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constants.js
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constants.js
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exports.VERSION = 'twsapi_macunix.970.01';
exports.DEFAULT_HOST = '127.0.0.1';
exports.DEFAULT_PORT = 7496;
exports.DEFAULT_CLIENT_ID = 0;
exports.MAX_REQ_PER_SECOND = 40;
exports.CLIENT_VERSION = 62;
exports.SERVER_VERSION = 38;
// incoming msg id's
// incoming msg id's
exports.INCOMING = {
TICK_PRICE : 1,
TICK_SIZE : 2,
ORDER_STATUS : 3,
ERR_MSG : 4,
OPEN_ORDER : 5,
ACCT_VALUE : 6,
PORTFOLIO_VALUE : 7,
ACCT_UPDATE_TIME : 8,
NEXT_VALID_ID : 9,
CONTRACT_DATA : 10,
EXECUTION_DATA : 11,
MARKET_DEPTH : 12,
MARKET_DEPTH_L2 : 13,
NEWS_BULLETINS : 14,
MANAGED_ACCTS : 15,
RECEIVE_FA : 16,
HISTORICAL_DATA : 17,
BOND_CONTRACT_DATA : 18,
SCANNER_PARAMETERS : 19,
SCANNER_DATA : 20,
TICK_OPTION_COMPUTATION : 21,
TICK_GENERIC : 45,
TICK_STRING : 46,
TICK_EFP : 47,
CURRENT_TIME : 49,
REAL_TIME_BARS : 50,
FUNDAMENTAL_DATA : 51,
CONTRACT_DATA_END : 52,
OPEN_ORDER_END : 53,
ACCT_DOWNLOAD_END : 54,
EXECUTION_DATA_END : 55,
DELTA_NEUTRAL_VALIDATION : 56,
TICK_SNAPSHOT_END : 57,
MARKET_DATA_TYPE : 58,
COMMISSION_REPORT : 59,
POSITION : 61,
POSITION_END : 62,
ACCOUNT_SUMMARY : 63,
ACCOUNT_SUMMARY_END : 64,
VERIFY_MESSAGE_API : 65,
VERIFY_COMPLETED : 66,
DISPLAY_GROUP_LIST : 67,
DISPLAY_GROUP_UPDATED : 68,
VERIFY_AND_AUTH_MESSAGE_API : 69,
VERIFY_AND_AUTH_COMPLETED : 70,
POSITION_MULTI : 71,
POSITION_MULTI_END : 72,
ACCOUNT_UPDATE_MULTI : 73,
ACCOUNT_UPDATE_MULTI_END : 74,
SECURITY_DEFINITION_OPTION_PARAMETER : 75,
SECURITY_DEFINITION_OPTION_PARAMETER_END : 76,
SOFT_DOLLAR_TIERS : 77,
FAMILY_CODES : 78,
SYMBOL_SAMPLES : 79,
MKT_DEPTH_EXCHANGES : 80,
TICK_REQ_PARAMS : 81,
SMART_COMPONENTS : 82,
NEWS_ARTICLE : 83,
TICK_NEWS : 84,
NEWS_PROVIDERS : 85,
HISTORICAL_NEWS : 86,
HISTORICAL_NEWS_END : 87,
HEAD_TIMESTAMP : 88,
HISTOGRAM_DATA : 89,
HISTORICAL_TICKS : 96,
HISTORICAL_TICKS_BID_ASK : 97,
HISTORICAL_TICKS_LAST : 98,
TICK_BY_TICK : 99
};
// outgoing msg id's
exports.OUTGOING = {
REQ_MKT_DATA : 1,
CANCEL_MKT_DATA : 2,
PLACE_ORDER : 3,
CANCEL_ORDER : 4,
REQ_OPEN_ORDERS : 5,
REQ_ACCOUNT_DATA : 6,
REQ_EXECUTIONS : 7,
REQ_IDS : 8,
REQ_CONTRACT_DATA : 9,
REQ_MKT_DEPTH : 10,
CANCEL_MKT_DEPTH : 11,
REQ_NEWS_BULLETINS : 12,
CANCEL_NEWS_BULLETINS : 13,
SET_SERVER_LOGLEVEL : 14,
REQ_AUTO_OPEN_ORDERS : 15,
REQ_ALL_OPEN_ORDERS : 16,
REQ_MANAGED_ACCTS : 17,
REQ_FA : 18,
REPLACE_FA : 19,
REQ_HISTORICAL_DATA : 20,
