Quotes from IB Trader Workstation (TWS)

Overview

The RTD database contains preconfigured tables for getting real-time data from InteractiveBrokers Trader Workstation (TWS).

Quote tables are designed for getting data for stocks, futures, and currency pairs. Use option tables for options.

The data are updated from the DDE server.

You can disable unusable columns to reduce the server overhead.

The DDE server does not contain an actual data time field.
The DateTime, Date, and Time fields are updated using the PC time adjusted to the table time zone (Eastern Standard Time).

Real-Time Data Tables

Table Configurations

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	QuoteListTWS
`rtd`	QuotesTWS	`SELECT TickId, Code AS Symbol FROM rtd.QuoteListTWS WHERE Code NOT LIKE '%_OPT_20%'`
`rtd`	QuoteDayHistoryTWS	`SELECT TickId, Code AS Symbol FROM rtd.QuoteListTWS WHERE Code NOT LIKE '%_OPT_20%'`
`rtd`	QuoteTickHistoryTWS	`SELECT TickId, Code AS Symbol FROM rtd.QuoteListTWS WHERE Code NOT LIKE '%_OPT_20%'`	1

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`rtd`	quote_list_tws
`rtd`	quotes_tws	`SELECT TICK_ID, CODE AS SYMBOL FROM rtd.quote_list_tws WHERE CODE NOT LIKE '%_OPT_20%'`
`rtd`	quote_day_history_tws	`SELECT TICK_ID, CODE AS SYMBOL FROM rtd.quote_list_tws WHERE CODE NOT LIKE '%_OPT_20%'`
`rtd`	quote_tick_history_tws	`SELECT TICK_ID, CODE AS SYMBOL FROM rtd.quote_list_tws WHERE CODE NOT LIKE '%_OPT_20%'`	1

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	LOAD_CODE	IS_HISTORY
`RTD`	QUOTE_LIST_TWS
`RTD`	QUOTES_TWS	`SELECT TICK_ID, CODE AS SYMBOL FROM RTD.QUOTE_LIST_TWS WHERE CODE NOT LIKE '%_OPT_20%'`
`RTD`	QUOTE_DAY_HISTORY_TWS	`SELECT TICK_ID, CODE AS SYMBOL FROM RTD.QUOTE_LIST_TWS WHERE CODE NOT LIKE '%_OPT_20%'`
`RTD`	QUOTE_TICK_HISTORY_TWS	`SELECT TICK_ID, CODE AS SYMBOL FROM RTD.QUOTE_LIST_TWS WHERE CODE NOT LIKE '%_OPT_20%'`	1

* Click on the table name to go to the table description.

Task Table Examples

rtd.QuoteListTWS for Microsoft SQL Server and Microsoft SQL Server Compact:

TickId	Code
1	AAPL
2	GOOG
8	AAPL_OPT_20150116_500_C_100_SMART_USD_~
9	AAPL_OPT_20150116_600_C_100_SMART_USD_~

rtd.quote_list_tws for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL:

TICK_ID	CODE
1	AAPL
2	GOOG
8	AAPL_OPT_20150116_500_C_100_SMART_USD_~
9	AAPL_OPT_20150116_600_C_100_SMART_USD_~

The task table contains tickers for quote and option tables as the TWS DDE server requires ticker registration using the TickId field.

Accordingly, quote table tasks select not option tickers only.

Primary Key Columns

Microsoft SQL Server and Microsoft SQL Server Compact:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	QuotesTWS	Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
`rtd`	QuotesTWS	TickId		`Formula`
`rtd`	QuotesTWS	Symbol		`PK`
`rtd`	QuoteDayHistoryTWS	ID		`Formula`
`rtd`	QuoteDayHistoryTWS	Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
`rtd`	QuoteDayHistoryTWS	TickId		`Formula`
`rtd`	QuoteDayHistoryTWS	Symbol		`PK`
`rtd`	QuoteDayHistoryTWS	Date	`=Date()`	`PK`
`rtd`	QuoteTickHistoryTWS	Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
`rtd`	QuoteTickHistoryTWS	TickId		`Formula`
`rtd`	QuoteTickHistoryTWS	ID		`PK, IDENTITY`

