http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/generic_tick_types.htm
Integer ID Value
|
Tick Type
|
Resulting Tick Value (see list below)
|
100
|
Option Volume (currently for stocks)
|
29, 30
|
101
|
Option Open Interest (currently for stocks)
|
27, 28
|
104
|
Historical Volatility (currently for stocks)
|
23
|
106
|
Option Implied Volatility (currently for stocks)
|
24
|
162
|
Index Future Premium
|
31
|
165
|
Miscellaneous Stats
|
15, 16, 17, 18, 19, 20, 21
|
221
|
Mark Price (used in TWS P&L computations)
|
37
|
225
|
Auction values (volume, price and imbalance)
|
34, 35, 36
|
236
|
Shortable (see “Tick Values” for more information)
|
46
|
No comments:
Post a Comment