mktDataOptions :: [TagValue]

CancelMktData

Fields

rqp_tickerId :: TickerId

PlaceOrder

Fields

rqp_orderId :: OrderId

por_contract :: Contract

por_order :: Order

CancelOrder

Fields

rqp_orderId :: OrderId

OpenOrdersReq

AccountUpdatesReq

Fields

aur_subscribe :: Bool

aur_acctCode :: String

ExecutionsReq

Fields

rqp_reqId :: ReqId

exe_filter :: ExecutionFilter

IdsReq Int

ContractDetailsReq

Fields

rqp_reqId :: ReqId

cdr_contract :: Contract

MktDepthReq

Fields

rqp_tickerId :: TickerId

mkr_contract :: Contract

mkr_numRows :: Int

mkr_mktDepthOptions :: [TagValue]

CancelMktDepth TickerId

NewsBulletinsReq Bool

CancelNewsBulletins

SetServerLogLevel Int

AutoOpenOrdersReq Bool

AllOpenOrdersReq

ManagedAcctsReq

FAReq FaDataType

FAReplaceReq

Fields

far_pFaDataType :: FaDataType

far_cxml :: String

HistoricalDataReq

Fields

rqp_tickerId :: TickerId

hdr_contract :: Contract

hdr_endDataTime :: String

hdr_durationStr :: String

hdr_barSizeSetting :: String

hdr_whatToShow :: String

hdr_useRTH :: Int

hdr_formatDate :: Int

hdr_chartOptions :: [TagValue]

ExerciseOptionsReq

Fields

rqp_tickerId :: TickerId

eor_contract :: Contract

eor_exerciseAction :: Int

eor_exerciseQuantity :: Int

eor_account :: String

eor_override :: Int

ScannerSubscriptionReq

Fields

rqp_tickerId :: TickerId

ssr_subscription :: ScannerSubscription

ssr_subscriptionOptions :: [TagValue]

CancelScannerSubscription TickerId

ScannerParametersReq

CancelHistoricalData TickerId

CurrentTimeReq

RealTimeBarsReq

Fields

rqp_tickerId :: TickerId

rtb_contract :: Contract

rtb_barSize :: Int

rtb_whatToShow :: String

rtb_useRTH :: Bool

rtb_realTimeBarsOptions :: [TagValue]

CancelRealTimeBars TickerId

FundamentalDataReq

Fields

rqp_reqId :: TickerId

fdr_contract :: Contract

fdr_reportType :: String

CancelFundamentalData TickerId

ImpliedVolatilityReq

Fields

rqp_tickerId :: TickerId

ivr_contract :: Contract

ivr_optionPrice :: Double

ivr_underPrice :: Double

CalcOptionPriceReq

Fields

rqp_tickerId :: TickerId

opr_contract :: Contract

opr_volatility :: Double

opr_underPrice :: Double

CancelCalcImpliedVolatility TickerId

CancelCalcOptionPrice TickerId

GlobalCancelReq

MarketDataTypeReq TickerId

PositionsReq

AccountSummaryReq

Fields

rqp_reqId :: ReqId

asr_groupName :: String

asr_tags :: String

CancelAccountSummary ReqId

CancelPositions

VerifyReq

Fields

vr_apiName :: String

vr_apiVer :: String

VerifyMessage String

QueryDisplayGroups ReqId

SubscribeToGroupEvents ReqId GroupId

UpdateDisplayGroup

Fields

rqp_reqId :: Int

udg_contractInfo :: String

UnsubscribeFromGroupEvents ReqId

StartApi

Instances

Data Request

Typeable * Request

data IBMessage

Constructors

TickPrice

Fields

tickerId :: Int

tickType :: Int

price :: Double

size :: Int

canAutoExecute :: Int

TickSize

Fields

tickerId :: Int

tickType :: Int

price :: Double

size :: Int

OrderStatus

Fields

orderId :: Int

status :: String

filled :: Int

remaining :: Int

avgFillPrice :: Double

permId :: Int

parentId :: Int

lastFillPrice :: Double

clientId :: Int

whyHeld :: String

Err

Fields

errorCode :: Int

errorMsg :: String

OpenOrder

Fields

order :: Order

contract :: Contract

comboLeg :: [ComboLeg]