MySQL, MariaDB, and PostgreSQL:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`rtd`	quotes_tws	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`rtd`	quotes_tws	TICK_ID		`Formula`
`rtd`	quotes_tws	SYMBOL		`PK`
`rtd`	quote_day_history_tws	ID		`Formula`
`rtd`	quote_day_history_tws	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`rtd`	quote_day_history_tws	TICK_ID		`Formula`
`rtd`	quote_day_history_tws	SYMBOL		`PK`
`rtd`	quote_day_history_tws	DATE	`=Date()`	`PK`
`rtd`	quote_tick_history_tws	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`rtd`	quote_tick_history_tws	TICK_ID		`Formula`
`rtd`	quote_tick_history_tws	ID		`PK, IDENTITY`

Oracle Database, IBM DB2, and NuoDB:

TABLE_SCHEMA	TABLE_NAME	COLUMN_NAME	RTD_FORMULA	COMMENT
`RTD`	QUOTES_TWS	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`RTD`	QUOTES_TWS	TICK_ID		`Formula`
`RTD`	QUOTES_TWS	SYMBOL		`PK`
`RTD`	QUOTE_DAY_HISTORY_TWS	ID		`Formula`
`RTD`	QUOTE_DAY_HISTORY_TWS	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`RTD`	QUOTE_DAY_HISTORY_TWS	TICK_ID		`Formula`
`RTD`	QUOTE_DAY_HISTORY_TWS	SYMBOL		`PK`
`RTD`	QUOTE_DAY_HISTORY_TWS	DATE	`=Date()`	`PK`
`RTD`	QUOTE_TICK_HISTORY_TWS	REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
`RTD`	QUOTE_TICK_HISTORY_TWS	TICK_ID		`Formula`
`RTD`	QUOTE_TICK_HISTORY_TWS	ID		`PK, IDENTITY`

Real-Time Formulas for Microsoft SQL Server and Microsoft SQL Server Compact

rtd.QuotesTWS

The table contains the last data values of stocks, futures, and currency pairs from InteractiveBrokers Trader Workstation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
TickId		`Formula`
Symbol		`PK`
DateTime	`=DateTime()`
Date	`=Date()`
Time	`=Time()`
Last	`=S\|tik!id[TickId]?last`
LastSize	`=S\|tik!id[TickId]?lastSize`
Bid	`=S\|tik!id[TickId]?bid`
Ask	`=S\|tik!id[TickId]?ask`
BidSize	`=S\|tik!id[TickId]?bidSize`
AskSize	`=S\|tik!id[TickId]?askSize`
High	`=S\|tik!id[TickId]?high`
Low	`=S\|tik!id[TickId]?low`
Close	`=S\|tik!id[TickId]?close`
Volume	`=S\|tik!id[TickId]?volume`
LastUpdateTimeStamp

rtd.QuoteDayHistoryTWS

The table contains day data history of stocks, futures, and currency pairs from InteractiveBrokers Trader Workstation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
ID		`Formula`
Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
TickId		`Formula`
Symbol		`PK`
Date	`=Date()`	`PK`
Time	`=Time()`
Last	`=S\|tik!id[TickId]?last`
LastSize	`=S\|tik!id[TickId]?lastSize`
Bid	`=S\|tik!id[TickId]?bid`
Ask	`=S\|tik!id[TickId]?ask`
BidSize	`=S\|tik!id[TickId]?bidSize`
AskSize	`=S\|tik!id[TickId]?askSize`
High	`=S\|tik!id[TickId]?high`
Low	`=S\|tik!id[TickId]?low`
Close	`=S\|tik!id[TickId]?close`
Volume	`=S\|tik!id[TickId]?volume`
LastUpdateTimeStamp

