Basket Fields
Instructions
The table below lists many of the fields and values you can specify in your basket order. BasketTrader recognizes all fields supported in TWS.
To see more supported fields, automatically save orders as a .csv basket file.
Symbol |
e.g. IBM, AMZN |
SecType |
The security type including stk, opt, fut, fop, war, cash, fund, bag* *Use the bag security type for spreads and combination orders. |
LastTradingDayOrContractMonth |
YYYYMM e.g. 201510 (for last trading day in Oct. 2015 ) |
Strike |
e.g. 42.5 or 37.0 |
Right |
P or C |
Currency |
e.g. USD |
Exchange
|
Any valid destination, e.g. Smart, or NYSE or PHLX. Note: To clarify any ambiguity for Smart routed contracts, include the primary exchange along with Smart for the destination, for example: Smart/NYSE. |
Action |
BUY or SELL Clear-Away STK orders may also use SSHORT. See Clear-Away fields below. |
Quantity |
e.g. 100 or 1. For bracket and hedging orders leave field empty |
OrderType |
As defined in TWS Type field, e.g. LMT, REL, STP LMT. |
LmtPrice |
e.g. 96.47 or 96
|
AuxPrice |
e.g. .05 or 1.25 or 2. |
|
For PEG-VOL order types, this is offset to volatility in percentages |
StopPrice |
e.g. 32.00 or 32 |
Default, Last, Double Last etc. |
|
PercentOffset |
Any decimal value between 0 and 1, e.g. .05 |
BasketTag |
Any unique string of alpha or numeric characters used to identify the basket order. This tag appears in the Order Reference field of the Trade report. |
UsePriceMgmtAlgo |
Use 1 if ok to apply IBKR price management algo when necessary |
|
Time in Force Fields |
TimeInForce |
e.g. day, gtc, gtd, ioc, fok, opg, auc |
GoodTilDate |
YYYYMMDD hh:mm:ss [zzz] where zzz is an optional time zone. If you do not designate a time zone, TWS uses the time zone from which the order originated. |
GoodAfter |
YYYYMMDD hh:mm:ss [zzz] where zzz is an optional time zone. If you do not designate a time zone, TWS uses the time zone from which the order originated. |
|
Advisor Fields |
Account |
Existing account number. |
Group |
Existing Account Group name. |
Method |
Allocation Method, valid if a Group is named.
|
Percent |
Use if Method = PctChange. |
Profile |
Existing Allocation Profile name. |
|
|
Account |
Account number, e.g UG12345 |
OpenClose |
e.g. open, close; or just O, C |
ShortSale |
1 (clearing broker has shares) 2 (shares are with third party) |
ShortLocation |
MPID of third party |
Clearing |
Identify your clearing choice. E.g. Away, Away/C123 |
ClearingAccount |
Identity of the true beneficiary of the order. |
|
Bracket / Hedging Fields |
ChildHedgeOrder |
e.g. 'true' if hedging order |
OrderId |
Some unique number on parent order |
ParentOrderId |
ID number on bracket/hedging order that matches unique number on parent order. |
MaxHedgingSize |
For clear-away SSHORT hedging order, confirm quantity of shares to be delivered. |
|
Volatility Fields |
Volatility |
In percentages. For PEG-VOL orders means limit volatility |
Volatility Type |
A (annual) |
ReferencePriceType |
A (average of best bid/ask) or B (NBB when buying a call or selling a put; NBO when selling a call or buying a put) |
HedgeOrderType |
Lmt, Mkt or Rel. Or you can have a separate order line for hedging order instead with ChildHedgeOrder set |
HedgeAuxPrice |
Use to set the price if HedgeOrderType is used. |
StockRangeLower |
Low stock price of the range used to cancel the order if the underlying price falls below. |
StockRangeUpper |
High stock price of the range used to cancel the order if the underlying price goes above. |
ContinuousUpdate |
True. If you don't want to use continuous update do not include the field in the header row. |
|
Miscellaneous Fields |
Algo Strategy |
Vwap, Twap, etc. To use a third-party algo, you must enter the appropriate exchange. |
Algo maxPctVol |
Max percent of volume for option algo. |
Algo riskAversion |
Get done, Aggressive, Neutral, Passive |
Algo forceCompletion |
True or False |
Algo NoTakeLiq |
True or False. Do not take liquidity. Valid for IBKR Algos |
Algo AllowPastEndTime |
True or False. Let the IBKR Algo run past the close. |
Algo Speedup |
True or False. Algo will speed up when market price approaches the limit price. |
DiscretionaryAmt |
Price off the limit price to create Discretionary order. |
DisplaySize |
Defines the quantity of the order to be made public, creates an Iceberg order. |
OutsideRth |
True to allow order to trigger or fill outside regular trading hours. |
BlockOrder |
TRUE |
SweepToFill |
TRUE |
Hidden |
TRUE |
AllOrNone |
TRUE |
Minimum Quantity |
Number for minimum acceptable fill quantity for order to execute. |
OcaGroup |
Value that identifies the order as part of a group. |
Additional Resources
Learn About BasketTrader in Trader Workstation at IBKR Campus