快照市場數據

背景

符合一定要求的IBKR客戶可選擇提交單次請求,要求接收某個金融產品的實時報價。該服務被稱為“快照報價”。傳統報價服務會持續更新實時報價,而快照報價不會,這是它與傳統報價服務的不衕之處。對於不經常交易且不希望根據延時報價下單的客戶,快照報價的價格更有競爭力。有關該報價服務的更多信息如下。

 

報價項目

快照報價包括以下數據:        

  • 最后價格
  • 最后交易量
  • 最后交易所
  • 當前買價-賣價
  • 每筆當前買價-賣價的交易量
  • 每筆當前買價-賣價的交易所

 

可用服務

服務 限制 每條報價請求的價格(美元)1
AMEX(B/CTA網絡)   $0.01
ASX Total 不支持ASX24
僅限非專業訂閱用戶
$0.03
Bolsa de Madrid   $0.03
加拿大交易所集團(TSX/TSXV) 僅限非專業訂閱用戶且IB加拿大的客戶除外 $0.03
CBOT實時   $0.03
CME實時   $0.03
COMEX實時   $0.03
Eurex Core 僅限非專業訂閱用戶 $0.03
Euronext基礎版 僅限非專業訂閱用戶

包括Euronext股票、指數、股票衍生品及指數衍生品。
$0.03
德國ETF和指數 僅限非專業訂閱用戶 $0.03
香港(HKFE)衍生品   $0.03
香港證券交易所(股票、權證、債券)   $0.03
約翰內斯堡證券交易所   $0.03
蒙特利爾衍生品 僅限非專業訂閱用戶 $0.03
NASDAQ(C/UTP網絡)   $0.01
Nordic衍生品   $0.03
Nordic股票   $0.03
NYMEX實時   $0.03
NYSE(A/CTA網絡)   $0.01
OPRA(美國期權交易所)   $0.03
上海股票交易所5秒快照(通過HKEx)   $0.03
深圳股票交易所3秒快照(通過HKEx)   $0.03
SIX瑞士交易所 僅限非專業訂閱用戶 $0.03
即期市場德國(Frankfurt/Xetra) 僅限非專業訂閱用戶 $0.03
STOXX指數實時數據 僅限非專業訂閱用戶 $0.03
多倫多證券交易所 僅限IB加拿大的非專業訂閱用戶 $0.03
多倫多證券交易所創業板 僅限IB加拿大的非專業訂閱用戶 $0.03
英國倫惇證券交易所(IOB)股票   $0.03
英國倫惇證券交易所股票   $0.03

 1成本基於單筆快照報價請求,且若基礎貨幣不是美元,則會以與美元等值的基礎貨幣收取。

 

資格要求

  • 賬戶淨資產至少須達到10美元或等值方可使用快照報價服務。
  • 用戶必須運行TWS 976.0或以上版本方可使用快照報價功能。

 

定價詳情

  • 報價釆用后付費模式,通常在提供快照服務次月的第一周收取。賬戶現金或含貸款價值的淨資產如不足以支付月費,則賬戶頭寸將面臨清算。
  • AMEX(B/CTA網絡)、NASDAQ(C/UTP網絡)和NYSE(A/CTA網絡)的月費有上限,如用戶訂閱了快照數據組服務,且當月報價請求的合計成本達到了實時數據服務的價格,則該月剩余時間用戶無需支付額外費用即可使用實時數據服務。在達到快照數據費用門檻后,系統將於美國東部時間下一工作日的18:30左右切換為實時報價。月末,實時報價服務會自動終止,次月快照費用則重新開始累計。每項服務的費用均單獨累計,一項服務的報價請求不得與另一項服務合并來應用上限。詳情請見以下表格。
服務 每條報價請求的價格(美元) 非專業訂閱用戶上限(請求數/總成本)2 專業訂閱用戶上限(請求數/總成本)3
AMEX(B/CTA網絡) $0.01 150/$1.50 2,300/$23.00
NASDAQ(C/UTP網絡) $0.01 150/$1.50 2,500/$25.00
NYSE(A/CTA網絡) $0.01 150/$1.50 4,500/$4,500