orderComboLegs :: [OrderComboLeg]

orderState :: OrderState

AcctValue

Fields

key :: String

val :: String

cur :: String

accountName :: String

PortfolioValue

Fields

contract :: Contract

position :: Int

marketPrice :: Double

marketValue :: Double

averageCost :: Double

unrealizedPNL :: Double

realizedPNL :: Double

accountName :: String

AcctUpdateTime String

NextValidId Int

ContractData ContractDetails

ExecutionData

Fields

reqId :: Int

orderId :: Int

contract :: Contract

exec :: Execution

MarketDepth

Fields

id :: Int

position :: Int

operation :: Int

side :: Int

price :: Double

size :: Int

MarketDepthL2

Fields

id :: Int

position :: Int

marketMaker :: String

operation :: Int

side :: Int

price :: Double

size :: Int

NewsBulletins

Fields

msgId :: Int

msgType :: Int

newsMessage :: String

originatingExch :: String

ManagedAccts String

ReceiveFA

Fields

faDataTypeInt :: Int

cxml :: String

HistoricalData

Fields

reqId :: Int

startDateStr :: String

endDateStr :: String

barDataList :: [BarData]

BondContractData ContractDetails

ScannerParameters String

ScannerData

Fields

tickerId :: Int

scannerDataList :: [ScanData]

TickOptionComputation

Fields

tickerId :: Int

tickType :: Int

impliedVol :: Double

delta :: Double

optPrice :: Double

pvDividend :: Double

gamma :: Double

vega :: Double

theta :: Double

undPrice :: Double

TickGeneric

Fields

tickerId :: Int

tickType :: Int

tg_value :: Double

TickString

Fields

tickerId :: Int

tickType :: Int

ts_value :: String

TickEFP

Fields

tickerId :: Int

tickType :: Int

basisPoints :: Double

formattedBasisPoints :: String

impliedFuturesPrice :: Double

holdDays :: Int

futureExpiry :: String

dividendImpact :: Double

dividendsToExpiry :: Double

CurrentTime Int

RealTimeBars

Fields

reqId :: Int

time :: Int

open :: Double

high :: Double

low :: Double

close :: Double

volume :: Int

average :: Double

count :: Int

FundamentalData

Fields

reqId :: Int

fdata :: String

ContractDataEnd ReqId

OpenOrderEnd

AcctDownloadEnd String

ExecutionDataEnd ReqId

DeltaNeutralValidation

Fields

reqId :: Int

underComp :: UnderComp

TickSnapshotEnd ReqId

MarketDataType

Fields

reqId :: Int

marketDataType :: Int

CommissionReport

Fields

execId :: String

commission :: Double

currency :: String

realizedPNL :: Double

yield :: Double

yieldRedemptionDate :: Int

PositionData

Fields

account :: String

contract :: Contract

position :: Int

avgCost :: Double

PositionEnd

AccountSummary

Fields

reqId :: Int

account :: String

tag :: String

value :: String

currency :: String

AccountSummaryEnd ReqId

VerifyMessageAPI String

VerifyCompleted

Fields

isSuccessful :: String

errorText :: String

DisplayGroupList

Fields

reqId :: Int

groups :: String

DisplayGroupUpdated

Fields

reqId :: Int

contractInfo :: String

IBUnknown

Instances

Data IBMessage

Typeable * IBMessage

data RecvMsg

Constructors

RecvMsg

Fields

rc_msgId :: Int

rc_version :: Int

rc_msgBody :: IBMessage

type ReqId = Int

type OrderComboLeg = Double

type TickerId = Int

type OrderId = Int

type GroupId = Int

type MIB = MVar IBServer

type HandlerFunc = MIB -> IBMessage -> IO ()

