ib_async.objects

Generated from the installed ib_async 2.1.0 package. Signatures and defaults are version-specific.

Object hierarchy.

Public constants

Name	Value
EPOCH	datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
UNSET_DOUBLE	1.7976931348623157e+308
UNSET_INTEGER	2147483647

AccountValue

AccountValue(account: ForwardRef('str'), tag: ForwardRef('str'), value: ForwardRef('str'), currency: ForwardRef('str'), modelCode: ForwardRef('str'))

AccountValue(account, tag, value, currency, modelCode)

BarData

BarData(date: 'date_ | datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), open: 'float' = 0.0, high: 'float' = 0.0, low: 'float' = 0.0, close: 'float' = 0.0, volume: 'float' = 0, average: 'float' = 0.0, barCount: 'int' = 0) -> None

BarData(date: 'date_ | datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), open: 'float' = 0.0, high: 'float' = 0.0, low: 'float' = 0.0, close: 'float' = 0.0, volume: 'float' = 0, average: 'float' = 0.0, barCount: 'int' = 0)

Fields

Name	Type	Default
date	date_ | datetime	datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
open	float	0.0
high	float	0.0
low	float	0.0
close	float	0.0
volume	float	0
average	float	0.0
barCount	int	0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

BarDataList

BarDataList(*args)

List of .BarData that also stores all request parameters.

Events:

• updateEvent (bars: .BarDataList, hasNewBar: bool)

CommissionReport

CommissionReport(execId: 'str' = '', commission: 'float' = 0.0, currency: 'str' = '', realizedPNL: 'float' = 0.0, yield_: 'float' = 0.0, yieldRedemptionDate: 'int' = 0) -> None

CommissionReport(execId: 'str' = '', commission: 'float' = 0.0, currency: 'str' = '', realizedPNL: 'float' = 0.0, yield_: 'float' = 0.0, yieldRedemptionDate: 'int' = 0)

Fields

Name	Type	Default
execId	str	``
commission	float	0.0
currency	str	``
realizedPNL	float	0.0
yield_	float	0.0
yieldRedemptionDate	int	0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ConnectionStats

ConnectionStats(startTime: 'float', duration: 'float', numBytesRecv: 'int', numBytesSent: 'int', numMsgRecv: 'int', numMsgSent: 'int') -> None

ConnectionStats(startTime: 'float', duration: 'float', numBytesRecv: 'int', numBytesSent: 'int', numMsgRecv: 'int', numMsgSent: 'int')

Fields

Name	Type	Default
startTime	float	required
duration	float	required
numBytesRecv	int	required
numBytesSent	int	required
numMsgRecv	int	required
numMsgSent	int	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

DOMLevel

DOMLevel(price: ForwardRef('float'), size: ForwardRef('float'), marketMaker: ForwardRef('str'))

DOMLevel(price, size, marketMaker)

DepthMktDataDescription

DepthMktDataDescription(exchange: 'str' = '', secType: 'str' = '', listingExch: 'str' = '', serviceDataType: 'str' = '', aggGroup: 'int' = 2147483647) -> None

DepthMktDataDescription(exchange: 'str' = '', secType: 'str' = '', listingExch: 'str' = '', serviceDataType: 'str' = '', aggGroup: 'int' = 2147483647)

Fields

Name	Type	Default
exchange	str	``
secType	str	``
listingExch	str	``
serviceDataType	str	``
aggGroup	int	2147483647

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Dividends

Dividends(past12Months: 'float | None', next12Months: 'float | None', nextDate: 'date_ | None', nextAmount: 'float | None') -> None

Dividends(past12Months: 'float | None', next12Months: 'float | None', nextDate: 'date_ | None', nextAmount: 'float | None')

Fields

Name	Type	Default
past12Months	float | None	required
next12Months	float | None	required
nextDate	date_ | None	required
nextAmount	float | None	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

DynamicObject

DynamicObject(**kwargs)

No library docstring is provided; consult the signature, type fields, and operational guides.

