### Place VWAP Order Example (VB.NET)

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

A VB.NET example showing how to place a VWAP order. It involves creating a limit order, setting VWAP parameters via FillVwapParams, and then submitting the order.

```vbnet
Dim baseOrder As Order = OrderSamples.LimitOrder("BUY", 1000, 1)
AvailableAlgoParams.FillVwapParams(baseOrder, 0.2, "09:00:00 US/Eastern", "16:00:00 US/Eastern", True, True, True)
client.placeOrder(increment(nextOrderId), ContractSamples.USStockAtSmart(), baseOrder)
```

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

### Place VWAP Order Example (C#)

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

Example of placing a VWAP order in C#. It first creates a limit order and then uses FillVwapParams to configure the VWAP strategy before placing the order.

```csharp
Order baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1);
AvailableAlgoParams.FillVwapParams(baseOrder, 0.2, "09:00:00 US/Eastern", "16:00:00 US/Eastern", true, true, true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
```

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

### Start

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

Starts the EReader to begin capturing and processing incoming API messages.

```APIDOC
## Start

### Description
Starts the EReader to begin capturing and processing incoming API messages.

### Method
void

### Endpoint
N/A (Method call)
```

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

### Configure PctVolTm Strategy Parameters

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

Sets up the 'PctVolTm' algorithm strategy for an order, including start and end percentages of volume, start and end times, and a flag to disable taking liquidity.

```python
4 endTime: str, noTakeLiq: bool):
baseOrder.algoStrategy = "PctVolTm"
baseOrder.algoParams = []
baseOrder.algoParams.append(TagValue("startPctVol", startPctVol))
baseOrder.algoParams.append(TagValue("endPctVol", endPctVol))
baseOrder.algoParams.append(TagValue("startTime", startTime))
baseOrder.algoParams.append(TagValue("endTime", endTime))
baseOrder.algoParams.append(TagValue("noTakeLiq", int(noTakeLiq)))
```

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

### Requesting Market Data Snapshots (C++)

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

C++ example for requesting market data snapshots.

```cpp
m_pClient->reqMktData(1003, ContractSamples::FutureComboContract(), "", true, false, TagValueListSPtr());
```

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

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

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

This C++ snippet shows how to place an order using the FillBalanceImpactRiskParams function. Note that this example uses a different algorithm ('BalanceImpactRisk') than the VWAP examples.

```cpp
Order baseOrder = OrderSamples::LimitOrder("BUY", DecimalFunctions::stringToDecimal("1000"), 1);
AvailableAlgoParams::FillBalanceImpactRiskParams(baseOrder, 0.1, "Aggressive", true);
m_pClient->placeOrder(m_orderId++, ContractSamples::USStockAtSmart(), baseOrder);
```

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

### Requesting Market Data Snapshots (VB.NET)

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

VB.NET example for requesting market data snapshots.

```vbnet
client.reqMktData(1003, ContractSamples.FutureComboContract(), String.Empty, True, False, Nothing)
```

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

### Requesting Market Data Snapshots (Python)

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

Python example for requesting market data snapshots.

```python
self.reqMktData(1002, ContractSamples.FutureComboContract(), "", True, False, [])
```

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

### startApi

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

Starts the API client. This method should be called after setting connection options and before attempting to connect.

```APIDOC
## startApi

### Description
Initializes and starts the TWS API client. This method should be called after configuring connection parameters and before calling the connect method.
```

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

### startApi

Source: https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient-members.html

Starts the API functionality.

```APIDOC
## startApi

### Description
Starts the API functionality.

### Method
(Not specified, likely internal)

### Parameters
None
```

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

### Place Midprice Order (Java)

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

Example of placing a Midprice order using Java. The price cap is optional.

```java
Order order = new Order();
order.action(action);
order.orderType("MIDPRICE");
order.totalQuantity(quantity);
order.lmtPrice(priceCap); // optional
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), OrderSamples.Midprice("BUY", Decimal.ONE, 150));
```

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

### Implementing EWrapper Interface in C++

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

Provides an example of implementing the EWrapper interface in C++.

```cpp
class TestCppClient : public EWrapper
{
}
```

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

### Place Midprice Order (C#)

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

Example of placing a Midprice order using C#. The price cap is optional.

```csharp
Order order = new Order();
order.Action = action;
order.OrderType = "MIDPRICE";
order.TotalQuantity = quantity;
order.LmtPrice = priceCap;
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), OrderSamples.Midprice("BUY", 1, 150));
```

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

### Place Midprice Order (Python)

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

Example of placing a Midprice order using Python. The price cap is optional.

```python
1 order = Order()
2 order.action = action
3 order.orderType = "MIDPRICE"
4 order.totalQuantity = quantity
5 order.lmtPrice = priceCap # optional
1 self.placeOrder(self.nextOrderId(), ContractSamples.USStockAtSmart(), OrderSamples.Midprice("BUY", 1, 150))
```

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

### Create and Start EReader Thread in C++

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

Initializes a unique pointer to an EReader object and starts it. This setup is part of managing the message reading process in C++.

