---
title: "StreamXLS — Reference"
description: "StreamXLS Reference — the complete Excel =RTD() formula grammar and field catalog for Interactive Brokers TWS and IB Gateway: contract syntax, market-data ticks, account, position, and order fields."
canonical: https://streamxls.com/docs-reference
updated: 2026-08-15
source: markdown mirror of the HTML page at the canonical URL, generated at build time by gen-md.py — do not edit
order_staging: "StreamXLS cannot send or trigger live orders. Staged orders do not transmit to the market unless a user clicks in TWS to submit."
---

# Reference — The complete formula grammar.

> **Orders — what StreamXLS cannot do:** StreamXLS cannot send or trigger live orders. Staged orders do not transmit to the market unless a user clicks in TWS to submit.

Every StreamXLS value is a native Excel `=RTD()` formula against ProgID `Tws.Rtd`, addressed by a uniform topic-string tuple. One grammar covers six topic families: market data, accounts, positions, orders, order staging, and connection status. This page is the full catalog — contract syntax, every field name, and the return conventions. Topic and field names are case-insensitive throughout. For the machine-generated exhaustive reference (every field, key, and status value, produced from the engine itself), see the [complete reference on GitHub](https://github.com/StreamXLS/streamxls/blob/main/docs/reference.md).

## The grammar — One formula, six families

The shape is always the same:

```excel
=RTD("Tws.Rtd",, <topic…>, <field>)
```

The first argument is the ProgID `Tws.Rtd`. The **second argument is ignored** — it is Excel’s “Server” parameter, and StreamXLS reads none of it. All connection and contract information lives in the third argument onward. Leave the second argument empty (`, ,`).

> **Common mistake:** putting a value in the second argument — that is reserved by Excel and not passed to StreamXLS. Note the extra comma:
>
> - **Wrong:** `=RTD("Tws.Rtd", "127.0.0.1:7497", "AAPL", "BID")`
> - **Right:** `=RTD("Tws.Rtd",, "127.0.0.1:7497", "AAPL", "BID")`

### The six topic families

There are six families. Two of them come in *singular / list* pairs — `position`/`positions` and `order`/`orders` — so you will see eight topic words in total, but they group into six families. A bare contract (no leading topic word) selects market data.

| Topic family | Grammar | Example formula | Result in the cell |
|---|---|---|---|
| [Status](https://streamxls.com/docs-reference#status) | `status, <field>` | `=RTD("Tws.Rtd",, "status", "IsConnected")` | `1` |
| [Market data](https://streamxls.com/docs-reference#market-data) | `<contract>, <field>` | `=RTD("Tws.Rtd",, "AAPL", "LAST")` | `187.42` |
| [Accounts](https://streamxls.com/docs-reference#accounts) | `account, <acct>, <field>` | `=RTD("Tws.Rtd",, "account", "U1234567", "NetLiquidation")` | `1,284,902` |
| [Positions](https://streamxls.com/docs-reference#positions) | `position, <acct>, <contract>, <field>` | `=RTD("Tws.Rtd",, "position", "U1234567", "AAPL", "UnrealizedPnL")` | `10,824.00` |
| [Order monitoring](https://streamxls.com/docs-reference#orders) | `orders, <accts>, <listfield>` | `=RTD("Tws.Rtd",, "orders", "*", "OpenListCsv")` | `822,823` |
| [Order staging](https://streamxls.com/docs-reference#stageorder) | `StageOrder, <key=value>, …` | `=RTD("Tws.Rtd",, "StageOrder", "sym=AAPL", "side=BUY", "shares=100", "type=LMT", "limit=150.05", "exch=SMART")` | `Staged` |

> Each row links to its section below.

**Return-value convention.** A field returns a number (or text) when its value is known to be current. When it is not — TWS disconnected or unresponsive — time-sensitive fields return `#N/A` rather than a stale value. A visible gap is safer than a silently frozen price.

## Connections & ports — Point a formula at a session

With no connection tokens, StreamXLS connects to `127.0.0.1:7496` (TWS live). Add connection tokens anywhere in the topic arguments (order does not matter) to target a different host, port, or client ID.

| Token | Format | Default |
|---|---|---|
| Host | `host=<ip-or-hostname>` | `127.0.0.1` |
| Port | `port=<number>` | `7496` |
| Client ID | `clientid=<number>` | auto-generated |

### Port aliases

| Alias | Port | Session |
|---|---|---|
| `paper` | 7497 | TWS paper trading |
| `gw` | 4001 | IB Gateway live |
| `gwpaper` | 4002 | IB Gateway paper |

> TWS live is `7496`; TWS paper `7497`; IB Gateway live `4001`; IB Gateway paper `4002`.