 2要求訂閱美國證券快照和期貨價值數據組。
 3要求訂閱美國證券快照數據組。

 

請求快照報價

桌面版交易——標准模式TWS:

如您已能看到延時數據且啟用了快照報價,則您可在“代碼行動”欄下看到“快照”按鈕:

 

點擊“快照”按鈕后會出現報價詳情窗口。一旦系統收到了該產品的NBBO(全國最佳買賣價)報價,報價詳情窗口會即刻生成一個時間戳并顯示NBBO信息:


 

在報價詳情窗口中點擊刷新鏈接會更新NBBO報價。 

舉例:

在上例中,GOOG是一家在納斯達克(C/UTP 網絡)上市的公司。每請求一次報價(一次快照)的費用為0.01美元。

  • 非專業用戶最多可再請求149條GOOG或任意其它在納斯達克(C/UTP 網絡)上市的股票的快照數據,超過149條將切換為實時報價。
  • 專業用戶最多可再請求2449條GOOG或任意其它在納斯達克(C/UTP 網絡)上市的股票的快照數據,超過2449條將切換為實時報價。

您請求快照數據產生的費用不會超過上限。一旦達到上限,該月剩余時間將不會產生新的費用,且您將收到該產品的實時數據。

 

桌面版交易——TWS魔方:

如您已能看到延時數據且啟用了快照報價,選擇監控標簽下的某一行后,“定單輸入”窗口會顯示請求快照數據的選項。

 


 

點擊+快照鏈接后會出現報價詳情窗口。一旦系統收到了該產品的NBBO報價,報價詳情窗口會即刻生成一個時間戳并顯示NBBO信息:

 


 

在報價詳情窗口中點擊刷新鏈接會更新NBBO報價。

客戶端:

如您已能看到延時數據且啟用了快照報價,在買價/賣價下的“定單委托單”窗口內,您將看到快照鏈接:

 

 

點擊快照鏈接后會出現報價詳情窗口。一旦系統收到了該產品的NBBO報價,報價詳情窗口會即刻生成一個時間戳:

 

 

在報價詳情窗口中點擊刷新鏈接會更新NBBO報價。

 

網絡交易——網絡交易者(WebTrader):

如您已能看到延時數據且啟用了快照報價,在“市場”標簽下的“額外數據”欄上您將看到“快照”數據:

 


 

點擊“快照”按鈕后會出現報價詳情窗口。一旦系統收到了該產品的NBBO報價,報價詳情窗口會即刻生成一個時間戳:

 

移動交易——移動IBKR應用:

在報價界面點擊任意產品代碼會擴展報價框。如您已能看到延時數據且啟用了快照報價,您將看到“快照”鏈接:


點擊“快照”鏈接后會出現報價詳情窗口。一旦系統收到了該產品的NBBO(全國最佳買賣價)報價,報價詳情窗口會即刻生成一個時間戳并顯示NBBO信息:

 

 

風險費用計算概述

簡介

IBKR的全球風險管理流程包括每天對客戶的投資組合進行壓力測試,以評估當價格變動超出保證金保障范圍時,投資組合的風險敞口。此類壓力測試旨在識別那些盡管滿足保證金要求,但當IBKR預測的極端情境發生時,損失將超出淨資產的賬戶。為加強客戶對其潛在風險敞口的理解,IBKR實施了每日風險費用,當賬戶報告的日末無保障風險超過一定水平時將收取該費用。

 

當前風險費用概述

目前,風險費用適用於股票、股票波動率、原油和精煉油產品。盈透證券會基於預先設定幅度的市場漲跌模擬所有賬戶的盈虧情境。對於每種預先設定的情境,系統會計算合計損益,然后用這些情境中損失最大的值減去賬戶的淨清算價值,以確定是否存在無保障的損失。如存在,則無保障的部分將被收取每日風險費用。

 

風險費用計算方法變更(自2018年3月19日起實施)

