API Build 9.70 - Release Notes

New CSharp API Client

Beginning with this release, a new CSharp API client is now included. After you install this beta release on your computer, you can find CSharp API components in the following locations:

  • CSharp API sample code - located in the samples/CSharp folder in your API installation directory (typically TWS API 9.70);
  • CSharp source code - located in the source/CSharpClient folder in your API installation directory.

New Order Fields

The following attributes have been added to the Order socket client properties in the Java and C++ APIs and to the COM object in the ActiveX API:

  • activeStartTime - String, used in GTC orders.
  • activeStopTime - String, used in GTC orders.
  • scaleTable - String, used for Scale orders.

News Feeds Available Through the API

Beginning with this release, you can now receive top news from TWS via the API for news services to which you have subscribed in Account Management. Currently, FlyOnTheWall.com, Briefing.com, Benzinga and Midnight Trader news feeds are available through the API. This feature is available in all APIs except DDE for Excel.

To request news feeds from the API, first subscribe to the news services in Account Management. Benzinga is a new news feed that automatically comes with the API. Subscribe to FlyOnTheWall.com and Midnight Trader in Account Management. Briefing.com allows Briefing Trader subscribers access to the subscription's live headlines via the TWS API. To qualify, you must submit an API entitlement application to Briefing.com for approval (contact Briefing.com directly at service@briefing.com for more information).

To receive news items for an underlying, use reqMarketData() with the secType attribute in the Contract object set to NEWS. The new generic tick type 292 will return the news items.

You will receive at least one news tick regardless of its timeliness (it could be new or it could be weeks old). Some news providers limit us to maximum news retention of 30 days, so those limitations may affect which news you see. Otherwise you will receive a maximum of five of the most recent news items in the last 24 hours, and you will receive additional news items as they come in.

As more news feeds are available, they will appear as API-enabled on the Research page in Account Management.

Receive Primary Exchange in Exchange Field

Because some third-party software doesn't support a separate field for sending the primary exchange, the TWS API will now support receiving the primary exchange in the exchange field. The syntax is:

[exchange][separator][primary_exchange]

where [separator] can be a colon (":") or a slash ("/"). For example, to request market data for MSFT, you could send the following in the exchange field: SMART/ISLAND. Note that TWS still supports receiving the primary exchange in the separate designated field.

This feature is supported in the ActiveX, C++, C# and Java APIs and requires TWS Version 942 or higher.

localSymbol Must Be Upper Case

The localSymbol attribute is now case-sensitive and must be all upper case. Previously, localSymbol could contain lower case or both lower and upper case.