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

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

### Python Order Placement with QBAlgo

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

Demonstrates placing an order using a Python helper method for the QBAlgo (STROBE) strategy. It includes setting the contract details and calling the helper to configure the order parameters.

```Python
1 AvailableAlgoParams.FillQBAlgoInLineParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", -99, "TWAP", 0.25, True)
2 self.placeOrder(self.nextOrderId(), ContractSamples.QBAlgoContract(), baseOrder)
```

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

### Configure Pegged-to-Best Order (Python)

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

A Python example for setting up a Pegged-to-Best order. It uses numbered lines for clarity, but standard Python syntax applies.

```python
1 order = Order()
2 order.action = action
3 order.orderType = "PEG BEST"
4 order.lmtPrice = limitPrice
5 order.totalQuantity = quantity
6 order.notHeld = True
7 order.minTradeQty = minTradeQty
8 order.minCompeteSize = minCompeteSize
9 order.competeAgainstBestOffset = competeAgainstBestOffset
```

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

### EClient Functions (Starting with 'r')

Source: https://interactivebrokers.github.io/tws-api/functions_0x72.html

This section lists EClient functions that start with the letter 'r'.

```APIDOC
## EClient Functions (Starting with 'r')

### Description
This is a subset of EClient functions that begin with the letter 'r', covering various request types.

### Functions
- **replaceFA()**: Replaces Financial Advisor configuration.
- **reqAccountSummary()**: Requests a summary of account information.
- **reqAccountUpdates()**: Requests updates for account information.
- **reqAccountUpdatesMulti()**: Requests multi-threaded updates for account information.
- **reqAllOpenOrders()**: Requests all currently open orders.
- **reqAutoOpenOrders()**: Requests auto-open orders.
- **reqCompletedOrders()**: Requests a list of completed orders.
- **reqContractDetails()**: Requests detailed information about a financial contract.
- **reqCurrentTime()**: Requests the current time from the TWS.
- **reqExecutions()**: Requests execution details.
- **reqFamilyCodes()**: Requests family codes for financial instruments.
- **reqFundamentalData()**: Requests fundamental data for a contract.
- **reqGlobalCancel()**: Cancels all orders globally.
- **reqHeadTimestamp()**: Requests the head timestamp for historical data.
- **reqHistogramData()**: Requests histogram data for a contract.
- **reqHistoricalData()**: Requests historical market data.
- **reqHistoricalNews()**: Requests historical news articles.
- **reqHistoricalTicks()**: Requests historical tick data.
- **reqIds()**: Requests a new unique ID.
- **reqManagedAccts()**: Requests a list of managed accounts.
- **reqMarketDataType()**: Sets the market data type.
- **reqMarketDepth()**: Requests market depth (Level 2) data.
- **reqMarketRule()**: Requests market rule details.
- **reqMatchingSymbols()**: Requests matching symbols for a given input.
- **reqMktData()**: Requests real-time market data.
- **reqMktDepthExchanges()**: Requests available exchanges for market depth.
- **reqNewsArticle()**: Requests a specific news article.
- **reqNewsBulletins()**: Requests news bulletins.
- **reqNewsProviders()**: Requests a list of available news providers.
- **reqOpenOrders()**: Requests all open orders.
- **reqPnL()**: Requests Profit and Loss (PnL) information.
- **reqPnLSingle()**: Requests single PnL information.
- **reqPositions()**: Requests current positions.
- **reqPositionsMulti()**: Requests multi-threaded positions.
- **reqRealTimeBars()**: Requests real-time bar data.
- **reqScannerParameters()**: Requests available parameters for market scanners.
- **reqScannerSubscription()**: Subscribes to market scanner results.
- **reqSecDefOptParams()**: Requests option parameter definitions.
- **reqSmartComponents()**: Requests smart component information.
- **reqSoftDollarTiers()**: Requests soft dollar tier information.
- **reqTickByTickData()**: Requests tick-by-tick data.
- **requestFA()**: Requests Financial Advisor configuration.
- **reqUserInfo()**: Requests user information.
- **reqWshEventData()**: Requests WSH event data.
- **reqWshMetaData()**: Requests WSH metadata.
```