EfpData

EfpData(basisPoints: 'float', formattedBasisPoints: 'str', impliedFuture: 'float', holdDays: 'int', futureLastTradeDate: 'str', dividendImpact: 'float', dividendsToLastTradeDate: 'float') -> None

Exchange for Physical (EFP) futures data.

EFP allows trading a position in a single stock for a position in the corresponding single stock future.

Fields

Name	Type	Default
basisPoints	float	required
formattedBasisPoints	str	required
impliedFuture	float	required
holdDays	int	required
futureLastTradeDate	str	required
dividendImpact	float	required
dividendsToLastTradeDate	float	required

Execution

Execution(execId: 'str' = '', time: 'datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), acctNumber: 'str' = '', exchange: 'str' = '', side: 'str' = '', shares: 'float' = 0.0, price: 'float' = 0.0, permId: 'int' = 0, clientId: 'int' = 0, orderId: 'int' = 0, liquidation: 'int' = 0, cumQty: 'float' = 0.0, avgPrice: 'float' = 0.0, orderRef: 'str' = '', evRule: 'str' = '', evMultiplier: 'float' = 0.0, modelCode: 'str' = '', lastLiquidity: 'int' = 0, pendingPriceRevision: 'bool' = False) -> None

Execution(execId: 'str' = '', time: 'datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), acctNumber: 'str' = '', exchange: 'str' = '', side: 'str' = '', shares: 'float' = 0.0, price: 'float' = 0.0, permId: 'int' = 0, clientId: 'int' = 0, orderId: 'int' = 0, liquidation: 'int' = 0, cumQty: 'float' = 0.0, avgPrice: 'float' = 0.0, orderRef: 'str' = '', evRule: 'str' = '', evMultiplier: 'float' = 0.0, modelCode: 'str' = '', lastLiquidity: 'int' = 0, pendingPriceRevision: 'bool' = False)

Fields

Name	Type	Default
execId	str	``
time	datetime	datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
acctNumber	str	``
exchange	str	``
side	str	``
shares	float	0.0
price	float	0.0
permId	int	0
clientId	int	0
orderId	int	0
liquidation	int	0
cumQty	float	0.0
avgPrice	float	0.0
orderRef	str	``
evRule	str	``
evMultiplier	float	0.0
modelCode	str	``
lastLiquidity	int	0
pendingPriceRevision	bool	False

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

ExecutionFilter

ExecutionFilter(clientId: 'int' = 0, acctCode: 'str' = '', time: 'str' = '', symbol: 'str' = '', secType: 'str' = '', exchange: 'str' = '', side: 'str' = '') -> None

ExecutionFilter(clientId: 'int' = 0, acctCode: 'str' = '', time: 'str' = '', symbol: 'str' = '', secType: 'str' = '', exchange: 'str' = '', side: 'str' = '')

Fields

Name	Type	Default
clientId	int	0
acctCode	str	``
time	str	``
symbol	str	``
secType	str	``
exchange	str	``
side	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

FamilyCode

FamilyCode(accountID: 'str', familyCodeStr: 'str') -> None

FamilyCode(accountID: 'str', familyCodeStr: 'str')

Fields

Name	Type	Default
accountID	str	required
familyCodeStr	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

Fill

Fill(contract: ForwardRef('Contract'), execution: ForwardRef('Execution'), commissionReport: ForwardRef('CommissionReport'), time: ForwardRef('datetime'))

Fill(contract, execution, commissionReport, time)

FundamentalRatios

FundamentalRatios(**kwargs)

See: https://web.archive.org/web/20200725010343/https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html

HistogramData

HistogramData(price: 'float' = 0.0, count: 'int' = 0) -> None

HistogramData(price: 'float' = 0.0, count: 'int' = 0)

Fields

Name	Type	Default
price	float	0.0
count	int	0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

HistoricalNews

HistoricalNews(time: 'datetime', providerCode: 'str', articleId: 'str', headline: 'str') -> None

HistoricalNews(time: 'datetime', providerCode: 'str', articleId: 'str', headline: 'str')

Fields

Name	Type	Default
time	datetime	required
providerCode	str	required
articleId	str	required
headline	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

