reference.md

StreamXLS RTD reference

Complete reference for the RTD vocabulary the StreamXLS engine serves: topics, market-data fields, contract keys, StageOrder write keys, order and position fields, status and metadata fields, account keys, configuration keys, and cell-error semantics. Every RTD formula takes the form =RTD("tws.rtd", , "{arguments…}").

Generated from the engine. The topics, fields, and keys below are taken from the shipping code and re-checked against it by the test suite on every run, so the names here are the names your installed engine answers to. Every name the code yields is either described here, listed as unsupported, or held back by name in the suite — a few developer-only settings and one unpublished field — so nothing drifts out of the reference silently. The descriptions beside the names are written and reviewed by hand.

Numbers quoted in prose are documentation, not contract. Ranges, defaults, and limits written into the text — configuration value ranges especially — are maintained by hand and can lag a release. Where a number matters, trust the engine over this page: it validates the value you supply, falls back or clamps when the value is out of range, and reports what it did in the CONFIGWARNINGS status field. Passages marked (authored) are hand-written the same way — the suite checks the names around them, not the sentences themselves.

1. Topic and category arguments

A category argument as the first non-connection argument selects the request type. Market-data topics carry no category argument — a contract plus a field name routes to market data.

Argument	Request type
ACCOUNT	Account value for one account (e.g. NetLiquidation).
POSITION	A single position (one contract, one or more accounts).
POSITIONS	A positions list (SymbolsCsv / ConIdCsv).
ORDER	A single order addressed by permId.
ORDERS	An orders list (ListCsv / OpenListCsv).
STATUS	A connection status field addressed by name — the closed status-field set (including the four UPDATE_* update-check fields it shares with metadata). Metadata fields (VERSION, LICENSE_, TWSAPI_, …) are addressed by bare name, not through this argument.
SENDORDER	Stage an order in TWS (synonym of StageOrder).
STAGEORDER	Stage an order in TWS (the canonical name; SENDORDER is an accepted synonym).

Resolution order

(authored — not code-asserted.) The request type is resolved by scanning the arguments in this order, first match wins: (1) a bare metadata field name; (2) an explicit category argument from the table above; (3) a bare option-definition field name; (4) a bare name-addressable status field. If none match, the request is treated as market data. MARKETDATATYPE is deliberately excluded from the bare-status fall-through so a per-contract MARKETDATATYPE stays market data; reach the connection-level status field via the explicit status argument.

(authored — not code-asserted.) First match wins, but the arguments it did not match are not ignored. A status field answers for the connection as a whole and a metadata field for the whole add-in — neither takes an account, a contract, or a second field — so once a formula resolves to status or to metadata, any other argument that is not a connection argument fails the cell loud, naming the argument it cannot honour, instead of answering a different question from the one written. This holds wherever the argument sits, before or after the field. Blank arguments are connection slots, not extra arguments, so a trailing empty cell is always safe. Name one field per cell: =RTD("tws.rtd", , "ISCONNECTED", "U1234567"), =RTD("tws.rtd", , "AAPL", "BID", "ISCONNECTED") and =RTD("tws.rtd", , "AAPL", "BID", "status", "ISCONNECTED") are errors, not an ISCONNECTED reading.

2. Market-data fields

Request with a contract and a field name, e.g. =RTD("tws.rtd", , "AAPL", "BID"). Field names are case-insensitive. The full supported set is enumerated below by group. Every formula names the field it wants: a field name outside the set below fails loud rather than serving some other number under your header.

Two arguments are documented as blank-able — they carry a meaning when left empty: the {Accounts} filter on position/positions/orders (blank = all accounts, same as *), and the connection argument (blank = the default connection — the demo workbook's A2 "Custom connection" cell). Every other argument left blank is simply dropped, provided the formula names its field as above. Write a blank-able connection reference last: on position and positions the first argument slot belongs to the {Accounts} filter, so a blank connection cell placed ahead of the contract takes that slot, and a filled accounts cell then lands in the next slot — the contract on position, the field on positions — and fails loud.

The first bare argument is always read as the ticker (or contract spec), never as a field — even when it spells a field name (several field names, e.g. OPEN and LOW, are also real ticker symbols). Name your field in a later argument; a formula whose only bare argument is a field name draws the field-is-required error. With the contract supplied entirely by keys (sym=/conid=/loc=), a lone bare argument is read as the field.

The field can also be named explicitly, as its own qt=BID argument or as a segment of a combined spec (sym=SPY;qt=BID). The vocabulary is the same as the bare form; a qt= value outside the set below fails loud rather than falling back to LAST, and naming two different fields (two disagreeing qt= arguments, or qt= against a differing bare field name) fails loud rather than guessing which you meant.

Market data — core price and size

Field	Description
BID	Best (highest) bid price.
BIDSIZE	Size available at the best bid.
ASK	Best (lowest) ask price.
ASKSIZE	Size available at the best ask.
LAST	Last traded price.
LASTSIZE	Size of the last trade.
OPEN	Today's opening price.
HIGH	Today's session high.
LOW	Today's session low.
CLOSE	Previous session's closing price.
VOLUME	Cumulative traded volume for the session.
BIDEXCH	Exchange(s) posting the best bid.
ASKEXCH	Exchange(s) posting the best ask.
LASTEXCH	Exchange of the last trade.
LASTTIME	Timestamp of the last trade: Unix epoch seconds as text. Convert to Excel UTC with =value/86400 + DATE(1970,1,1).
HALTED	Trading-halt indicator (0 = not halted; >0 = halted).

Size and volume units

Sizes and volume for US stocks may arrive in round lots (i.e., units of 100 shares) rather than in shares. The unit is set in TWS, via two separate checkboxes under Global Configuration → API → Settings:

• "Send market data in lots for US stocks for dual-mode API clients" — governs BIDSIZE, ASKSIZE, LASTSIZE and their DELAYED* twins. IBKR labels this one (Not recommended).
• "Send volumes in lots from all market data sources for US stocks" — governs VOLUME and DELAYEDVOLUME.

Because they are set separately, sizes in shares beside a volume still counted in lots is a perfectly ordinary configuration — check both before trusting either. While a box is checked, its fields arrive divided by 100 and rounded down. Two symptoms to recognise:

• A 0 size standing beside a live price. An inside bid of 40 shares truncates to 0 while BID keeps quoting: the 0 means "less than one round lot", not "no size" — where a quote is genuinely absent the formula reports #N/A. Odd-lot insides are common on higher-priced single stocks and rare on large ETFs, so a block of 0 x 0 sizes under real prices on the former is faithful data, not a dropped subscription.
• A session that traded 74.3 million shares reporting 742,668.

Clearing a checkbox switches its fields to share counts, and those cells then read 100× larger. The settings name US stocks; other markets follow their own exchange conventions. The ODDLOT* fields below are a separate quote feed rather than a shares-unit view of the fields above — they report an odd-lot best bid and ask where your subscription supplies one.

Market data — odd-lot quotes

Field	Description
ODDLOTBID	Odd-lot best bid price.
ODDLOTASK	Odd-lot best ask price.
ODDLOTBIDSIZE	Size at the odd-lot best bid.
ODDLOTASKSIZE	Size at the odd-lot best ask.
ODDLOTBIDEXCH	Exchange posting the odd-lot best bid.
ODDLOTASKEXCH	Exchange posting the odd-lot best ask.

Market data — derived prices

Field	Description
MARKETPRICE	Derived mid: (BID+ASK)/2 when both present, else LAST, else CLOSE; blank until a source is available.
LASTORCLOSE	LAST when available, otherwise CLOSE.

Market data — data-tier indicators

Field	Description
MARKETDATATYPE	Market-data tier TWS is actually serving this contract (1 real-time, 2 frozen, 3 delayed, 4 delayed-frozen); #N/A until reported.
ISDELAYED	1 when the served tier is delayed (3 or 4), 0 when real-time/frozen (1 or 2); #N/A until reported.

Market data — option computation (greeks)

Field	Description
BIDTICKATTRIB	Tick attributes for the bid option-computation snapshot.
BIDIMPLIEDVOL	Implied volatility from the bid option computation.
BIDDELTA	Option delta from the bid computation.
BIDOPTPRICE	Option price used in the bid computation.
BIDPVDIVIDEND	Present value of dividends from the bid computation.
BIDGAMMA	Option gamma from the bid computation.
BIDVEGA	Option vega from the bid computation.
BIDTHETA	Option theta from the bid computation.
BIDUNDPRICE	Underlying price used in the bid computation.
ASKTICKATTRIB	Tick attributes for the ask option-computation snapshot.
ASKIMPLIEDVOL	Implied volatility from the ask option computation.
ASKDELTA	Option delta from the ask computation.
ASKOPTPRICE	Option price used in the ask computation.
ASKPVDIVIDEND	Present value of dividends from the ask computation.
ASKGAMMA	Option gamma from the ask computation.
ASKVEGA	Option vega from the ask computation.
ASKTHETA	Option theta from the ask computation.
ASKUNDPRICE	Underlying price used in the ask computation.
LASTTICKATTRIB	Tick attributes for the last option-computation snapshot.
LASTIMPLIEDVOL	Implied volatility from the last option computation.
LASTDELTA	Option delta from the last computation.
LASTOPTPRICE	Option price used in the last computation.
LASTPVDIVIDEND	Present value of dividends from the last computation.
LASTGAMMA	Option gamma from the last computation.
LASTVEGA	Option vega from the last computation.
LASTTHETA	Option theta from the last computation.
LASTUNDPRICE	Underlying price used in the last computation.
MODELTICKATTRIB	Tick attributes for the model option-computation snapshot.
MODELIMPLIEDVOL	Implied volatility from the model option computation.
MODELDELTA	Option delta from the model computation.
MODELOPTPRICE	Option price used in the model computation.
MODELPVDIVIDEND	Present value of dividends from the model computation.
MODELGAMMA	Option gamma from the model computation.
MODELVEGA	Option vega from the model computation.
MODELTHETA	Option theta from the model computation.
MODELUNDPRICE	Underlying price used in the model computation.

