Safe Haskell	Safe-Inferred
Language	Haskell2010

IB.Client.Parser

Contents

Types
Functions

Synopsis

Types

data IBMessage Source

Constructors

TickPrice
Fields tickerId :: Int tickType :: Int price :: Double size :: Int canAutoExecute :: Int
TickSize
Fields tickerId :: Int tickType :: Int price :: Double size :: Int
OrderStatus
Fields orderId :: Int status :: String filled :: Int remaining :: Int avgFillPrice :: Double permId :: Int parentId :: Int lastFillPrice :: Double clientId :: Int whyHeld :: String
Err
Fields errorCode :: Int errorMsg :: String
OpenOrder
Fields order :: Order contract :: Contract comboLeg :: [ComboLeg] orderComboLegs :: [OrderComboLeg] orderState :: OrderState
AcctValue
Fields key :: String val :: String cur :: String accountName :: String
PortfolioValue
Fields contract :: Contract position :: Int marketPrice :: Double marketValue :: Double averageCost :: Double unrealizedPNL :: Double realizedPNL :: Double accountName :: String
AcctUpdateTime String
NextValidId Int
ContractData ContractDetails
ExecutionData
Fields reqId :: Int orderId :: Int contract :: Contract exec :: Execution
MarketDepth
Fields id :: Int position :: Int operation :: Int side :: Int price :: Double size :: Int
MarketDepthL2
Fields id :: Int position :: Int marketMaker :: String operation :: Int side :: Int price :: Double size :: Int
NewsBulletins
Fields msgId :: Int msgType :: Int newsMessage :: String originatingExch :: String
ManagedAccts String
ReceiveFA
Fields faDataTypeInt :: Int cxml :: String
HistoricalData
Fields reqId :: Int startDateStr :: String endDateStr :: String barDataList :: [BarData]
BondContractData ContractDetails
ScannerParameters String
ScannerData
Fields tickerId :: Int scannerDataList :: [ScanData]
TickOptionComputation
Fields tickerId :: Int tickType :: Int impliedVol :: Double delta :: Double optPrice :: Double pvDividend :: Double gamma :: Double vega :: Double theta :: Double undPrice :: Double
TickGeneric
Fields tickerId :: Int tickType :: Int tg_value :: Double
TickString
Fields tickerId :: Int tickType :: Int ts_value :: String
TickEFP
Fields tickerId :: Int tickType :: Int basisPoints :: Double formattedBasisPoints :: String impliedFuturesPrice :: Double holdDays :: Int futureExpiry :: String dividendImpact :: Double dividendsToExpiry :: Double
CurrentTime Int
RealTimeBars
Fields reqId :: Int time :: Int open :: Double high :: Double low :: Double close :: Double volume :: Int average :: Double count :: Int
FundamentalData
Fields reqId :: Int fdata :: String
ContractDataEnd ReqId
OpenOrderEnd
AcctDownloadEnd String
ExecutionDataEnd ReqId
DeltaNeutralValidation
Fields reqId :: Int underComp :: UnderComp
TickSnapshotEnd ReqId
MarketDataType
Fields reqId :: Int marketDataType :: Int
CommissionReport
Fields execId :: String commission :: Double currency :: String realizedPNL :: Double yield :: Double yieldRedemptionDate :: Int
PositionData
Fields account :: String contract :: Contract position :: Int avgCost :: Double
PositionEnd
AccountSummary
Fields reqId :: Int account :: String tag :: String value :: String currency :: String
AccountSummaryEnd ReqId
VerifyMessageAPI String
VerifyCompleted
Fields isSuccessful :: String errorText :: String
DisplayGroupList
Fields reqId :: Int groups :: String
DisplayGroupUpdated
Fields reqId :: Int contractInfo :: String
IBUnknown

Instances

Data IBMessage
Typeable * IBMessage

data RecvMsg Source

Constructors

RecvMsg
Fields rc_msgId :: Int rc_version :: Int rc_msgBody :: IBMessage

Functions

pRecvMsg :: Int -> Parser RecvMsg Source

pServerVersion :: Parser Preamble Source