### Compact form

Instead of separate `host=`/`port=`/`clientid=` tokens, use one `host:port` or `host:port:clientid` string.

```excel
=RTD("Tws.Rtd",, "host=192.168.1.100", "port=4001", "clientid=5", "AAPL", "BID")
=RTD("Tws.Rtd",, "192.168.1.100:4001:5", "AAPL", "BID")
=RTD("Tws.Rtd",, "paper", "AAPL", "BID")            ' 127.0.0.1:7497
```

### Multiple simultaneous connections

Each distinct `host:port:clientid` is a separate connection. A single workbook can watch a live and a paper session at once — put a different connection token in each cell:

```excel
=RTD("Tws.Rtd",, "port=7496", "AAPL", "BID")       ' Live TWS
=RTD("Tws.Rtd",, "port=7497", "AAPL", "BID")       ' Paper TWS
=RTD("Tws.Rtd",, "gw",        "AAPL", "BID")       ' Gateway live
```

The client ID can be pinned with the `TWS_RTD_CLIENT_ID` environment variable, which supplies the ID for any connection whose formula does not name one; a `clientid=` token in the formula wins over it. See [Configuration → Environment variables](https://streamxls.com/docs-config#env-vars).

## Contract specification — Four ways to name an instrument

### 1 · Simple symbol (stocks)

A bare symbol assumes `SecType=STK`, `Exchange=SMART`, `Currency=USD`.

```excel
=RTD("Tws.Rtd",, "AAPL", "BID")
```

### 2 · Key=value (recommended for complex securities)

```excel
=RTD("Tws.Rtd",, "sym=SPY", "sec=OPT", "strike=680", "right=C", "exp=20251219", "BID")
```

| Key | Aliases | Meaning |
|---|---|---|
| `sym` | `symbol` | Underlying symbol |
| `sec` | `sectype`, `securitytype` | Security type (STK, OPT, FUT, CASH, BAG, …) |
| `exch` | `exchange` | Exchange |
| `prim` | `primexch`, `primary`, `primaryexchange` | Primary exchange |
| `cur` | `curr`, `currency` | Currency |
| `exp` | `expiry`, `expiration`, `lasttradedate` | Expiration (YYYYMMDD options, YYYYMM futures) |
| `strike` | `strikeprice` | Option strike |
| `right` | `putcall`, `optiontype` | Option right (C or P) |
| `mult` | `multiplier` | Contract multiplier |
| `loc` | `localsymbol`, `local` | Exchange-specific local symbol |
| `tc` | `tradingclass`, `class` | Trading class |
| `conid` | `contractid` | TWS Contract ID |

### 3 · Compact notation

Use `@` for the exchange and `/` as a delimiter, omitting trailing segments you don’t need. Format: `SYMBOL@EXCH/PRIMEXCH/SECTYPE/EXP/RIGHT/STRIKE/CURRENCY`.

```excel
=RTD("Tws.Rtd",, "AAPL@NASDAQ/STK/USD", "BID")
=RTD("Tws.Rtd",, "ES@CME/FUT/202503/USD", "LAST")
=RTD("Tws.Rtd",, "EUR.USD/CASH", "BID")
```

### 4 · ConID (most precise)

The TWS Contract ID identifies a contract unambiguously — useful for options with similar strikes. Find it in TWS via right-click → Financial Instrument Info → Description.

```excel
=RTD("Tws.Rtd",, "conid=265598", "BID")            ' AAPL
```

> **Case, and one instrument per formula.** Contract values are case-insensitive on every notation — `sym=spy`, `spy@arca/stk` and `spy` ask for the same contract as their upper-case spellings. The two exceptions are `loc=` and `tc=`, which are case-significant on TWS and pass through exactly as typed. A `key=value` argument overrides the same field written in compact form, so a column can change one part without rewriting the spec — except the symbol: a bare ticker that contradicts a `sym=` or stands beside a `conid=` names a *second* instrument, and fails loud rather than picking one.

### Worked examples

| Instrument | Contract arguments |
|---|---|
| SPY option (call) | `"sym=SPY","sec=OPT","strike=680","right=C","exp=20251219"` |
| ES future | `"sym=ES","sec=FUT","exch=CME","exp=202503"` |
| MES micro future | `"sym=MES","sec=FUT","exch=CME","exp=202503"` |
| EUR/USD forex | `"sym=EUR","sec=CASH","exch=IDEALPRO","cur=USD"` |
| Specific future by local symbol | `"loc=ESH5","sec=FUT","exch=CME"` |

## Market data — Ticks, derived prices, and greeks

Market-data formulas take a contract followed by a field: `=RTD("Tws.Rtd",, "<contract>", "<field>")`. These are the fields nearly every workbook uses.