Market data — generic ticks

Field	Description
AUCTIONVOLUME	Auction volume.
AUCTIONIMBALANCE	Auction imbalance.
AUCTIONPRICE	Auction (indicative) price.
REGULATORYIMBALANCE	Regulatory imbalance.
PLPRICE	Current P&L mark price.
CREDITMANMARKPRICE	CreditMan mark price.
CREDITMANSLOWMARKPRICE	CreditMan slow mark price.
CALLOPTIONVOLUME	Call option volume.
PUTOPTIONVOLUME	Put option volume.
CALLOPTIONOPENINTEREST	Call option open interest.
PUTOPTIONOPENINTEREST	Put option open interest.
OPTIONHISTORICALVOL	Option historical volatility.
RTHISTORICALVOL	Real-time historical volatility (futures only).
OPTIONIMPLIEDVOL	Option implied volatility.
INDEXFUTUREPREMIUM	Index future premium (indices only).
SHORTABLE	Shortability indicator (higher = easier to borrow).
SHORTABLESHARES	Number of shortable shares available.
ESTIMATEDIPOMIDPOINT	Estimated IPO midpoint price.
FINALIPOLAST	Final IPO opening/last price.
TRADECOUNT	Trade count for the session.
TRADERATE	Trades per minute.
VOLUMERATE	Volume per minute.
LASTRTHTRADE	Last regular-trading-hours trade price.
IBDIVIDENDS	IBKR dividend estimates.
BONDMULTIPLIER	Bond multiplier.
AVGVOLUME	Average daily volume.
WEEK13HI	13-week high.
WEEK13LO	13-week low.
WEEK26HI	26-week high.
WEEK26LO	26-week low.
WEEK52HI	52-week high.
WEEK52LO	52-week low.
SHORTTERMVOLUME3MIN	3-minute short-term volume.
SHORTTERMVOLUME5MIN	5-minute short-term volume.
SHORTTERMVOLUME10MIN	10-minute short-term volume.
FUTURESOPENINTEREST	Futures open interest.
AVGOPTVOLUME	Average option volume.
ETFNAVLAST	ETF net asset value, last.
ETFFROZENNAVLAST	ETF NAV, frozen last.
ETFNAVHIGH	ETF NAV session high.
ETFNAVLOW	ETF NAV session low.

The four ETF NAV fields (ETFNAVLAST, ETFFROZENNAVLAST, ETFNAVHIGH, ETFNAVLOW) depend on your account's market-data entitlements. StreamXLS requests them by default on stock and ETF subscriptions, but an account without the entitlement receives no NAV data and no error from TWS — so those cells read #N/A and stay there. That is the fail-loud rule working as intended: the cell reports that it has no value rather than showing a blank or a stale one. To check whether the data is yours to receive, look at the fund in TWS itself — if TWS shows no NAV column data for it, StreamXLS cannot show any either. (The converse does not follow: TWS's own display can draw on data paths the API does not expose, so NAV visible in TWS does not guarantee the API delivers it.)

Market data — delayed fields

Field	Description
DELAYEDBID	Delayed best bid price.
DELAYEDASK	Delayed best ask price.
DELAYEDLAST	Delayed last trade price.
DELAYEDBIDSIZE	Delayed best-bid size.
DELAYEDASKSIZE	Delayed best-ask size.
DELAYEDLASTSIZE	Delayed last-trade size.
DELAYEDHIGH	Delayed session high.
DELAYEDLOW	Delayed session low.
DELAYEDVOLUME	Delayed cumulative volume.
DELAYEDCLOSE	Delayed previous close.
DELAYEDOPEN	Delayed session open.
DELAYEDLASTTIMESTAMP	Delayed last-trade timestamp, in the same Unix epoch seconds as LASTTIME.
DELAYEDHALTED	Delayed halt indicator.

Disconnect behavior (the #N/A class)

On a TWS disconnect, market-data cells follow one of three rules, keyed off the configured market-data tier (TWS_RTD_MARKET_DATA_TYPE), not the per-request served tier.

• Quote family → #N/A in every tier. A standing bid/ask dies with the session that carried it, so every quote cell fails loud on disconnect regardless of tier: ASK, ASKEXCH, ASKSIZE, BID, BIDEXCH, BIDSIZE, DELAYEDASK, DELAYEDASKSIZE, DELAYEDBID, DELAYEDBIDSIZE, ODDLOTASK, ODDLOTASKEXCH, ODDLOTASKSIZE, ODDLOTBID, ODDLOTBIDEXCH, ODDLOTBIDSIZE.
• LAST / DELAYEDLAST → tier-dependent. Under the real-time (1) and delayed (3) tiers a stale last reads #N/A (you did not opt into last-known values); under the frozen (2) and delayed-frozen (4, the default) tiers it keeps its last-seen value (frozen tiers are the explicit opt-in to last-known values).
• Everything else → keep-last. CLOSE, MARKETPRICE, LASTORCLOSE, VOLUME, the option greeks, and the last-trade attributes (LASTSIZE / LASTEXCH / LASTTIME) keep their last value regardless of tier — they are facts about a completed trade, not standing-quote state.

A TWS data-connectivity loss (error 1100) is stronger: every market-data cell goes #N/A, including the keep-last families, until connectivity returns.

3. Contract specification keys

Contracts can be given as a simple ticker (AAPL), a slash form (AAPL@SMART/STK/USD), a pipe form (SPY|OPT|20251219|C|450), an FX pair (EUR.USD/CASH), or explicit key=value arguments. The canonical keys and their accepted aliases are below (case-insensitive). Worked examples of the common forms are in manual.md.

One key per argument, or every key in one argument. The keys below can be written as separate RTD arguments ("sym=SPY", "sec=OPT", …) or joined into a single argument with semicolons ("sym=SPY;sec=OPT;strike=680;right=C;exp=20261218"); market-data, option-definition and StageOrder formulas parse the two identically, and a StageOrder argument may mix contract and order keys freely. The position topic accepts only the joined form — it reads one argument as the contract and the next as the field, so a second key=value argument fails loud as an unsupported position field. Some StageOrder keys must be written as their own argument, for two different reasons: tag, account, fagroup, ocagroup (and tag's synonyms) are free text, so each keeps everything after its = and a ; there is data, not a separator; algoparams is judged whole by its own grammar, which rejects a ; outright (section 4). Written joined — behind another key, or with a recognized key inside its own value ("tag=ORD17;exch=CBOT") — the argument fails loud rather than guessing where the value ends. A connection argument (paper, gw, gwpaper, host=, port=, clientid=, host:port) must stand alone for a different reason again: it is read from the whole argument, so joined with a ; it would be invisible to the connection and the order would stage on the default TWS — it fails loud instead.

Canonical key	Aliases	Description
symbol	sym	Underlying symbol.
sectype	sec, securitytype	Security type (STK, OPT, FUT, FOP, CASH, IND, …).
exchange	exch	Routing exchange (SMART for the universal router).
primaryexch	prim, primary, primaryexchange, primexch	Primary listing exchange (disambiguates SMART-routed symbols).
currency	cur, curr	Trading currency.
expiry	exp, expiration, lasttradedate	Expiration date (YYYYMM or YYYYMMDD) for options/futures.
strike	strikeprice	Option strike price.
right	optiontype, putcall	Option right: C (call) or P (put).
multiplier	mult	Contract multiplier.
localsymbol	loc, local	Exchange-specific local symbol.
tradingclass	class, tc	Trading class. It identifies a contract; on the option-definition fields of section 8 it does not filter the chain.
conid	contractid	TWS contract ID (authoritative when present).

Defaults when a symbol-only request omits them, for market-data and option-definition contract parsing: security type STK, exchange SMART, currency USD. A position-topic contract defaults the same security type and currency but deliberately leaves the exchange unconstrained (blank), so a symbol-only spec matches the position on whatever exchange TWS reports rather than being pinned to SMART. When a conid is supplied the security type and currency are left to TWS; the exchange still defaults to SMART unless the spec supplies exch or a localsymbol.

Case, and one contract per formula. Values are upper-cased for you on every notation — sym=spy, SPY|opt|… and spy@arca/stk ask for the same contracts as their upper-case spellings, and two case spellings of one contract therefore share one subscription. The two exceptions are localsymbol and tradingclass, which are case-significant on TWS and are passed through exactly as typed. A key=value argument beats a compact-form segment for the same field, so a column can override one part without rewriting the spec string — except the symbol: a ticker shorthand that contradicts sym=, or that stands beside a conid=, names a second instrument rather than overriding an attribute, and fails loud. The pipe form reads exactly five segments (SYMBOL|SECTYPE|EXPIRY|RIGHT|STRIKE); a sixth fails loud rather than being dropped — give an exchange or currency as its own exch=/cur= argument.