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

### Implement Market Order - VB

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

This VB.NET example demonstrates creating a Market order. Set the action, order type to 'MKT', and the total quantity.

```vb
Dim order As Order = New Order
order.Action = action
order.OrderType = "MKT"
order.TotalQuantity = quantity
```

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

### IND Formula and Example

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

Formula for Indexes (IND) using symbol. Example demonstrates a request for ES.

```text
=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id6?req?ES_IND_CME_USD_~/
```

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

### Place Midprice Order (VB.NET)

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

Example of placing a Midprice order using VB.NET. The price cap is optional.

```vbnet
Dim order As Order = New Order
order.Action = action
order.OrderType = "MIDPRICE"
order.TotalQuantity = quantity
order.LmtPrice = priceCap ' optional
client.placeOrder(increment(nextOrderId), ContractSamples.USStockAtSmart(), OrderSamples.Midprice("BUY", 1, 150))
```

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

### STK Formula and Example

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

Formula for Stocks (STK) using symbol. Example shows a request for IBKR.

```text
=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id2?req?IBKR_STK_SMART_USD_~/
```

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

### Place VWAP Order Example (Java)

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

This Java code snippet demonstrates how to place a VWAP order. It initializes a limit order, configures it with VWAP parameters using FillVwapParams, and then places the order.

```java
Order baseOrder = OrderSamples.LimitOrder("BUY", Decimal.get(1000), 1);
AvailableAlgoParams.FillVwapParams(baseOrder, 0.2, "09:00:00 US/Eastern", "16:00:00 US/Eastern", true, true, true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
```

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

### C++ Adaptive Algo Implementation

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

Provides a C++ example for implementing the Adaptive Algo strategy and setting the 'adaptivePriority'.

```cpp
void AvailableAlgoParams::FillAdaptiveParams(Order& baseOrder, std::string priority){
baseOrder.algoStrategy = "Adaptive";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("adaptivePriority", priority));
baseOrder.algoParams->push_back(tag1);
}
```

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

### FX Pairs Formula and Example

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

Formula for FX Pairs using symbol. Example demonstrates a request for EUR/USD.

```text
=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id1?req?EUR_CASH_IDEALPRO_USD_~/
```

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

### Java Contract and Order Placement with QBAlgo

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

Demonstrates how to define a contract for the QBALGO exchange and place an order using the AvailableAlgoParams helper method in Java. Ensure the Contract object is correctly populated before calling placeOrder.

```Java
Contract contract = new Contract();
contract.symbol("ES");
contract.secType("FUT");
contract.exchange("QBALGO");
contract.currency("USD");
contract.lastTradeDateOrContractMonth("202003");
...
AvailableAlgoParams.FillQBAlgoInlineParams(baseOrder, "10:00:00 US/Eastern", "16:00:00 US/Eastern", -99, "TWAP", 0.25, true );
client.placeOrder(nextOrderId++, ContractSamples.QBAlgoContract(), baseOrder);
```

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

### Place Midprice Order (C++)

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

Example of placing a Midprice order using C++. The price cap is optional.

```cpp
Order order;
order.action = action;
order.orderType = "MIDPRICE";
order.totalQuantity = quantity;
order.lmtPrice = priceCap; // optional
m_pClient->placeOrder(m_orderId++, ContractSamples::USStockAtSmart(), OrderSamples::Midprice("BUY", DecimalFunctions::stringToDecimal("1"), 150));
```

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

### BAG Formula and Example

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

Formula for a Basket (BAG) security type, including details for multiple legs. Example shows a complex BAG request.

```text
=S[twsuser]|tik!'id[reqId]?req?[symbol]_[SecType]_[exchange]_[currency]_CMBLGS_[num of legs]_[legId]_[legQuantity]_[legAction]_[legExchange]_[legPrice]...CMBLGS_~/
```

```text
=Ssample123|tik!'id7?req?
SPY_BAG_SMART_USD_CMBLGS_2_141149249_1_BUY_SMART_0_141149252_1_SELL_SMART_0_CMBLGS_~/
```

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

### Configure Pegged-to-Best with Offset Difference (C++ Style)

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

C++ style example for Pegged-to-Best orders with UP_TO_MID offset. Note the direct property access and mid-price offset parameters.

```cpp
Order order;
order.action = action;
order.orderType = "PEG BEST";
order.lmtPrice = limitPrice;
order.totalQuantity = quantity;
order.notHeld = true;
order.minTradeQty = minTradeQty;
order.minCompeteSize = minCompeteSize;
order.competeAgainstBestOffset = COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID;
order.midOffsetAtWhole = midOffsetAtWhole;
order.midOffsetAtHalf = midOffsetAtHalf;
```