HistoricalSchedule

HistoricalSchedule(startDateTime: 'str' = '', endDateTime: 'str' = '', timeZone: 'str' = '', sessions: 'list[HistoricalSession]' = <factory>) -> None

HistoricalSchedule(startDateTime: 'str' = '', endDateTime: 'str' = '', timeZone: 'str' = '', sessions: 'list[HistoricalSession]' = <factory>)

Fields

Name	Type	Default
startDateTime	str	``
endDateTime	str	``
timeZone	str	``
sessions	list[HistoricalSession]	factory: list

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

HistoricalSession

HistoricalSession(startDateTime: 'str' = '', endDateTime: 'str' = '', refDate: 'str' = '') -> None

HistoricalSession(startDateTime: 'str' = '', endDateTime: 'str' = '', refDate: 'str' = '')

Fields

Name	Type	Default
startDateTime	str	``
endDateTime	str	``
refDate	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

HistoricalTick

HistoricalTick(time: ForwardRef('datetime'), price: ForwardRef('float'), size: ForwardRef('float'))

HistoricalTick(time, price, size)

HistoricalTickBidAsk

HistoricalTickBidAsk(time: ForwardRef('datetime'), tickAttribBidAsk: ForwardRef('TickAttribBidAsk'), priceBid: ForwardRef('float'), priceAsk: ForwardRef('float'), sizeBid: ForwardRef('float'), sizeAsk: ForwardRef('float'))

HistoricalTickBidAsk(time, tickAttribBidAsk, priceBid, priceAsk, sizeBid, sizeAsk)

HistoricalTickLast

HistoricalTickLast(time: ForwardRef('datetime'), tickAttribLast: ForwardRef('TickAttribLast'), price: ForwardRef('float'), size: ForwardRef('float'), exchange: ForwardRef('str'), specialConditions: ForwardRef('str'))

HistoricalTickLast(time, tickAttribLast, price, size, exchange, specialConditions)

IBDefaults

IBDefaults(emptyPrice: 'Any' = -1, emptySize: 'Any' = 0, unset: 'Any' = nan, timezone: 'tzinfo' = datetime.timezone.utc) -> None

A simple way to provide default values when populating API data.

Fields

Name	Type	Default
emptyPrice	Any	-1
emptySize	Any	0
unset	Any	nan
timezone	tzinfo	datetime.timezone.utc

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

MktDepthData

MktDepthData(time: ForwardRef('datetime'), position: ForwardRef('int'), marketMaker: ForwardRef('str'), operation: ForwardRef('int'), side: ForwardRef('int'), price: ForwardRef('float'), size: ForwardRef('float'))

MktDepthData(time, position, marketMaker, operation, side, price, size)

NewsArticle

NewsArticle(articleType: 'int', articleText: 'str') -> None

NewsArticle(articleType: 'int', articleText: 'str')

Fields

Name	Type	Default
articleType	int	required
articleText	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

NewsBulletin

NewsBulletin(msgId: 'int', msgType: 'int', message: 'str', origExchange: 'str') -> None

NewsBulletin(msgId: 'int', msgType: 'int', message: 'str', origExchange: 'str')

Fields

Name	Type	Default
msgId	int	required
msgType	int	required
message	str	required
origExchange	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

NewsProvider

NewsProvider(code: 'str' = '', name: 'str' = '') -> None

NewsProvider(code: 'str' = '', name: 'str' = '')

Fields

Name	Type	Default
code	str	``
name	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

NewsTick

NewsTick(timeStamp: 'int', providerCode: 'str', articleId: 'str', headline: 'str', extraData: 'str') -> None

NewsTick(timeStamp: 'int', providerCode: 'str', articleId: 'str', headline: 'str', extraData: 'str')

Fields

Name	Type	Default
timeStamp	int	required
providerCode	str	required
articleId	str	required
headline	str	required
extraData	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

OptionChain

OptionChain(exchange: 'str', underlyingConId: 'int', tradingClass: 'str', multiplier: 'str', expirations: 'list[str]', strikes: 'list[float]') -> None