Every key you write must carry a value. A key with nothing after the = — the shape "cur="&B2 produces when B2 is blank — fails loud rather than falling back to the default above or discarding a value the ticker shorthand supplied. The same applies to an empty segment of the compact form ("BHP@ASX/STK/"&B2, "BHP@"&B2, "EUR."&B2&"/CASH") and to the four extension arguments below. Omitting a key is always legal; writing it and leaving it empty is not, because an omitted key and an empty one describe different instruments and StreamXLS will not guess which was meant. Build optional arguments with IF so they collapse to nothing when the cell is blank (IF(B2="","","cur="&B2)) — that idiom leaves a blank argument behind, which is dropped so long as the formula names its field (section 2). Two exceptions: the pipe form's segments are positional, so an empty segment is how that notation spells "omitted" (SPY|||| is the plain stock) — its symbol position is required, and so is its security-type position whenever a later segment is filled in, because an empty security type is read as STK and ES||202612 would otherwise ask for a stock carrying a futures expiry; and StageOrder's order keys (section 4) keep reading a blank as "not supplied", while its contract keys, exch= included, follow the rule — except sym=/symbol=, which are read on that order-key path, so a blank one reads as "not supplied" there: with no conid= the order then fails loud for a missing symbol, and with one the conid is authoritative anyway. The failure arrives as error text in the cell rather than an Excel error value, so IFERROR/IFNA will not hide it.

Combo and extension arguments

Four further arguments extend a market-data request beyond the contract keys above. Each is written key=value like the rest and carries its own punctuation inside the value, and each must carry a value (above). cmb= is a list, so every leg position written must carry a leg: a stray or doubled ; from a blank cell fails loud rather than quoting a spread with a leg missing, and each leg's four fields (conId#ratio#action#exchange) must each carry a value — a blank venue cell fails loud rather than shipping a leg with no exchange, since the leg's venue is part of which price the combo reflects. StageOrder accepts none of these arguments — an unrecognized key there fails loud (section 4).

Argument	Description
cmb=	Legs of a combo (multi-leg) contract, for a sec=BAG request: one conId#ratio#action#exchange leg per leg, semicolon-separated between legs. Leg actions are BUY/B, SELL/S, or SSHORT/SS, case-insensitive; an unrecognized action fails loud instead of assuming a side. The argument is passed through whole — it is never split on its own semicolons. combo= is an accepted spelling. Combos are quotable, not stageable (section 4).
und=	Delta-neutral hedge contract for a combo request: conId#delta#price. All three parts are required, and a malformed one fails loud.
opt=	TWS request options, passed through verbatim with the market-data request as tag#value pairs, semicolon-separated between pairs. No StreamXLS behavior is attached to them — omit this argument unless you have been given a specific option to send.
genticks=	Explicit TWS generic-tick list for the request, comma-separated tick IDs. When it is omitted, StreamXLS sends a default list chosen by security type — the list that carries the generic-tick fields of section 2. When it is supplied, it replaces that default, so any generic-tick field whose tick is left out stops updating.

4. StageOrder write keys

=RTD("tws.rtd", , "StageOrder", "sym=AAPL", "side=BUY", "shares=100", "type=LMT", "limit=150") stages an order in TWS. Every key is key=value. An unrecognized key=value argument fails loud (a dropped key could stage an order you did not describe); an argument that follows the StageOrder argument but contains no = — anything other than a connection argument — fails loud too rather than being silently dropped, so write every argument as key=value. Keys may be written one per argument or semicolon-joined into a single argument (section 3), mixing contract and order keys freely; the rows marked below, and any connection argument, are the exceptions and must each be written as their own argument. The recognized keys, grouped by the logical field they set:

Keys	Description
symbol, sym	Underlying symbol (required).
action, side	BUY or SELL (required).
quantity, shares, qty, size	Order quantity, integer > 0 (required).
type	Order type, required; passed to TWS uppercased (e.g. LMT, MKT, STP, STP LMT, TRAIL, TRAIL LIMIT). Internal whitespace is collapsed, so a doubled space between STP and LMT (a concatenation artifact) is read and sent as STP LMT instead of slipping past the type-dependent rules. Not an engine whitelist: LMT/STP LMT require limit and the stop/trailing keys constrain the stop family, but an unlisted type is TWS's to accept or reject. One exception: a short list of near-miss spellings of the modelled types — LIMIT, MARKET, STOP, STPLMT, TRAILING, TRAILLIMIT and their spaced variants — fails loud and names the modelled spelling to write instead. Whether or not TWS would accept the near-miss, StreamXLS matches the type-dependent rules on the exact spellings above, so a near-miss would silently switch those price rules off.
limit	Limit price. Required for LMT and STP LMT, and on every type it must be a finite number greater than zero. Rejected loud on the types that cannot carry one (MKT, STP, TRAIL, MOC, MIT, MTL), where TWS would ignore it and stage an order at no price you named.
stop, aux, stopprice	Stop / auxiliary trigger price (STP, STP LMT, TRAIL, TRAIL LIMIT).
trailingpercent	Trailing percent (TRAIL, TRAIL LIMIT).
trailstop, trailstopprice	Initial trailing trigger price, decimal > 0 (TRAIL, TRAIL LIMIT). Required for TRAIL LIMIT — TWS rejects a TRAIL LIMIT that has none, answering "Please enter a stop price". Optional for TRAIL, which TWS accepts without one.
limitoffset, lmtoffset	Distance from the trailing trigger to the limit price, any finite decimal (TRAIL LIMIT only; zero and negative offsets are accepted and passed through — their meaning is defined by TWS). Mutually exclusive with limit: TRAIL LIMIT requires exactly one of the two, and supplying both is rejected by TWS itself ("You must specify one value: limit price or limit price offset value"). Use limit= when you want the limit at an exact price.
exchange, exch	Routing exchange (defaults to SMART).
account	IBKR account to stage into. Cannot be joined with ;.
fagroup	Financial-advisor allocation group. Cannot be joined with ;.
algostrategy, algo	Algo strategy name.
algoparams	Algo parameters as pipe-delimited tag=value pairs. Requires algo=: the parameters attach to the algo strategy, so without one the whole list would be dropped at staging. The pipe is the only separator — a , or ; inside the value, a segment with no =, an empty value, or a repeated tag each fail loud rather than shipping a truncated or corrupted parameter. Cannot be joined with ;.
tif	Time in force (see grammars).
outsiderth	Allow fills outside regular trading hours (boolean).
goodtilldate, gtd	Good-till date/time (required with tif=GTD).
goodaftertime, gat	Good-after date/time.
hidden	Hidden order flag (boolean).
display, displaysize	Iceberg display size (integer > 0).
allornone, aon	All-or-none flag (boolean).
minqty	Minimum fill quantity (integer > 0).
ocagroup	One-cancels-all group name (with ocatype). Cannot be joined with ;.
ocatype	One-cancels-all type (with ocagroup; see grammars).
park, parked, saved	park=true stages a local ticket visible only in the parking user's own TWS (Transmit button) instead of the default deactivated order (Submit button), which is visible to all TWS sessions and survives a TWS restart.
tag, nonce, seq, submit, clienttag	User order tag (composed into OrderRef; see composition). Cannot be joined with ;.

Synonym groups

Within each group the keys are synonyms — supply at most one; supplying two of the same group fails loud rather than silently dropping a value. Supplying the same key twice also fails loud, so side=BUY,side=SELL is rejected rather than silently staging the later value.

• symbol = sym
• action = side
• quantity = shares = qty = size
• exchange = exch
• algostrategy = algo
• tag = nonce = seq = submit = clienttag
• park = parked = saved
• stop = aux = stopprice
• trailstop = trailstopprice
• limitoffset = lmtoffset
• goodtilldate = gtd
• goodaftertime = gat
• display = displaysize
• allornone = aon

Value grammars

• Booleans (park, outsiderth, hidden, allornone): TRUE/1/YES or FALSE/0/NO; anything else fails loud.
• Time-in-force (tif): one of DAY, GTC, IOC, FOK, OPG, GTD. GTD requires goodtilldate, and goodtilldate requires tif=GTD.
• OCA type (ocatype): 1, 2, 3 (1 = cancel remaining with block, 2 = reduce remaining with block, 3 = reduce remaining without block); ocagroup and ocatype are required together.
• Date/time (goodtilldate, goodaftertime): YYYYMMDD [HH:MM:SS [TZ]], validated as a real calendar date/time.
• Prices (limit, stop): limit, when supplied, must be a finite decimal > 0 whatever the order type, and LMT / STP LMT require it; it is refused on the types that cannot carry one (MKT, STP, TRAIL, MOC, MIT, MTL), where TWS would ignore the price and stage an order at none you named. stop (aliases aux / stopprice), when supplied, must be a finite decimal > 0. STP and STP LMT require stop; stop is accepted only for STP, STP LMT, TRAIL, TRAIL LIMIT.
• Trailing (trailingpercent): when supplied, a finite decimal in (0, 100]; accepted only for TRAIL / TRAIL LIMIT. TRAIL and TRAIL LIMIT each require exactly one of stop (the trailing amount) or trailingpercent.
• Trailing trigger and limit offset (trailstop, limitoffset): trailstop (alias trailstopprice) is a finite decimal > 0 and is accepted only for TRAIL / TRAIL LIMIT; limitoffset (alias lmtoffset) is any finite decimal (zero and negative offsets are accepted by TWS and pass through verbatim) and is accepted only for TRAIL LIMIT. TRAIL LIMIT requires trailstop and exactly one of limit or limitoffset — TWS rejects the order outright without a trigger price, and rejects a limit price and a limit offset supplied together.