data IBServer

Constructors

IBServer

Fields

s_addr :: String

s_port :: Int

s_clientId :: Int

s_extraAuth :: Bool

s_version :: Int

s_connected :: Bool

s_twsTime :: Int

s_debug :: Bool

s_sock :: Maybe Handle

s_msgThread :: Maybe ThreadId

s_timeoutInterval :: Int

s_handler :: HandlerFunc

data TickType

Constructors

BID_SIZE

BID

ASK

ASK_SIZE

LAST

LAST_SIZE

HIGH

LOW

VOLUME

CLOSE

BID_OPTION_COMPUTATION

ASK_OPTION_COMPUTATION

LAST_OPTION_COMPUTATION

MODEL_OPTION

OPEN

LOW_13_WEEK

HIGH_13_WEEK

LOW_26_WEEK

HIGH_26_WEEK

LOW_52_WEEK

HIGH_52_WEEK

AVG_VOLUME

OPEN_INTEREST

OPTION_HISTORICAL_VOL

OPTION_IMPLIED_VOL

OPTION_BID_EXCH

OPTION_ASK_EXCH

OPTION_CALL_OPEN_INTEREST

OPTION_PUT_OPEN_INTEREST

OPTION_CALL_VOLUME

OPTION_PUT_VOLUME

INDEX_FUTURE_PREMIUM

BID_EXCH

ASK_EXCH

AUCTION_VOLUME

AUCTION_PRICE

AUCTION_IMBALANCE

MARK_PRICE

BID_EFP_COMPUTATION

ASK_EFP_COMPUTATION

LAST_EFP_COMPUTATION

OPEN_EFP_COMPUTATION

HIGH_EFP_COMPUTATION

LOW_EFP_COMPUTATION

CLOSE_EFP_COMPUTATION

LAST_TIMESTAMP

SHORTABLE

FUNDAMENTAL_RATIOS

RT_VOLUME

HALTED

BID_YIELD

ASK_YIELD

LAST_YIELD

CUST_OPTION_COMPUTATION

TRADE_COUNT

TRADE_RATE

VOLUME_RATE

LAST_RTH_TRADE

NOT_SET

Instances

Enum TickType

Eq TickType

Read TickType

Show TickType

data FaDataType

Constructors

GROUPS

PROFILES

ALIASES

Instances

Enum FaDataType

Eq FaDataType

Data FaDataType

Read FaDataType

Show FaDataType

Typeable * FaDataType

data Origin

Constructors

CUSTOMER

FIRM

UNKNOWN

Instances

Enum Origin

Eq Origin

Data Origin

Read Origin

Show Origin

Typeable * Origin

data NewsBulletin

Constructors

NEWS_MSG

EXCHANGE_AVAIL_MSG

EXCHANGE_UNAVAIL_MSG

Instances

Enum NewsBulletin

Read NewsBulletin

Show NewsBulletin

dblMaximum :: Double

int32max :: Int

int32min :: Int

dblCheckNegative :: Double -> Double

dblDefaultCheck :: Double -> Double

dblBoundsCheck :: Double -> Double -> Double -> Double

fromEnum' :: Enum a => a -> Int

fromBool :: Num a => Bool -> a

isPrice :: TickType -> Bool

conToId :: Data a => a -> Int

msgToId :: IBMessage -> Int

reqToId :: Request -> Int

idToMsg :: Int -> IBMessage

data Preamble

Constructors

Preamble

Fields

pre_serverVersion :: Int

pre_twsTime :: Int

data Execution

Constructors

Execution

Fields

ex_execId :: String

ex_time :: String

ex_acctNumber :: String

ex_exchange :: String

ex_side :: String

ex_shares :: Int

ex_price :: Double

ex_permId :: Int

ex_clientId :: Int

ex_liquidation :: Int

ex_orderId :: Int

ex_cumQty :: Int

ex_avgPrice :: Double

ex_orderRef :: String

ex_evRule :: String

ex_evMultiplier :: Double

Instances

Data Execution

Typeable * Execution

data ExecutionFilter

Constructors

ExecutionFilter

Fields

exf_clientId :: Int

exf_acctCode :: String

exf_time :: String

exf_symbol :: String

exf_secType :: String

exf_exchange :: String

exf_side :: String

Instances

Data ExecutionFilter

Typeable * ExecutionFilter

data BarData

Constructors

BarData

Fields

bar_date :: String

bar_open :: Double

bar_high :: Double

bar_low :: Double

bar_close :: Double

bar_volume :: Int