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

### Create and Start EReader Thread in C#

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

Instantiates an EReader to consume messages from TWS and starts it. An additional thread is created to process messages from the queue after a signal.

```csharp
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();
```

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

### FUT Formula and Example (Local Symbol)

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

Formula for Futures (FUT) using the contract's local symbol (req2). Example shows a request for ESZ6.

```text
=S[twsuser]|tik!'id[reqId]?req2?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id3?req2?ESZ6_FUT_CME_USD_~/
```

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

### Automatic EReader Start in Python

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

In the Python IB API, the EReader is automatically started upon connection within the Client::connect() method. User intervention is not required for this step.

```python
# You don't need to run this in your code!
self.reader = reader.EReader(self.conn, self.msg_queue)
self.reader.start() # start thread
```

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

### Place Order with Accumulate/Distribute Algo (Java)

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

Example of placing an order using the Accumulate/Distribute algo with Java. Ensure the base order and contract details are correctly set up before calling this.

```java
Order baseOrder = OrderSamples.LimitOrder("BUY", Decimal.get(1000), 1);
// The Time Zone in "startTime" and "endTime" attributes is ignored and always defaulted to GMT
AvailableAlgoParams.FillAccumulateDistributeParams(baseOrder, 10, 60, true, true, 1, true, true, "12:00:00", "16:00:00");
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
```

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

### Implement Auction Order - C++

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

This C++ example shows how to instantiate and configure an Auction order. Set the action, time-in-force to 'AUC', order type to 'MTL', total quantity, and limit price.

```cpp
Order order;
order.action = action;
order.tif = "AUC";
order.orderType = "MTL";
order.totalQuantity = quantity;
order.lmtPrice = price;
```

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

### FOP Formula and Example (Local Symbol)

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

Formula for Futures on Options (FOP) using the contract's local symbol (req2). Example shows a request for XTZ6 C1100.

```text
=S[twsuser]|tik!'id[reqId]?req2?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id5?req2?XTZ6 C1100_FOP_CME_USD_~/
```

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

### Configure PctVolPx Strategy Parameters (C++)

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

Sets up the parameters for the PctVolPx strategy in C++. Ensure all required parameters are correctly formatted and added to the order's algoParams.

```cpp
baseOrder.algoStrategy = "PctVolPx";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("pctVol", std::to_string(pctVol)));
TagValueSPtr tag2(new TagValue("deltaPctVol", std::to_string(deltaPctVol)));
TagValueSPtr tag3(new TagValue("minPctVol4Px", std::to_string(minPctVol4Px)));
TagValueSPtr tag4(new TagValue("maxPctVol4Px", std::to_string(maxPctVol4Px)));
TagValueSPtr tag5(new TagValue("startTime", startTime));
TagValueSPtr tag6(new TagValue("endTime", endTime));
TagValueSPtr tag7(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);
baseOrder.algoParams->push_back(tag6);
baseOrder.algoParams->push_back(tag7);
```

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

### FUT Formula and Example (Underlying Symbol)

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

Formula for Futures (FUT) using the underlying's symbol, multiplier, and expiration date (req1). Example shows a request for ES.

```text
=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[multiplier]_[exchange]_[currency]_~_~/
```

```text
=Ssample123|tik!'id3?req?ES_FUT_201612_50_CME_USD_~_~/
```

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

### Implement Market Order - C++

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

This C++ snippet shows how to create a Market order. Specify the action, order type as 'MKT', and the total quantity.

```cpp
Order order;
order.action = action;
order.orderType = "MKT";
order.totalQuantity = quantity;
```

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

### Place Order with Accumulate/Distribute Algo (C#)

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

Example of placing an order using the Accumulate/Distribute algo with C#. Ensure the base order and contract details are correctly set up before calling this.

```csharp
Order baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1);
// The Time Zone in "startTime" and "endTime" attributes is ignored and always defaulted to GMT
AvailableAlgoParams.FillAccumulateDistributeParams(baseOrder, 10, 60, true, true, 1, true, true, "12:00:00", "16:00:00");
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
```

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

### OPT Formula and Example (Underlying Symbol)

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

Formula for Options (OPT) using the underlying's symbol, multiplier, expiration date, and strike (req1). Example shows a request for DBK.

```text
=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[strike]_[P/C]_[multiplier]_[exchange]_[currency]_~_~/
```

```text
=Ssample123|tik!'id4?req?DBK_OPT_20221007_13_C_100_EUREX_EUR_~_~/
```

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

### Fill Time Variant Percentage of Volume Parameters (C#)

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

Configures an order to use the PctVolTm strategy with specified start and end percentages of volume, start and end times, and a no-take-liquidity flag.

```csharp
public static void FillTimeVariantPctVolParams(Order baseOrder, double startPctVol, double endPctVol,
String startTime, String endTime, bool noTakeLiq)
{
baseOrder.AlgoStrategy = "PctVolTm";
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"));
}
```