我們將變更當前的風險費用計算方法,以便更全面地考慮更多市場情境,比如納入之前未考慮的不衕產品類型間的相關性。新的計算方法基於蒙特卡羅模擬,該方法會考慮成千上萬種市場情境,然后預測您的投資組合在板塊價格變化時的風險敞口(板塊如個股和石油、天然氣、肉、糖、可可、金屬、外匯和加密貨幣等),接著再根據其它產品的板塊相關性將評估應用於其它產品。

 

管理風險費用

當系統發現某個賬戶需支付風險費用,我們將向客戶發送通知,告知其該費用的情況并給賬戶持有人一周時間,讓其調整頭寸或淨資產;一周后,如仍存在費用,則費用將生效。為幫助客戶盡量避免或減少該費用,IBKR在賬戶管理中向客戶提供每日風險費用計算報告,該報告會列明費用詳情并舉例說明根據目前已有的信息 ,如何調整已有頭寸能減少風險費用。

 

主要風險因素

系統將基於主要風險因素對投資組合進行壓力測試及重評估,這些風險因素由指數或ETF代表,而投資組合中的所有其它產品將根據其與主要風險因素的相關性調整 。

下表總結了每種風險因素、代表指數或ETF,以及我們對每種風險因素進行壓力測試的上限和下限。

風險因素
產品
下限
上限
股票
SPX
-30.00%
20.00%
個股
 
-50%
50%
可可
CHOC
-31.80%
47.40%
棉花
COTN
-50%
50%
加密貨幣
NYXBT
-100%
93.90%
天然氣
UNG
-19.70%
84.90%
工業金屬
DBB
-29.50%
29.30%
COW
-15.00%
21.40%
USO
-18.80%
62.00%
貴金屬
DBP
-28.70%
32.30%
SGG
-34.50%
52.30%
國債
TLT
-19.80%
15.60%
小麥
OD7S
-40.90%
64.70%
大豆 SOYB -22.6% 27.4%
玉米 CORN -23.5% 41.5%

 

外匯風險因素
下限
上限
AUD
-18.10%
18.10%
CAD
-13.70%
13.70%
CHF
-13.90%
13.90%
CNH
-8.20%
8.20%
CNY
-6.70%
6.70%
CZK
-9.50%
9.50%
DKK
-7.90%
7.90%
EUR
-9.90%
9.90%
GBP
-13.00%
13.00%
HKD
-8.00%
8.00%
HUF
-20.50%
20.50%
ILS
-8.80%
8.80%
INR
-12.40%
12.40%
JPY
-16.80%
16.80%
KRW
-18.00%
18.00%
MXN
-16.70%
16.70%
NOK
-12.90%
12.90%
NZD
-14.60%
14.60%
PLN
-31.40%
31.40%
RUB
-27.80%
27.80%
SEK
-13.20%
13.20%
SGD
-6.30%
6.30%
TRY
-40.10%
40.10%
USD
-9.30%
9.30%
ZAR
-19.00%
19.00%

 

有關風險費用計算報告的更多信息,請見知識庫文章3113

 

Exposure Fee Calculations Overview

Introduction

IBKR's global risk management routine includes a daily execution of computations through which each client’s portfolio is stress tested to determine its exposure to a series of prices changes beyond that protected by margin. These stress tests serve to identify accounts that, while margin compliant, project losses which exceed the account’s equity were these scenarios to be realized and which IBKR regards as excessive. In an effort to increase client awareness as to their potential exposure, IBKR has implemented a daily Exposure Fee, that is assessed to any account reporting end of day uncovered risk in excess of specified levels.

 

Current Exposure Fee Overview

The current Exposure Fee calculation is intended to reflect a more comprehensive set of market scenarios in addition to price dependencies among all products types. The calculation is based upon a Monte Carlo simulation which incorporates thousands of market scenarios and projects the exposure of your portfolio assuming sector-based price changes (e.g., individual stock and sectors such as oil, gas, meat, sugar, cocoa, metals, foreign exchange & crypto-currencies), and then applying this evaluation to all other products based upon their respective sector correlation.

 

Managing the Exposure Fee

At the initial point an account is detected as being subject to the Exposure Fee, a communication will be sent out explaining the fee and affording the account holder one week to adjust positions and equity before the Fee, if still applicable, will take effect. To assist with avoidance or mitigation of the Fee, IBKR provides a daily Exposure Fee Calculation report via Account Management which details the Fee and provides examples of hypothetical adjustments to existing positions which, if implemented, are projected to reduce the Fee given information then available.