bar_average :: Double

bar_hasGaps :: String

bar_barCount :: Int

Instances

Data BarData

Typeable * BarData

data ScanData

Constructors

ScanData

Fields

sd_rank :: Int

sd_contract :: ContractDetails

sd_distance :: String

sd_benchmark :: String

sd_projection :: String

sd_legsStr :: String

Instances

Data ScanData

Typeable * ScanData

data OrderState

Constructors

OrderState

Fields

os_status :: String

os_initMargin :: String

os_maintMargin :: String

os_equityWithLoan :: String

os_commission :: Double

os_minCommission :: Double

os_maxCommission :: Double

os_commissionCurrency :: String

os_warningText :: String

Instances

Data OrderState

Typeable * OrderState

data TagValue

Constructors

TagValue

Fields

tv_tag :: String

tv_value :: String

Instances

Data TagValue

Typeable * TagValue

data ScannerSubscription

Constructors

ScannerSubscription

Fields

ssb_numberOfRows :: Int

ssb_instrument :: String

ssb_locationCode :: String

ssb_scanCode :: String

ssb_abovePrice :: Double

ssb_belowPrice :: Double

ssb_aboveVolume :: Int

ssb_marketCapAbove :: Double

ssb_marketCapBelow :: Double

ssb_moodyRatingAbove :: String

ssb_moodyRatingBelow :: String

ssb_spRatingAbove :: String

ssb_spRatingBelow :: String

ssb_maturityDateAbove :: String

ssb_maturityDateBelow :: String

ssb_couponRateAbove :: Double

ssb_couponRateBelow :: Double

ssb_excludeConvertible :: Int

ssb_averageOptionVolumeAbove :: Int

ssb_scannerSettingPairs :: String

ssb_stockTypeFilter :: String

Instances

Data ScannerSubscription

Typeable * ScannerSubscription

defScannerSubscription :: ScannerSubscription

data ComboLeg

Constructors

ComboLeg

Fields

cl_conId :: Int

cl_ratio :: Int

cl_action :: String

cl_exchange :: String

cl_openClose :: Int

cl_shortSaleSlot :: Int

cl_designatedLocation :: String

cl_exemptCode :: Int

Instances

Data ComboLeg

Typeable * ComboLeg

data UnderComp

Constructors

UnderComp

Fields

uc_conId :: Int

uc_delta :: Double

uc_price :: Double

Instances

Eq UnderComp

Data UnderComp

Typeable * UnderComp

data Contract

Constructors

Contract

Fields

ct_conId :: Int

ct_symbol :: String

ct_secType :: String

ct_expiry :: String

ct_strike :: Double

ct_right :: String

ct_multiplier :: String

ct_exchange :: String

ct_primaryExchange :: String

ct_currency :: String

ct_localSymbol :: String

ct_tradingClass :: String

ct_includeExpired :: Bool

ct_secIdType :: String

ct_secId :: String

ct_comboLegsDescrip :: String

ct_comboLegsList :: [ComboLeg]

ct_underComp :: UnderComp

Instances

Data Contract

Typeable * Contract

data ContractDetails

Constructors

ContractDetails

Fields

ctd_summary :: Contract

ctd_marketName :: String

ctd_minTick :: Double

ctd_orderTypes :: String

ctd_validExchanges :: String

ctd_priceMagnifier :: Int

ctd_underConId :: Int

ctd_longName :: String

ctd_contractMonth :: String

ctd_industry :: String

ctd_category :: String

ctd_subcategory :: String

ctd_timeZoneId :: String

ctd_tradingHours :: String

ctd_liquidHours :: String

ctd_evRule :: String

ctd_evMultiplier :: Double

ctd_secIdList :: [TagValue]