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

### C# Adaptive Algo Implementation

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

Demonstrates how to set up an order with the Adaptive Algo strategy and 'adaptivePriority' in C#.

```csharp
public static void FillAdaptiveParams(Order baseOrder, string priority)
{
baseOrder.AlgoStrategy = "Adaptive";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("adaptivePriority", priority));
}
```

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

### Create and Start EReader Thread in Java

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

Initializes an EReader with the client and signal, then starts it. A new thread is created to continuously wait for signals and process messages from the queue, handling potential 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();
```

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

### Implement Auction Order - Java

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

This Java snippet demonstrates how to set up an Auction order. Key parameters include action, time-in-force ('AUC'), order type ('MTL'), quantity, and limit price.

```java
Order order = new Order();
order.action(action);
order.tif("AUC");
order.orderType("MTL");
order.totalQuantity(quantity);
order.lmtPrice(price);
```

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

### Place Order with Accumulate/Distribute Algo (VB.NET)

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

Example of placing an order using the Accumulate/Distribute algo with VB.NET. Ensure the base order and contract details are correctly set up before calling this.

```vbnet
Dim baseOrder As Order = OrderSamples.LimitOrder("BUY", 1000, 1)
' The Time Zone in "startTime" and "endTime" attributes is ignored and always defaulted to GMT
AvailableAlgoParams.FillAccumulateDistributeParams(baseOrder, 10, 60, True, True, 1, True, True, "12:00:00", "16:00:00")
client.placeOrder(increment(nextOrderId), ContractSamples.USStockAtSmart(), baseOrder)
```

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

### FOP Formula and Example (Underlying Symbol)

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

Formula for Futures on Options (FOP) using the underlying's symbol, multiplier, expiration date, and strike (req1). Example shows a request for EUR.

```text
=S[twsuser]|tik!'id[reqId]?req?[underlying_symbol]_[SecType]_[expiry]_[strike]_[P/C]_[multiplier]_[exchange]_[currency]_~_[tradingClass]/
```

```text
=Ssample123|tik!'id5?req?EUR_FOP_20161209_1.1_C_125000_CME_USD_~_XT/
```

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

### PctVol Algorithm Setup in C++

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

Configures an order with the PctVol algorithm strategy and its parameters in C++. It initializes the strategy and adds specific parameters like percentage, start/end times, and no-take-liquidity flag.

```cpp
void AvailableAlgoParams::FillPctVolParams(Order& baseOrder, double pctVol, std::string startTime, std::string endTime, bool noTakeLiq){
baseOrder.algoStrategy = "PctVol";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("pctVol", std::to_string(pctVol)));
TagValueSPtr tag2(new TagValue("startTime", startTime));
TagValueSPtr tag3(new TagValue("endTime", endTime));
TagValueSPtr tag4(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);
}
```

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

### OPT Formula and Example (Local Symbol)

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

Formula for Options (OPT) using the contract's local symbol (req2). Example shows a request for C DBK DEC 22 1300.

```text
=S[twsuser]|tik!'id[reqId]?req2?[symbol]_[SecType]_[exchange]_[currency]_~/
```

```text
=Ssample123|tik!'id4?req2?C DBK DEC 22 1300_OPT_EUREX_EUR_~/
```

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

### Implement Market Order - C#

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

This C# snippet shows how to create a Market order. It requires specifying the action, order type as 'MKT', and the total quantity.

```csharp
Order order = new Order();
order.Action = action;
order.OrderType = "MKT";
order.TotalQuantity = quantity;
```

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

### Create and Start EReader Thread in VB.NET

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

Creates a new thread for message processing. The thread is set as a background thread and started only if the server version is greater than 0. The message processing logic is defined in a separate subroutine.

```vbnet
'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
```

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

### Request Account Summary with Python (LEDGER:ALL)

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

Example of requesting all ledger data for all accounts and currencies using Python.

```Python
1 self.reqAccountSummary(9004, "All", "$LEDGER:ALL")
```

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

### serverVersion

Source: https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient-members.html

Gets the current server version.

```APIDOC
## serverVersion

### Description
Gets the current server version.

### Method
(Not specified, likely internal)

### Parameters
None
```

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

### Create and Configure VolumeCondition (C#)

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

Demonstrates creating a VolumeCondition and setting its properties for volume-based order rules. Use this for C# implementations.

