Module Tws_reqs

module Tws_reqs: sig .. end

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