old excel basket

old excel basket
You can use Excel to create a basket file which you can easily open as a basket order in TWS.
Create a basket file with Excel
1. Open a blank Excel worksheet.
2. Create the orders you want to include in your basket, one per line. Enter a parameter in each successive cell. You must follow the guidelines below for creating an Excel basket file:
3. - You must allow one cell for each REQUIRED field regardless of whether the field requires a value. Include one value, when required or when appropriate for the instrument type, for each field described in the table below.
  - Here is an example of a two-line Excel-formatted basket order. The first line shows a Day market order for stock XYZ routed to Smart (if you'd used LMT as the order type instead of MKT, you'd have been required to enter a limit price in cell "G," and the remaining required fields would have been pushed one cell to the right). The second line is to sell 2 Aug06 XYZ 20 call options. Note that the required fields are different for different instrument types, and fall in different cells.
- - List field values in the order in which they appear in the table below. Here is an example of a two-line basket order for a stock market order and an options limit order.

Table 1 - Required Basket File Fields (in order)
Field	Data Type	Possible Values or Example	Req. Field?	Req. Value?
action	constant	BUY or SELL	Yes	Yes
quantity	integer	e.g. 100	Yes	Yes
underlying symbol	string	e.g. XYZ	Yes	Yes
security type	constant	stk, opt, war, fop, fut	Yes	Yes
expiry	date/time	YYYYMM e.g. 200610 (for Oct. 2006 expiry)	For futures and options.	Yes
strike	number	e.g. 42.5 or 37.0	For options.	Yes
put-or-call	character	P or C	For options.	Yes
exchange	string	Any valid destination, e.g. Smart, or NYSE or PHLX or VWAP. NOTE: To clarify any ambiguity for Smart routed contracts, include the primary exchange along with Smart for the destination, for example: Smart/NYSE.	Yes	Yes
order type	constant	LMT or MKT or REL, STP STPLMT TRAIL or VWAP (a VWAP order type must also have a destination value of VWAP and the price field must be left blank). For at the open orders, including MOO and LOO, you must enter MKT (for MOO) or LMT (for LOO) and use the OPG value as the time in force.	Yes	Yes
limit price	number	e.g. 96.47 or 85 1/2 (fraction or decimal value) Leave blank for a VWAP	For Limit, Relative and Stop Limit orders only.	Yes
aux. price	number	e.g. .15, 1/8 (fraction or decimal value)	For Relative, Stop and Stop Limit orders only.	Yes. Value may be 0.
percent offset	number	Any decimal value between 0 and 1, e.g. .05	Relative orders	No
currency	constant	USD, GBP, etc.	Yes	Yes
basket tag	string	Any unique string of alpha or numeric characters used to identify the basket order. This tag appears in the Order Reference field of the Execution report.	Yes	No
time-in-force	constant	day, gtc, gtd, ioc, fok, opg, auc	Yes	Yes
goodTilTime	date/time	YYYYMMDD hh:mm:ss [zzz] where zzz is an optional time zone. If you do not designate a time zone, TWS uses the time zone from which the order originated.	Yes	No
goodAfterTime	date/time	YYYYMMDD hh:mm:ss [zzz] where zzz is an optional time zone. If you do not designate a time zone, TWS uses the time zone from which the order originated.	Yes	No

The fields below are optional in the sense that they are not required for a basic order. However, if you want to use any fields, you must also allow a cell for any preceding fields regardless of whether you enter a value in the fields.

Table 2 - Optional Basket File Fields (in order, continued from Table 1 above)
Field	Data Type	Possible Values or Example	Req. Field?	Required Value?
group	string	existing group name	for Advisors only	No
method	string	PctChange

AvailableEquity
NetLiq
EqualQuantity
PctOfPortfolio

for Advisors only	only if group is specified
percent	percent	number in range 1-100, i.e. 100	for Advisors only	only if method is PctChange
profile	string	existing profile name	for Advisors only	no
account	string	existing account name	for Advisors only	no
account	string	free text	for non-cleared customers only
openClose	string	open, close	for non-cleared customers only	yes
settlingFirm	string	free text	for non-cleared customers only
shortSaleSlot	number	-1 (cust. has shares) -2 (shares are with 3rd party)	for non-cleared customers only
shortSaleLocation	string	MPID of third party	for non-cleared customers only
origin	character	c, f	for non-cleared customers only
auctionStrategy	number	-1 (match) -2 (improvement) -3 (transparent)	only if exchange is BOX
startingPrice	number	i.e. 3.00	only if exchange is BOX	no
stockRefPrice	number	i.e. 25.00	only if exchange is BOX	no
delta	percent	number in range 1-100	only if exchange is BOX	yes
stockRangeLower	number	i.e. 20.00	only if exchange is BOX	no
stockRangeUpper	number	i.e. 30.00	only if exchange is BOX	no
discretionaryAmt	number	i.e. 0.25	yes	no
displaySize	integer	i.e. 100	yes	no
RTHOnly	boolean	true, false	yes	no
blockOrder	boolean	true, false	yes	no
sweepToFill	boolean	true, false	yes	no
hidden	boolean	true, false	yes	no
allOrNone	boolean	true, false	yes	no
minQty	number	integer, i.e. 100	yes	no
orderGroup	string	free text, i.e. group1	yes	no

1. Save the file with a .csv file extension, for example excelBasket.csv. You can save the file to any directory.
You may get several messages when you save, the first saying that the selected file type does not support workbooks with multiple sheets. Click OK at this message. The second tells you your file may contain features not compatible with CSV. Click Yes at this message.
For example, a 2-order basket with the first order a limit order to buy 100 shares of IBM at $91.95 using SMART as the destination, and the second a limit order to sell 1 IBM July05 95.00 call option for $2.00 would look like this:
To transmit this order, open the file from your Basket orders pages.
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