GenericFieldTypes
Market data fields.
字段
AuctionPrice : GenericFieldTypes
Auction Price Auction values (volume, price and imbalance) Returns TickType.AuctionVolume, TickType.AuctionPrice, TickType.AuctionImbalance.
AverageOptVolume : GenericFieldTypes
Average Option Volume (currently for stocks).
BondAnalyticData : GenericFieldTypes
Bond analytic data.
CloseImpliedVolatility : GenericFieldTypes
Close Implied Volatility.
CloseImpliedVolatility2 : GenericFieldTypes
Close Implied Volatility.
CScreen : GenericFieldTypes
CScreen.
CttTickTag : GenericFieldTypes
Ctt Tick Tag.
Dmm : GenericFieldTypes
DMM.
FundamentalRatios : GenericFieldTypes
Fundamental Ratios Tick Type.
FuturesMargins : GenericFieldTypes
Futures Margins.
HistoricalVolatility : GenericFieldTypes
Historical Volatility For stocks only. Returns TickType.OptionHistoricalVol.
IBRate : GenericFieldTypes
IB Rate.
IBWarrantImpVolCompeteTick : GenericFieldTypes
IB Warrant Imp Vol Compete Tick.
IndexFuturePremium : GenericFieldTypes
Index Future Premium Returns TickType.IndexFuturePremium.
Inventory : GenericFieldTypes
Inventory Type.
IssuerFundamentals : GenericFieldTypes
Issuer Fundamentals.
LastRthTrade : GenericFieldTypes
Last RTH Trade.
MarkPrice : GenericFieldTypes
Mark Price Used in TWS P/L Computations Returns TickType.MarkPrice.
MiscellaneousStats : GenericFieldTypes
Miscellaneous Stats Returns TickType.Low13Week, TickType.High13Week, TickType.Low26Week, TickType.High26Week, TickType.Low52Week, TickType.High52Week and TickType.AverageVolume.
MonetaryClosePrice : GenericFieldTypes
Monetary Close Price.
MonitorTickTag : GenericFieldTypes
MonitorTickTag.
OptionImpliedVolatility : GenericFieldTypes
Option Implied Volatility For stocks only. Returns TickType.OptionImpliedVol.
OptionOpenInterest : GenericFieldTypes
Option Open Interest For stocks only. Returns TickType.OptionCallOpenInterest and TickType.OptionPutOpenInterest.
OptionVolume : GenericFieldTypes
Option Volume For stocks only. Returns TickType.OptionCallVolume and TickType.OptionPutVolume.
ParticipationMonitor : GenericFieldTypes
Participation Monitor.
RealTimeClose : GenericFieldTypes
RTCLOSE.
RealTimeHistoricalVolatility : GenericFieldTypes
Realtime Historical Volatility.
RealTimeVolume : GenericFieldTypes
Real Time Volume Tick Type.
RfqTickRespTag : GenericFieldTypes
Rfq Tick Resp Tag.
Shortable : GenericFieldTypes
Shortable Ticks.
TradeCount : GenericFieldTypes
Trade Count.
TradeRate : GenericFieldTypes
Trade Rate.
VolumeRate : GenericFieldTypes
Volume Rate.