### Common price & size fields

| Field | Meaning | Field | Meaning |
|---|---|---|---|
| `BID` | Best bid price | `BIDSIZE` | Size at best bid |
| `ASK` | Best ask price | `ASKSIZE` | Size at best ask |
| `LAST` | Last trade price | `LASTSIZE` | Last trade size |
| `OPEN` | Session open | `VOLUME` | Total volume |
| `HIGH` | Session high | `AVGVOLUME` | Average daily volume |
| `LOW` | Session low | `LASTTIME` | Last-trade timestamp, as Unix epoch seconds in text |
| `CLOSE` | Previous close | `HALTED` | Halt indicator (0 = not halted) |

### Derived price fields

Two fields are computed by StreamXLS so a formula always has a reasonable price regardless of market hours or subscription:

| Field | Precedence |
|---|---|
| `MarketPrice` | Mid `(BID+ASK)/2` when both present → else `LAST` → else `CLOSE`; blank until any source is available |
| `LastOrClose` | `LAST` if available → else `CLOSE` |

`Last` never falls through to a different tick field.

### Delayed-data indicators

`TWS_RTD_MARKET_DATA_TYPE` (default `4`) is a *ceiling* request, not a description of your data: within one session TWS serves real-time to the symbols your subscriptions entitle and 15–20-minute-delayed data to the rest, *per contract*, and reports the served tier per contract. So “type 4 is set” never means every cell is delayed. Two per-contract fields read the served tier back, so a delayed price can’t silently pass for live:

| Field | Meaning |
|---|---|
| `MarketDataType` | The tier TWS is **actually serving** this contract: `1` REALTIME · `2` FROZEN · `3` DELAYED · `4` DELAYED_FROZEN. `#N/A` until TWS reports it. Distinct from the [status-family `MarketDataType`](https://streamxls.com/docs-reference#status), which is the configured default you requested — the ceiling, not what any one contract got. |
| `IsDelayed` | `1` when the served tier is delayed (`3` or `4`), `0` when real-time or frozen real-time (`1` or `2`), `#N/A` before TWS reports the tier. Sugar over `MarketDataType` — the simplest field to drive conditional formatting off. |

> **Check `IsDelayed` per symbol** rather than assuming from the requested type. To instead turn every delayed price into visibly-marked text — at the cost of making the cell text — see [`TWS_RTD_DELAYED_ANNOTATION`](https://streamxls.com/docs-config#delayed-annotation).

### Option greeks

For an option contract, greeks and model values are exposed per computation source. Field names compose as `<Source><Measure>`, where the source is `Bid`, `Ask`, `Last`, or `Model` and the measure is one of the eight below — e.g. `ModelDelta`, `BidImpliedVol`, `LastOptPrice`:

| Measure | Meaning |
|---|---|
| `ImpliedVol` | Implied volatility |
| `Delta` | Option delta |
| `Gamma` | Option gamma |
| `Theta` | Option theta |
| `Vega` | Option vega |
| `OptPrice` | Model option price |
| `UndPrice` | Underlying price used in the computation |
| `PvDividend` | Present value of dividends |

```excel
=RTD("Tws.Rtd",, "sym=SPY", "sec=OPT", "strike=680", "right=C", "exp=20251219", "ModelDelta")
```

### Option-chain enumeration

Query an underlying to discover its option chain:

| Field | Returns |
|---|---|
| `OptionExpirationsCSV` | Comma-separated expiration dates with options on the underlying |
| `OptionStrikesCSV` | Comma-separated strike prices with options on the underlying |
| `StrikeStep` | Minimum reported strike-price increment |

### Full tick catalog

Every tick type StreamXLS maps, by field name. Core price/size ticks arrive for any tradeable security; the rest are requested per security type. When delayed data is active, the delayed tick IDs (66–76, 88, 90) feed the same base field names above — you keep using `BID`, `LAST`, etc.

