Trader Workstation API

https://interactivebrokers.github.io/tws-api
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The Trader Workstation API enables developers to programmatically connect to Interactive Brokers'...
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### C++: Create and start EReader with unique_ptr

Source: https://interactivebrokers.github.io/tws-api/connection.html

C++ example showing how to create an EReader with a unique_ptr and start it.

```cpp
m_pReader = std::unique_ptr<EReader>( new EReader(m_pClient, &m_osSignal) );
m_pReader->start();
```

--------------------------------

### C#/.NET: Create EReader and start message-processing thread

Source: https://interactivebrokers.github.io/tws-api/connection.html

C#/.NET example showing how to create and start an EReader, then spawn a background thread that waits for the signal and processes messages while the client is connected.

```csharp
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(clientSocket, readerSignal);
reader.Start();
//Once the messages are in the queue, an additional thread can be created to fetch them
new Thread(() => { while (clientSocket.IsConnected()) { readerSignal.waitForSignal(); reader.processMsgs(); } }) { IsBackground = true }.Start();
```

--------------------------------

### Java: Create EReader and start message-processing thread

Source: https://interactivebrokers.github.io/tws-api/connection.html

Java example showing how to create and start an EReader, then spawn a thread that waits for the signal and processes messages, catching and printing any exceptions.

```java
final EReader reader = new EReader(m_client, m_signal); 
reader.start();
//An additional thread is created in this program design to empty the messaging queue
new Thread(() -> {
while (m_client.isConnected()) {
m_signal.waitForSignal();
try {
reader.processMsgs();
} catch (Exception e) {
System.out.println("Exception: "+e.getMessage());
}
}
}).start();
```

--------------------------------

### CSFB Inline Algo Example (C#)

Source: https://interactivebrokers.github.io/tws-api/csfb.html

C# example for placing a CSFB Inline algo order. Sets up a contract with exchange 'CSFBALGO' and currency 'USD', then calls FillCSFBInlineParams with parameters like start time, end time, execution style, percentages, display size, auction, block finder, block price, block sizes, and IWouldPrice. The helper method sets the algo strategy to 'INLINE' and adds the parameters as TagValue objects.

```csharp
Contract contract = new Contract();
contract.Symbol = "IBKR";
contract.SecType = "STK";
contract.Exchange = "CSFBALGO"; // must be direct-routed to CSFBALGO
contract.Currency = "USD"; // only available for US stocks
... 
AvailableAlgoParams.FillCSFBInlineParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", "Patient", 10, 20, 100, "Default", false, 40, 100, 100, 35);
client.placeOrder(nextOrderId++, ContractSamples.CSFBContract(), baseOrder);
... 
public static void FillCSFBInlineParams(Order baseOrder, string startTime, string endTime, string execStyle, int minPercent,
int maxPercent, int displaySize, string auction, bool blockFinder, double blockPrice, int minBlockSize, int maxBlockSize, double iWouldPrice)
{
// must be direct-routed to "CSFBALGO"
baseOrder.AlgoStrategy = "INLINE";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("execStyle", execStyle));
baseOrder.AlgoParams.Add(new TagValue("minPercent", minPercent.ToString()));
baseOrder.AlgoParams.Add(new TagValue("maxPercent", maxPercent.ToString()));
baseOrder.AlgoParams.Add(new TagValue("displaySize", displaySize.ToString()));
baseOrder.AlgoParams.Add(new TagValue("auction", auction));
baseOrder.AlgoParams.Add(new TagValue("blockFinder", blockFinder ? "1" : "0"));
baseOrder.AlgoParams.Add(new TagValue("blockPrice", blockPrice.ToString()));
baseOrder.AlgoParams.Add(new TagValue("minBlockSize", minBlockSize.ToString()));
baseOrder.AlgoParams.Add(new TagValue("maxBlockSize", maxBlockSize.ToString()));
baseOrder.AlgoParams.Add(new TagValue("iWouldPrice", iWouldPrice.ToString()));
}
```

--------------------------------

### CSFB Inline Algo Example (Visual Basic)

Source: https://interactivebrokers.github.io/tws-api/csfb.html

Visual Basic example for placing a CSFB Inline algo order. Sets up a contract with exchange 'CSFBALGO' and currency 'USD', then calls FillCSFBInlineParams with parameters like start time, end time, execution style, percentages, display size, auction, block finder, block price, block sizes, and IWouldPrice. The helper method sets the algo strategy to 'INLINE' and adds the parameters as TagValue objects.

```vb
Dim contract As Contract = New Contract()
contract.Symbol = "IBKR"
contract.SecType = "STK"
```

--------------------------------

### C# usage example for FillArrivalPriceParams

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

C# example that creates a limit order and fills ArrivalPrice parameters, then places the order.

```csharp
baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1)
AvailableAlgoParams.FillArrivalPriceParams(baseOrder, 0.1, "Aggressive", "09:00:00 US/Eastern", "16:00:00 US/Eastern", True, True)
self.placeOrder(self.nextOrderId(), ContractSamples.USStockAtSmart(), baseOrder)
```

--------------------------------

### Start

Source: https://interactivebrokers.github.io/tws-api/classIBApi_1_1EReader.html

Starts the EReader to begin capturing incoming messages.

```APIDOC
## Start

### Description
Starts the EReader to begin capturing incoming messages from the API client.

### Method
Start

### Signature
`void Start()`

### Parameters
None

### Returns
- **void** - This method does not return a value.
```