OptionChain(exchange: 'str', underlyingConId: 'int', tradingClass: 'str', multiplier: 'str', expirations: 'list[str]', strikes: 'list[float]')

Fields

Name	Type	Default
exchange	str	required
underlyingConId	int	required
tradingClass	str	required
multiplier	str	required
expirations	list[str]	required
strikes	list[float]	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

OptionComputation

OptionComputation(tickAttrib: 'int', impliedVol: 'float | None' = None, delta: 'float | None' = None, optPrice: 'float | None' = None, pvDividend: 'float | None' = None, gamma: 'float | None' = None, vega: 'float | None' = None, theta: 'float | None' = None, undPrice: 'float | None' = None) -> None

OptionComputation(tickAttrib: 'int', impliedVol: 'float | None' = None, delta: 'float | None' = None, optPrice: 'float | None' = None, pvDividend: 'float | None' = None, gamma: 'float | None' = None, vega: 'float | None' = None, theta: 'float | None' = None, undPrice: 'float | None' = None)

Fields

Name	Type	Default
tickAttrib	int	required
impliedVol	float | None	None
delta	float | None	None
optPrice	float | None	None
pvDividend	float | None	None
gamma	float | None	None
vega	float | None	None
theta	float | None	None
undPrice	float | None	None

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

PnL

PnL(account: 'str' = '', modelCode: 'str' = '', dailyPnL: 'float' = nan, unrealizedPnL: 'float' = nan, realizedPnL: 'float' = nan) -> None

PnL(account: 'str' = '', modelCode: 'str' = '', dailyPnL: 'float' = nan, unrealizedPnL: 'float' = nan, realizedPnL: 'float' = nan)

Fields

Name	Type	Default
account	str	``
modelCode	str	``
dailyPnL	float	nan
unrealizedPnL	float	nan
realizedPnL	float	nan

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

PnLSingle

PnLSingle(account: 'str' = '', modelCode: 'str' = '', conId: 'int' = 0, dailyPnL: 'float' = nan, unrealizedPnL: 'float' = nan, realizedPnL: 'float' = nan, position: 'int' = 0, value: 'float' = nan) -> None

PnLSingle(account: 'str' = '', modelCode: 'str' = '', conId: 'int' = 0, dailyPnL: 'float' = nan, unrealizedPnL: 'float' = nan, realizedPnL: 'float' = nan, position: 'int' = 0, value: 'float' = nan)

Fields

Name	Type	Default
account	str	``
modelCode	str	``
conId	int	0
dailyPnL	float	nan
unrealizedPnL	float	nan
realizedPnL	float	nan
position	int	0
value	float	nan

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

PortfolioItem

PortfolioItem(contract: ForwardRef('Contract'), position: ForwardRef('float'), marketPrice: ForwardRef('float'), marketValue: ForwardRef('float'), averageCost: ForwardRef('float'), unrealizedPNL: ForwardRef('float'), realizedPNL: ForwardRef('float'), account: ForwardRef('str'))

PortfolioItem(contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, account)

Position

Position(account: ForwardRef('str'), contract: ForwardRef('Contract'), position: ForwardRef('float'), avgCost: ForwardRef('float'))

Position(account, contract, position, avgCost)

PriceIncrement

PriceIncrement(lowEdge: ForwardRef('float'), increment: ForwardRef('float'))

PriceIncrement(lowEdge, increment)

RealTimeBar

RealTimeBar(time: 'datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), endTime: 'int' = -1, open_: 'float' = 0.0, high: 'float' = 0.0, low: 'float' = 0.0, close: 'float' = 0.0, volume: 'float' = 0.0, wap: 'float' = 0.0, count: 'int' = 0) -> None

RealTimeBar(time: 'datetime' = datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc), endTime: 'int' = -1, open_: 'float' = 0.0, high: 'float' = 0.0, low: 'float' = 0.0, close: 'float' = 0.0, volume: 'float' = 0.0, wap: 'float' = 0.0, count: 'int' = 0)

Fields

Name	Type	Default
time	datetime	datetime.datetime(1970, 1, 1, 0, 0, tzinfo=datetime.timezone.utc)
endTime	int	-1
open_	float	0.0
high	float	0.0
low	float	0.0
close	float	0.0
volume	float	0.0
wap	float	0.0
count	int	0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

RealTimeBarList

RealTimeBarList(*args)

List of .RealTimeBar that also stores all request parameters.