| RTD field | Tick ID | Description |
|---|---|---|
| `BIDSIZE` | 0 | Size at best bid |
| `BID` | 1 | Best bid price |
| `ASK` | 2 | Best ask price |
| `ASKSIZE` | 3 | Size at best ask |
| `LAST` | 4 | Last trade price |
| `LASTSIZE` | 5 | Last trade size |
| `HIGH` | 6 | Session high |
| `LOW` | 7 | Session low |
| `VOLUME` | 8 | Total volume |
| `CLOSE` | 9 | Previous session close |
| `OPEN` | 14 | Session open |
| `WEEK13LO` / `WEEK13HI` | 15 / 16 | 13-week low / high |
| `WEEK26LO` / `WEEK26HI` | 17 / 18 | 26-week low / high |
| `WEEK52LO` / `WEEK52HI` | 19 / 20 | 52-week low / high |
| `AVGVOLUME` | 21 | Average daily volume |
| `OPTIONHISTORICALVOL` | 23 | Option historical volatility |
| `OPTIONIMPLIEDVOL` | 24 | Option implied volatility |
| `CALLOPTIONOPENINTEREST` | 27 | Call option open interest |
| `PUTOPTIONOPENINTEREST` | 28 | Put option open interest |
| `CALLOPTIONVOLUME` | 29 | Call option volume |
| `PUTOPTIONVOLUME` | 30 | Put option volume |
| `INDEXFUTUREPREMIUM` | 31 | Index-future premium |
| `BIDEXCH` | 32 | Exchange(s) posting best bid |
| `ASKEXCH` | 33 | Exchange(s) posting best ask |
| `AUCTIONVOLUME` | 34 | Auction volume |
| `AUCTIONPRICE` | 35 | Auction price |
| `AUCTIONIMBALANCE` | 36 | Auction imbalance |
| `PLPRICE` | 37 | P&L mark price |
| `LASTTIME` | 45 | Timestamp of last trade (in Unix epoch seconds) |
| `SHORTABLE` | 46 | Shortability indicator (>2.5 = easy) |
| `HALTED` | 49 | Trading-halt indicator |
| `TRADECOUNT` | 54 | Trade count |
| `TRADERATE` | 55 | Trades per minute |
| `VOLUMERATE` | 56 | Volume per minute |
| `LASTRTHTRADE` | 57 | Last regular-hours trade |
| `RTHISTORICALVOL` | 58 | Real-time historical volatility |
| `IBDIVIDENDS` | 59 | Dividend info |
| `BONDMULTIPLIER` | 60 | Bond factor multiplier |
| `REGULATORYIMBALANCE` | 61 | Regulatory imbalance |
| `SHORTTERMVOLUME3MIN` | 63 | 3-minute volume |
| `SHORTTERMVOLUME5MIN` | 64 | 5-minute volume |
| `SHORTTERMVOLUME10MIN` | 65 | 10-minute volume |
| `CREDITMANMARKPRICE` | 78 | Credit mark price |
| `CREDITMANSLOWMARKPRICE` | 79 | Slow credit mark price |
| `LASTEXCH` | 84 | Exchange of last trade |
| `FUTURESOPENINTEREST` | 86 | Futures open interest |
| `AVGOPTVOLUME` | 87 | Average option volume (STK) |
| `SHORTABLESHARES` | 89 | Shares available to short |
| `ETFNAVLAST` | 96 | ETF NAV last |
| `ETFFROZENNAVLAST` | 97 | Frozen ETF NAV last |
| `ETFNAVHIGH` | 98 | ETF NAV high |
| `ETFNAVLOW` | 99 | ETF NAV low |
| `ESTIMATEDIPOMIDPOINT` | 101 | Estimated IPO midpoint |
| `FINALIPOLAST` | 102 | Final IPO price |

## Accounts — Account values

Read any IBKR account-summary value with `=RTD("Tws.Rtd",, "account", "<acct>", "<field>")`. Numeric values return as numbers. Append a currency filter (`"cur=USD"`) to pull a per-currency variant instead of the generic figure.

```excel
=RTD("Tws.Rtd",, "account", "U1234567", "NetLiquidation")
=RTD("Tws.Rtd",, "account", "U1234567", "AvailableFunds", "cur=USD")
=RTD("Tws.Rtd",, "account", "U1234567", "OpenPositionCount")
```

**Fields are pass-through.** Any IBKR account-summary tag resolves — case-insensitive and separator-tolerant (`"Net Liquidation"` matches `NetLiquidation`). Around 136 tags are delivered; the demo workbook’s **Account worksheet** is the canonical enumeration. Rather than list all of them, here are the common anchors:

| Field | Field | Field |
|---|---|---|
| `NetLiquidation` | `AvailableFunds` | `BuyingPower` |
| `TotalCashValue` | `ExcessLiquidity` | `MaintMarginReq` |
| `GrossPositionValue` | `EquityWithLoanValue` | `OpenPositionCount` |

`OpenPositionCount` is computed per-account from non-zero positions and updates live. For the full field list open [the demo workbook](https://streamxls.com/StreamXLS.xlsm) and read its Account worksheet. For clean resolution of aggregates vs. per-currency values, enable TWS’s “$LEDGER-” prefix API setting — see [Get Started → TWS / Gateway setup](https://streamxls.com/docs#tws-setup).

**A key TWS never reports is named in the cell.** Because the keys are a pass-through, StreamXLS cannot check a spelling when you write the formula — it asks TWS. The cell reads `#N/A` while values are still arriving; once TWS has finished sending that account and reported other keys, a key that received nothing says so: `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.` The same message covers a real key TWS simply does not report for this account type, and it clears itself the moment a later delivery fills the cell.

## Positions — A single position, or the whole list

### Single / aggregate position

`=RTD("Tws.Rtd",, "position", "<acct>", "<contract>", "<field>")`. The account argument accepts one code, a comma-separated list, or `*` / blank for all accounts — matched positions aggregate (shares and market values sum; average cost is position-weighted).

```excel
=RTD("Tws.Rtd",, "position", "U1234567", "AAPL", "UnrealizedPnL")
=RTD("Tws.Rtd",, "position", "*", "AAPL@SMART", "MarketValue")
```

| Value fields | Contract-metadata fields |
|---|---|
| `Position` (shares) | `ConID`, `Symbol`, `SecType` |
| `AverageCost` (per share) | `Strike`, `Right`, `Expiry` |
| `MarketValue` | `Exchange`, `PrimaryExch` |
| `DailyPNL` | `LocalSymbol`, `TradingClass` |
| `RealizedPNL` / `UnrealizedPNL` | `Currency`, `Multiplier` |