 

Primary Risk Factors

Each portfolio will be re-valued based upon stressing each primary risk factor, which is represented by a future contract, index or ETF, and all other product(s) in the portfolio will adjusted based upon their correlation associated with that primary risk factor.

Below is a summary of each risk factor, the representing Future Contract, Index or ETF, and the upper and lower range in which we stress each risk factor.

Risk Factors Product Lower Bound Upper Bound
Equity S&P 500 Index (SPX) -30.00% 20.00%
Australia Equity  S&P 500 / ASX 200 Index Australia Index (AP)  -30.00% 20.00%
United Kingdom Equity  FTSE 100 Index (Z)  -30.00% 20.00%
European Equity   Dow Jones Euro STOXX50 Index (ESTX50)  -30.00% 20.00%
Hong Kong Equity   Hang Seng Index (HSI) -30.00% 20.00%
Individual Stocks -50.00% 50.00%
Oil United States Oil Fund (USO) -18.80% 62.00%
CO2 ICE ECX EUA Futures -74.30% 59.50%
Treasury iShares 20+ Year Treasury Bond ETF (TLT) -19.80% 15.60%
Italian Govt Bond Euro-BTP Italian Government Bond -13% 13%
BAX 3 Month Canadian Bankers' Acceptance Futures -0.40% 0.40%
EuroBund Euro Fund (10 Year Bond - GBL) -7.60% 8.60%
JGB Japanese Goverrnment Bonds (JGB) -2.20% 2.20%
Live Cattle Live Cattle (LE) -30.00% 30%
Feeder Cattle Feeder Cattle (GF) -30% 30%
Hogs Lean Hogs Index (HE) -30% 30%
Ind. Metals. NYMEX Cooper Index (HG) -25.30% 22.10%
Prec. Metals SPDR Gold Shars (GLD) -20.70% 34.50%
Silver NYMEX Silver Index (SI) -26.20% 28.80%
Wheat ETFS Wheat (OD7S) -40.90% 64.70%
Corn Teucrium Corn Fund (CORN) -23.50% 41.50%
Soybean Teucrium Soybean Fund (SOYB) -22.60% 27.40%
Cocoa iPath Bloomberg Cocoa Subindex Total Return (NIB) -28.60% 37.40%
Gas United States Natural Gas Fund (UNG) -18.80% 62.00%
Crypto The NYSE bitcoin Index (NYXBT) -100% 93.90%
Sugar iPath Bloomberg Sugar Subindex Total Return (SGGFF) -34.50% 52.30%
Cotton ETFS Cotton (COTN) -50% 50%
Coffee iPath Bloomberg Coffee Subindex Total Return (JJOFF) -30% 50%
Lumber Random Length Lumber (LB) -30% 30%
Milk Milk Class III Index (DA) -15% 15%
Orange Juice FC Orange Juice "A" (OJ) -35% 35%

 

Forex Risk Factor Lower Bound Upper Bound
AUD -18.10% 18.10%
BGN -6.80% 6.80%
BRL -17.00% 17.00%
CAD -13.70% 13.70%
CHF -13.90% 13.90%
CNH -8.20% 8.20%
CNY -6.70% 6.70%
CYP -7.20% 7.20%
CZK -9.50% 9.50%
DKK -7.90% 7.90%
EEK -5.50% 5.50%
EUR -9.90% 9.90%
GBP -13.00% 13.00%
HKD -8.00% 8.00%
HRK -7.00% 7.00%
HUF -20.50% 20.50%
ILS -8.80% 8.80%
INR -12.40% 12.40%
ISK -9.90% 9.90%
JPY -16.80% 16.80%
KRW -18.00% 18.00%
LTL -7.20% 7.20%
LVL -7.00% 7.00%
MTL -7.20% 7.20%
MXN -16.70% 16.70%
NOK -12.90% 12.90%
NZD -14.60% 14.60%
PLN -31.40% 31.40%
RON -6.90% 6.90%
RUB -27.80% 27.80%
SEK -13.20% 13.20%
SGD -6.30% 6.30%
SIT -7.20% 7.20%
SKK -7.20% 7.20%
TRY -40.10% 40.10%
TWD -14.20% 14.20%
USD -9.30% 9.30%
ZAR -19.00% 19.00%

For additional information concerning this Exposure Fee Calculation report, please see KB3113.

