twsOrder: Create twsOrder Object

In IBrokers: R API to Interactive Brokers Trader Workstation

Create twsOrder Object

Description

Create twsOrder object for placeOrder API call.

Usage

twsOrder(orderId,
         action = "BUY", 
         totalQuantity = "10", 
         orderType = "LMT",
         lmtPrice = "0.0", 
         auxPrice = "0.0",
         tif = "",
         outsideRTH = "0",
         openClose = "O",
         origin = .twsOrderID$CUSTOMER,
         ocaGroup = "",
         account = "",
         orderRef = "",
         transmit = TRUE,
         parentId = "0",
         blockOrder = "0",
         sweepToFill = "0",
         displaySize = "0",
         triggerMethod = "0",
         hidden = "0",
         discretionaryAmt = "0.0",
         goodAfterTime = "",
         goodTillDate = "",
         faGroup = "", 
         faMethod = "",
         faPercentage = "",
         faProfile = "",
         shortSaleSlot = "0",
         designatedLocation = .twsOrderID$EMPTY_STR,
         ocaType = "0",
         rule80A = "",
         settlingFirm = "",
         clearingAccount = "",
         clearingIntent = "",
         allOrNone = "0",
         minQty = "",
         percentOffset = "",
         eTradeOnly = "0",
         firmQuoteOnly = "0",
         nbboPriceCap = "",
         auctionStrategy = "0",
         startingPrice = "",
         stockRefPrice = "",
         delta = "",
         stockRangeLower = "",
         stockRangeUpper = "",
         overridePercentageConstraints = "0",
         volatility = "",
         volatilityType = "",
         deltaNeutralOrderType = "",
         deltaNeutralAuxPrice = "",
         continuousUpdate = "0",
         referencePriceType = "",
         trailStopPrice = "",
         basisPoints = "",
         basisPointsType = "",
         scaleInitLevelSize = "",
         scaleSubsLevelSize = "",
         scalePriceIncrement = "",
         notHeld = FALSE,
         algoStrategy = "",
         algoParams = NULL,
         whatIf = FALSE,
         clientId = "",
         permId = "",
         exemptCode = "-1",
         hedgeType = "",
         hedgeParam = "",
         optOutSmartRouting = FALSE,
         scaleTable = "",
         activeStartTime = "",
         activeStopTime = "",
         trailingPercent = "",
         deltaNeutralConId = "0",
         deltaNeutralSettlingFirm = "",
         deltaNeutralClearingAccount = "",
         deltaNeutralClearingIntent = "",
         deltaNeutralOpenClose = "",
         deltaNeutralShortSale = "0",
         deltaNeutralShortSaleSlot = "0",
         deltaNeutralDesignatedLocation = "",
         scalePriceAdjustValue = "0",
         scalePriceAdjustInterval = "0",
         scaleProfitOffset = "0",
         scaleAutoReset = "0",
         scaleInitPosition = "0",
         scaleInitFillQty = "0",
         scaleRandomPercent = "0",
         smartComboRoutingParams = NULL,
         smartComboRoutingParamsCount = "0",
         orderComboLegs = NULL,
         orderComboLegsCount = "0",
         comboLegs = NULL,
         comboLegsCount = "0",
         orderMiscOptions = NULL
         )