--------------------------------

### startApi()

Source: https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClientSocket-members.html

Starts the API connection to the TWS.

```APIDOC
## startApi()

### Description
Starts the API connection to the TWS.

### Method
startApi

### Parameters
None.

### Response
No direct return value.
```

--------------------------------

### CSFB Inline Algo Example (Java)

Source: https://interactivebrokers.github.io/tws-api/csfb.html

Java example for placing a CSFB Inline algo order. Sets up a contract with exchange 'CSFBALGO' and currency 'USD', then calls FillCSFBInlineParams with parameters like start time, end time, execution style, percentages, display size, auction, block finder, block price, block sizes, and IWouldPrice. The helper method sets the algo strategy to 'INLINE' and adds the parameters as TagValue objects.

```java
Contract contract = new Contract();
contract.symbol("IBKR");
contract.secType("STK");
contract.exchange("CSFBALGO"); // must be direct-routed to CSFBALGO
contract.currency("USD"); // only available for US stocks
... 
AvailableAlgoParams.FillCSFBInlineParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", "Patient", 10, 20, 100, "Default", false, 40, 100, 100, 35 );
client.placeOrder(nextOrderId++, ContractSamples.CSFBContract(), baseOrder);
... 
public static void FillCSFBInlineParams(Order baseOrder, String startTime, String endTime, String execStyle, int minPercent,
int maxPercent, int displaySize, String auction, boolean blockFinder, double blockPrice,
int minBlockSize, int maxBlockSize, double iWouldPrice) {
// must be direct-routed to "CSFBALGO"
baseOrder.algoStrategy("INLINE");
baseOrder.algoParams(new ArrayList<>());
baseOrder.algoParams().add(new TagValue("StartTime", startTime));
baseOrder.algoParams().add(new TagValue("EndTime", endTime));
baseOrder.algoParams().add(new TagValue("ExecStyle", execStyle));
baseOrder.algoParams().add(new TagValue("MinPercent", String.valueOf(minPercent)));
baseOrder.algoParams().add(new TagValue("MaxPercent", String.valueOf(maxPercent)));
baseOrder.algoParams().add(new TagValue("DisplaySize", String.valueOf(displaySize)));
baseOrder.algoParams().add(new TagValue("Auction", auction));
baseOrder.algoParams().add(new TagValue("BlockFinder", blockFinder ? "1" : "0"));
baseOrder.algoParams().add(new TagValue("BlockPrice", String.valueOf(blockPrice)));
baseOrder.algoParams().add(new TagValue("MinBlockSize", String.valueOf(minBlockSize)));
baseOrder.algoParams().add(new TagValue("MaxBlockSize", String.valueOf(maxBlockSize)));
baseOrder.algoParams().add(new TagValue("IWouldPrice", String.valueOf(iWouldPrice)));
}
```

--------------------------------

### Exercise options in Java

Source: https://interactivebrokers.github.io/tws-api/options.html

Java example calling client.exerciseOptions with a contract sample, quantity, action, and expiration time.

```java
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, null, 1, "20231018-12:00:00");
```

--------------------------------

### C# Jefferies VWAP Algo Example

Source: https://interactivebrokers.github.io/tws-api/jefferies.html

C# example showing how to create a contract for JEFFALGO exchange and place a Jefferies VWAP order using AvailableAlgoParams.FillJefferiesVWAPParams. The contract must be direct-routed to JEFFALGO and is only available for US stocks.

```csharp
Contract contract = new Contract();
contract.Symbol = "AAPL";
contract.SecType = "STK";
contract.Exchange = "JEFFALGO"; // must be direct-routed to JEFFALGO
contract.Currency = "USD"; // only available for US stocks
... 
AvailableAlgoParams.FillJefferiesVWAPParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", 10, 10, "Exclude_Both", 130, 135, 1, 10, "Patience", false, "Midpoint");
client.placeOrder(nextOrderId++, ContractSamples.JefferiesContract(), baseOrder);
... 
public static void FillJefferiesVWAPParams(Order baseOrder, string startTime, string endTime, double relativeLimit,
double maxVolumeRate, string excludeAuctions, double triggerPrice, double wowPrice, int minFillSize, double wowOrderPct,
string wowMode, bool isBuyBack, string wowReference)
{
baseOrder.AlgoStrategy = "VWAP";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("relativeLimit", relativeLimit.ToString()));
baseOrder.AlgoParams.Add(new TagValue("maxVolumeRate", maxVolumeRate.ToString()));
baseOrder.AlgoParams.Add(new TagValue("excludeAuctions", excludeAuctions));
baseOrder.AlgoParams.Add(new TagValue("triggerPrice", triggerPrice.ToString()));
baseOrder.AlgoParams.Add(new TagValue("wowPrice", wowPrice.ToString()));
baseOrder.AlgoParams.Add(new TagValue("minFillSize", minFillSize.ToString()));
baseOrder.AlgoParams.Add(new TagValue("wowOrderPct", wowOrderPct.ToString()));
baseOrder.AlgoParams.Add(new TagValue("wowMode", wowMode));
baseOrder.AlgoParams.Add(new TagValue("IsBuyBack", isBuyBack ? "1" : "0"));
baseOrder.AlgoParams.Add(new TagValue("wowReference", wowReference));
}
```

