reqMktDataEx()
Call this method to request market data. The market data will be returned by the tickPrice(), tickSize(), tickOptionComputation(), tickGeneric(), tickString() and tickEFP() events in dispinterface_DTwsEvents.
Sub reqMktDataEx(ByVal tickerId As Integer, ByVal contract As TWSLib.IContract, ByVal genericTicks As String, ByVal snapshot As Integer)
Parameter
Description
tickerId
The ticker id. Must be a unique value. When the market data returns, it will be identified by this tag. This is also used when canceling the market data.
contract
This object contains a description of the contract for which market data is being requested.
genericTicks
A comma delimited list of generic tick types. For more information about tick types, seeâGeneric Tick Typesâ on page -30.
snapshot
Check to return a single snapshot of market data and have the market data subscription cancel. Do not enter any genericTicklist values if you use snapshot.
Tick Values
The Resulting Tick Values are:
Tick Values
Description
15
LOW_13_WEEK
16
HIGH_13_WEEK
17
LOW_26_WEEK
18
HIGH_26_WEEK
19
LOW_52_WEEK
20
HIGH_52_WEEK
21
AVG_VOLUME
23
OPTION_HISTORICAL_VOL
24
OPTION_IMPLIED_VOL
27
OPTION_CALL_OPEN_INTEREST
28
OPTION_PUT_OPEN_INTEREST
29
OPTION_CALL_VOLUME
30
OPTION_PUT_VOLUME
31
INDEX_FUTURE_PREMIUM
34
AUCTION_VOLUME
35
AUCTION_PRICE
36
AUCTION_IMBALANCE
37
MARK_PRICE
46
SHORTABLE
47
FUNDAMENTAL_RATIOS
The Shortable tick tells whether SHORT SELL orders for a contract will be accepted. The value returned from the tickGeneric(int tickerId, int tickType, double value) method can be analyzed as follows:
if (value > 2.5) { // 3.0
// There are at least 1000 shares available for a short sale
}
else if (value > 1.5) { // 2.0
// This contract will be available for short sale if shares can be located
}
else if (value > 0.5) { // 1.0
// Not available for short sale
}
else {
// unknown value
}
Note: This feature is supported as of server version 33 (872 release of TWS).
