The modifications below are in build 9.65 of the TWS API. Please note that all the enhancements for release 9.65 require the minimum server version 52.

For clarification on any of the items listed, send us an email at Beta Support.
Enhancements
Support for SSHORTX Action

Support for SSHORTX, Short Sale Exempt action, has been added. When this is implemented, you will use SSHORTX the same way you use SSHORT.
SSHORTX allows some orders to be marked as exempt from the new SEC Rule 201, which goes has not yet gone into effect. The API code will also include a code specifying the reason for the exemption.

This enhancement applies to ActiveX, C++, Java and DDE for Excel APIs.
Support for Structured Products in DDE for Excel API

The DDE for Excel API now supports Structured Products.
Clearing Intent Extended Order Attribute Added to DDE for Excel API

A new Extended Order Attribute, Clearing Intent, has been added to the DDE for Excel API to support Post Trade Allocations. This new field, located on the Extended Order Attributes page of the DDE for Excel API spreadsheet Tws.xls, takes any of the following values:

    * IB - You are clearing with IB.
    * AWAY - You are clearing away from IB.You must specifiy the settling firm in the Settling Firm extended order attribute by the end of the day.You may also be required to enter a value for the Clearing Account extended order attribute for more detailed information.
    * PTA - Identifies order as a Post Trade Allocation.

In addition, the column Clearing Intent has been added to Basic Orders page, and the columns Clearing Account and Clearing Intent have been added to the Open Orders page in the DDE for Excel spreadsheeet Tws.xls.
New Method Cancels All Orders

Beginning with this release, there is a new method, reqGlobalCancel( ), which you can use to cancel all open orders. This method takes no parameters.
Requesting Historical Data Older Than One Year

Beginning with this release, clients who generate enough commissions to move their market data limit above 100 tickers can request historical data older than one year.
New Generic Tick Type for Real-time Historical Volatility

Beginning with this release, a new generic tick type is available in the API: Realtime Historical Volatility. This is the historical volatility of an instrument based on real-time prices (as opposed to historical volatility, which uses the previous day's closing prices. The Integer ID Value of the new generic tick type is 411.
Bug Fixes
Multiplier Value in Futures Contracts Now Recognized in DDE for Excel API

When submitting a placeOrder, reqCalcOptPrice, reqMktData, reqMktDepth or a reqContractDetails request for a Futures contracts from the DDE for Excel API spreadsheet Tws.xls, the system now recognizes the mulitplier value. Previously, the multiplier value was sent by the DDE for Excel API for only options and futures options contracts.