Events:

• updateEvent (bars: .RealTimeBarList, hasNewBar: bool)

ScanDataList

ScanDataList(*args)

List of .ScanData that also stores all request parameters.

Events:

• updateEvent (.ScanDataList)

ScannerSubscription

ScannerSubscription(numberOfRows: 'int' = -1, instrument: 'str' = '', locationCode: 'str' = '', scanCode: 'str' = '', abovePrice: 'float' = 1.7976931348623157e+308, belowPrice: 'float' = 1.7976931348623157e+308, aboveVolume: 'int' = 2147483647, marketCapAbove: 'float' = 1.7976931348623157e+308, marketCapBelow: 'float' = 1.7976931348623157e+308, moodyRatingAbove: 'str' = '', moodyRatingBelow: 'str' = '', spRatingAbove: 'str' = '', spRatingBelow: 'str' = '', maturityDateAbove: 'str' = '', maturityDateBelow: 'str' = '', couponRateAbove: 'float' = 1.7976931348623157e+308, couponRateBelow: 'float' = 1.7976931348623157e+308, excludeConvertible: 'bool' = False, averageOptionVolumeAbove: 'int' = 2147483647, scannerSettingPairs: 'str' = '', stockTypeFilter: 'str' = '') -> None

ScannerSubscription(numberOfRows: 'int' = -1, instrument: 'str' = '', locationCode: 'str' = '', scanCode: 'str' = '', abovePrice: 'float' = 1.7976931348623157e+308, belowPrice: 'float' = 1.7976931348623157e+308, aboveVolume: 'int' = 2147483647, marketCapAbove: 'float' = 1.7976931348623157e+308, marketCapBelow: 'float' = 1.7976931348623157e+308, moodyRatingAbove: 'str' = '', moodyRatingBelow: 'str' = '', spRatingAbove: 'str' = '', spRatingBelow: 'str' = '', maturityDateAbove: 'str' = '', maturityDateBelow: 'str' = '', couponRateAbove: 'float' = 1.7976931348623157e+308, couponRateBelow: 'float' = 1.7976931348623157e+308, excludeConvertible: 'bool' = False, averageOptionVolumeAbove: 'int' = 2147483647, scannerSettingPairs: 'str' = '', stockTypeFilter: 'str' = '')

Fields

Name	Type	Default
numberOfRows	int	-1
instrument	str	``
locationCode	str	``
scanCode	str	``
abovePrice	float	1.7976931348623157e+308
belowPrice	float	1.7976931348623157e+308
aboveVolume	int	2147483647
marketCapAbove	float	1.7976931348623157e+308
marketCapBelow	float	1.7976931348623157e+308
moodyRatingAbove	str	``
moodyRatingBelow	str	``
spRatingAbove	str	``
spRatingBelow	str	``
maturityDateAbove	str	``
maturityDateBelow	str	``
couponRateAbove	float	1.7976931348623157e+308
couponRateBelow	float	1.7976931348623157e+308
excludeConvertible	bool	False
averageOptionVolumeAbove	int	2147483647
scannerSettingPairs	str	``
stockTypeFilter	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

SmartComponent

SmartComponent(bitNumber: 'int', exchange: 'str', exchangeLetter: 'str') -> None

SmartComponent(bitNumber: 'int', exchange: 'str', exchangeLetter: 'str')

Fields

Name	Type	Default
bitNumber	int	required
exchange	str	required
exchangeLetter	str	required

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

SoftDollarTier

SoftDollarTier(name: 'str' = '', val: 'str' = '', displayName: 'str' = '') -> None

SoftDollarTier(name: 'str' = '', val: 'str' = '', displayName: 'str' = '')

