Last trade details that excludes 'Unreportable Trades'. See Market Data TypesДelayed traded volume of the day. See Market Data Types.Дelayed lowest price of the day. See Market Data Types.Дelayed highest price of the day. See Market Data Types.Дelayed last traded price. The imbalance that is used to determine which at-the-open or at-the-close orders can be entered following the publishing of the regulatory imbalance. The bond factor is a number that indicates the ratio of the current bond principal to the original principal Greek values are based off a user customized price. Implied yield of the bond if it is purchased at the last price. Implied yield of the bond if it is purchased at the current ask. Implied yield of the bond if it is purchased at the current bid. Last trade details (Including both 'Last' and 'Unreportable Last' trades). Since it is a calculated value, it will typically have many digits of precision.Д¬omputed high EFP traded price for the dayД¬omputed low EFP traded price for the dayД¬omputed closing EFP price for previous dayДescribes the level of difficulty with which the contract can be sold short. The mark price is the current theoretical calculated value of an instrument. Typically received after Auction Volume (tick type 34) The number of unmatched shares for the next auction returns how many more shares are on one side of the auction than the other. Typically received after Auction imbalance (tick type 36) The price at which the auction would occur if no new orders were received and the auction were held now- the indicative price for the auction. The number of shares that would trade if no new orders were received and the auction were held now. See Component ExchangesДЇor stock and options, identifies the exchange(s) posting the ask price. The number of points that the index is over the cash index.ДЇor stock and options, identifies the exchange(s) posting the bid price. The IB 30-day volatility is the at-market volatility estimated for a maturity thirty calendar days forward of the current trading day, and is based on option prices from two consecutive expiration months. The 30-day historical volatility (currently for stocks).ДЄ prediction of how volatile an underlying will be in the future. (Deprecated, not currently in use) Total number of options that are not closed. The average daily trading volume over 90 days. The official opening price requires a market data subscription to the native exchange of the instrument. See Option GreeksД¬urrent session's opening price. See Option GreeksД¬omputed Greeks and implied volatility based on the underlying stock price and the option model price. See Option GreeksД¬omputed Greeks and implied volatility based on the underlying stock price and the option last traded price. See Option GreeksД¬omputed Greeks and implied volatility based on the underlying stock price and the option ask price. For US Equities, we use corporate action processing to get the closing price, so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends.Д¬omputed Greeks and implied volatility based on the underlying stock price and the option bid price. The last available closing price for the previous day. Trading volume for the day for the selected contract (US Stocks: multiplier 100). Number of contracts or lots traded at the last price. Last price at which the contract traded (does not include some trades in RTVolume). Number of contracts or lots offered at the ask price. Number of contracts or lots offered at the bid price. Remember the TWS API is only a delivery channel: if the information is not available in the TWS itself first, the TWS will not be able to dispatch it via the API socket. If you are not receiving a specific tick type when you think you should see if the tick type in question is available within the TWS itself. Note: not all tick types are available for all instruments at all times.

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