EXERCISE_OPTIONS : 21,
REQ_SCANNER_SUBSCRIPTION : 22,
CANCEL_SCANNER_SUBSCRIPTION : 23,
REQ_SCANNER_PARAMETERS : 24,
CANCEL_HISTORICAL_DATA : 25,
REQ_CURRENT_TIME : 49,
REQ_REAL_TIME_BARS : 50,
CANCEL_REAL_TIME_BARS : 51,
REQ_FUNDAMENTAL_DATA : 52,
CANCEL_FUNDAMENTAL_DATA : 53,
REQ_CALC_IMPLIED_VOLAT : 54,
REQ_CALC_OPTION_PRICE : 55,
CANCEL_CALC_IMPLIED_VOLAT : 56,
CANCEL_CALC_OPTION_PRICE : 57,
REQ_GLOBAL_CANCEL : 58,
REQ_MARKET_DATA_TYPE : 59,
REQ_POSITIONS : 61,
REQ_ACCOUNT_SUMMARY : 62,
CANCEL_ACCOUNT_SUMMARY : 63,
CANCEL_POSITIONS : 64,
VERIFY_REQUEST : 65,
VERIFY_MESSAGE : 66,
QUERY_DISPLAY_GROUPS : 67,
SUBSCRIBE_TO_GROUP_EVENTS : 68,
UPDATE_DISPLAY_GROUP : 69,
UNSUBSCRIBE_FROM_GROUP_EVENTS : 70,
START_API : 71,
VERIFY_AND_AUTH_REQUEST : 72,
VERIFY_AND_AUTH_MESSAGE : 73,
REQ_POSITIONS_MULTI : 74,
CANCEL_POSITIONS_MULTI : 75,
REQ_ACCOUNT_UPDATES_MULTI : 76,
CANCEL_ACCOUNT_UPDATES_MULTI : 77,
REQ_SEC_DEF_OPT_PARAMS : 78,
REQ_SOFT_DOLLAR_TIERS : 79,
REQ_FAMILY_CODES : 80,
REQ_MATCHING_SYMBOLS : 81,
REQ_MKT_DEPTH_EXCHANGES : 82,
REQ_SMART_COMPONENTS : 83,
REQ_NEWS_ARTICLE : 84,
REQ_NEWS_PROVIDERS : 85,
REQ_HISTORICAL_NEWS : 86,
REQ_HEAD_TIMESTAMP : 87,
REQ_HISTOGRAM_DATA : 88,
CANCEL_HISTOGRAM_DATA : 89,
REQ_HISTORICAL_TICKS : 96,
REQ_TICK_BY_TICK_DATA : 97,
CANCEL_TICK_BY_TICK_DATA : 98
};
exports.MIN_SERVER_VER = {
REAL_TIME_BARS : 34,
SCALE_ORDERS : 35,
SNAPSHOT_MKT_DATA : 35,
SSHORT_COMBO_LEGS : 35,
WHAT_IF_ORDERS : 36,
CONTRACT_CONID : 37,
PTA_ORDERS : 39,
FUNDAMENTAL_DATA : 40,
UNDER_COMP : 40,
CONTRACT_DATA_CHAIN : 40,
SCALE_ORDERS2 : 40,
ALGO_ORDERS : 41,
EXECUTION_DATA_CHAIN : 42,
NOT_HELD : 44,
SEC_ID_TYPE : 45,
PLACE_ORDER_CONID : 46,
REQ_MKT_DATA_CONID : 47,
REQ_CALC_IMPLIED_VOLAT : 49,
CANCEL_CALC_IMPLIED_VOLAT: 50,
CANCEL_CALC_OPTION_PRICE: 50,
REQ_CALC_OPTION_PRICE : 50,
SSHORTX_OLD : 51,
SSHORTX : 52,
REQ_GLOBAL_CANCEL : 53,
HEDGE_ORDERS : 54,
REQ_MARKET_DATA_TYPE : 55,
OPT_OUT_SMART_ROUTING : 56,
SMART_COMBO_ROUTING_PARAMS : 57,
DELTA_NEUTRAL_CONID : 58,
SCALE_ORDERS3 : 60,
ORDER_COMBO_LEGS_PRICE : 61,
TRAILING_PERCENT : 62,
DELTA_NEUTRAL_OPEN_CLOSE : 66,
POSITIONS : 67,
ACCT_SUMMARY : 67,
TRADING_CLASS : 68,
SCALE_TABLE : 69,
LINKING : 70,
ALGO_ID : 71,
OPTIONAL_CAPABILITIES : 72,
ORDER_SOLICITED : 73,
LINKING_AUTH : 74,
PRIMARYEXCH : 75,
RANDOMIZE_SIZE_AND_PRICE : 76,
FRACTIONAL_POSITIONS : 101,
PEGGED_TO_BENCHMARK : 102,
MODELS_SUPPORT : 103,
SEC_DEF_OPT_PARAMS_REQ : 104,
EXT_OPERATOR : 105,
SOFT_DOLLAR_TIER : 106,
REQ_FAMILY_CODES : 107,