 

French Withholding Tax Reclaim

European withholding taxes on dividends are taxed at source. This means that the tax is withheld by the depository prior to remittance of the distribution to IB and the subsequent credit of the net distribution to the accounts of any IB's customer.

As outlined in the customer agreement, IB holds all shares in street name. For this reason the rate between the dividend paying country (France) and the receiving country (IB LLC US) is 30%. While you may hold an account with Interactive Brokers UK, IBUK in turn acts as an introducing broker for Interactive Brokers LLC. As such, Interactive Brokers LLC is the street facing holder of shares. See below link to the IB customer agreement for further clarification. In case the link does not work, you can go on our webpage under > products & services > forms and disclosures > agreements > customer agreements > IB UK Limited Customer Agreement https://gdcdyn.interactivebrokers.com/Universal/servlet/Registration.formSampleView?file=registration_1/uk_customer_agreement.html

On French stock dividends, IB can facilitate the process of dividend tax reclaim. To reclaim taxes you are required to complete Forms 5000 and 5001. Please return the completed forms to IB initially as an attachment to an Inquiry Ticket. Upon receipt, IB will review the forms and confirm if they can be accepted. Once reviewed, the original forms should be sent to:

Interactive Brokers UK Ltd
Att. Esther
Gotthardstrasse 3
CH-6301 Zug
Switzerland
 
In Form 5000 you have to fill out only the first page.
 
At point I please select "Normal procedure".
At point II please complete with your personal details.
At point III please write your signature
At point IV is required your Tax ID Number and the Signature/Stamp of your local Tax Office.
 
 
In Form 5001 complete the second page with the corresponding shares and dividend details (incl. ISIN). Please ensure the completed form is signed.
 
 
Please note the forms 5000 and 5001 provided to IB should be those for the French tax authorities. In the box on the top left of the forms you can see the version of the forms. They need to be the ones 'for the use of the French tax authorities', and not the versions 'to be kept by the beneficiary' or 'for the use of the foreign tax authorities'.
 
Upon receipt of the original forms, IB will forward the documents to our custodian for the French market. Upon receipt of the refunded withholding tax, IB will credit the account.
 
Please note that an external fee of 125 EUR per each dividend is charged by Euroclear for processing the reclaim. This fee is charged regardless of whether the refund is successful or not.
 
The process of tax reclaims is handled on a best effort basis and could take several months (6 to 12).
 
The deadline to request a French Tax Reclaim is two years from the end of the year of the dividend payment event with an exception for residents of the Netherlands (three years) and Germany (four years).
 
Please send IB the original forms before the end of October of the deadline year to ensure that Euroclear will have the documents. Documents received by Euroclear after 15 November of the reclaim deadline year will be processed on a best efforts and will incur a higher fee of 200 euros per dividend payment.
 
French ADR Withholding Tax Reclaim
 
IB does not support ADR Tax Reclaims. GlobeTax can be a solution to reclaim the ADR Withholding Tax. Please see the contact details below:
 
GlobeTax
Sarah Roberts
+1-212-364-9045

為何美國期權的佣金收費各有不同?

