IB API: Barrier of turbo Option where is in the contract info or details ?

Discussion in 'Interactive Brokers' started by fullautotrading, Jul 20, 2014.

  1. Excuse me.
    I am looking at the contract info and also at the contract details received via API of a turbo option to find the barrier value.

    Can anyone please tell me what is the name of the field, or where I can find the barrier value.

    Below is a sample (just a random example) of the values from contract info and contract details I am looking at, but I seem to be missing the one I am looking for. Any idea where this guy is ?


    Code:
    
    conId:              151559229
    localSymbol:        6310C
    symbol:             ATC
    secType:            IOPT
    multiplier:         0.25
    exchange:           SBF
    currency:           EUR
    expiry:             NOEXP
    primaryExchange:    
    right:              C
    secId:              
    secIdType:          
    strike:             6.2256
    
    category:           Commercial Services
    couponType:         
    descAppend:         
    industry:           Consumer, Non-cyclical
    liquidHours:        20140720:0005-2358;20140721:0005-2358
    longName:           ALTRAN TECHNOLOGIES SA
    marketName:         ATC
    minTick:            0.01
    orderTypes:         ACTIVETIM,ADJUST,ALERT,ALLOC,AVGCOST,BASKET,COND,CONDORDER,DAY,DEACT,DEACTDIS,DEACTEOD,GAT,GTC,GTD,GTT,HID,LIT,LMT,MIT,MKT,MTL,NONALGO,OCA,SCALE,SCALERST,STP,STPLMT,TRAIL,TRAILLIT,TRAILLMT,TRAILMIT,WHATIF,
    priceMagnifier:     1
    subcategory:        Consulting Services
    timeZoneId:         EST
    tradingClass:       ATC
    underConId:         917495
    validExchanges:     SBF
     
  2. NickNLD

    NickNLD

    That would be the 'strike' value, I think.
     
  3. In this case, in the info dialog that you get when double clicking the instrument name ("6310C") on the TWS you can see ("Knock-out Price", what I am looking for, is 6.5, different from the strike):


    ALTRAN TECHNOLOGIES SA
    Product ATC
    Security Type IOPT
    Underlying ALT STK
    Marketing Name Turbo Call Infini
    Short Name ALTRA 6.5TCIOPENC
    Expiration  Perpetual
    Strike 6.2256
    Issuer CITI
    First Trading Date MAY 16 '14
    Right Call
    Knock-out Price 6.5
    Rebate Present Yes
    Currency  EUR
    Multiplier 0.25
    Exchange SBF
    Symbol 6310C
    [...]
    Total Available Hours 00:05 EST - 23:58 EST (06:05 CET - 05:58 CET) 


    (In some cases they may coincide. Not in general.)

    Clearly I am using IB API and I am interested in fetching this value through the API. Where is it stored?
     
  4. NickNLD

    NickNLD

    I don't know. You could ask IB api support through a ticket.
     
  5. Sure NickNLD: if no one knows here on ET, I will open a ticket.

    I think it could be good information to be shared, as I am probably not the only one who will ever need it for algorithmic trading.
     
  6. Update after inquiry: it looks like it is not (currently) included in the contract details retrieved via API.
    Obviously, it's information that should instead be included.

    PS
    In theme of API improvements, also another very crucial piece of missing information in the API are the events informing about liquidation orders details (at least: avgprice/fill/comms/time).