INinteractivebrokers
Market Data

Market Data Snapshot (Beta)

Get a snapshot of Market Data for the given conid(s).See response for a list of available fields that can be requested from the fields argument. Must be connected to a brokerage session before can query snapshot data. First /snapshot endpoint call for given conid(s) will initiate the market data request, make an additional request to receive field values back. To receive all available fields the /snapshot endpoint will need to be called several times. To receive streaming market data the endpoint /ws can be used. Refer to Streaming WebSocket Data for details.

get/md/snapshot

Request

  • Base URL
    http://localhost:5000/v1/api
  • URL
    http://localhost:5000/v1/api/md/snapshot
  • Auth
    none declared

Query parameters

conids'conid@exchange:instrType' required

List of conids comma separated. Optional exchange and instrument type can be specified.

  • conid: IBKR Contract Identifier
  • exchange: Exchange or venue
  • instrType: Instrument Type supported values: CS (Stocks), OPT (Options), FUT (Futures), FOP (Future Options), WAR (Warrants), BOND (Bonds), FUND (Mutual Funds), CASH (Forex), CFD (Contract for difference), IND (Index)
fieldsstring

list of fields separated by comma

Response

An Object

31string

Last Price - The last price at which the contract traded. May contain one of the following prefixes:

  • C - Previous day's closing price.
  • H - Trading has halted.
70number

High - Current day high price

71number

Low - Current day low price

82string

Change - The difference between the last price and the close on the previous trading day

83number

Change % - The difference between the last price and the close on the previous trading day in percentage.

84string

Bid Price - The highest-priced bid on the contract.

85string

Ask Size - The number of contracts or shares offered at the ask price. For US stocks, the number displayed is divided by 100.

86string

Ask Price - The lowest-priced offer on the contract.

87string

Volume - Volume for the day, formatted with 'K' for thousands or 'M' for millions. For higher precision volume refer to field 7762.

88string

Bid Size - The number of contracts or shares bid for at the bid price. For US stocks, the number displayed is divided by 100.

6509string

Market Data Availability. The field may contain three chars. First char defines: R = RealTime, D = Delayed, Z = Frozen, Y = Frozen Delayed, N = Not Subscribed. Second char defines: P = Snapshot, p = Consolidated. Third char defines: B = Book

  • RealTime - Data is relayed back in real time without delay, market data subscription(s) are required.
  • Delayed - Data is relayed back 15-20 min delayed.
  • Frozen - Last recorded data at market close, relayed back in real time.
  • Frozen Delayed - Last recorded data at market close, relayed back delayed.
  • Not Subscribed - User does not have the required market data subscription(s) to relay back either real time or delayed data.
  • Snapshot - Snapshot request is available for contract.
  • Consolidated - Market data is aggregated across multiple exchanges or venues.
  • Book - Top of the book data is available for contract.
7057string

Ask Exch - Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY

7058string

Last Exch - Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY

7059number

Last Size - The number of unites traded at the last price

7068string

Bid Exch - Displays the exchange(s) offering the SMART price. A=AMEX, C=CBOE, I=ISE, X=PHLX, N=PSE, B=BOX, Q=NASDAQOM, Z=BATS, W=CBOE2, T=NASDAQBX, M=MIAX, H=GEMINI, E=EDGX, J=MERCURY

7195string

IV Rank

7196string

IV Rank

7197string

IV Rank

7198string

IV Percentile

7199string

IV Percentile

7200string

IV Percentile

7201string

IV High Low

7202string

IV High Low

7203string

IV High Low

7204string

IV High Low

7205string

IV High Low

7206string

IV High Low

7207string

HV Rank

7208string

HV Rank

7209string

HV Rank

7210string

HV Percentile

7211string

HV Percentile

7212string

HV Percentile

7245string

HV High Low

7246string

HV High Low

7247string

HV High Low

7248string

HV High Low

7249string

HV High Low

7263string

HV High Low

7264string

ESG

7265string

ESG

7266string

ESG

7267string

ESG

7268string

ESG

7269string

ESG

7271string

ESG

7272string

ESG

7273string

ESG

7274string

ESG

7275string

ESG

7276string

ESG

7277string

ESG

7282string

Average Volume - The average daily trading volume over 90 days.

7283string

Option Implied Vol. % - A prediction of how volatile an underlying will be in the future. At the market volatility estimated for a maturity thirty calendar days forward of the current trading day, and based on option prices from two consecutive expiration months.

7284string

Historic Volume (30d)

7286number

Dividend Amount - Displays the amount of the next dividend.

7287string

Dividend Yield % - This value is the toal of the expected dividend payments over the next twelve months per share divided by the Current Price and is expressed as a percentage. For derivatives, this displays the total of the expected dividend payments over the expiry date.

7288string

Ex-date of the dividend

7289string

Market Cap

7290string

P/E

7293string

52 Week High - The highest price for the past 52 weeks.

7294string

52 Week Low - The lowest price for the past 52 weeks.

7295number

Open - Today's opening price.

7296number

Close - Today's closing price.

7331string

Reuters Fundamentals

7370string

ESG

7371string

ESG

7372string

ESG

7635string

Mark - The mark price is, the ask price if ask is less than last price, the bid price if bid is more than the last price, otherwise it's equal to last price

7636number

shortable invetory

7637string

Fee rebate rate

7644string

Shortable - Describes the level of difficulty with which the security can be sold short.

7674string

EMA(200) - Exponential moving average (N=200).

7675string

EMA(100) - Exponential moving average (N=100).

7676string

EMA(50) - Exponential moving average (N=50).

7677string

EMA(20) - Exponential moving average (N=20).

7681string

Price/EMA(20) - Price to Exponential moving average (N=20) ratio -1, displayed in percents.

7698string

Last Yield - Implied yield of the bond if it is purchased at the current last price. Last yield is calculated using the Last price on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.

7699string

Bid Yield - Implied yield of the bond if it is purchased at the current bid price. Bid yield is calculated using the Ask on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.

7718string

Beta - Beta is against standard index.

7720string

Ask Yield - Implied yield of the bond if it is purchased at the current offer. Ask yield is calculated using the Bid on all possible call dates. It is assumed that prepayment occurs if the bond has call or put provisions and the issuer can offer a lower coupon rate based on current market rates. The yield to worst will be the lowest of the yield to maturity or yield to call (if the bond has prepayment provisions). Yield to worse may be the same as yield to maturity but never higher.

7743string

Reuters Fundamentals

7761string

ESG

7992string

26 Week High - The highest price for the past 26 weeks.

7993string

26 Week Low - The lowest price for the past 26 weeks.

7994string

13 Week High - The highest price for the past 13 weeks.

7995string

13 Week Low - The lowest price for the past 13 weeks.

conidinteger

IBKR Contract identifier

minTicknumber

minimum price increment

BboExchangestring

Color for Best Bid/Offer Exchange in hex code

HasDelayedboolean

If market data field values return delayed

sizeMinTickinteger

minimum size increment

BestEligibleinteger
BestBidExchinteger
BestAskExchinteger
PreOpenBidinteger
LastAttribsinteger
TimestampBaseinteger

Base time stamp for last update in format YYYYMMDD

TimestampDeltainteger
LastExchinteger
CloseAttribsinteger

Changes

No recorded changes to this operation across all 1 revision of this API.