--------------------------------

### Exercise options in C++

Source: https://interactivebrokers.github.io/tws-api/options.html

C++ example calling m_pClient->exerciseOptions with a contract sample, quantity, action, and expiration time.

```cpp
//** Exercising options ***
m_pClient->exerciseOptions(5003, ContractSamples::OptionWithTradingClass(), 1, 1, "", 1, "20231018-12:00:00");
```

--------------------------------

### Java Jefferies VWAP Algo Example

Source: https://interactivebrokers.github.io/tws-api/jefferies.html

Java example showing how to create a contract for JEFFALGO exchange and place a Jefferies VWAP order using AvailableAlgoParams.FillJefferiesVWAPParams. The contract must be direct-routed to JEFFALGO and is only available for US stocks.

```java
Contract contract = new Contract();
contract.symbol("AAPL");
contract.secType("STK");
contract.exchange("JEFFALGO"); // must be direct-routed to JEFFALGO
contract.currency("USD"); // only available for US stocks
... 
AvailableAlgoParams.FillJefferiesVWAPParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", 10, 10, "Exclude_Both", 130, 135, 1, 10, "Patience", false, "Midpoint");
client.placeOrder(nextOrderId++, ContractSamples.JefferiesContract(), baseOrder);
... 
public static void FillJefferiesVWAPParams(Order baseOrder, String startTime, String endTime, double relativeLimit, 
double maxVolumeRate, String excludeAuctions, double triggerPrice, double wowPrice, int minFillSize, double wowOrderPct, 
String wowMode, boolean isBuyBack, String wowReference) {
// must be direct-routed to "JEFFALGO" 
baseOrder.algoStrategy("VWAP");
baseOrder.algoParams(new ArrayList<>());
baseOrder.algoParams().add(new TagValue("StartTime", startTime));
baseOrder.algoParams().add(new TagValue("EndTime", endTime));
baseOrder.algoParams().add(new TagValue("RelativeLimit", String.valueOf(relativeLimit)));
baseOrder.algoParams().add(new TagValue("MaxVolumeRate", String.valueOf(maxVolumeRate)));
```

--------------------------------

### Exercise options in Python

Source: https://interactivebrokers.github.io/tws-api/options.html

Python example calling client.exerciseOptions with a contract sample, quantity, action, and expiration time.

```python
'** Exercising options ***
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, Nothing, 1, "20231018-12:00:00")
```

--------------------------------

### C++ MinImpact algo order setup

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

C++ version of the MinImpact algo order setup. Uses DecimalFunctions::stringToDecimal for the quantity and ContractSamples::USStockAtSmart for the contract.

```C++
Order baseOrder = OrderSamples::LimitOrder("BUY", DecimalFunctions::stringToDecimal("1000"), 1);
... 
AvailableAlgoParams::FillMinImpactParams(baseOrder, 0.3);
m_pClient->placeOrder(m_orderId++, ContractSamples::USStockAtSmart(), baseOrder);
... 
void AvailableAlgoParams::FillMinImpactParams(Order& baseOrder, double maxPctVol){
baseOrder.algoStrategy = "MinImpact";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("maxPctVol", std::to_string(maxPctVol)));
baseOrder.algoParams->push_back(tag1);
}
```

--------------------------------

### Exercise options in C#

Source: https://interactivebrokers.github.io/tws-api/options.html

C# example calling client.exerciseOptions with a contract sample, quantity, action, and expiration time.

```csharp
//** Exercising options ***
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, "", 1, "20231018-12:00:00");
```

--------------------------------

### Place Order with nextOrderId (Python)

Source: https://interactivebrokers.github.io/tws-api/order_submission.html

Python example using self.nextOrderId() and self.placeOrder to place a limit sell order.

```python
self.simplePlaceOid = self.nextOrderId()
self.placeOrder(self.simplePlaceOid, ContractSamples.USStock(),
OrderSamples.LimitOrder("SELL", 1, 50))
```

--------------------------------

### Exercise options in Python (multi-line)

Source: https://interactivebrokers.github.io/tws-api/options.html

Python example with the call split across two lines, using self.exerciseOptions and self.account.

```python
self.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1,
1, self.account, 1, "20231018-12:00:00")
```

--------------------------------

### C# ScannerSubscription examples

Source: https://interactivebrokers.github.io/tws-api/market_scanners.html

C# examples for four market scanner subscriptions: hot US stocks by volume, top % gainers at IBIS, most active futures at EUREX, and high option volume P/C ratio US indexes. Each sets Instrument, LocationCode, and ScanCode on a ScannerSubscription object.

```csharp
//Hot US stocks by volume
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "STK";
scanSub.LocationCode = "STK.US.MAJOR";
scanSub.ScanCode = "HOT_BY_VOLUME";
... 
//Top % gainers at IBIS
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "STOCK.EU";
scanSub.LocationCode = "STK.EU.IBIS";
scanSub.ScanCode = "TOP_PERC_GAIN";
... 
//Most active futures at EUREX
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "FUT.EU";
scanSub.LocationCode = "FUT.EU.EUREX";
scanSub.ScanCode = "MOST_ACTIVE";
... 
//High option volume P/C ratio US indexes
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "IND.US";
scanSub.LocationCode = "IND.US";
scanSub.ScanCode = "HIGH_OPT_VOLUME_PUT_CALL_RATIO";
```