Contract keys

StageOrder accepts the full single-leg contract vocabulary: the contract keys of section 3 (sec, cur, exp, strike, right, mult, loc, tc, prim) plus conid, resolved through the same contract-key aliases documented there. When omitted, security type defaults to STK and currency to USD. Every order/contract key must appear after the StageOrder argument (a key placed before it fails loud), and a contract key supplied with an empty value fails loud rather than silently defaulting.

• conid: integer > 0. Identifies the contract by itself — supplying sym or any other contract descriptor alongside it fails loud; only exchange may accompany conid.
• sec: one of STK, OPT, FUT, FOP, CASH, IND, CFD, BOND, FUND, CMDTY, WAR. BAG (combo) is rejected. OPT/FOP require exp, strike, and right (or a loc that resolves them), and so does WAR (a warrant is named the same way an option is — IBKR's own warrant contract carries an expiry, a strike and a right); FUT requires exp (or loc); exp is accepted for OPT/FOP/FUT/WAR; strike and right for OPT/FOP/WAR only. BOND must be named by a security identifier: write the CUSIP or ISIN as sym (this is how IBKR identifies a bond), or supply loc, or conid alone. An issuer's ticker in sym matches every bond that issuer has outstanding and is rejected, so an order can never be staged against a bond TWS picked rather than the one you named. One caveat on WAR: the expiry/strike/right quad narrows a warrant but does not always single one out — several issuers can list warrants with the same terms on the same venue — so use loc or conid when you need certainty about which warrant.
• cur: 3-letter currency code.
• exp: YYYYMM or YYYYMMDD, validated as a real calendar date.
• strike: decimal > 0 (invariant parse — a comma decimal fails loud).
• right: C/CALL or P/PUT (normalized to C/P).
• mult: decimal > 0 (fractional ratios are ordinary on warrants — IBKR's own warrant example carries a multiplier of 0.01).
• loc / tc: free text, preserved verbatim (case- and space-significant on TWS).
• prim: primary listing exchange (upper-cased).

Capability boundary

(authored — code-verified at review.) StageOrder stages single-leg orders across the full contract vocabulary above, defaulting to STK/USD only when sec/cur are omitted. Combo (multi-leg / sec=BAG) staging is not supported. There is no cancel or replace verb from a formula: a staged order sits in TWS with auto-transmit suppressed and reaches the market only when a human transmits it there; all subsequent modification, cancellation, and transmission happen in TWS. By default the order is staged deactivated (visible in TWS order lists, survives a TWS restart); park=true stages it instead as a local order-entry ticket, visible only in the parking user's own TWS.

Order reference composition

(authored.) The tag key (aliases nonce, seq, submit, clienttag) is preserved verbatim and tail-composed with an engine identity token into the order's OrderRef as {tag}|SXLS:{token} (bare SXLS:{token} when no tag). The engine token at the tail is how a whole-day order replay is matched back to the exact cell that staged it; the composed reference is capped at 64 characters and an over-length order fails loud before staging.

5. Order read fields

=RTD("tws.rtd", , "order", "{permId}", "{field}") reads one field of one order (addressed by permId; the field is named, never inferred). The vocabulary is a closed set — an unknown field fails loud. Canonical fields:

Field	Aliases	Description
STATUS	—	Current order status (see section 7).
FILLED	—	Filled quantity.
REMAINING	—	Remaining (unfilled) quantity.
AVGFILLPRICE	—	Average fill price.
WHYHELD	—	Reason the order is held, if any.
WARNINGTEXT	—	TWS warning text for the order.
PERMID	—	Permanent order ID (stable across sessions).
ORDERID	—	Client order ID.
PARENTID	—	Parent order ID (bracket/child orders).
CLIENTID	—	API client ID the order originated from.
ACCOUNT	—	IBKR account number. #N/A when the order was submitted to an advisor group rather than one account (e.g. the "All" account): TWS sends no account field for an all-accounts order, because it is not attributed to a single account — read FAGROUP for the group it was staged to.
ACTION	SIDE	BUY or SELL.
QUANTITY	TOTALQUANTITY	Total order quantity.
ORDERTYPE	TYPE	Order type (LMT, MKT, STP, …).
LMTPRICE	LIMITPRICE	Limit price.
AUXPRICE	STOPPRICE	Auxiliary / stop price.
TIF	TIMEINFORCE	Time in force.
TRAILSTOPPRICE	—	Trailing stop price.
TRAILINGPERCENT	—	Trailing percent.
OCAGROUP	—	One-cancels-all group name.
OCATYPE	—	One-cancels-all type.
DISPLAYSIZE	—	Iceberg display size.
OUTSIDERTH	—	Allow fills outside regular trading hours.
HIDDEN	—	Hidden order flag.
GOODAFTERTIME	—	Good-after time.
GOODTILLDATE	—	Good-till date.
ALLOWPREOPEN	—	Allow pre-open activation.
SUBMITTER	—	Order submitter.
MODELCODE	—	Model code.
FAGROUP	—	Financial-advisor group.
FAMETHOD	—	Financial-advisor allocation method.
OPENCLOSE	—	Open/close indicator.
ALGOSTRATEGY	—	Algo strategy name.
ALGOPARAMS	—	Algo parameters (semicolon-delimited tag=value).
ORDREF	ORDERREF	Order tag as staged — the engine's identity token is stripped before display.
MINQTY	—	Minimum fill quantity.
PERCENTOFFSET	—	Percent offset (relative/pegged orders).
DISCRETIONARYAMT	—	Discretionary amount.
CASHQTY	—	Cash quantity (monetary order size).
LMTPRICEOFFSET	—	Limit price offset.
ACTIVESTARTTIME	—	Order active-start time.
ACTIVESTOPTIME	—	Order active-stop time.
BLOCKORDER	—	Block order flag.
SWEEPTOFILL	—	Sweep-to-fill flag.
ALLORNONE	—	All-or-none flag.
NOTHELD	—	Not-held flag.
SOLICITED	—	Solicited flag.
WHATIF	—	What-if (margin preview) flag.
INCLUDEOVERNIGHT	—	Include-overnight flag.
CONID	—	Contract ID.
SYMBOL	—	Underlying symbol.
SECTYPE	—	Security type.
EXPIRY	LASTTRADEDATE	Expiration date.
STRIKE	—	Option strike.
RIGHT	—	Option right (C/P).
MULTIPLIER	—	Contract multiplier.
EXCHANGE	—	Exchange.
PRIMARYEXCHANGE	—	Primary exchange.
CURRENCY	—	Currency.
LOCALSYMBOL	—	Exchange-specific local symbol.
TRADINGCLASS	—	Trading class.
COMMISSIONANDFEES	—	Commission and fees.
MINCOMMISSIONANDFEES	—	Minimum commission and fees.
MAXCOMMISSIONANDFEES	—	Maximum commission and fees.
COMMISSIONANDFEESCURRENCY	—	Currency of the commission/fees figures.
MARGINCURRENCY	—	Currency of the margin figures.
INITMARGINBEFORE	—	Initial margin before the order.
MAINTMARGINBEFORE	—	Maintenance margin before the order.
EQUITYWITHLOANBEFORE	—	Equity-with-loan before the order.
INITMARGINCHANGE	—	Initial-margin change from the order.
MAINTMARGINCHANGE	—	Maintenance-margin change from the order.
EQUITYWITHLOANCHANGE	—	Equity-with-loan change from the order.
INITMARGINAFTER	—	Initial margin after the order.
MAINTMARGINAFTER	—	Maintenance margin after the order.
EQUITYWITHLOANAFTER	—	Equity-with-loan after the order.
REJECTREASON	—	Rejection reason.
COMPLETEDTIME	—	Completion time.
COMPLETEDSTATUS	—	TWS-delivered terminal status string.
FIRSTSEENUTC	FIRSTSEEN	UTC time the engine first saw this order.
LASTUPDATEUTC	LASTUPDATE	UTC time of the most recent change to this order.

ORDERSTATUS was retired (use STATUS, the live status field refreshed by every path); the TWS-delivered terminal status string remains available verbatim via COMPLETEDSTATUS.

6. Deliberately-unsupported order properties

Section 5 lists every order field you can read. This section lists the rest — each remaining TWS API order, contract, and order-state property, grouped by the reason it is not offered as a cell. Nothing here was dropped by oversight: the test suite fails if a property in the TWS API is neither published as a field in section 5 nor listed below with a reason. Asking for one of these names in a formula fails loud rather than leaving the cell blank.

