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IB.reqMktData

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reqMktData(self, contract: ib_async.contract.Contract, genericTickList: str = '', snapshot: bool = False, regulatorySnapshot: bool = False, mktDataOptions: list[ib_async.contract.TagValue] = []) -> ib_async.ticker.Ticker

Completeness: fully-documented · Canonical ID: ib_async.ib.IB.reqMktData

Explicit policy override after evidence-backed documentation review.

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Sources and provenance

Subscribe to tick data or request a snapshot. Returns the Ticker that holds the market data. The ticker will initially be empty and gradually (after a couple of seconds) be filled.

https://interactivebrokers.github.io/tws-api/md_request.html

Args: contract: Contract of interest. genericTickList: Comma separated IDs of desired generic ticks that will cause corresponding Ticker fields to be filled:

===== ================================================ ID Ticker fields ===== ================================================ 100 putVolume, callVolume (for options) 101 putOpenInterest, callOpenInterest (for options) 104 histVolatility (for options) 105 avOptionVolume (for options) 106 impliedVolatility (for options) 162 indexFuturePremium 165 low13week, high13week, low26week, high26week, low52week, high52week, avVolume 221 markPrice 225 auctionVolume, auctionPrice, auctionImbalance 233 last, lastSize, rtVolume, rtTime, vwap (Time & Sales) 236 shortableShares 258 fundamentalRatios (of type ib_async.objects.FundamentalRatios) 293 tradeCount 294 tradeRate 295 volumeRate 375 rtTradeVolume 411 rtHistVolatility 456 dividends (of type ib_async.objects.Dividends) 588 futuresOpenInterest ===== ================================================

snapshot: If True then request a one-time snapshot, otherwise subscribe to a stream of realtime tick data. regulatorySnapshot: Request NBBO snapshot (may incur a fee). mktDataOptions: Unknown