```csharp
VolumeCondition volCond = (VolumeCondition)OrderCondition.Create(OrderConditionType.Volume);
//Whenever contract...
volCond.ConId = conId;
//When traded at
volCond.Exchange = exchange;
//reaches a volume higher/lower
volCond.IsMore = isMore;
//than this...
volCond.Volume = volume;
//AND | OR next condition (will be ignored if no more conditions are added)
volCond.IsConjunctionConnection = isConjunction;
```

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

### startApi

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

Starts the API connection. This function is part of the EClient class.

```APIDOC
## startApi

### Description
Starts the API connection. This function is part of the EClient class.

### Method
Not specified (assumed to be a client-side method call)

### Endpoint
Not applicable (client-side function)

### Parameters
None explicitly listed in the source.

### Request Example
```APIDOC
// Example usage would depend on the specific TWS API client implementation
client.startApi()
```

### Response
Not specified. The return type is EClient, indicating it's a method of the EClient class.
```

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

### Python Pegged-to-Midpoint Order

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

Example of creating a Pegged-to-Midpoint order in Python.

```python
order = Order()
order.action = action
order.orderType = "PEG MID"
order.lmtPrice = limitPrice
order.totalQuantity = quantity
order.notHeld = True
order.minTradeQty = minTradeQty
order.midOffsetAtWhole = midOffsetAtWhole
order.midOffsetAtHalf = midOffsetAtHalf;
```

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

### Place Jefferies VWAP Order (Java)

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

Example of setting up a contract and placing a Jefferies VWAP order using the FillJefferiesVWAPParams helper function. The contract must be routed to JEFFALGO.

```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);
...
```

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

### VB.NET Pegged-to-Midpoint Order

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

Example of creating a Pegged-to-Midpoint order in VB.NET.

```vbnet
Dim order As Order = New Order
order.Action = action
order.OrderType = "PEG MID"
order.LmtPrice = limitPrice
order.TotalQuantity = quantity
order.NotHeld = True
order.MinTradeQty = minTradeQty
order.MidOffsetAtWhole = midOffsetAtWhole
order.MidOffsetAtHalf = midOffsetAtHalf;
```

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

### PctVol Algorithm Setup in C#

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

Sets up the PctVol algorithm strategy and parameters on a base Order object. This method is typically called before placing an order.

```csharp
public static void FillPctVolParams(Order baseOrder, double pctVol, string startTime, string endTime, bool noTakeLiq)
{
baseOrder.AlgoStrategy = "PctVol";
baseOrder.AlgoParams = new List<TagValue>();
baseOrder.AlgoParams.Add(new TagValue("pctVol", pctVol.ToString()));
baseOrder.AlgoParams.Add(new TagValue("startTime", startTime));
baseOrder.AlgoParams.Add(new TagValue("endTime", endTime));
baseOrder.AlgoParams.Add(new TagValue("noTakeLiq", noTakeLiq ? "1" : "0"));
}
```

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

### C# Pegged-to-Midpoint Order

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

Example of creating a Pegged-to-Midpoint order in C#.

```csharp
Order order = new Order();
order.Action = action;
order.OrderType = "PEG MID";
order.LmtPrice = limitPrice;
order.TotalQuantity = quantity;
order.NotHeld = true;
order.MinTradeQty = minTradeQty;
order.MidOffsetAtWhole = midOffsetAtWhole;
order.MidOffsetAtHalf = midOffsetAtHalf;
```

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

### Place Jefferies VWAP Order (C#)

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

Example of setting up a contract and placing a Jefferies VWAP order using the FillJefferiesVWAPParams helper function. The contract must be routed to JEFFALGO.

```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);
...
```

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

### Request Histogram Data (C++)

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

Example of requesting histogram data in C++.

```cpp
m_pClient->reqHistogramData(15001, ContractSamples::IBMUSStockAtSmart(), false, "1 weeks");
```

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

### Place US Stock Limit Order (Python Example)

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

Submits a SELL order for a US stock with a limit price using Python. Ensure `nextOrderId` is managed correctly.

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

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

### Request Histogram Data (C#)

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

Example of requesting histogram data in C#.

```csharp
client.reqHistogramData(15001, ContractSamples.USStockWithPrimaryExch(), false, "1 week");
```

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

### reqScannerSubscription (overload)

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

Starts a subscription to market scan results based on the provided parameters.

```APIDOC
## reqScannerSubscription

### Description
Starts a subscription to market scan results based on the provided parameters.

### Method
void

### Endpoint
N/A (SDK Method)

### Parameters
* **reqId** (int) - Description not provided.
* **subscription** (ScannerSubscription) - Description not provided.
* **scannerSubscriptionOptions** (string) - Description not provided.
* **scannerSubscriptionFilterOptions** (string) - Description not provided.
```

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

### PctVol Algorithm Setup in Java

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

Initializes and populates the PctVol algorithm parameters for an order in Java. It sets the strategy name and adds specific parameters as TagValue objects.