Unsupported — Order properties

• Transmit, Deactivate, PostOnly, IgnoreOpenAuction — Unreported booleans — TWS does not populate these flags on the open-order feed, so a cell could only show a fabricated default rather than the order's real setting, and a boolean has no way to report "unknown". Transmit and Deactivate would be the worst of it: an order still parked in TWS would read as though it were already working. Check the order in TWS itself.
• TriggerMethod, OverridePercentageConstraints, Rule80A, Origin, ShortSaleSlot, DesignatedLocation, ExemptCode, OptOutSmartRouting, ProfessionalCustomer, ExtOperator — Regulatory / routing / origin — compliance metadata, not a value a user reads back per order.
• AuctionStrategy, StartingPrice, StockRefPrice, Delta, StockRangeLower, StockRangeUpper — BOX / auction / stock-range price monitoring — niche order-entry modes.
• Volatility, VolatilityType, ContinuousUpdate, ReferencePriceType, RandomizeSize, RandomizePrice — Volatility / pegged-to-volatility family.
• DeltaNeutralOrderType, DeltaNeutralAuxPrice, DeltaNeutralConId, DeltaNeutralSettlingFirm, DeltaNeutralClearingAccount, DeltaNeutralClearingIntent, DeltaNeutralOpenClose, DeltaNeutralShortSale, DeltaNeutralShortSaleSlot, DeltaNeutralDesignatedLocation — Delta-neutral family — institutional order parameters with no clear per-cell meaning.
• BasisPoints, BasisPointsType, RefFuturesConId — EFP (exchange-for-physical) family + futures reference.
• ScaleInitLevelSize, ScaleSubsLevelSize, ScalePriceIncrement, ScalePriceAdjustValue, ScalePriceAdjustInterval, ScaleProfitOffset, ScaleAutoReset, ScaleInitPosition, ScaleInitFillQty, ScaleRandomPercent, ScaleTable — Scale-order family.
• HedgeType, HedgeParam, HedgeMaxSize, DontUseAutoPriceForHedge — Hedge family.
• SettlingFirm, ClearingAccount, ClearingIntent, Shareholder, CustomerAccount — Clearing / settling / account identifiers.
• Mifid2DecisionMaker, Mifid2DecisionAlgo, Mifid2ExecutionTrader, Mifid2ExecutionAlgo — MiFID 2 reporting fields.
• AdjustedOrderType, TriggerPrice, AdjustedStopPrice, AdjustedStopLimitPrice, AdjustedTrailingAmount, AdjustableTrailingUnit — Adjusted-stop family.
• ReferenceContractId, IsPeggedChangeAmountDecrease, PeggedChangeAmount, ReferenceChangeAmount, ReferenceExchange — Pegged-to-benchmark family.
• MinTradeQty, MinCompeteSize, CompeteAgainstBestOffset, MidOffsetAtWhole, MidOffsetAtHalf — IBKRATS / pegged-best family.
• Conditions, ConditionsIgnoreRth, ConditionsCancelOrder — Conditional-order family.
• SmartComboRoutingParams, OrderComboLegs, OrderMiscOptions, Tier — Collection / nested types — not cell-representable (AlgoParams is published as a read field, formatted explicitly).
• FaPercentage — FA allocation percentage; FAGROUP and FAMETHOD are available, this is not.
• AlgoId — internal algo identifier; ALGOSTRATEGY and ALGOPARAMS carry the detail you can read back.
• AutoCancelDate — auto-cancel date; niche order-entry option.
• AutoCancelParent — bracket auto-cancel flag; niche.
• FilledQuantity — a second filled-quantity value from a different feed; the FILLED read field is the authoritative one, so this duplicate is not offered.
• ImbalanceOnly — imbalance-only auction flag; niche.
• RouteMarketableToBbo — routing flag (bool?); niche.
• ParentPermId — parent's permId; PARENTID (parent orderId) is the published linkage.
• AdvancedErrorOverride — advanced-reject JSON passthrough; internal.
• ManualOrderTime, ManualOrderIndicator — manual-entry metadata.
• BondAccruedInterest — bond-only field.
• Duration — GTD duration seconds; niche.
• PostToAts — IBKRATS parking seconds; niche.
• IsOmsContainer — OMS ticket flag; niche.
• DiscretionaryUpToLimitPrice — D-peg conversion flag; niche.
• UsePriceMgmtAlgo — price-management algo flag (bool?); CTCI-only.
• SeekPriceImprovement — price-improvement flag (bool?); niche.
• WhatIfType — whatIf internal subtype.
• SlOrderId, SlOrderType, PtOrderId, PtOrderType — attached stop-loss / profit-taker child descriptors.

Unsupported — Contract properties

• LastTradeDate — redundant with LastTradeDateOrContractMonth (EXPIRY); rarely populated on order contracts.
• IncludeExpired — a contract-query flag, not an order attribute.
• SecIdType, SecId — ISIN/CUSIP identifier metadata; not useful in a cell.
• Description — free-text contract description.
• IssuerId — issuer identifier.
• ComboLegsDescription — combo free-text.
• ComboLegs — collection/nested type — not cell-representable.
• DeltaNeutralContract — nested type — not cell-representable.

Unsupported — Order-state properties

• Status — ORDERSTATUS was retired in favor of STATUS. Its underlying value is refreshed by only one of the paths that can move an order to a terminal state, so it could keep reading "Submitted" after an order had already filled or been cancelled. STATUS is refreshed by every path, including the ones that infer a terminal state. A formula asking for ORDERSTATUS fails loud rather than returning a stale value, and the TWS-delivered terminal status string remains available verbatim via COMPLETEDSTATUS.
• InitMarginBeforeOutsideRTH, MaintMarginBeforeOutsideRTH, EquityWithLoanBeforeOutsideRTH, InitMarginChangeOutsideRTH, MaintMarginChangeOutsideRTH, EquityWithLoanChangeOutsideRTH, InitMarginAfterOutsideRTH, MaintMarginAfterOutsideRTH, EquityWithLoanAfterOutsideRTH — outside-regular-hours counterparts of the margin figures above; niche.
• SuggestedSize — whatIf sizing hint; niche.
• OrderAllocations — collection/nested type — not cell-representable.

7. Order status vocabulary

Two kinds of cell report this vocabulary, and they differ on exactly one point — how they handle an API-side cancel. An order topic's STATUS cell passes TWS's status string through almost unchanged, including the two-L spellings Cancelled and ApiCancelled. Two values on that cell are engine-supplied rather than TWS-delivered: an order that leaves the open set with nothing left to fill reads Filled, and one TWS stops reporting with quantity remaining reads Cancelled — both in TWS's own spelling. A StageOrder cell reports the same names in TWS's own spelling, with one difference: it collapses a terminal ApiCancelled into Cancelled, so a staged cell shows a single cancel word. Every other value below reads the same on both.

Status	Class	Meaning
ApiPending	transient	Received by the API client but not yet sent to TWS.
PendingSubmit	active	Accepted by the API; transmission to TWS pending.
PendingCancel	active	Cancel requested; not yet confirmed by the destination.
PreSubmitted	active	Simulated order accepted; election criteria not yet met.
Submitted	active	Accepted and working at the destination.
Filled	terminal	Completely filled.
Cancelled	terminal	Cancellation confirmed; a StageOrder cell shows the same word.
ApiCancelled	terminal	Cancelled via the API before TWS acknowledged the order; a StageOrder cell collapses it to Cancelled.
Inactive	transient	Received but not currently active (e.g. rejected, or held at the destination). Not treated as final by StreamXLS; excluded from OPENLISTCSV.
Unknown	sentinel	StreamXLS's parse sentinel for an unrecognized status string — not a TWS status.

A StageOrder cell publishes its own states before any TWS status arrives: Sending (the staging request is in flight), Staged (the request reached TWS without error; the order waits there for you to transmit it), and Cancelled (the terminal-cancel spelling described above). Reopening a workbook disarms a StageOrder cell rather than re-staging it: the cell shows a Disarmed: message and stages nothing. If the TWS order on the cell's order id stops carrying the identity tag StreamXLS stamped at staging (for example, the Order Ref field was edited in TWS), the cell shows an Order identity unverifiable: message and stops tracking that order id; check the order in TWS or track it with the orders topics.

8. Position, list, and option-definition fields

Position fields

=RTD("tws.rtd", , "position", "{accounts}", "{contract}", "{field}") (the field is named, never inferred; {accounts} may be blank for all accounts). Across multiple matched accounts, values aggregate (sizes and P&L sum; average cost is weighted by absolute size; contract-metadata fields return the matched contract when the spec resolves to a single contract ID, and fail loud with the same Ambiguous position error naming the matched contract IDs when it resolves to more than one). A partial contract spec matters: in the aggregate (blank / * / CSV-accounts) form it aggregates across every contract it matches, whereas a single-account request does not aggregate — it must resolve to exactly one position. A partial spec that matches several contracts in that account is ambiguous and fails loud (an Ambiguous position error naming the matched contract IDs) rather than returning an arbitrary one; the error clears on its own once the ambiguity resolves. Pin a single contract with enough contract detail, or conid=, for an unambiguous single-contract read.

