module Tws_reqs: Tws_reqs
Connection and server
val req_server_time : (Query.Server_time.t, Response.Server_time.t) Ib.Request.t
Market data
val req_market_data : (Query.Market_data.t,
[ `Tick_option of Response.Tick_option.t
| `Tick_price of Response.Tick_price.t
| `Tick_size of Response.Tick_size.t
| `Tick_string of Response.Tick_string.t ])
Ib.Streaming_request.t
val req_option_price : (Query.Option_price.t, Price.t) Ib.Streaming_request.t
val req_implied_volatility : (Query.Implied_volatility.t, float) Ib.Streaming_request.t
Contract details
val req_contract_details : (Query.Contract_details.t,
[ `Contract_data of Response.Contract_data.t | `Contract_data_end ])
Ib.Streaming_request.t
Orders
val req_submit_order : (Query.Submit_order.t, Response.Order_status.t) Ib.Streaming_request.t
Account and portfolio
val req_account_updates : (Query.Account_updates.t,
[ `Update of Response.Account_update.t | `Update_end of Account_code.t ])
Ib.Streaming_request_without_id.t
val req_portfolio : (Query.Positions.t,
[ `Update of Response.Position.t | `Update_end of Account_code.t ])
Ib.Streaming_request_without_id.t
Execution data
val req_executions : (Query.Executions.t,
[ `Execution of Response.Execution.t | `Executions_end ])
Ib.Streaming_request.t
Market depth
val req_market_depth : (Query.Market_depth.t, Response.Book_update.t) Ib.Streaming_request.t
History
val req_history : (Query.History.t, Response.History.t) Ib.Streaming_request.t
Realtime bars
val req_realtime_bars : (Query.Realtime_bars.t, Bar.t) Ib.Streaming_request.t
TAQ data
val req_taq_data : (Query.Market_data.t,
[ `Tick_price of Response.Tick_price.t | `Tick_size of Response.Tick_size.t ])
Ib.Streaming_request.t
Snapshots
val req_snapshot : (Query.Market_data.t,
[ `Snapshot_end | `Tick_price of Response.Tick_price.t ])
Ib.Streaming_request.t