```java
public static void FillPctVolParams(Order baseOrder, double pctVol, String startTime, String endTime, boolean noTakeLiq) {
baseOrder.algoStrategy("PctVol");
baseOrder.algoParams(new ArrayList<>());
baseOrder.algoParams().add(new TagValue("pctVol", String.valueOf(pctVol)));
baseOrder.algoParams().add(new TagValue("startTime", startTime));
baseOrder.algoParams().add(new TagValue("endTime", endTime));
baseOrder.algoParams().add(new TagValue("noTakeLiq", noTakeLiq ? "1" : "0"));
}
```

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

### Python rerouteMktDepthReq Example

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

Callback function for re-routing market depth requests in Python.

```python
def rerouteMktDepthReq(self, reqId: int, conId: int, exchange: str):
super().rerouteMktDataReq(reqId, conId, exchange)
print("Re-route market depth request. ReqId:", reqId, "ConId:", conId, "Exchange:", exchange)
```

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

### Request Account Summary with C++ (LEDGER:ALL)

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

Example of requesting all ledger data for all accounts and currencies using C++.

```C++
m_pClient->reqAccountSummary(9004, "All", "$LEDGER:ALL");
```

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

### C++: Configure Arrival Price Order Parameters

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

Use this C++ function to set up an Order object with parameters for the Arrival Price algorithm strategy. It configures parameters like maximum percentage of volume, risk aversion, start and end times, and completion settings.

```cpp
void AvailableAlgoParams::FillArrivalPriceParams(Order& baseOrder, double maxPctVol, std::string riskAversion, std::string startTime, std::string endTime, 
bool forceCompletion, bool allowPastTime){
baseOrder.algoStrategy = "ArrivalPx";
baseOrder.algoParams.reset(new TagValueList());
TagValueSPtr tag1(new TagValue("maxPctVol", std::to_string(maxPctVol)));
TagValueSPtr tag2(new TagValue("riskAversion", riskAversion));
TagValueSPtr tag3(new TagValue("startTime", startTime));
TagValueSPtr tag4(new TagValue("endTime", endTime));
TagValueSPtr tag5(new TagValue("forceCompletion", forceCompletion ? "1" : "0"));
TagValueSPtr tag6(new TagValue("allowPastEndTime", allowPastTime ? "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);
baseOrder.algoParams->push_back(tag6);
}
```

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

### Python rerouteMktDataReq Example

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

Callback function for re-routing market data requests in Python.

```python
def rerouteMktDataReq(self, reqId: int, conId: int, exchange: str):
super().rerouteMktDataReq(reqId, conId, exchange)
print("Re-route market data request. ReqId:", reqId, "ConId:", conId, "Exchange:", exchange)
```

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

### C++ rerouteMktDepthReq Example

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

Callback function for re-routing market depth requests in C++.

```cpp
void TestCppClient::rerouteMktDepthReq(int reqId, int conid, const std::string& exchange) {
printf( "Re-route market depth request. ReqId: %d, ConId: %d, Exchange: %s\n", reqId, conid, exchange.c_str());
}
```

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

### Create Relative Market Combo Order (C++)

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

This C++ example shows how to initialize a Relative Market Combo order. It includes setting the action, quantity, and order type, along with handling smart combo routing parameters.

```cpp
Order order;
order.action = action;
order.totalQuantity = quantity;
order.orderType = "Rel + MKT";
if(nonGuaranteed){
TagValueSPtr tag1(new TagValue("NonGuaranteed", "1"));
order.smartComboRoutingParams.reset(new TagValueList());
order.smartComboRoutingParams->push_back(tag1);
}
```

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

### C++ rerouteMktDataReq Example

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

Callback function for re-routing market data requests in C++.

```cpp
void TestCppClient::rerouteMktDataReq(int reqId, int conid, const std::string& exchange) {
printf( "Re-route market data request. ReqId: %d, ConId: %d, Exchange: %s\n", reqId, conid, exchange.c_str());
}
```

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

### Place US Stock Limit Order (C++ Example)

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

Submits a SELL order for a US stock with a limit price using C++. Ensure `m_orderId` is managed correctly.

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

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

### Exercise Options (Python - Multi-line)

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

A multi-line Python example for exercising options, demonstrating the function call spread across two lines for readability.

```python
1 self.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1,
2 1, self.account, 1, "20231018-12:00:00")
```

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

### VB.NET rerouteMktDepthReq Example

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

Callback function for re-routing market depth requests in VB.NET.