ctd_cusip :: String

ctd_ratings :: String

ctd_descAppend :: String

ctd_bondType :: String

ctd_couponType :: String

ctd_callable :: Bool

ctd_putable :: Bool

ctd_coupon :: Double

ctd_convertible :: Bool

ctd_maturity :: String

ctd_issueDate :: String

ctd_nextOptionDate :: String

ctd_nextOptionType :: String

ctd_nextOptionPartial :: Bool

ctd_notes :: String

Instances

Data ContractDetails

Typeable * ContractDetails

data Order

Constructors

Order

Fields

ord_orderId :: Int

ord_clientId :: Int

ord_permId :: Int

ord_action :: String

ord_totalQuantity :: Int

ord_orderType :: String

ord_lmtPrice :: Double

ord_auxPrice :: Double

ord_tif :: String

ord_activeStartTime :: String

ord_activeStopTime :: String

ord_ocaGroup :: String

ord_ocaType :: Int

ord_orderRef :: String

ord_transmit :: Bool

ord_parentId :: Int

ord_blockOrder :: Bool

ord_sweepToFill :: Bool

ord_displaySize :: Int

ord_triggerMethod :: Int

ord_outsideRth :: Bool

ord_hidden :: Bool

ord_goodAfterTime :: String

ord_goodTillDate :: String

ord_rule80A :: String

ord_allOrNone :: Bool

ord_minQty :: Int

ord_percentOffset :: Double

ord_overridePercentageConstraints :: Bool

ord_trailStopPrice :: Double

ord_trailingPercent :: Double

ord_faGroup :: String

ord_faProfile :: String

ord_faMethod :: String

ord_faPercentage :: String

ord_openClose :: String

ord_origin :: Origin

ord_shortSaleSlot :: Int

ord_designatedLocation :: String

ord_exemptCode :: Int

ord_discretionaryAmt :: Double

ord_eTradeOnly :: Bool

ord_firmQuoteOnly :: Bool

ord_nbboPriceCap :: Double

ord_optOutSmartRouting :: Bool

ord_auctionStrategy :: Int

ord_startingPrice :: Double

ord_stockRefPrice :: Double

ord_delta :: Double

ord_stockRangeLower :: Double

ord_stockRangeUpper :: Double

ord_volatility :: Double

ord_volatilityType :: Int

ord_deltaNeutralOrderType :: String

ord_deltaNeutralAuxPrice :: Double

ord_deltaNeutralConId :: Int

ord_deltaNeutralSettlingFirm :: String

ord_deltaNeutralClearingAccount :: String

ord_deltaNeutralClearingIntent :: String

ord_deltaNeutralOpenClose :: String

ord_deltaNeutralShortSale :: Bool

ord_deltaNeutralShortSaleSlot :: Int

ord_deltaNeutralDesignatedLocation :: String

ord_continuousUpdate :: Bool

ord_referencePriceType :: Int

ord_basisPoints :: Double

ord_basisPointsType :: Int

ord_scaleInitLevelSize :: Int

ord_scaleSubsLevelSize :: Int

ord_scalePriceIncrement :: Double

ord_scalePriceAdjustValue :: Double

ord_scalePriceAdjustInterval :: Int

ord_scaleProfitOffset :: Double

ord_scaleAutoReset :: Bool

ord_scaleInitPosition :: Int

ord_scaleInitFillQty :: Int

ord_scaleRandomPercent :: Bool

ord_scaleTable :: String

ord_hedgeType :: String

ord_hedgeParam :: String

ord_account :: String

ord_settlingFirm :: String

ord_clearingAccount :: String

ord_clearingIntent :: String

ord_ :: String

ord_algoStrategy :: String

ord_algoParams :: [TagValue]

ord_smartComboRoutingParams :: [TagValue]

ord_whatIf :: Bool

ord_notHeld :: Bool

Instances

Data Order

Typeable * Order