rtd.QuoteTickHistoryTWS

The table contains tick data history of stocks, futures, and currency pairs from InteractiveBrokers Trader Workstation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
Req	`=S\|tik!'id[TickId]?req?[Symbol]_STK_SMART_USD_~'`	`Formula`
TickId		`Formula`
ID		`PK, IDENTITY`
Symbol
DateTime	`=DateTime()`
Date	`=Date()`
Time	`=Time()`
Last	`=S\|tik!id[TickId]?last`
LastSize	`=S\|tik!id[TickId]?lastSize`
Bid	`=S\|tik!id[TickId]?bid`
Ask	`=S\|tik!id[TickId]?ask`
BidSize	`=S\|tik!id[TickId]?bidSize`
AskSize	`=S\|tik!id[TickId]?askSize`
High	`=S\|tik!id[TickId]?high`
Low	`=S\|tik!id[TickId]?low`
Close	`=S\|tik!id[TickId]?close`
Volume	`=S\|tik!id[TickId]?volume`

Real-Time Formulas for MySQL, MariaDB, Oracle Database, IBM DB2, NuoDB, and PostgreSQL

rtd.quotes_tws

The table contains the last data values of stocks, futures, and currency pairs from InteractiveBroker Trader Workstation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
TICK_ID		`Formula`
SYMBOL		`PK`
DATETIME	`=DateTime()`
DATE	`=Date()`
TIME	`=Time()`
LAST	`=S\|tik!id[TICK_ID]?last`
LAST_SIZE	`=S\|tik!id[TICK_ID]?lastSize`
BID	`=S\|tik!id[TICK_ID]?bid`
ASK	`=S\|tik!id[TICK_ID]?ask`
BID_SIZE	`=S\|tik!id[TICK_ID]?bidSize`
ASK_SIZE	`=S\|tik!id[TICK_ID]?askSize`
HIGH	`=S\|tik!id[TICK_ID]?high`
LOW	`=S\|tik!id[TICK_ID]?low`
CLOSE	`=S\|tik!id[TICK_ID]?close`
VOLUME	`=S\|tik!id[TICK_ID]?volume`
LAST_UPDATE_TIMESTAMP

rtd.quote_day_history_tws

The table contains day data history of stocks, futures, and currency pairs from InteractiveBroker TraderWorkStation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
ID		`Formula`
REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
TICK_ID		`Formula`
SYMBOL		`PK`
DATE	`=Date()`	`PK`
TIME	`=Time()`
LAST	`=S\|tik!id[TICK_ID]?last`
LAST_SIZE	`=S\|tik!id[TICK_ID]?lastSize`
BID	`=S\|tik!id[TICK_ID]?bid`
ASK	`=S\|tik!id[TICK_ID]?ask`
BID_SIZE	`=S\|tik!id[TICK_ID]?bidSize`
ASK_SIZE	`=S\|tik!id[TICK_ID]?askSize`
HIGH	`=S\|tik!id[TICK_ID]?high`
LOW	`=S\|tik!id[TICK_ID]?low`
CLOSE	`=S\|tik!id[TICK_ID]?close`
VOLUME	`=S\|tik!id[TICK_ID]?volume`
LAST_UPDATE_TIMESTAMP

rtd.quote_tick_history_tws

The table contains tick data history of stocks, futures, and currency pairs from InteractiveBroker TraderWorkStation (TWS).

COLUMN_NAME	RTD_FORMULA	COMMENT
REQ	`=S\|tik!'id[TICK_ID]?req?[SYMBOL]_STK_SMART_USD_~'`	`Formula`
TICK_ID		`Formula`
ID		`PK, IDENTITY`
SYMBOL
DATETIME	`=DateTime()`
DATE	`=Date()`
TIME	`=Time()`
LAST	`=S\|tik!id[TICK_ID]?last`
LAST_SIZE	`=S\|tik!id[TICK_ID]?lastSize`
BID	`=S\|tik!id[TICK_ID]?bid`
ASK	`=S\|tik!id[TICK_ID]?ask`
BID_SIZE	`=S\|tik!id[TICK_ID]?bidSize`
ASK_SIZE	`=S\|tik!id[TICK_ID]?askSize`
HIGH	`=S\|tik!id[TICK_ID]?high`
LOW	`=S\|tik!id[TICK_ID]?low`
CLOSE	`=S\|tik!id[TICK_ID]?close`
VOLUME	`=S\|tik!id[TICK_ID]?volume`