--------------------------------

### Java MinImpact algo order setup

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

Java version of the MinImpact algo order setup. Note the algoStrategy is set to "BalanceImpactRisk" in the method, which may be a typo in the source.

```Java
Order baseOrder = OrderSamples.LimitOrder("BUY", Decimal.get(1000), 1);
... 
AvailableAlgoParams.FillMinImpactParams(baseOrder, 0.3);
client.placeOrder(nextOrderId++, ContractSamples.USOptionContract(), baseOrder);
... 
public static void FillMinImpactParams(Order baseOrder, double maxPctVol) {
baseOrder.algoStrategy("BalanceImpactRisk");
baseOrder.algoParams(new ArrayList<>());
baseOrder.algoParams().add(new TagValue("maxPctVol", String.valueOf(maxPctVol)));
}
```

--------------------------------

### Place Order with increment (C#)

Source: https://interactivebrokers.github.io/tws-api/order_submission.html

C# example using increment(nextOrderId) to place a limit sell order.

```csharp
client.placeOrder(increment(nextOrderId), ContractSamples.USStock(), OrderSamples.LimitOrder("SELL", 1, 50))
```

--------------------------------

### C++ ScannerSubscription examples

Source: https://interactivebrokers.github.io/tws-api/market_scanners.html

C++ examples for four market scanner subscriptions: hot US stocks by volume, top % gainers at IBIS, most active futures at EUREX, and high option volume P/C ratio US indexes. Each sets instrument, locationCode, and scanCode fields on a ScannerSubscription object.

```cpp
//Hot US stocks by volume
ScannerSubscription scanSub;
scanSub.instrument = "STK";
scanSub.locationCode = "STK.US.MAJOR";
scanSub.scanCode = "HOT_BY_VOLUME";
... 
//Top % gainers at IBIS
ScannerSubscription scanSub;
scanSub.instrument = "STOCK.EU";
scanSub.locationCode = "STK.EU.IBIS";
scanSub.scanCode = "TOP_PERC_GAIN";
... 
//Most active futures at EUREX
ScannerSubscription scanSub;
scanSub.instrument = "FUT.EU";
scanSub.locationCode = "FUT.EU.EUREX";
scanSub.scanCode = "MOST_ACTIVE";
... 
//High option volume P/C ratio US indexes
ScannerSubscription scanSub;
scanSub.instrument = "IND.US";
scanSub.locationCode = "IND.US";
scanSub.scanCode = "HIGH_OPT_VOLUME_PUT_CALL_RATIO";
```

--------------------------------

### Java ScannerSubscription examples

Source: https://interactivebrokers.github.io/tws-api/market_scanners.html

Java examples for four market scanner subscriptions: hot US stocks by volume, top % gainers at IBIS, most active futures at EUREX, and high option volume P/C ratio US indexes. Each uses method calls instrument(), locationCode(), and scanCode() on a ScannerSubscription object.

```java
//Hot US stocks by volume
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.instrument("STK");
scanSub.locationCode("STK.US.MAJOR");
scanSub.scanCode("HOT_BY_VOLUME");
... 
//Top % gainers at IBIS
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.instrument("STOCK.EU");
scanSub.locationCode("STK.EU.IBIS");
scanSub.scanCode("TOP_PERC_GAIN");
... 
//Most active futures at EUREX
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.instrument("FUT.EU");
scanSub.locationCode("FUT.EU.EUREX");
scanSub.scanCode("MOST_ACTIVE");
... 
//High option volume P/C ratio US indexes
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.instrument("IND.US");
scanSub.locationCode("IND.US");
scanSub.scanCode("HIGH_OPT_VOLUME_PUT_CALL_RATIO");
```

--------------------------------

### Place Order with m_orderId++ (C++)

Source: https://interactivebrokers.github.io/tws-api/order_submission.html

C++ example using m_orderId++ to place a limit sell order with DecimalFunctions::stringToDecimal.

```cpp
m_pClient->placeOrder(m_orderId++, ContractSamples::USStock(), OrderSamples::LimitOrder("SELL", DecimalFunctions::stringToDecimal("1"), 50));
```

--------------------------------

### Visual Basic: Start background thread for EReader message processing

Source: https://interactivebrokers.github.io/tws-api/connection.html

Visual Basic example showing how to start a background thread that creates an EReader and processes messages while the client is connected.

```vb
'Once the messages are in the queue, an additional thread need to fetch them
Dim msgThread As Thread = New Thread(AddressOf messageProcessing)
msgThread.IsBackground = True
If (wrapperImpl.serverVersion() > 0) Then Call msgThread.Start()
... 
Private Sub messageProcessing()
Dim reader As EReader = New EReader(wrapperImpl.socketClient, wrapperImpl.eReaderSignal)
reader.Start()
While (wrapperImpl.socketClient.IsConnected)
wrapperImpl.eReaderSignal.waitForSignal()
reader.processMsgs()
End While
End Sub
```