Fields

Name	Type	Default
name	str	``
val	str	``
displayName	str	``

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

TickAttrib

TickAttrib(canAutoExecute: 'bool' = False, pastLimit: 'bool' = False, preOpen: 'bool' = False) -> None

TickAttrib(canAutoExecute: 'bool' = False, pastLimit: 'bool' = False, preOpen: 'bool' = False)

Fields

Name	Type	Default
canAutoExecute	bool	False
pastLimit	bool	False
preOpen	bool	False

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

TickAttribBidAsk

TickAttribBidAsk(bidPastLow: 'bool' = False, askPastHigh: 'bool' = False) -> None

TickAttribBidAsk(bidPastLow: 'bool' = False, askPastHigh: 'bool' = False)

Fields

Name	Type	Default
bidPastLow	bool	False
askPastHigh	bool	False

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

TickAttribLast

TickAttribLast(pastLimit: 'bool' = False, unreported: 'bool' = False) -> None

TickAttribLast(pastLimit: 'bool' = False, unreported: 'bool' = False)

Fields

Name	Type	Default
pastLimit	bool	False
unreported	bool	False

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

TickByTickAllLast

TickByTickAllLast(tickType: ForwardRef('int'), time: ForwardRef('datetime'), price: ForwardRef('float'), size: ForwardRef('float'), tickAttribLast: ForwardRef('TickAttribLast'), exchange: ForwardRef('str'), specialConditions: ForwardRef('str'))

TickByTickAllLast(tickType, time, price, size, tickAttribLast, exchange, specialConditions)

TickByTickBidAsk

TickByTickBidAsk(time: ForwardRef('datetime'), bidPrice: ForwardRef('float'), askPrice: ForwardRef('float'), bidSize: ForwardRef('float'), askSize: ForwardRef('float'), tickAttribBidAsk: ForwardRef('TickAttribBidAsk'))

TickByTickBidAsk(time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)

TickByTickMidPoint

TickByTickMidPoint(time: ForwardRef('datetime'), midPoint: ForwardRef('float'))

TickByTickMidPoint(time, midPoint)

TickData

TickData(time: ForwardRef('datetime'), tickType: ForwardRef('int'), price: ForwardRef('float'), size: ForwardRef('float'))

TickData(time, tickType, price, size)

TradeLogEntry

TradeLogEntry(time: 'datetime', status: 'str' = '', message: 'str' = '', errorCode: 'int' = 0) -> None

TradeLogEntry(time: 'datetime', status: 'str' = '', message: 'str' = '', errorCode: 'int' = 0)

Fields

Name	Type	Default
time	datetime	required
status	str	``
message	str	``
errorCode	int	0

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.

WshEventData

WshEventData(conId: 'int' = 2147483647, filter: 'str' = '', fillWatchlist: 'bool' = False, fillPortfolio: 'bool' = False, fillCompetitors: 'bool' = False, startDate: 'str' = '', endDate: 'str' = '', totalLimit: 'int' = 2147483647) -> None

WshEventData(conId: 'int' = 2147483647, filter: 'str' = '', fillWatchlist: 'bool' = False, fillPortfolio: 'bool' = False, fillCompetitors: 'bool' = False, startDate: 'str' = '', endDate: 'str' = '', totalLimit: 'int' = 2147483647)

Fields

Name	Type	Default
conId	int	2147483647
filter	str	``
fillWatchlist	bool	False
fillPortfolio	bool	False
fillCompetitors	bool	False
startDate	str	``
endDate	str	``
totalLimit	int	2147483647

dict

dict(obj) -> dict

Return dataclass values as dict. This is a non-recursive variant of dataclasses.asdict.

nonDefaults

nonDefaults(obj) -> dict[str, typing.Any]

For a dataclass instance get the fields that are different from the default values and return as dict.

tuple

tuple(obj) -> tuple[typing.Any, ...]

Return dataclass values as tuple. This is a non-recursive variant of dataclasses.astuple.

update

update(obj, *srcObjs, **kwargs) -> object

Update fields of the given dataclass object from zero or more dataclass source objects and/or from keyword arguments.