Field	Aliases	Description
POSITION	QTY, QUANTITY, SHARES, SIZE	Position quantity (shares/contracts); sums across accounts.
AVERAGECOST	AVGCOST, COST	Average cost per share/contract (size-weighted across accounts).
MARKETVALUE	VALUE	Market value (sums across accounts).
DAILYPNL	DPNL	Daily P&L (sums across accounts).
REALIZEDPNL	RPNL	Realized P&L (sums across accounts).
UNREALIZEDPNL	UPNL	Unrealized P&L (sums across accounts).
CONID	CONTRACTID	Contract ID.
SYMBOL	SYM	Underlying symbol.
SECTYPE	SEC, SECURITYTYPE	Security type.
STRIKE	—	Option strike.
RIGHT	PUTCALL	Option right (C/P).
EXPIRY	EXP, EXPIRATION, LASTTRADEDATEORCONTRACTMONTH	Expiration date.
EXCHANGE	EXCH	Exchange.
PRIMARYEXCH	PRIM, PRIMARY, PRIMARYEXCHANGE, PRIMEXCH	Primary exchange.
LOCALSYMBOL	LOC, LOCAL	Exchange-specific local symbol.
TRADINGCLASS	CLASS, TC	Trading class.
CURRENCY	CUR	Currency.
MULTIPLIER	MULT	Contract multiplier.

Positions-list fields

=RTD("tws.rtd", , "positions", "{accounts}", "{field}") returns a list across positions.

Field	Description
SYMBOLSCSV	Semicolon-delimited list of position contract specs.
CONIDCSV	Semicolon-delimited list of position contract IDs; a position that lacks a conid contributes the literal sentinel token Missing ConID (appended to the CSV, or standing alone as the whole value when no position has a conid).

Orders-list fields

=RTD("tws.rtd", , "orders", "{accounts}", "{field}") returns a list of order permIds.

An account-filtered list contains only the orders TWS attributes to one of the named accounts. An order submitted to an advisor group rather than a single account (the "All" account, for instance) carries no account attribution on the wire, so it appears in the unfiltered list (blank or *) and in no account-filtered one — the same reason ACCOUNT reads #N/A for it and FAGROUP names the group instead (section 5).

Field	Description
LISTCSV	All orders, including filled/cancelled.
OPENLISTCSV	Active orders only (terminal statuses and Inactive excluded).

Option-definition fields

Requested like market data — an underlying contract plus a field name, e.g. =RTD("tws.rtd", , "AAPL", "OPTIONSTRIKESCSV"). Given an underlying contract, these enumerate its option chain.

These fields aggregate every trading class TWS lists for the underlying — weeklies alongside monthlies (SPX with SPXW) — and they cannot be narrowed to one class. tc= does not narrow them: the TWS chain request takes no trading class at all. Neither can the sheet: the returned dates and strikes carry no class marker, so nothing in the CSV says which class listed a given expiry or strike, and STRIKESTEP is the minimum increment across the whole aggregate — it can be finer than any single class uses. Treat all three as an answer about the underlying, and name the exact contract you want on the market-data formula that quotes it.

Exchange behaves differently from class. For a stock or index underlying the answer spans every exchange TWS reports. For a FUT or FOP underlying the chain request carries the spec's exch= when one is set — and SMART is not a futures routing exchange, so a futures underlying normally needs an explicit exch=. A spec that names the contract with localsymbol and no exch= sends no exchange at all, so that chain spans every exchange TWS reports.

tc= is not inert on these fields; it just cannot shorten the chain. When the underlying is named by symbol, the class is still sent while TWS resolves that symbol, so it can decide whether the cell resolves at all: a class that matches nothing fails the cell loud instead of returning a chain, and deleting a tc= that was disambiguating a dual-listed symbol gives Ambiguous underlying. Keep the tc= you need to name the underlying. When the underlying is named by conid=, the class is dropped entirely: it can neither narrow the chain nor fail the cell, and two cells differing only by tc= share one request.

Field	Description
OPTIONEXPIRATIONSCSV	CSV of expiration dates that have listed options.
OPTIONSTRIKESCSV	CSV of strikes that have listed options.
STRIKESTEP	Smallest reported strike increment.

9. Status and metadata fields

Status fields

=RTD("tws.rtd", , "status", "{field}") reports connection state. These re-resolve on every heartbeat, so an already-subscribed cell tracks live changes. That covers the value, not the routing: the connection each status topic reads is chosen once, at first subscription (see Connection arguments).

Most of these fields answer for one connection. Seven do not — ACTIVETOPICCOUNT, MARKETDATATYPE, CONFIGWARNINGS and the four UPDATE_* fields report add-in-wide facts, so they read the same from every connection and a connection argument changes only which connection the cell binds to, never the answer.

Field	Description
ISCONNECTED	1 when the engine is connected to TWS (as far as it can tell), 0 when definitively not.
ACTIVETOPICCOUNT	How many distinct subscriptions the add-in currently holds. Two formulas that resolve to the same subscription — say AAPL and AAPL@SMART for the same field — count once between them, and that subscription leaves the count only when the last formula referring to it is gone. Add-in-wide, not per connection, and counted from subscription rather than from data arriving — so it does not fall when TWS disconnects. Status and metadata cells count themselves, and StageOrder is the one exception to sharing: each StageOrder formula is its own submission and counts separately.
ACCOUNTSCSV	Comma-separated managed account IDs from the connection handshake.
LASTUPDATEUTC	UTC timestamp of the last successful data update.
SERVERHEARTBEATUTC	UTC timestamp of the server's most recent status pass. Excel's heartbeat usually drives it, but engine-side connection events stamp it too, and when the Excel heartbeat is disabled or raised above Excel's floor the server's own cadence takes over — so it measures StreamXLS running, not Excel calling, and never TWS liveness.
SERVERVERSION	This connection's negotiated TWS ServerVersion, or 'Not Connected'.
MARKETDATATYPE	Configured default market-data tier (1–4); distinct from the per-contract market-data field of the same name.
MARKETDATASTATE	Market-data version state: Ok / TooOld / Unknown.
MARKETDATAMESSAGE	Actionable message when the negotiated version is too old; empty otherwise.
ORDERDATASTATE	Order-subsystem data state (see data-state values).
LASTORDERLISTCHANGEUTC	UTC time the order-list membership last changed — across every order the connection's API client sees, regardless of account (an orders-list account filter narrows the rendered CSV, not this timestamp).
LASTORDERUPDATEUTC	UTC time TWS last delivered order information that actually changed something — a poll that re-delivers identical orders does not advance it. Covers any order on the connection regardless of account (not scoped to the accounts in a given orders-list subscription). To tell "nothing happened" apart from "the order feed stopped", pair it with LASTORDERPOLLUTC.
LASTORDERPOLLUTC	UTC time the last complete open-orders response arrived from TWS, whether or not anything changed. Order-feed liveness: it keeps advancing every poll (15s by default) while the feed is healthy and freezes if TWS stops answering, which the change stamps above cannot show.
POSITIONDATASTATE	Position-subsystem data state (see data-state values).
LASTPOSITIONLISTCHANGEUTC	UTC time the position-list membership last changed — a contract entering or leaving the active set, not a size change or a price tick. Connection-wide (never scoped to one cell's account filter), and it advances only while position topics keep position data flowing.
LASTPOSITIONUPDATEUTC	UTC time of the last accepted position callback. Freshness, not change: unlike LASTORDERUPDATEUTC it advances even when the delivered values are identical.
CONFIGWARNINGS	Configuration-validation warnings, joined; empty when the configuration is clean.
CONNECTIONKEY	Which TWS this cell is actually reading, as host:port:clientId. It exists because a status formula carrying no connection argument can bind to a connection you never named — it piggybacks the sole connection when there is exactly one, and otherwise takes the default (see Connection arguments). Binding is per formula, not per sheet, so give this field the same connection argument as the cells you are checking. The client ID tracks automatic rotations; the host and port cannot change under a subscribed cell. If the cell had piggybacked the sole connection and a second connection has since been created, this field reports that instead — the binding is no longer meaningful, and every other status field on that formula reports the same. This is a report, not a connection argument: an automatically assigned client ID is not part of the connection's identity, so pasting the value back into a formula names a different connection. #N/A means the binding could not be determined.
ROTATIONCOUNT	Lifetime automatic client-ID rotations on this connection.
UPDATE_AVAILABLE	'1' when a newer release is available, '0' when an update check has run and found none, and #N/A when this computer has no completed update check on record (or the last one is more than two weeks old) — StreamXLS will not claim you are current on evidence it does not have. Re-checked live; UPDATE_MESSAGE says which case you are in.
UPDATE_CRITICAL	'1' when the available update is critical, '0' when it is not, #N/A on the same no-evidence terms as UPDATE_AVAILABLE.
UPDATE_LATEST_VERSION	Latest available version from the update check; empty when no newer version is known.
UPDATE_MESSAGE	Engine-composed update guidance message: empty when up to date, the update notice when one is available, and an explanation when the update status is unknown.

Data-state values

OrderDataState and PositionDataState take one of: Disconnected, Idle, Requested, Receiving, Ready.