--------------------------------

### C# TWAP order setup with FillTwapParams

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

Creates a limit order and fills TWAP algorithm parameters before placing the order. The start and end times are given in the US/Eastern time zone, and allowPastEndTime is set to true.

```csharp
Order baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1);
... 
AvailableAlgoParams.FillTwapParams(baseOrder, "Marketable", "09:00:00 US/Eastern", "16:00:00 US/Eastern", true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
... 
public static void FillTwapParams(Order baseOrder, string strategyType, string startTime, string endTime, bool allowPastEndTime)
{
baseOrder.AlgoStrategy = "Twap";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("strategyType", strategyType));
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("allowPastEndTime", allowPastEndTime ? 
```

```csharp
public static void FillTwapParams(Order baseOrder, string strategyType, string startTime, string endTime, bool allowPastEndTime)
{
baseOrder.AlgoStrategy = "Twap";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("strategyType", strategyType));
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("allowPastEndTime", allowPastEndTime ? "1" : "0"));
}
```

--------------------------------

### Request historical news headlines with reqHistoricalNews

Source: https://interactivebrokers.github.io/tws-api/news.html

Requests historical news headlines using IBApi::EClient::reqHistoricalNews. The examples show different client IDs and providers (BZ+FLY, BRFG) across Java, Scala, C++, and Python. The C++ version includes a TagValueList with a manual tag. The function is available starting in API v973.02 and returns headlines to IBApi::EWrapper::historicalNews.

```java
client.reqHistoricalNews(12003, 8314, "BZ+FLY", "", "", 10, null);
```

```java
client.reqHistoricalNews(10003, 8314, "BZ+FLY", "", "", 10, null);
```

```scala
client.reqHistoricalNews(10003, 8314, "BZ+FLY", "", "", 10, Nothing)
```

```cpp
TagValueList* list = new TagValueList();
list->push_back((TagValueSPtr)new TagValue("manual", "1"));
m_pClient->reqHistoricalNews(12001, 8314, "BZ+FLY", "", "", 5, TagValueListSPtr(list));
```

```python
1 self.reqHistoricalNews(10003, 8314, "BRFG", "", "", 10, [])
```

--------------------------------

### Request news article body with reqNewsArticle

Source: https://interactivebrokers.github.io/tws-api/news.html

Requests the body of a news article using IBApi::EClient::reqNewsArticle, given the article ID from a headline request. The examples show different providers and article IDs across Java, Scala, C++, and Python. The C++ version includes a commented-out manual tag. The function is available starting in API v973.02 and returns the article body to IBApi::EWrapper::newsArticle.

```java
client.reqNewsArticle(12002, "BZ", "BZ$04507322", null);
```

```java
client.reqNewsArticle(10002, "BZ", "BZ$04507322", null);
```

```scala
client.reqNewsArticle(10002, "BZ", "BZ$04507322", Nothing)
```

```cpp
TagValueList* list = new TagValueList();
// list->push_back((TagValueSPtr)new TagValue("manual", "1"));
m_pClient->reqNewsArticle(12001, "MST", "MST$06f53098", TagValueListSPtr(list));
```

```python
1 self.reqNewsArticle(10002,"BRFG", "BRFG$04fb9da2", [])
```

--------------------------------

### Place Orders with placeOrder (Java)

Source: https://interactivebrokers.github.io/tws-api/order_submission.html

Java examples using client.placeOrder with nextOrderId incremented automatically. Shows a trailing stop-limit buy and a limit sell.

```java
client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.TrailingStopLimit("BUY", 1, 5, 5, 110));
```

```java
client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.LimitOrder("SELL", Decimal.ONE, 50));
```

--------------------------------

### Python Contract Definition Example

Source: https://interactivebrokers.github.io/tws-api/cryptocurrency.html

Example of defining a Cryptocurrency contract in Python. The exchange must be "PAXOS" for all Cryptocurrency contracts.

```APIDOC
## [Python] Contract Definition Example

### Description
Defines a Cryptocurrency contract for the TWS API. The exchange must be set to "PAXOS" for all Cryptocurrency contracts.

### Language
Python

### Code
```python
contract = Contract()
contract.symbol = "ETH"
contract.secType = "CRYPTO"
contract.currency = "USD"
contract.exchange = "PAXOS"
```
```

--------------------------------

### C++ Contract Definition Example

Source: https://interactivebrokers.github.io/tws-api/cryptocurrency.html

Example of defining a Cryptocurrency contract in C++. The exchange must be "PAXOS" for all Cryptocurrency contracts.

```APIDOC
## [C++] Contract Definition Example

### Description
Defines a Cryptocurrency contract for the TWS API. The exchange must be set to "PAXOS" for all Cryptocurrency contracts.

### Language
C++

### Code
```cpp
Contract contract;
contract.symbol = "BTC";
contract.secType = "CRYPTO";
contract.exchange = "PAXOS";
contract.currency = "USD";
```
```

--------------------------------

### Box Top Order Example (Java)

Source: https://interactivebrokers.github.io/tws-api/basic_orders.html

Creates a BOX TOP order with a specified quantity. Executes as a market order at the current best price; if partially filled, the remainder is submitted as a limit order at the fill price.

```Java
Order order = new Order();
order.action(action);
order.orderType("BOX TOP");
order.totalQuantity(quantity);
```

--------------------------------

### VB Contract Definition Example

Source: https://interactivebrokers.github.io/tws-api/cryptocurrency.html

Example of defining a Cryptocurrency contract in VB. The exchange must be "PAXOS" for all Cryptocurrency contracts.

```APIDOC
## [VB] Contract Definition Example

### Description
Defines a Cryptocurrency contract for the TWS API. The exchange must be set to "PAXOS" for all Cryptocurrency contracts.

### Language
VB

### Code
```vb
Dim contract As Contract = New Contract()
contract.Symbol = "ETH"
contract.SecType = "CRYPTO"
contract.Exchange = "PAXOS"
contract.Currency = "USD"
```
```