```vbnet
Public Sub rerouteMktDepthReq(reqId As Integer, conId As Integer, exchange As String) Implements IBApi.EWrapper.rerouteMktDepthReq
Console.WriteLine("Re-route market depth request. Req Id: {0}, Con Id: {1}, Exchange: {2}", reqId, conId, exchange)
End Sub
```

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

### Configure Pegged-to-Best Order (VB.NET)

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

Example of configuring a Pegged-to-Best order using VB.NET syntax. Properties are assigned directly.

```vbnet
Dim order As Order = New Order
order.Action = action
order.OrderType = "PEG BEST"
order.LmtPrice = limitPrice
order.TotalQuantity = quantity
order.NotHeld = True
order.MinTradeQty = minTradeQty
order.MinCompeteSize = minCompeteSize
order.CompeteAgainstBestOffset = competeAgainstBestOffset
```

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

### VB.NET rerouteMktDataReq Example

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

Callback function for re-routing market data requests in VB.NET.

```vbnet
Public Sub rerouteMktDataReq(reqId As Integer, conId As Integer, exchange As String) Implements IBApi.EWrapper.rerouteMktDataReq
Console.WriteLine("Re-route market data request. Req Id: {0}, Con Id: {1}, Exchange: {2}", reqId, conId, exchange)
End Sub
```

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

### Python: Configure Arrival Price Order Parameters

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

This Python static method configures an Order object for the Arrival Price algorithm. It sets the strategy and appends various parameters including volume percentage, risk aversion, and time constraints.

```python
@staticmethod
def FillArrivalPriceParams(baseOrder: Order, maxPctVol: float,
riskAversion: str, startTime: str, endTime: str,
forceCompletion: bool, allowPastTime: bool):
baseOrder.algoStrategy = "ArrivalPx"
baseOrder.algoParams = []
baseOrder.algoParams.append(TagValue("maxPctVol", maxPctVol))
baseOrder.algoParams.append(TagValue("riskAversion", riskAversion))
baseOrder.algoParams.append(TagValue("startTime", startTime))
baseOrder.algoParams.append(TagValue("endTime", endTime))
baseOrder.algoParams.append(TagValue("forceCompletion",
int(forceCompletion)))
baseOrder.algoParams.append(TagValue("allowPastEndTime",
int(allowPastTime)))
```

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

### Java rerouteMktDepthReq Example

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

Callback function for re-routing market depth requests in Java.

```java
@Override
public void rerouteMktDepthReq(int reqId, int conId, String exchange) {
System.out.println(EWrapperMsgGenerator.rerouteMktDepthReq(reqId, conId, exchange));
}
```

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

### Java rerouteMktDataReq Example

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

Callback function for re-routing market data requests in Java.

```java
@Override
public void rerouteMktDataReq(int reqId, int conId, String exchange) {
System.out.println(EWrapperMsgGenerator.rerouteMktDataReq(reqId, conId, exchange));
}
```

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

### C# rerouteMktDepthReq Example

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

Callback function for re-routing market depth requests in C#.

```csharp
public void rerouteMktDepthReq(int reqId, int conId, string exchange)
{
Console.WriteLine("Re-route market depth request. Req Id: {0}, ConId: {1}, Exchange: {2}", reqId, conId, exchange);
}
```

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

### Subscribe to Account Updates (C++)

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

Initiates a subscription to receive account and portfolio information. Use 'true' to start the subscription and provide the account ID. Updates occur every three minutes unless there's a position change.

```cpp
m_pClient->reqAccountUpdates(true, "U150462");
```

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

### Create and Configure VolumeCondition (Java)

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

Shows how to instantiate a VolumeCondition and chain method calls to set contract ID, exchange, volume, and conjunction parameters. Suitable for Java.

```java
VolumeCondition volCon = (VolumeCondition)OrderCondition.create(OrderConditionType.Volume);
//Whenever contract...
volCon.conId(conId);
//When traded at
volCon.exchange(exchange);
//reaches a volume higher/lower
volCon.isMore(isMore);
//than this...
volCon.volume(volume);
//AND | OR next condition (will be ignored if no more conditions are added)
volCon.conjunctionConnection(isConjunction);
```

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

### C# rerouteMktDataReq Example

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

Callback function for re-routing market data requests in C#.

```csharp
public void rerouteMktDataReq(int reqId, int conId, string exchange)
{
Console.WriteLine("Re-route market data request. Req Id: {0}, ConId: {1}, Exchange: {2}", reqId, conId, exchange);
}
```

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

### Python Auction Relative Order

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

Example of creating an Auction Relative order in Python.

```python
1 order = Order()
2 order.action = action
3 order.orderType = "REL"
4 order.totalQuantity = quantity
5 order.auxPrice = offset
```