Arguments

orderId	The id for the order. Use reqIds.
action	Identifies the side. ( BUY, SELL, SSHORT )
totalQuantity	Order quantity.
orderType	Order type. ( MKT, MKTCLS, LMT, LMTCLS, PEGMKT, SCALE, STP, STPLMT, TRAIL, REL, VWAP, TRAILLIMIT )
lmtPrice	The LIMIT price for LMT, STPLMT and REL orderType
auxPrice	The STOP price for STPLMT (stop-limit) orders, and the offset for REL (relative) orders
tif	Time in force. (DAY, GTC, IOC, GTD)
outsideRTH	Allow orders to trigger outside of regular trading hours.
openClose	Specify whether order is open or close only. (Institutional Accounts Only)
origin	The order origin. 0=customer, 1=firm (Institutional Accounts Only)
ocaGroup	Identifies OCA group.
account	The account (Institutional Accounts Only)
orderRef	The order reference (Institutional Accounts Only)
transmit	Specify whether the order is transmitted to the TWS. If FALSE, order is created but not sent. (not implemented)
parentId	The orderId of the parent order, used for bracket and auto trailing stop orders.
blockOrder	ISE block order?
sweepToFill	Sweep to fill order?
displaySize	Publicly disclosed order size for Iceberg orders.
triggerMethod	How should simulated orders be triggered. Valid values are 0-8. See the official API for details.
hidden	Hide order on ISLAND?
discretionaryAmt	Amount off limit for discretionary orders.
goodAfterTime	Trades Good After Time: YYYYMMDD hh:mm:ss or ""
goodTillDate	Trades Good Till Date: YYYYMMDD hh:mm:ss or ""
faGroup	NA
faMethod	NA
faPercentage	NA
faProfile	NA
shortSaleSlot	1 or 2
designatedLocation	Only when shortSaleSlot=2
ocaType	Cancel on Fill with Block = 1 Reduce on Fill with Block = 2 Reduce on Fill without Block = 3
rule80A	Valid values: I, A, W, J, U, M, K, Y, N. See API.
settlingFirm	(Institutional Only)
clearingAccount	IBExecution customers only.
clearingIntent	IBExecution customers only.
allOrNone	yes=1, no=0
minQty	Minimum quantity order type.
percentOffset	Percent offset for REL (relative) orders.
eTradeOnly	Trade with electronic quotes. yes=1, no=0.
firmQuoteOnly	Trade with firm quotes. yes=1, no=0.
nbboPriceCap	The maximum Smart order distance from the NBBO.
auctionStrategy	BOX only. See API.
startingPrice	BOX only. See API.
stockRefPrice	The stock reference price. VOL orders. See API.
delta	BOX only. See API.
stockRangeLower	See API.
stockRangeUpper	See API.
overridePercentageConstraints	See API.
volatility	See API.
volatilityType	See API.
deltaNeutralOrderType	See API.
deltaNeutralAuxPrice	See API.
continuousUpdate	See API.
referencePriceType	See API.
trailStopPrice	For TRAILLIMIT orders only.
basisPoints	EFP orders only.
basisPointsType	EFP orders only.
scaleInitLevelSize	For Scale orders. See API.
scaleSubsLevelSize	For Scale orders. See API.
scalePriceIncrement	For Scale orders. See API.
notHeld	See API and guess.
algoStrategy	See API and guess.
algoParams	See API and guess.
whatIf	Use to request pre-trade commissions and margin information. TRUE/FALSE
clientId	Id of the client that placed the order.
permId	TWS id used to identify orders. Constant over a session.
exemptCode	Mark order as exempt from short sale uptick rule.
hedgeType	For hedge orders. Possible values include: D=delta, B=beta, F=FX, P=Pair
hedgeParam	Beta = x for Beta hedge orders, ratio = y for Pair hedge order
optOutSmartRouting	Use to opt out of default SmartRouting for orders routed directly to ASX. This attribute defaults to false unless explicitly set to true. When set to false, orders routed directly to ASX will NOT use SmartRouting. When set to true, orders routed directly to ASX orders WILL use SmartRouting.
scaleTable	Used for scale orders
activeStartTime	for GTC orders
activeStopTime	for GTC orders
trailingPercent	Specifies the trailing amount of a trailing stop order as a percentage. See the API docs for guidelines.
deltaNeutralConId	See API docs
deltaNeutralSettlingFirm	See API docs
deltaNeutralClearingAccount	See API docs
deltaNeutralClearingIntent	See API docs
deltaNeutralOpenClose	Specifies whether the order is an Open or a Close order and is used when the hedge involves a CFD and and the order is clearing away.
deltaNeutralShortSale	Used when the hedge involves a stock and indicates whether or not it is sold short.
deltaNeutralShortSaleSlot	Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). If you use 2, then you must specify a deltaNeutralDesignatedLocation.
deltaNeutralDesignatedLocation	Used only when deltaNeutralShortSaleSlot = 2.
scalePriceAdjustValue	For extended Scale orders
scalePriceAdjustInterval	For extended Scale orders
scaleProfitOffset	For extended Scale orders
scaleAutoReset	For extended Scale orders
scaleInitPosition	For extended Scale order
scaleInitFillQty	For extended Scale orders
scaleRandomPercent	For extended Scale orders
smartComboRoutingParams	Advanced parameters for Smart combo routing .
smartComboRoutingParamsCount	Number of parameters
orderComboLegs	List of Per-leg price following the same sequence combo legs are added. The combo price must be left unspecified when using per-leg prices.
orderComboLegsCount	Number of parameters
comboLegs	See API docs
comboLegsCount	See API docs
orderMiscOptions	See API docs

Details

Read the API documentation, code, and experiment with the paper accounts. And good luck!

Value

Called for its side-effects.

Note

Documentation is far from complete on this topic. Experiment and share your experiences.

Author(s)

Jeffrey A. Ryan

References

Order API: https://interactivebrokers.github.io/tws-api/order_management.html

See Also

placeOrder

IBrokers documentation built on Nov. 16, 2022, 5:05 p.m.