Interactive Brokers API

An API for Interactive Brokers Trader Workstation written in pure Haskell with minimal dependencies. It was based on version 9.71 of the IB API.

Status

This library is completely experimental and untested. I have not even attempted to use it to connect to TWS yet. Please use at your own risk, and if you find bugs, feel free to commit fixes.

API Coverage

The following messages are supported (in theory).

Requests

• MktDataReq
• CancelMktData
• PlaceOrder
• CancelOrder
• OpenOrdersReq
• AccountUpdatesReq
• ExecutionsReq
• IdsReq Int
• ContractDetailsReq
• MktDepthReq
• CancelMktDepth
• NewsBulletinsReq
• CancelNewsBulletins
• SetServerLogLevel
• AutoOpenOrdersReq
• AllOpenOrdersReq
• ManagedAcctsReq
• FAReq
• FAReplaceReq
• HistoricalDataReq
• ExerciseOptionsReq
• ScannerSubscriptionReq
• CancelScannerSubscription
• ScannerParametersReq
• CancelHistoricalData
• CurrentTimeReq
• RealTimeBarsReq
• CancelRealTimeBars
• FundamentalDataReq
• CancelFundamentalData
• ImpliedVolatilityReq
• CalcOptionPriceReq
• CancelCalcImpliedVolatility
• CancelCalcOptionPrice
• GlobalCancelReq
• MarketDataTypeReq
• PositionsReq
• AccountSummaryReq
• CancelAccountSummary
• CancelPositions
• VerifyReq
• VerifyMessage
• QueryDisplayGroups
• SubscribeToGroupEvents
• UpdateDisplayGroup
• UnsubscribeFromGroupEvents
• StartApi

Responses

• TickPrice
• TickSize
• OrderStatus
• Err
• OpenOrder
• AcctValue
• PortfolioValue
• AcctUpdateTime
• NextValidId
• ContractData
• ExecutionData
• MarketDepth
• MarketDepthL2
• NewsBulletins
• ManagedAccts
• ReceiveFA
• HistoricalData
• BondContractData
• ScannerParameters
• ScannerData
• TickOptionComputation
• TickGeneric
• TickString
• TickEFP
• CurrentTime nt
• RealTimeBars
• FundamentalData
• ContractDataEnd
• OpenOrderEnd
• AcctDownloadEnd String
• ExecutionDataEnd
• DeltaNeutralValidation
• TickSnapshotEnd
• MarketDataType
• CommissionReport
• PositionData
• PositionEnd
• AccountSummary
• AccountSummaryEnd
• VerifyMessageAPI
• VerifyCompleted
• DisplayGroupList
• DisplayGroupUpdated