Metadata fields

Addressed by bare name (=RTD("tws.rtd", , "VERSION")). A metadata cell resolves once, when it is first subscribed. The LICENSE_* fields are the one exception: they re-resolve around the initial verification window (the non-blocking first evaluation), so a cell subscribed while entitlement was still verifying repaints once the definitive state lands. LICENSE_* and TWSAPI_* also repaint mid-session, without re-entry, when what they report changes — a trial running out, a subscription lapsing, an activation, or an installed TWS API that turns out to be incompatible when a connection is attempted. That re-verification is deliberately infrequent (about every 6 hours while the license grants data, about every 10 minutes once it does not), so a license changed elsewhere normally reaches the cell at the next check rather than promptly. The installed TWS API itself is inspected once per Excel session, so installing or upgrading it takes effect on the next Excel restart. The build and UPDATE_* metadata fields resolve once at subscription and do not re-resolve. For a live-tracking view of update availability, use the UPDATE_* status fields above, which re-resolve every heartbeat.

Field	Description
VERSION	Deployed product SemVer.
BUILD_TIME	UTC build timestamp of the deployed DLL.
SERVER_PATH	Filesystem location of the deployed DLL.
CONFIGURATION	Build configuration (Debug/Release).
ASSEMBLY_NAME	Executing assembly simple name.
LICENSE_STATE	License entitlement state.
LICENSE_MESSAGE	License status message.
LICENSE_DAYS_REMAINING	Trial days remaining; empty when not on trial, #N/A while a trial is running but its expiry date could not be read.
TWSAPI_STATE	TWS-API binding state.
TWSAPI_MESSAGE	TWS-API binding message (actionable guidance).
TWSAPI_VERSION	Detected TWS-API version.
UPDATE_AVAILABLE	Update-available flag ('0'/'1'), or #N/A when no completed update check is on record for this computer. Resolved once at subscription.
UPDATE_CRITICAL	Update-critical flag ('0'/'1'), #N/A on the same terms.
UPDATE_LATEST_VERSION	Latest available version from the update check; empty when no newer version is known.
UPDATE_MESSAGE	Update guidance message from the update check, or an explanation when the update status is unknown.

10. Account value keys

(authored — the key set is a pass-through.) =RTD("tws.rtd", , "account", "{account}", "{key}") returns any account value TWS delivers for the account; keys are case-insensitive and ignore spaces and underscores (other punctuation is significant), and are not a fixed list. Common keys:

Key	Description
NETLIQUIDATION	Total account net liquidation value.
TOTALCASHVALUE	Total cash value.
BUYINGPOWER	Buying power.
AVAILABLEFUNDS	Funds available for trading.
EXCESSLIQUIDITY	Excess liquidity.
GROSSPOSITIONVALUE	Gross position value.
EQUITYWITHLOANVALUE	Equity with loan value.
INITMARGINREQ	Initial margin requirement.
MAINTMARGINREQ	Maintenance margin requirement.

Engine-computed additions: OPENPOSITIONCOUNT (count of positions with a non-zero size or market value), DAILYPNL, REALIZEDPNL, and UNREALIZEDPNL (from the P&L feed).

A key this account does not report. Because the key set is not a fixed list, StreamXLS cannot check the spelling when you write the formula — it asks TWS instead, and answers once TWS has answered. When TWS has finished sending an account's values, and has reported other keys for that account, a key that received nothing is named in the cell: RTD error: Account key 'NETLIQUIDATOIN' was not reported. TWS finished sending this account's values without reporting it — check the spelling; TWS also does not report every key for every account type. See streamxls.com/docs-reference. Until then the cell reads #N/A: a key whose values have simply not arrived yet is never flagged. Two different causes produce this message and, from outside TWS, they are indistinguishable — a misspelled key, and a real key (including one listed on this page) that TWS does not report for this account type. Either way the cell will not fill while that remains true, and the message clears itself when it stops being true: a later delivery replaces it with the value — or with #N/A, where the only data that arrived is under the key's …ByCurrency counterpart rather than the spelling your formula used. Never flagged: cur=BASE cells (see below), and OPENPOSITIONCOUNT, DAILYPNL, REALIZEDPNL and UNREALIZEDPNL asked for without a currency, which come from other feeds rather than from the account download. Like other formula-fix messages this text appears even under TWS_RTD_ERROR_DISPLAY=NA.

Per-currency values. Append a currency code as a trailing argument to request the per-currency breakdown (e.g. account, key, then EUR). Per-currency values require the TWS setting Global Config > API > Settings > 'Use "$LEDGER-" prefix for per-currency keys.' to be enabled; while it is disabled, affected cells fail loud with: #LEDGER-DISABLED — enable TWS Global Config > API > Settings > 'Use "$LEDGER-" prefix for per-currency keys.'. While the setting is disabled the sentinel also poisons the affected bare (non-currency-suffixed) dual-class keys — the aggregates TWS delivers in both an account-level and a per-currency category (CashBalance, AccruedCash, RealizedPnL, UnrealizedPnL, StockMarketValue, and the other dual-class values). Without the prefix the engine cannot tell an account-level aggregate from a currency row, so those bare aggregates are ambiguous and fail loud too. Bare non-dual-class keys (e.g. NetLiquidation) are unaffected.

Keys TWS reports only per currency. With the prefix setting enabled, TWS reports a set of keys only inside the per-currency ledger and publishes no account-wide value for them — AccountOrGroup (which AccountName maps to), Currency, RealCurrency, ExchangeRate, CashBalance, TotalCashBalance, NetLiquidationByCurrency, StockMarketValue, OptionMarketValue, FxCashBalance, and the other per-currency balances. Asked for with a currency, such a key returns that currency's row (or #N/A if the account holds nothing in it). Asked for without one, what you get depends on the account:

• One currency for that key — the value. With a single currency there is nothing to aggregate, so that currency's figure is the account's. A currency sitting at exactly zero does not count as a second one (it adds nothing at any exchange rate), so an account that has zeroed out its other currencies keeps showing the value.
• Several currencies, one identical value in each — that value. Keys like AccountOrGroup are a property of the account rather than a balance in a currency, so TWS repeats them verbatim in every currency row and the answer is unambiguous. Only non-numeric values qualify: several currencies agreeing on a number is not evidence (three rows of 5 does not make the account's figure 5), so a numeric key takes the message below.
• Currency and RealCurrency, several currencies that disagree — the account's currency codes as text, comma-separated and ascending with no spaces, e.g. EUR,USD (TEXTSPLIT-able). These two keys report a currency identity rather than an amount held in one, so where a single-currency account answers with that one ledger's code, a multi-currency account answers with the set — asking you to pick one would send you round a loop. Two caveats. A currency whose balance has gone to zero still has a ledger, so it is still listed here even though the money keys above have stopped counting it; and StreamXLS publishes the list only when TWS's own ledger confirms it (every currency's row names that currency, and the key is present in every one of the account's currency ledgers). When it does not, the cell falls back to the message below rather than show a list that might be short or wrong.
• Several currencies with different values (any other key) — an actionable message naming the currencies that are available and asking you to add one, e.g. RTD error: CASHBALANCE is reported per currency on this account; specify one to get its value — available: EUR, USD (e.g. "cur=EUR"). StreamXLS never adds balances across currencies — a cross-currency total needs an exchange rate TWS did not send, so inventing one would put a fabricated number in your cell. Like other formula-fix messages, this text appears even under TWS_RTD_ERROR_DISPLAY=NA. The message re-renders as the currency set changes, and becomes a value if the account ends up with one currency for that key.
• Not resolvable yet — #N/A. These cells stay #N/A until TWS signals that it has finished sending the account, because mid-download a multi-currency account is indistinguishable from a single-currency one and showing one currency's figure as the account's would be worse than showing nothing. The same applies again after a reconnection or a TWS connectivity blip until the account has been re-sent.

All of the above describes a connection with the $LEDGER- setting enabled, which is the only regime in which the engine can tell a per-currency row from an account-level one. With the setting disabled these keys arrive indistinguishable from account level, so they take the disabled-state rules in the previous paragraph instead (the sentinel for the dual-class ones; #N/A for a bare key whose rows collide under two or more currency tags). Enable it and reconnect.

The demo workbook enumerates the full TWS-delivered account key set — open it from the Start menu (StreamXLS demo workbook); a copy ships in this repository at ../examples/StreamXLS.xlsm.

11. Configuration keys

Configuration is read from environment variables, then a config file (%LOCALAPPDATA%\StreamXLS\config.json), then code defaults — environment wins. A malformed (non-numeric) value warns and falls back to the default. An out-of-range integer is clamped to the nearest in-range bound (with a warning), not dropped to the default — except where the minimum encodes a disabled mode (e.g. a below-minimum positions stale-timeout) and for the discrete selectors (market-data tier, port), which warn and fall back to the default rather than clamp toward an unintended mode. All such warnings appear in the CONFIGWARNINGS status field.

Most of these are also editable — with their valid range and default in view — from the StreamXLS Control Panel Settings dialog, which writes the same config file. For the setting-name mapping and the rules that decide whether the Control Panel value or an environment variable wins, see Advanced: environment variables.