IB的期權佣金費用包含兩部分:

1. 歸於IB的執行費用。 對於智能傳遞定單,該費用為每份合約$0.70美元,給定月份超出100,000份合約的定單,每份合約可低至$0.15美元(參見網站了解直接傳遞定單費用、低價期權優惠費率和最低定單費用); 

2. 第三方交易所、監管和/或交易費用。

就第三方費用而言,某些美國的期權交易所會有一個流動性費用/折扣結構,在與IB的執行費用以及其他監管和/或交易費用一起應用時,可能會導致各個定單總的每份合約佣金費用各不相同。 這是由交易所部分的計算所造成的。交易所部分的計算最終結果可能是向客戶支付款項而非收取費用,其取決於一些不受IB控制的因素,包括客戶的定單屬性以及現行買-賣報價。

採用這種流動性費用/折扣模式的交易所會對消耗流動性的定單(即適銷定單)收取費用,而對添加流動性的定單(即非適銷的限價定單)提供折扣返點。費用會因交易所、客戶類型(如公眾客戶、經紀交易商、公司、做市商和專業交易者)和期權底層證券的不同而不同,公眾客戶折扣通常介於$0.10 - $0.42之間,而公眾客戶費用則介於$0.15 - $0.50之間。 

IB有義務將適銷的期權定單傳遞至提供最佳執行價格的交易所,且如果出現多個最佳報價,智能傳遞在決定將定單傳往哪個交易所時會考慮流動性消耗費用(即會將定單傳遞至費用最低或無費用的交易所)。 因此,只有在提供的價格優於市價至少$0.01時,智能傳遞才會將市價定單傳遞至收取更高費用的交易所(鑑於標準期權乘數為100,會產生$1.00的價格改善,大於最高流動性消耗費用)。

有關添加/消耗流動性概念的更多信息以及相關舉例,請參見KB201

添加/消耗流動性

Overview: 

本文旨在對交易所費用、添加/消耗流動性費用以及非組合佣金提供正確的理解。

 

添加或消耗流動性的概念既適用於股票,也適用於股票/指數期權。一個定單是消耗流動性還是添加流動性,取決於定單是適銷還是非適銷。

適銷定單會消耗流動性。
適銷定單要么是市價定單,要么是限價等於或高於/低於當前市價的買入/賣出限價定單。

1. 對於適銷的買入限價定單,限價等於或高於賣價。

2. 對於適銷的賣出限價定單,限價等於或低於買價。

舉例:
XYZ股票當前賣價尺寸/價格為400股/46.00。您輸入一個買入限價定單,即以46.01的價格買入100股XYZ股票。由於定單馬上就能執行,其將被視為適銷定單。如果交易所會對消耗流動性收費,則客戶將需繳納該費用。


 

非適銷定單會添加流動性。
非適銷定單是限價低於/高於當前市價的買入/賣出限價定單。

1. 對於非適銷的買入限價定單,限價低於賣價。

2. 對於非適銷的賣出限價定單,限價高於買價。

舉例:
XYZ股票當前賣價尺寸/價格為400股/46.00。您輸入一個買入限價定單,即以45.99的價格買入100股XYZ股票。由於定單將被作為最佳買價發布至市場,而不會立即執行,其將被視為非適銷定單。
若有人發送了一個適銷的賣出定單,從而使您的買入限價定單得以執行,則如果有添加流動性返點,您會收到一定折扣(返點)。

請注意:
1. 所有交易期權的賬戶均需就消耗/添加流動性繳納/享受期權交易所費用或返點。
2. 根據IB網站,消耗/添加流動性費用表下只有負數才是折扣(返點)。

https://www.interactivebrokers.com.hk/cn/index.php?f=2356
股票與期權佣金/費用請參見上方鏈接。

優先級或專業客戶定單

2009年4季度,一些美國期權交易所(CBOE;ISE)實施細則將來自被視為“專業”(即擁有的信息和/或技術能供其同經紀交易商一樣進行交易的個人或實體)的一批公眾客戶的定單與零售客戶區分開來。根據該等細則,任何不是經紀交易商且在給定月份為自己的受益賬戶在所有期權交易所下達的日平均期權定單數超過390(無論執行與否)的客戶賬戶都將被分類為專業。自CBOE和ISE最先實施以來,大多數其他美國期權交易所也執行了類似細則將定單區分為“專業”。

代專業客戶提交至這些期權交易所的定單在執行優先級方面與經紀交易商待遇相同,且會產生交易費用,從($0.65)的折扣到$1.12的費用不等(取決於期權類別)。 

經紀商需每個季度進行一次審查,確定該季度內哪些客戶超過了390個定單的臨界值以及哪些客戶將在下一個季度被指定為專業。請注意,就該等細則而言,價差定單被視為單個定單,而不是每條邊作一個定單。IB將會向受該等細則影響的客戶發出通知。此外,IB的智能定單傳遞在做出傳遞決定時也會將這些新的交易所費用考慮在內。