REQ_MATCHING_SYMBOLS : 108,
PAST_LIMIT : 109,
MD_SIZE_MULTIPLIER : 110,
CASH_QTY : 111,
REQ_MKT_DEPTH_EXCHANGES : 112,
TICK_NEWS : 113,
REQ_SMART_COMPONENTS : 114,
REQ_NEWS_PROVIDERS : 115,
REQ_NEWS_ARTICLE : 116,
REQ_HISTORICAL_NEWS : 117,
REQ_HEAD_TIMESTAMP : 118,
REQ_HISTOGRAM : 119,
SERVICE_DATA_TYPE : 120,
AGG_GROUP : 121,
UNDERLYING_INFO : 122,
CANCEL_HEADTIMESTAMP : 123,
SYNT_REALTIME_BARS : 124,
CFD_REROUTE : 125,
MARKET_RULES : 126,
PNL : 127,
NEWS_QUERY_ORIGINS : 128,
SERVER_VER_UNREALIZED_PNL : 129,
MIN_SERVER_VER_HISTORICAL_TICKS: 130
};
exports.BAG_SEC_TYPE = 'BAG';
// FA msg data types
exports.FA_DATA_TYPE = {
GROUPS: 1,
PROFILES: 2,
ALIASES: 3
};
exports.LOG_LEVEL = {
SYSTEM: 1,
ERROR: 2,
WARN: 3,
INFO: 4,
DETAIL: 5
};
// constants - tick types
exports.TICK_TYPE = {
BID_SIZE:0,
BID:1,
ASK:2,
ASK_SIZE:3,
LAST:4,
LAST_SIZE:5,
HIGH:6,
LOW:7,
VOLUME:8,
CLOSE:9,
BID_OPTION:10,
ASK_OPTION:11,
LAST_OPTION:12,
MODEL_OPTION:13,
OPEN:14,
LOW_13_WEEK:15,
HIGH_13_WEEK:16,
LOW_26_WEEK:17,
HIGH_26_WEEK:18,
LOW_52_WEEK:19,
HIGH_52_WEEK:20,
AVG_VOLUME:21,
OPEN_INTEREST:22,
OPTION_HISTORICAL_VOL:23,
OPTION_IMPLIED_VOL:24,
OPTION_BID_EXCH:25,
OPTION_ASK_EXCH:26,
OPTION_CALL_OPEN_INTEREST:27,
OPTION_PUT_OPEN_INTEREST:28,
OPTION_CALL_VOLUME:29,
OPTION_PUT_VOLUME:30,
INDEX_FUTURE_PREMIUM:31,
BID_EXCH:32,
ASK_EXCH:33,
AUCTION_VOLUME:34,
AUCTION_PRICE:35,
AUCTION_IMBALANCE:36,
MARK_PRICE:37,
BID_EFP_COMPUTATION:38,
ASK_EFP_COMPUTATION:39,
LAST_EFP_COMPUTATION:40,
OPEN_EFP_COMPUTATION:41,
HIGH_EFP_COMPUTATION:42,
LOW_EFP_COMPUTATION:43,
CLOSE_EFP_COMPUTATION:44,
LAST_TIMESTAMP:45,
SHORTABLE:46,
FUNDAMENTAL_RATIOS:47,
RT_VOLUME:48,
HALTED:49,
BID_YIELD:50,
ASK_YIELD:51,
LAST_YIELD:52,
CUST_OPTION_COMPUTATION:53,
TRADE_COUNT:54,
TRADE_RATE:55,
VOLUME_RATE:56,
LAST_RTH_TRADE:57,
RT_HISTORICAL_VOL:58,
IB_DIVIDENDS:59,
BOND_FACTOR_MULTIPLIER:60,
REGULATORY_IMBALANCE:61,
NEWS_TICK:62,
SHORT_TERM_VOLUME_3_MIN:63,
SHORT_TERM_VOLUME_5_MIN:64,
SHORT_TERM_VOLUME_10_MIN:65,
DELAYED_BID:66,
DELAYED_ASK:67,
DELAYED_LAST:68,
DELAYED_BID_SIZE:69,
DELAYED_ASK_SIZE:70,
DELAYED_LAST_SIZE:71,
DELAYED_HIGH:72,
DELAYED_LOW:73,
DELAYED_VOLUME:74,
DELAYED_CLOSE:75,
DELAYED_OPEN:76,
RT_TRD_VOLUME:77,
CREDITMAN_MARK_PRICE:78,
CREDITMAN_SLOW_MARK_PRICE:79,
DELAYED_BID_OPTION:80,
DELAYED_ASK_OPTION:81,
DELAYED_LAST_OPTION:82,
DELAYED_MODEL_OPTION:83,
LAST_EXCH:84,
LAST_REG_TIME:85,
FUTURES_OPEN_INTEREST:86,
UNKNOWN:2147483647
};
exports.EXERCISE_ACTION = {
EXERCISE: 1,
LAPSE: 2
};