### Positions list

`=RTD("Tws.Rtd",, "positions", "<accts>", "<field>")` enumerates the active positions across the accounts (every position where size ≠ 0 or market value ≠ 0).

| Field | Returns |
|---|---|
| `SymbolsCsv` | Semicolon-delimited position identifiers (bare symbol for stocks; compact slash notation for options/futures) |
| `ConIdCsv` | Semicolon-delimited ConIDs for the same positions |

Spill the list across cells with `TEXTSPLIT` (Excel 365). The list delimiter is a semicolon:

```excel
=TEXTSPLIT(RTD("Tws.Rtd", , "positions", , "SymbolsCsv"), ";")           ' across columns
=TEXTSPLIT(RTD("Tws.Rtd", , "positions", , "SymbolsCsv"), , ";")         ' down rows
=IFERROR(TEXTSPLIT(RTD("Tws.Rtd", , "positions", , "SymbolsCsv"), ";"), "")  ' first-load guard
```

**Initial-load guard.** The server withholds the first `SymbolsCsv`/`ConIdCsv` until the initial positions snapshot completes, so wrap the spill in `IFERROR` to avoid a transient error on first load. To detect when the set changes, pair `SymbolsCsv` with the status field [`LastPositionListChangeUtc`](https://streamxls.com/docs-reference#status).

## Orders — Monitoring orders

### Orders list

`=RTD("Tws.Rtd",, "orders", "<accts>", "<field>")` returns a comma-separated list of PermIDs, filtered by account (`*` / blank = all).

| Field | Returns |
|---|---|
| `ListCsv` | All orders the server has seen, including filled / cancelled / completed |
| `OpenListCsv` | Active orders only — excludes Filled, Cancelled, Inactive, ApiCancelled |

### Single-order fields

`=RTD("Tws.Rtd",, "order", "<permID>", "<field>")`. Orders are addressed by **PermID** (the permanent, cross-client order ID that the orders lists return) — not the transient client-side order ID. Individual order fields always show last-known values regardless of order status.

| Identity & status | Sizing & price | Contract & routing |
|---|---|---|
| `PERMID`, `PARENTID` | `QUANTITY` | `SYMBOL`, `CONID`, `SECTYPE` |
| `Status` | `FILLED`, `REMAINING` | `EXCHANGE`, `CURRENCY` |
| `SIDE` (`ACTION`) | `LMTPRICE`, `STOPPRICE` | `EXPIRY`, `STRIKE`, `RIGHT` |
| `ORDERTYPE` (`TYPE`) | `AVGFILLPRICE` | `ACCOUNT`, `SUBMITTER` |
| `ORDERREF` | `TRAILSTOPPRICE` | `TIF`, `GOODAFTERTIME` |
| `FirstSeenUtc` | `TRAILINGPERCENT` | `GOODTILLDATE`, `OUTSIDERTH` |
| `LastUpdateUtc` | `HIDDEN`, `DISPLAYSIZE` | `ALGOSTRATEGY`, `ALGOPARAMS` |
| `WHYHELD` | `ALLOWPREOPEN` | `LOCALSYMBOL`, `TRADINGCLASS` |
| `WARNINGTEXT` | `MINQTY`, `PERCENTOFFSET` | `MULTIPLIER`, `PRIMARYEXCHANGE` |
| `REJECTREASON` | `DISCRETIONARYAMT`, `CASHQTY` | `ACTIVESTARTTIME`, `ACTIVESTOPTIME` |
| `COMPLETEDTIME`, `COMPLETEDSTATUS` | `LMTPRICEOFFSET` |  |

| Group | Fields |
|---|---|
| Booleans | `BLOCKORDER`, `SWEEPTOFILL`, `ALLORNONE`, `NOTHELD`, `SOLICITED`, `WHATIF`, `INCLUDEOVERNIGHT` |
| Commission & fees | `COMMISSIONANDFEES`, `MINCOMMISSIONANDFEES`, `MAXCOMMISSIONANDFEES`, `COMMISSIONANDFEESCURRENCY`, `MARGINCURRENCY` — from TWS whatIf/openOrder data |
| Margin impact | `INITMARGINBEFORE`, `INITMARGINCHANGE`, `INITMARGINAFTER`, `MAINTMARGINBEFORE`, `MAINTMARGINCHANGE`, `MAINTMARGINAFTER`, `EQUITYWITHLOANBEFORE`, `EQUITYWITHLOANCHANGE`, `EQUITYWITHLOANAFTER` — from TWS whatIf/openOrder data |

**Closed field set.** Order fields are a closed vocabulary: an unknown or misspelled field errors loudly in the cell at formula entry (e.g. `Unknown order field 'FOO'…`) rather than silently showing `#N/A`. The tables above are the more common fields; the [generated reference on GitHub](https://github.com/StreamXLS/streamxls/blob/main/docs/reference.md) lists the complete set, along with the TWS order properties that are deliberately not offered and why. (Need a field not offered? Contact support.)

