Description Usage Arguments Details Value Note Author(s) References See Also
Create twsOrder object for placeOrder
API call.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 | 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 = "")
|
orderId |
The id for the order. Use |
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 |
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 |
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. |
Read the API documentation, code, and experiment with the paper accounts. And good luck!
Called for its side-effects.
Documentation is far from complete on this topic. Experiment and share your experiences.
Jeffrey A. Ryan
Order API: http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/java/order.htm
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