Basket Fields

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

TriggerMethod

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.

  •  PctChange

  • AvailableEquity

  • NetLiq

  • EqualQuantity

  •  PctOfPortfolio

Percent

Use if Method = PctChange.

Profile

Existing Allocation Profile name.

 

Clear Away Fields

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.