**`ORDERREF`** returns your bare `tag`/ClientTag for an engine-staged order — the engine strips its own `|SXLS:<token>` suffix, so a tagless engine order reads `#N/A`, not blank. Orders entered in TWS or by other clients return their Order Ref verbatim. (The TWS-visible composed format is described under [Staging orders](https://streamxls.com/docs-reference#stageorder).)

### Order-status glossary

| Status | Meaning |
|---|---|
| `PendingSubmit` | Transmitted but not yet confirmed |
| `PendingCancel` | Cancel request sent, awaiting confirmation |
| `PreSubmitted` | Simulated order accepted, awaiting election |
| `Submitted` | Order accepted by the system |
| `Filled` | Completely filled |
| `Cancelled` | Cancelled (confirmed) |
| `ApiCancelled` | Cancelled via API before acknowledgment |
| `Inactive` | Rejected or cancelled |

## Staging orders — StageOrder

`StageOrder` populates an order ticket in TWS as a side-effect of subscribing — entering the formula is what stages it. It takes `key=value` tokens in any order and returns a status string. (Note that *staging* does not create a live order; you must still click *submit* in TWS for the order to transmit to the market.)

```excel
=RTD("Tws.Rtd",, "StageOrder", "sym=AAPL", "side=BUY", "shares=100",
     "type=LMT", "limit=150.05", "exch=SMART", "tag=SampleOrder#1")
```

### Required keys

| Key | Aliases | Notes |
|---|---|---|
| `sym` | `symbol` | Symbol |
| `side` | `action` | `BUY` or `SELL` |
| `shares` | `quantity`, `qty`, `size` | Integer quantity |
| `type` |  | `MKT`, `LMT`, `STP`, `STP LMT`, `TRAIL`, `TRAIL LIMIT`, … (other IB order types as supported) |
| `limit` |  | Required when `type=LMT` or `type=STP LMT` |

> Type-dependent requirements, all checked by StreamXLS *before* anything is staged: `STP`/`STP LMT` require `stop`; `TRAIL` and `TRAIL LIMIT` each require exactly one of `stop` (the trailing amount) or `trailingpercent`; `stop`/`trailingpercent` on a type that cannot use them is rejected. `TRAIL LIMIT` adds two more requirements: `trailstop` (the initial trailing trigger price) and exactly one of `limit` or `limitoffset`.

### Common optional keys

| Key | Sets |
|---|---|
| `exch` | Exchange (defaults to `SMART`) |
| `account` | IB account code |
| `fagroup` | FA group |
| `algo` / `algostrategy` | Algo strategy name |
| `algoparams` | Algo params, encoded `tag=value\|tag=value\|…`. Requires `algo=` — the parameters attach to a strategy, so without one the whole list would be dropped at staging. The pipe is the only separator |
| `tag` / `nonce` / `seq` | Client tag for your tracking. Composed into the TWS-visible Order Ref ahead of the engine’s unique tracking token: `<your tag>\|SXLS:<token>` — your tag reads first; a tagless order carries only the `SXLS:<token>`. (The StreamXLS [`ORDERREF` field](https://streamxls.com/docs-reference#orders) strips the SXLS token and returns only your tag.) |
| `park` / `parked` / `saved` | `TRUE`/`FALSE` (default `FALSE`). `park=true` stages the order as a ticket visible only in your own TWS (released by clicking its **Transmit** button in TWS). The default StageOrder ticket is visible in every TWS instance (released by clicking **Submit** in TWS). |

### Order attribute keys (validated)

| Key | Aliases | Value / validation |
|---|---|---|
| `tif` |  | One of `DAY`, `GTC`, `IOC`, `FOK`, `OPG`, `GTD` (default `DAY`). `GTD` requires `goodtilldate` |
| `goodtilldate` | `gtd` | Real date/time `YYYYMMDD [HH:MM:SS [TZ]]`; requires `tif=GTD` |
| `goodaftertime` | `gat` | Real date/time `YYYYMMDD [HH:MM:SS [TZ]]`; any tif |
| `outsiderth` |  | `TRUE`/`FALSE` — allow fills outside regular trading hours |
| `stop` | `aux`, `stopprice` | Decimal > 0. Required for `STP`/`STP LMT`; the trailing amount for `TRAIL` and `TRAIL LIMIT`, each of which requires exactly one of `stop` or `trailingpercent`; only valid on stop/trail types |
| `trailingpercent` |  | Decimal > 0 and ≤ 100; only valid on `TRAIL`/`TRAIL LIMIT`. The alternative to `stop` on *both* trailing types — each requires exactly one of the two |
| `trailstop` | `trailstopprice` | Initial trailing *trigger* price, decimal > 0; only valid on `TRAIL`/`TRAIL LIMIT`. Required for `TRAIL LIMIT`; optional for `TRAIL` |
| `limitoffset` | `lmtoffset` | Distance from the trailing trigger to the limit price; `TRAIL LIMIT` only. Any finite decimal — zero and negative offsets are accepted and passed through, their meaning defined by TWS. Mutually exclusive with `limit` |
| `hidden` |  | `TRUE`/`FALSE` — hidden order |
| `display` | `displaysize` | Integer > 0 — iceberg display size |
| `allornone` | `aon` | `TRUE`/`FALSE` |
| `minqty` |  | Integer > 0 — minimum fill quantity |
| `ocagroup` + `ocatype` |  | Required **together**. `ocagroup` = your OCA group name; `ocatype` = `1` (cancel remaining with block), `2` (reduce remaining with block), or `3` (reduce remaining without block) |

