MATLAB 2012 DOCUMENTATION FULL

Streaming quotes data: QuotesNumber, QuotesBufferSize, ReconnectEvery, GenericTickList.

Historic/intra-day data: EndDateTime, DurationValue, DurationUnits, BarSize, WhatToShow, UseRTH, FormatDate, IncludeExpired (note IBРІР‚в„ўs pace limitations).

Automated order data: LimitBasis, LimitDelta, LimitRepeatEvery, LimitUpdateMode, LimitChangeTime, LimitChangeType, Tick.

Combo order data: ComboActions, ComboRatios, ComboBagSymbol.

TWAP/VWAP order data: StrategyType, MaxPctVol, StartTime, EndTime, AllowPastEndTime, NoTakeLiq.

Order data: Action, Quantity, TIF, LimitPrice, AuxPrice, OCAGroup, ParentId, TrailingPercent, TrailStopPrice, GoodAfterTime, GoodTillDate, BracketDelta, BracketTypes, TriggerMethod, OutsideRTH, OrderId, Hold, Timeout, HedgeType, HedgeParam.

MATLAB 2012 DOCUMENTATION FULL

РІР‚вЂњ see full list here and detailed explanations here note that IB prevents some combinations of orders and securities

Order type: one of MKT, MKTCLS, LMT, LMTCLS, PEGMKT, STP, STPLMT, MIT, TRAIL, REL, TWAP, VWAP, GuarranteedVWAP, TRAILLIMIT, etc.Query type: either OPEN, or EXECUTIONS.Action: one of Buy, Sell, SShort, Close, Exercise, Lapse, Query, Cancel, Account, Portfolio, History, Realtime, Scanner, Contract, Fundamental, License, or Version.Contract data: Symbol, LocalSymbol, SecType, Exchange, Currency, Multiplier, Expiry, Strike, Right, IncludeExpired.Connection: ClientId, Host, Port, AccountName.varargin = Matlab struct or fieldname/value pairs with the following optional fields:.

Matlab 2012 documentation