开云体育

Is there a way to automate retrieving margin report?
Like the following example,?https://www.interactivebrokers.co.uk/images/common/Statements/marginreportportfoliomargin.html

I had a ticket open with IB on this topic and the answer was no. I am also very interested if anyone found a solution.

I wonder if it is now possible.?

Does not reqAccountSummary satisfy your requirements??

No, it doesn't.? I think reqAccountSummary only shows the margin status for the account,? but what I want to see if the margin requirement of every ticker.? Please let me know if I am not correct. Thank you.

On Sat, Dec 23, 2023 at 02:16 PM, @jiamin wrote:

I want to see the margin requirement of every ticker

If you submit a fully liquidating order for each position, you will see the margin impact of each position.

There is no API request that generates a "Margin Report", but then I am not so sure that such a report would be terribly helpful since your client would have to analyze the report to make the data actionable. TWS API does however, give you access to all kinds of margin info on a transactional basis that your trading logic can base order decisions on.

As bespalex already mentioned, reqAccountSummary? gives you a global margin view. Both, as a snapshot when you make the request as well as on an ongoing basis when margin changes. There are well more than 100 different values you might receive, among them (at least) these margin related ones:

• (Totals) FullInitMarginReq, FullMaintMarginReq, InitMarginReq, LookAheadInitMarginReq, LookAheadMaintMarginReq, MaintMarginReq, NLVAndMarginInReview, PostExpirationMargin, RegTMargin
• Plus subtotals for commodities (suffix -C)

• Plus subtotals for equities (suffix -S)

When your application places orders, callbacks report their possible impact in case they execute with ~10 margin, equity, and loan related values. Your application could remember those and verify them against reqAccountSummary updates once those orders execute.

You can use the feature (just like the "Check Margin" in TWS) at any point to check the possible margin impact of an order before you place it. Or, as krkeane pointed out, you can submit fully liquidating "what if" orders for the positions you are interested in to see the margin impact of those positions.

And finally, there are warnings and errors your application may receive, such as:

• Error 201 --> Order rejected - reason:YOUR ORDER IS NOT ACCEPTED. IN ORDER TO OBTAIN THE DESIRED POSITION YOUR NET LIQ [XXXXXX USD] MUST EXCEED THE MARGIN REQ [YYYYYY USD]
• Warning 2148 --> Based upon a review of your positions and qualifying equity, your account is not projected to be in compliance? with the daily increase in margin requirements from intraday to overnight levels. Note that accounts which? report a margin deficiency when overnight requirements go into effect are subject to forced liquidation of? positions to ensure margin compliance. To avoid this action, please review your "Look Ahead" account balances? within the TWS Account Window and take the steps necessary to reduce margin exposure.? Account: XXXXXXXX
• Warning 2148 --> ALERT: Your account, while currently margin compliant, maintains qualifying equity (i.e., Equity with Loan? Value) at a level only 10% above that which is required.? Please note that we do not issue margin calls and? should this cushion erode and your account no longer remain margin compliant, it will be subject to forced? position liquidations. To ensure continued compliance, please consider depositing additional funds to increase? equity and/or closing or hedging positions to lessen margin exposure. Further note that funds in transit or? subject to a credit hold are not considered when liquidating positions.? Account: XXXXXXXX
• Warning 2148 --> URGENT: Please note that the qualifying equity within your account (i.e., Equity with Loan Value) is? insufficient to satisfy the margin requirement and, to restore margin compliance, liquidation of positions may? commence without further notice.? Account: XXXXXXXX

I am sure I missed something, but I hope this helps.
闯ü谤驳别苍

Thank you so much @闯ü谤驳别苍 for the detailed reply/

I have indeed tried using whatif order but this is not enough for me. Sometimes for one symbol??(say MSFT or /es)?I have uneven number of options contracts, for example 1000 shares,? -3 puts,? -4 calls and another -2 puts on another expiration date.? TWS doesn't allow closing all of them in one order and thus I cannot see the margin impact of that symbol.? ?Using whatif order to close one position is possible but the margin impact of closing that position is also not what I want.?

What margin report gives me is the margin impact of all positions related to one symbol.? Here is an example

I'd love to know if I can automate it's delivery and/or I can get this information elsewhere (through flex query for example, but I doubt it)