--------------------------------

### Java Contract Definition Example

Source: https://interactivebrokers.github.io/tws-api/cryptocurrency.html

Example of defining a Cryptocurrency contract in Java. The exchange must be "PAXOS" for all Cryptocurrency contracts.

```APIDOC
## [Java] Contract Definition Example

### Description
Defines a Cryptocurrency contract for the TWS API. The exchange must be set to "PAXOS" for all Cryptocurrency contracts.

### Language
Java

### Code
```java
Contract contract = new Contract();
contract.symbol("ETH");
contract.secType("CRYPTO");
contract.exchange("PAXOS");
contract.currency("USD");
```
```

--------------------------------

### C# Contract Definition Example

Source: https://interactivebrokers.github.io/tws-api/cryptocurrency.html

Example of defining a Cryptocurrency contract in C#. The exchange must be "PAXOS" for all Cryptocurrency contracts.

```APIDOC
## [C#] Contract Definition Example

### Description
Defines a Cryptocurrency contract for the TWS API. The exchange must be set to "PAXOS" for all Cryptocurrency contracts.

### Language
C#

### Code
```csharp
Contract contract = new Contract();
contract.Symbol = "ETH";
contract.SecType = "CRYPTO";
contract.Exchange = "PAXOS";
contract.Currency = "USD";
```
```

--------------------------------

### VB.NET MinImpact algo order setup

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

VB.NET version of the MinImpact algo order setup. Uses a double value of 0.29999999999999999 for maxPctVol.

```VB.NET
Dim baseOrder As Order = OrderSamples.LimitOrder("BUY", 1000, 1)
... 
AvailableAlgoParams.FillMinImpactParams(baseOrder, 0.29999999999999999)
client.placeOrder(increment(nextOrderId), ContractSamples.USOptionContract(), baseOrder)
... 
Public Shared Sub FillMinImpactParams(baseOrder As Order, maxPctVol As Double)
baseOrder.AlgoStrategy = "MinImpact"
baseOrder.AlgoParams = New List(Of TagValue)
baseOrder.AlgoParams.Add(New TagValue("maxPctVol", maxPctVol.ToString()))
End Sub
```