> Every key is validated before anything is staged; an invalid value or an unrecognized key errors loudly and no order is created. Supplying two synonyms of the same key (e.g. `stop=` and `aux=`) is rejected rather than silently picking one. Whether an attribute applies to a given order type/exchange (`hidden`, `display`, `minqty`) is enforced by TWS. Any TWS error is returned to Excel as the value of the StageOrder formula.

### Return values

| Value | Meaning |
|---|---|
| `Sending` | Order ticket delivering to TWS. |
| `Staged` | Order ticket delivered to TWS, awaiting your action there. |
| `PreSubmitted` / `Submitted` / `Filled` / `Inactive` | After you send the order from TWS, the StageOrder subscription follows TWS’s own status reports. |
| `Cancelled` | The staged order was discarded, or the submitted order was cancelled. |
| `SendOrder Error: …` / `Error nnn: …` | Validation / connection / TWS order error |

How the staged order presents in TWS is chosen per formula with the optional `park` key.

- **Default:** the order appears in TWS order lists as a deactivated (“PreSubmitted”) order with a **Submit** button. PreSubmitted orders are visible to other TWS instances viewing the same account, and survive a TWS restart.
- **`park=true`** (synonyms `parked=`, `saved=`): populates a local order ticket, which appears only in *your* TWS order list with a **Transmit** button. Other TWS instances on the account don’t see it, and it does not appear in the API’s [Orders](https://streamxls.com/docs-reference#orders) list. (TWS assigns a permanent id only if it is transmitted.)

Either way the order can never reach the market without a human click in TWS. Once you act on the order there, the cell tracks TWS’s reports — including recovery from a failed release attempt (e.g., a missing account allocation): fix and transmit in TWS and the cell updates to the working status.

> **Deduplication.** Excel deduplicates RTD topics with identical parameters, so entering the exact same order description twice in a row places only one order. To describe a second order that would otherwise look identical, add a unique `tag`/`nonce` (e.g. `nonce=2`) so Excel creates a distinct subscription.

> **A StageOrder cell is a trigger, not an order tracker.** Staging happens the moment a formula is *freshly entered* — typed, edited, or written by a macro. Three consequences follow, all deliberate:
>
> - **Editing a staged formula stages a *second* order.** Excel keys a formula by its exact arguments, so changing any token — fixing a price, a size, a typo — is a new subscription: StreamXLS stages a new order and leaves the previous one staged in TWS. (You now have two.)
> - **Deleting the formula does not cancel the order.** After `Staged`, removing the cell only stops it from tracking — the ticket stays in TWS. Change or cancel it where it lives, in TWS.
> - **Reopening a saved workbook does not re-stage.** StreamXLS recognizes the reopen and disarms each StageOrder formula with the value `Disarmed: workbook reopen does not re-stage orders`. To re-stage a disarmed StageOrder, re-enter the formula (F2, Enter). A TWS reconnect does not re-stage either.

To watch and manage live orders, use the [Orders](https://streamxls.com/docs-reference#orders) topics.

## Status fields — Connection & data-freshness status

`=RTD("Tws.Rtd",, "status", "<field>")`. Most status fields are **per-connection**, so **name the connection in every status formula** — a connection token (`paper`/live, or `host=`/`port=`) alongside the field. A formula that names none piggybacks the sole connection while there is exactly one; once a second connection exists that binding no longer means anything, and the per-connection fields read `#AMBIGUOUS-CONNECTION` and the remedy rather than answer for a connection you never named. `ConnectionKey` reports the connection a cell actually bound to.

