Glossary
A shared vocabulary for Interactive Brokers, TWS, Gateway, market data, order handling, backtesting, portfolio metrics, and Python workflows.
IBKR
Interactive Brokers account, contract, routing, and API concepts.
7 terms
TWS
Trader Workstation terms for desktop API development and manual review.
5 terms
Gateway
IB Gateway terms for lighter, longer-running API sessions.
3 terms
Market data
Live, delayed, historical, and permissioned data terms.
8 terms
Orders
Order types, identifiers, controls, and safety vocabulary.
8 terms
Backtesting
Research validation terms and common sources of overstatement.
7 terms
Portfolio metrics
Return, risk, exposure, and performance measurement terms.
8 terms
Python
Python environment, data, async, and reproducibility terms.
8 terms
Results
The duration of each historical data bucket, such as 1 minute, 5 minutes, 1 hour, or 1 day.
Related: historical bars, resampling, time zone
Time-bucketed historical data records such as one-minute or daily bars, often containing open, high, low, close, and volume fields.
Related: bar size, whatToShow, regular trading hours
An account permission that determines whether a session can receive real-time or certain historical data for an instrument or exchange.
Related: delayed data, snapshot, historical bars
IBKR request-rate constraints that limit how quickly certain market data, historical data, or scanner requests may be submitted.
Related: historical bars, rate limit, retry
A filter for market data or orders that limits behavior to a venue's regular session rather than extended-hours periods.
Related: historical bars, outside RTH
A one-time market data request that returns the current available values instead of keeping an ongoing streaming subscription open.
Related: streaming market data, market data subscription
A live subscription where updates are pushed to the API client as values change, subject to permissions and pacing constraints.
Related: snapshot data, pacing, tick
An IBKR historical data request parameter that selects the data series, such as trades, midpoint, bid, ask, or adjusted last when supported.
Related: historical bars, market data subscription
This content is for educational and technical research purposes only. It is not financial advice, investment advice, trading advice, tax advice, or legal advice. Backtests and examples may contain errors or omissions. Past performance does not guarantee future results. Always test code in a safe environment before using it with real accounts or live trading systems.
Interactive Brokers, IBKR, Trader Workstation, and IB Gateway are trademarks or registered trademarks of their respective owners. InQuantWeTrust is independent and is not affiliated with, endorsed by, or sponsored by Interactive Brokers.