Key	Type	Default	Description
TWS_RTD_MARKET_DATA_TYPE	1–4	4	Market-data tier to request (1 real-time, 2 frozen, 3 delayed, 4 delayed-frozen); delayed-frozen falls back gracefully without subscriptions.
TWS_RTD_ERROR_DISPLAY	MESSAGE / NA	MESSAGE	How TWS errors surface in cells (see error-display effect).
TWS_RTD_PRESERVE_ON_DISCONNECT	bool	false	false = fail loud (account/order/position/PnL values go #N/A on disconnect); true keeps last-known values. Market data is out of scope.
TWS_RTD_DELAYED_ANNOTATION	bool	false	When true, delayed-tier numeric values render as the text 150.25 (delayed) instead of a bare number. Excel then ranks that text above any number, so =IF(A1>100,…) is silently TRUE and SUM/MAX/AVERAGE/COUNTIF skip the cell, while + arithmetic fails loud with #VALUE!; strip the suffix to recover the value with =VALUE(SUBSTITUTE(A1," (delayed)","")). Annotation is presentation only. For a plain flag, read the ISDELAYED field instead.
TWS_RTD_HOST	host	127.0.0.1	Default TWS host when a formula names none.
TWS_RTD_PORT	1–65535	7496	Default TWS port when a formula names none (7496 = live TWS).
TWS_RTD_CLIENT_ID	int	auto	Fixed API client ID; unset auto-generates a unique ID per process.
TWS_RTD_LOG_FILE	path	(none)	Log-file path (supports env-var expansion); unset disables file logging.
TWS_RTD_LOG_LEVEL	enum	Info	Log verbosity threshold: None (or Off), Error, Warn (or Warning), Info, Debug, Trace, Verbose; an unrecognized value falls back to Info with a warning.
TWS_RTD_LOG_RETENTION_DAYS	-1–365	5	Days to retain rotated logs; -1 disables cleanup.
TWS_RTD_THROTTLE_MS	0–10000	500	Minimum interval between position-refresh requests (ms).
TWS_RTD_ORDER_REFRESH_SECONDS	5–300	15	Order-polling interval (seconds).
TWS_RTD_HEARTBEAT_INTERVAL_MS	≥15000 or -1	(Excel default)	Overrides Excel's RTD heartbeat interval; -1 disables. Setting -1, or any value above 15000, also starts a server-owned background cadence, so a heartbeat you moved out of the way is not the only thing that can re-arm a dropped update.
TWS_RTD_POSITION_REQUEST_TIMEOUT_MS	0–120000	8000	Positions watchdog: re-issue reqPositions when a snapshot stalls this long (0 disables, which also disables the reconnect-escalation below — it counts these re-requests).
TWS_RTD_POSITION_REQUEST_MAX_RETRIES	-1–20	-1	Max watchdog re-requests per stuck episode; -1 = unlimited.
TWS_RTD_POSITION_STALE_TIMEOUT_MS	0–600000	30000	Flip individual/aggregate position values to #N/A after this long stuck (0 disables; negatives rejected). Independent of the request timeout.
TWS_RTD_POSITION_RECONNECT_AFTER_RETRIES	0–100	4	Force a full reconnect after this many futile re-requests (0 disables); inert when the request timeout is 0, since nothing counts the re-requests.
TWS_RTD_MD_LIVENESS_PROBE_MS	0–600000	20000	Market-data liveness probe: how long a reqCurrentTime round trip may go unanswered on a socket reporting connected before that window counts as a miss. It also spaces the probes (one per window), and the probe runs only while market-data subscriptions exist. 0 disables it; a negative value is rejected (warns, falls back to the default) rather than clamped into the disabled mode.
TWS_RTD_MD_LIVENESS_MISSES	0–20	2	How many consecutive unanswered probes force a full reconnect — the recovery path out of a wedged-but-alive TWS socket, where ISCONNECTED reads 1 while quotes silently freeze at pre-wedge prices. Any reply — and any other inbound callback — resets the count, so neither a slow TWS nor a busy one triggers it; only a socket that delivers nothing at all does. 0 disables the probe, 1 is raised to the design minimum of 2, and a negative value is rejected (warns, falls back to the default).
TWS_RTD_UPDATE_NOTIFY_MIN_MS	0–60000	0	Minimum interval between UpdateNotify attempts (0 = no throttle).
TWS_RTD_UPDATE_NOTIFY_PENDING_STALE_MS	500–60000	1000	Window after which pending topics are considered stale. Smaller values are accepted but raised to 500 at runtime.
STREAMXLS_TWSAPI_PATH	path	(auto)	Override the TWS-API client location (directory or DLL); resolver reads env then config file.
STREAMXLS_CONFIG_FILE	path	%LOCALAPPDATA%\StreamXLS\config.json	Location of the optional config file; read from the environment only.

Retired configuration keys

These keys are recognized only to warn that they no longer have any effect:

• TWS_RTD_ACCOUNT_VALUES_NA_ON_DISCONNECT and TWS_RTD_PNL_VALUES_NA_ON_DISCONNECT — retired; use TWS_RTD_PRESERVE_ON_DISCONNECT instead.

Connection arguments

A topic can name its TWS connection inline with these arguments (otherwise the default host/port are used). Defaults: host 127.0.0.1, port 7496.

status topics are the exception. A status topic carrying no connection argument piggybacks the sole connection when StreamXLS has exactly one; with two or more, or with none created yet, it takes the default instead (creating it if absent). The count is of connections created — every formula except the bare-name metadata fields creates one, a connection whose TWS never answers still counts, and none is removed before the session ends.

The piggyback holds only while one connection is all there is. If a second connection is ever created, a status cell that piggybacked stops answering and says so — #AMBIGUOUS-CONNECTION, naming the host:port it had been reading — rather than keep reporting one connection out of several without saying which. It does not move to another connection, and re-entering the formula does not restore it: with two or more connections an argument-less status formula takes the default. Name the connection in every formula, status topics included. A cell that took the default keeps answering; so do ACTIVETOPICCOUNT, MARKETDATATYPE, CONFIGWARNINGS and the four UPDATE_* fields, whose answers never came from a connection. The CONNECTIONKEY status field reports the connection a status topic actually bound to, so the choice can be read rather than inferred.

Argument	Meaning
paper	Paper-trading TWS (port 7497).
gw	IB Gateway, live (port 4001).
gwpaper	IB Gateway, paper (port 4002).
host={host}	Explicit host.
port={port}	Explicit port.
clientid={id}	Explicit API client ID.
{host}:{port}	Host and port in colon form.

Error-display effect

TWS_RTD_ERROR_DISPLAY selects how errors render: MESSAGE (default) shows the error text; NA shows Excel #N/A. It affects only market-data error displays (every site that renders a market-data error honors the switch); license text and #N/A placeholders are unaffected.

12. Cell error vocabulary

Errors surface in a cell as text prefixed RTD error: (with a trailing space). For market-data subscription errors only, TWS_RTD_ERROR_DISPLAY=NA renders them as Excel #N/A instead (see section 11); the rest of the messages below are always text. A cell also shows Excel #N/A (COM error 2042) when data is unavailable or has been failed loud. Delayed values, when annotation is on, render as '150.25 (delayed)'. Notable messages:

Constant	Message
ERROR_PREFIX	RTD error:
ERROR_MAX_TICKERS	Max tickers reached: TWS's market-data subscription limit is full. Reduce the number of market-data cells for this to stream.
ERROR_CONTRACT_REQUIRED	Contract description is required for 'position' topics. Use 'positions' (plural) for position lists.
ERROR_ACCOUNT_CODE_REQUIRED	Account number is required for account topics.
ERROR_ACCOUNT_VALUE_KEY_REQUIRED	Account value key is required.
ERROR_MARKET_DATA_FIELD_REQUIRED	Market data field is required (e.g., LAST, BID, ASK). Every formula names its field. See streamxls.com/docs-reference for supported fields.
ERROR_ORDER_FIELD_REQUIRED	Order field is required (e.g., STATUS, FILLED, AVGFILLPRICE). Every formula names its field. See streamxls.com/docs-reference for supported order fields.
ERROR_POSITION_FIELD_REQUIRED	Position field is required (e.g., POSITION, MARKETVALUE, UNREALIZEDPNL). Every formula names its field. See streamxls.com/docs-reference for supported position fields.
ERROR_STATUS_FIELD_REQUIRED	Status field is required.
ERROR_METADATA_FIELD_REQUIRED	Metadata field is required.
ERROR_POSITIONS_FIELD_REQUIRED	Positions field is required (e.g., SymbolsCsv, ConIdCsv).
ERROR_POSITIONS_FIELD_INVALID	Positions field is invalid. Expected SymbolsCsv or ConIdCsv.
ERROR_INVALID_ACCOUNT_CODE	Invalid account number
ERROR_FORMULA_CORRUPTED	Formula corrupted; please re-enter.

Three further fail-loud cell values are composed at the moment they are needed rather than fixed strings, so they are described here instead of tabled above. The account per-currency misconfiguration sentinel (see section 10). The extra-argument message, which opens Unexpected extra argument and then names the argument, the field the formula did resolve to, and the remedy: a status field answers for the connection as a whole and a metadata field for the whole add-in, so neither takes an account, a contract, or a second field — name one field per cell (see Resolution order). And #AMBIGUOUS-CONNECTION, which a status cell carrying no connection argument publishes once it can no longer say which connection it means — it had piggybacked the sole connection, and a second connection has since been created. The text names the host:port it had been reading and the remedy: add a connection argument. See Connection arguments.