Name exactly *one* field, too: an extra argument after the field fails loud — `Unexpected extra argument '…' for a 'status' topic. Name exactly one status field.`

| Field | Meaning |
|---|---|
| `IsConnected` | Link with TWS: `1` when connected, `0` otherwise |
| `ConnectionKey` | Which TWS *this cell* is actually reading, as `host:port:clientId` — a report, not a token to paste back into a formula. `#N/A` when the binding cannot be determined |
| `RotationCount` | Lifetime automatic client-ID rotations on this connection |
| `ActiveTopicCount` | Number of subscribed topics |
| `LastUpdateUtc` | Timestamp of the last successful update (Excel UTC datetime) |
| `ServerHeartbeatUtc` | Timestamp of the server’s most recent status pass — it measures StreamXLS running, not Excel calling, and never TWS liveness |
| `AccountsCSV` | Comma-separated managed account IDs from the connection handshake |
| `MarketDataType` | Configured default type — the ceiling you requested: 1 REALTIME · 2 FROZEN · 3 DELAYED · 4 DELAYED_FROZEN. (Per-contract, the [market-data field `MarketDataType`](https://streamxls.com/docs-reference#market-data) reports what TWS is *actually serving* that contract, which can differ.) |
| `ServerVersion` | This connection’s negotiated TWS ServerVersion (int), or `Not Connected` |
| `MarketDataState` | `Ok` (≥206) / `TooOld` (1–205) / `Unknown` (0) |
| `MarketDataMessage` | Actionable “update your TWS API” text when `TooOld`, else empty |
| `OrderDataState` | Disconnected / Idle / Requested / Receiving / Ready |
| `LastOrderListChangeUtc` | Updates when the order-list membership changes for subscribed accounts |
| `LastOrderUpdateUtc` | Advances whenever TWS delivers order information that actually *changed* something you could read in a cell — a poll that re-delivers identical orders does not move it |
| `LastOrderPollUtc` | When the last complete open-orders response arrived, changed or not — order-feed liveness (every 15s by default). Pair it with the stamp above to tell “nothing happened” from “the feed stopped” |
| `PositionDataState` | Disconnected / Idle / Requested / Receiving / Ready |
| `LastPositionListChangeUtc` | Updates when the open-symbol list membership changes |
| `LastPositionUpdateUtc` | Updates on every position data callback |
| `ConfigWarnings` | `TWS_RTD_*` configuration-validation warnings; empty when clean (see [Configuration](https://streamxls.com/docs-config#env-vars)) |

## Metadata & license — Build, license, and TWS-API fields

Metadata fields take no topic word — just the field: `=RTD("Tws.Rtd",, "<field>")`. They resolve in every license state, so a workbook can surface build and license status without special handling.

### Build

| Field | Returns |
|---|---|
| `VERSION` | Product version, SemVer (e.g. `1.0.0`) |
| `BUILD_TIME` | When the DLL was compiled (UTC) |
| `SERVER_PATH` | Full path to the loaded `StreamXLS.dll` |
| `CONFIGURATION` | Build configuration (Debug / Release) |
| `ASSEMBLY_NAME` | Assembly name (StreamXLS) |

### License

| Field | Returns |
|---|---|
| `LICENSE_STATE` | Developer / Trial / Paid / Expired / Unknown |
| `LICENSE_MESSAGE` | Human-readable status (trial days, reconnect heads-up, or purchase pointer) |
| `LICENSE_DAYS_REMAINING` | Whole days left in the trial (empty when not in a trial). `#N/A` when a trial is running but its end date could not be read — never a guessed `0` |

### TWS-API binding

| Field | Returns |
|---|---|
| `TWSAPI_STATE` | State of the runtime binding to IBKR’s `CSharpAPI.dll` |
| `TWSAPI_MESSAGE` | Actionable guidance when the TWS API is absent / too old / incompatible |
| `TWSAPI_VERSION` | Detected TWS API version (empty if not detected) |

### Update breadcrumb

| Field | Returns |
|---|---|
| `UPDATE_AVAILABLE` | `1` when a newer release is available, `0` when a check has run and found none, `#N/A` when this computer has no completed update check on record — or the last one is more than two weeks old |
| `UPDATE_CRITICAL` | `1` when that update is critical, `0` when it is not, `#N/A` on the same no-evidence terms |
| `UPDATE_LATEST_VERSION` | Latest known version (empty when none) |
| `UPDATE_MESSAGE` | Human-readable update notice: empty when up to date, the notice when an update is available, and an explanation when the update status is unknown |

The `UPDATE_*` fields read a local breadcrumb left by the daily update check; the engine makes no network call. StreamXLS will not claim you are current on evidence it does not have: with no completed check on record — or one older than two weeks — the two flag fields read `#N/A` and `UPDATE_MESSAGE` says which case you are in. A real available update always reads `1`. Each field comes in two forms: as a metadata field (shown above) it resolves once when the cell connects, and the same four names are also available as *live* status fields — `=RTD("Tws.Rtd",,"status","UPDATE_CRITICAL")` — which re-check on every heartbeat, so a critical-update notice can reach a cell mid-session without re-entering the formula. For how the 30-day trial auto-starts and how to activate a license key, see [Get Started → Your trial & license](https://streamxls.com/docs#trial-license).

[← Get Started](https://streamxls.com/docs) [Configuration →](https://streamxls.com/docs-config) [How it works](https://streamxls.com/how-it-works)

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*StreamXLS is not affiliated with, endorsed by, or sponsored by Interactive Brokers. Trader Workstation, the TWS API, and Excel are products of their respective owners; their use is governed by their respective licenses. StreamXLS does not provide investment advice or recommendations.*

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