Messages from the IB tws

The sample client sources provide the best available guide to the requests and messages that make up the language of api events. The files of particular interest are EClientSocket.java for requests, and EReader.java for messages, both in the directory path IBJts/java/com/ib/client once the sources have been unpacked. The IB tws api documentation has also been useful, especially in determining the domain values for the various event attributes; start at IB's main page, pull down SOFTWARE, and drill down through FIX/API to one of the API topics, in particular User's Guide, Beta Notes, or Release Notes.

Under the IB tws api protocol, both requests and messages begin with a numeric code, and consist of null-terminated strings.



Bill Pippin 2010-01-14