--------------------------------

### Place PctVolSz Size Variant Percentage of Volume Order (C#, Java, VB.NET, C++, Python)

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

Shows how to create a limit order and attach the PctVolSz algorithm with start/end percentage of volume and time parameters, then place it on a US stock at SMART. The helper method sets the AlgoStrategy to "PctVolSz" and adds the required TagValue parameters, converting booleans to "1"/"0" (or int in Python).

```C#
Order baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1);
... 
AvailableAlgoParams.FillSizeVariantPctVolParams(baseOrder, 0.2, 0.4, "12:00:00 US/Eastern", "14:00:00 US/Eastern", true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
... 
public static void FillSizeVariantPctVolParams(Order baseOrder, double startPctVol, double endPctVol, 
String startTime, String endTime, bool noTakeLiq)
{
baseOrder.AlgoStrategy = "PctVolSz";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("startPctVol", startPctVol.ToString()));
baseOrder.AlgoParams.Add(new TagValue("endPctVol", endPctVol.ToString()));
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("noTakeLiq", noTakeLiq ? "1" : "0"));
}
```

```Java
Order baseOrder = OrderSamples.LimitOrder("BUY", Decimal.get(1000), 1);
... 
AvailableAlgoParams.FillSizeVariantPctVolParams(baseOrder, 0.2, 0.4, "12:00:00 US/Eastern", "14:00:00 US/Eastern", true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
... 
public static void FillSizeVariantPctVolParams(Order baseOrder, double startPctVol, double endPctVol, 
String startTime, String endTime, boolean noTakeLiq){
baseOrder.algoStrategy("PctVolSz");
baseOrder.algoParams(new ArrayList<>());
baseOrder.algoParams().add(new TagValue("startPctVol", String.valueOf(startPctVol)));
baseOrder.algoParams().add(new TagValue("endPctVol", String.valueOf(endPctVol)));
baseOrder.algoParams().add(new TagValue("startTime", startTime));
baseOrder.algoParams().add(new TagValue("endTime", endTime));
baseOrder.algoParams().add(new TagValue("noTakeLiq", noTakeLiq ? "1" : "0"));
}
```

```VB.NET
Dim baseOrder As Order = OrderSamples.LimitOrder("BUY", 1000, 1)
... 
AvailableAlgoParams.FillSizeVariantPctVolParams(baseOrder, 0.2, 0.4, "12:00:00 US/Eastern", "14:00:00 US/Eastern", True)
client.placeOrder(increment(nextOrderId), ContractSamples.USStockAtSmart(), baseOrder)
... 
Public Shared Sub FillSizeVariantPctVolParams(baseOrder As Order, startPctVol As Double, endPctVol As Double,
startTime As String, endTime As String, noTakeLiq As Boolean)
baseOrder.AlgoStrategy = "PctVolSz"
baseOrder.AlgoParams = New List(Of TagValue)
baseOrder.AlgoParams.Add(New TagValue("startPctVol", startPctVol.ToString()))
baseOrder.AlgoParams.Add(New TagValue("endPctVol", endPctVol.ToString()))
baseOrder.AlgoParams.Add(New TagValue("startTime", startTime))
baseOrder.AlgoParams.Add(New TagValue("endTime", endTime))
baseOrder.AlgoParams.Add(New TagValue("noTakeLiq", BooleantoString(noTakeLiq)))
End Sub
```

```C++
Order baseOrder = OrderSamples::LimitOrder("BUY", DecimalFunctions::stringToDecimal("1000"), 1);
... 
AvailableAlgoParams::FillSizeVariantPctVolParams(baseOrder, 0.2, 0.4, "12:00:00 US/Eastern", "14:00:00 US/Eastern", true);
m_pClient->placeOrder(m_orderId++, ContractSamples::USStockAtSmart(), baseOrder);
... 
void AvailableAlgoParams::FillSizeVariantPctVolParams(Order baseOrder, double startPctVol, double endPctVol, 
std::string startTime, std::string endTime, bool noTakeLiq){
baseOrder.algoStrategy = "PctVolSz";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("startPctVol", std::to_string(startPctVol)));
TagValueSPtr tag2(new TagValue("endPctVol", std::to_string(endPctVol)));
TagValueSPtr tag3(new TagValue("startTime", startTime));
TagValueSPtr tag4(new TagValue("endTime", endTime));
TagValueSPtr tag5(new TagValue("noTakeLiq", noTakeLiq ? "1" : "0"));
baseOrder.algoParams->push_back(tag1);
baseOrder.algoParams->push_back(tag2);
baseOrder.algoParams->push_back(tag3);
baseOrder.algoParams->push_back(tag4);
baseOrder.algoParams->push_back(tag5);
}
```

```Python
1 baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1)
... 
1 AvailableAlgoParams.FillSizeVariantPctVolParams(baseOrder, 0.2, 0.4, "12:00:00 US/Eastern", "14:00:00 US/Eastern", True)
2 self.placeOrder(self.nextOrderId(), ContractSamples.USStockAtSmart(), baseOrder)
... 
1 @staticmethod
2 def FillSizeVariantPctVolParams(baseOrder: Order, startPctVol: float,
3 endPctVol: float, startTime: str,
4 endTime: str, noTakeLiq: bool):
5 baseOrder.algoStrategy = "PctVolSz"
6 baseOrder.algoParams = []
7 baseOrder.algoParams.append(TagValue("startPctVol", startPctVol))
8 baseOrder.algoParams.append(TagValue("endPctVol", endPctVol))
9 baseOrder.algoParams.append(TagValue("startTime", startTime))
10 baseOrder.algoParams.append(TagValue("endTime", endTime))
11 baseOrder.algoParams.append(TagValue("noTakeLiq", int(noTakeLiq)))
```

--------------------------------

### Box Top Order Example (C++)

Source: https://interactivebrokers.github.io/tws-api/basic_orders.html

Creates a BOX TOP order with a specified quantity. Executes as a market order at the current best price; if partially filled, the remainder is submitted as a limit order at the fill price.

```C++
Order order;
order.action = action;
order.orderType = "BOX TOP";
order.totalQuantity = quantity;
```

--------------------------------

### Connect to TWS with eConnect in Java, C#, Python, C++, and ib_insync

Source: https://interactivebrokers.github.io/tws-api/connection.html

Establish an API connection to TWS or IB Gateway using the EClientSocket.eConnect method. The first three examples use the default port 7497 with different client IDs; the C++ example shows the optional extraAuth parameter. The final example uses the ib_insync app.connect method.

```java
clientSocket.eConnect("127.0.0.1", 7497, 0);
```

```csharp
m_client.eConnect("127.0.0.1", 7497, 2);
```

```python
socketClient.eConnect("127.0.0.1", 7497, 0)
```

```cpp
bool bRes = m_pClient->eConnect( host, port, clientId, m_extraAuth);
```

```python
1 app.connect("127.0.0.1", args.port, clientId=0)
```

--------------------------------

### Python MinImpact algo order setup

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

Python version of the MinImpact algo order setup. The FillMinImpactParams method is a static method that sets the algo strategy and appends the maxPctVol tag.

```Python
baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1)
... 
AvailableAlgoParams.FillMinImpactParams(baseOrder, 0.3)
self.placeOrder(self.nextOrderId(), ContractSamples.USOptionContract(), baseOrder)
... 
@staticmethod
def FillMinImpactParams(baseOrder: Order, maxPctVol: float):
baseOrder.algoStrategy = "MinImpact"
baseOrder.algoParams = []
baseOrder.algoParams.append(TagValue("maxPctVol", maxPctVol))
```

