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Where to find the Market Data fields?

Open Tsopic opened this issue 1 year ago • 1 comments

subscription_data = {
    'conid': gc_futures[0]['conid'],
    'fields': [
        FIELD_BID_PRICE,
        FIELD_ASK_PRICE,
        FIELD_BID_SIZE,
        FIELD_ASK_SIZE,
        FIELD_LAST_PRICE,
        FIELD_VOLUME,
    ]
}

Saw this example in one of the issues, I've been digging in docs and unable to understand how to bind correct market data fields for the subscription request

Where do I find these values for fields?

Tsopic avatar Aug 21 '24 12:08 Tsopic

Hey @Tsopic thanks for describing your issue 👍

You can find these here:

https://www.interactivebrokers.com/campus/ibkr-api-page/cpapi-v1/#market-data-fields

Or indirectly in IBind, in ibkr_definitions.py (though note that these are manually typed in and may become out of date at some point):

https://github.com/Voyz/ibind/blob/master/ibind/client/ibkr_definitions.py

Let me know if that helps 👍

Voyz avatar Aug 21 '24 12:08 Voyz