--------------------------------

### C++ DarkIce Order Example

Source: https://interactivebrokers.github.io/tws-api/ibalgos.html

Creates a limit order, fills DarkIce parameters, and places the order. The FillDarkIceParams method sets the algo strategy to 'DarkIce' and adds displaySize, startTime, endTime, and allowPastEndTime parameters.

```cpp
Order baseOrder = OrderSamples::LimitOrder("BUY", DecimalFunctions::stringToDecimal("1000"), 1);
... 
AvailableAlgoParams::FillDarkIceParams(baseOrder, 10, "09:00:00 US/Eastern", "16:00:00 US/Eastern", true);
m_pClient->placeOrder(m_orderId++, ContractSamples::USStockAtSmart(), baseOrder);
... 
void AvailableAlgoParams::FillDarkIceParams(Order& baseOrder, int displaySize, std::string startTime, std::string endTime, bool allowPastEndTime){
baseOrder.algoStrategy = "DarkIce";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("displaySize", std::to_string(displaySize)));
TagValueSPtr tag2(new TagValue("startTime", startTime));
TagValueSPtr tag3(new TagValue("endTime", endTime));
TagValueSPtr tag4(new TagValue("allowPastEndTime", allowPastEndTime ? "1" : "0"));
baseOrder.algoParams->push_back(tag1);
baseOrder.algoParams->push_back(tag2);
baseOrder.algoParams->push_back(tag3);
baseOrder.algoParams->push_back(tag4);
}
```

--------------------------------

### Java Forex Hedge Order Example

Source: https://interactivebrokers.github.io/tws-api/hedging.html

Shows how to create a forex hedge order with quantity 0 and attach it to a parent order. Place the parent first, then the hedge order. A delay of 50 ms or less may be needed to avoid error 10006.

```Java
public static Order MarketFHedge(int parentOrderId, String action) {
//FX Hedge orders can only have a quantity of 0
Order order = MarketOrder(action, Decimal.ZERO);
order.parentId(parentOrderId);
order.hedgeType("F");
return order;
}
```

```Java
//Parent order on a contract which currency differs from your base currency
Order parent = OrderSamples.LimitOrder("BUY", Decimal.ONE_HUNDRED, 10);
parent.orderId(nextOrderId++);
parent.transmit(false);
//Hedge on the currency conversion
Order hedge = OrderSamples.MarketFHedge(parent.orderId(), "BUY");
//Place the parent first...
client.placeOrder(parent.orderId(), ContractSamples.EuropeanStock(), parent);
//Then the hedge order
client.placeOrder(nextOrderId++, ContractSamples.EurGbpFx(), hedge);
```

--------------------------------

### Value

Source: https://interactivebrokers.github.io/tws-api/classIBApi_1_1Liquidity-members.html

Gets the liquidity value.

```APIDOC
## Value

### Description
Gets the liquidity value.

### Type
- **int** - The liquidity value.

```

--------------------------------

### Box Top Order Example (VB)

Source: https://interactivebrokers.github.io/tws-api/basic_orders.html

Creates a BOX TOP order with a specified quantity. Executes as a market order at the current best price; if partially filled, the remainder is submitted as a limit order at the fill price.

```VB
Dim order As Order = New Order
order.Action = action
order.OrderType = "BOX TOP"
order.TotalQuantity = quantity
```

--------------------------------

### Box Top Order Example (C#)

Source: https://interactivebrokers.github.io/tws-api/basic_orders.html

Creates a BOX TOP order with a specified quantity. Executes as a market order at the current best price; if partially filled, the remainder is submitted as a limit order at the fill price.

```C#
Order order = new Order();
order.Action = action;
order.OrderType = "BOX TOP";
order.TotalQuantity = quantity;
```

--------------------------------

### Box Top Order Example (Python)

Source: https://interactivebrokers.github.io/tws-api/basic_orders.html

Creates a BOX TOP order with a specified quantity. Executes as a market order at the current best price; if partially filled, the remainder is submitted as a limit order at the fill price.

```Python
order = Order()
order.action = action
order.orderType = "BOX TOP"
order.totalQuantity = quantity
```

--------------------------------

### ScannerSubscription Examples

Source: https://interactivebrokers.github.io/tws-api/market_scanners.html

Examples of configuring ScannerSubscription for various market scans: hot US stocks by volume, top percentage gainers at IBIS, most active futures at EUREX, and high option volume P/C ratio US indexes.

```APIDOC
## ScannerSubscription Examples

### Description
These examples demonstrate how to configure a ScannerSubscription object for different market scans. Each example sets the Instrument, LocationCode, and ScanCode properties to define the scan criteria.

### Method
N/A (SDK object configuration)

### Endpoint
N/A (SDK object configuration)

### Parameters
#### ScannerSubscription Properties
- **Instrument** (string) - Required - The instrument type (e.g., STK, STOCK.EU, FUT.EU, IND.US).
- **LocationCode** (string) - Required - The location code (e.g., STK.US.MAJOR, STK.EU.IBIS, FUT.EU.EUREX, IND.US).
- **ScanCode** (string) - Required - The scan code (e.g., HOT_BY_VOLUME, TOP_PERC_GAIN, MOST_ACTIVE, HIGH_OPT_VOLUME_PUT_CALL_RATIO).

### Request Example
```java
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "STK";
scanSub.LocationCode = "STK.US.MAJOR";
scanSub.ScanCode = "HOT_BY_VOLUME";
```

### Response
N/A (No response; used to configure a request)

### Notes
- For API v973.07 and TWS v973 and lower, only the fields of ScannerSubscription are available.
- Starting with API v973.08 and TWS v974, an additional parameter scannerSubscriptionFilterOptions is available, entered as a list of TagValues (e.g., TagValue("usdMarketCapAbove", "10000")).
- Available filters can be found using the IBApi.EClient.reqScannerParameters function.
```
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