更多詳細信息,請參見以下鏈接:

ISE監管通告2009-179

CBOE監管通告RG09-148

Snapshot Market Data

BACKGROUND

IBKR offers eligible clients the option of receiving a real-time price quote for a single instrument on a request basis. This service, referred to as “Snapshot Quotes” differs from the traditional quote services which offer continuous streaming and updates of real-time prices. Snapshot Quotes are offered as a lost-cost alternative to clients who do not trade regularly and do not want to rely upon delayed quotes when submitting an order.  Additional details regarding this quote service is provided below. 

QUOTE COMPONENTS

The Snapshot quote includes the following data:        

  • Last price
  • Last size
  • Last exchange
  • Current bid-ask
  • Size for each of current bid-ask
  • Exchange for each of current bid-ask 

AVAILABLE SERVICES

Service Restrictions Price per Quote Request (USD)1
AMEX (Network B/CTA)   $0.01
ASX Total No access to ASX24.
Limited to Non-Professional subscribers
$0.03
Bolsa de Madrid   $0.03
Canadian Exchange Group (TSX/TSXV) Limited to Non-Professional subscribers who are not clients of IB Canada $0.03
CBOT Real-Time   $0.03
CME Real-Time   $0.03
COMEX Real-Time   $0.03
Eurex Core Limited to Non-Professional subscribers $0.03
Euronext Basic Limited to Non-Professional subscribers

Includes Euronext equities, indices, equity derivatives and index derivatives.
$0.03
German ETF's and Indices Limited to Non-Professional subscribers $0.03
Hong Kong (HKFE) Derivatives   $0.03
Hong Kong Securities Exchange (Stocks, Warrants, Bonds)   $0.03
Johannesburg Stock Exchange   $0.03
Montreal Derivatives Limited to Non-Professional subscribers $0.03
NASDAQ (Network C/UTP)   $0.01
Nordic Derivatives   $0.03
Nordic Equity   $0.03
NYMEX Real-Time   $0.03
NYSE (Network A/CTA)   $0.01
OPRA (US Options Exchanges)   $0.03
Shanghai Stock Exchange 5 Second Snapshot (via HKEx)   $0.03
Shenzhen Stock Exchange 3 Second Snapshot (via HKEx)   $0.03
SIX Swiss Exchange Limited to Non-Professional subscribers $0.03
Spot Market Germany (Frankfurt/Xetra) Limited to Non-Professional subscribers $0.03
STOXX Index Real-Time Data Limited to Non-Professional subscribers $0.03
Toronto Stk Exchange Limited to Non-Professional subscribers who are clients of IB Canada $0.03
TSX Venture Exchange Limited to Non-Professional subscribers who are clients of IB Canada $0.03
UK LSE (IOB) Equities   $0.03
UK LSE Equities   $0.03

 1Cost is per snapshot quote request and will be assessed in the Base Currency equivalent, if not USD.

 

ELIGIBILITY

  • Accounts must maintain the Market Data Subscription Minimum and Maintenance Equity Balance Requirements in order to qualify for Snapshot quotes.
  • The Users must operate TWS Build 976.0 or higher to access Snapshot quote functionality.

 

PRICING DETAILS

  • Clients will receive $1.00 of snapshot quotes free of charge each month. Free snaphots may be applied to either U.S. or non-U.S. quote requests and charges will be applied, without additional notice, once the free allocation has been exhausted. Clients may review their snapshot usage as of the close of each business day via the Client Portal.
  • Quote fees are assessed on a lag basis, generally in the first week after the month in which Snapshot services were provided. Accounts which do not have sufficient cash or Equity With Loan Value to cover the monthly fee will be subject to position liquidations.
  • The monthly fee for snapshots will be capped at the related streaming real-time monthly service price. At which time the streaming quotes will be provided at no additional cost for the remainder of the month.  The switch to streaming quotes will take place at approximately 18:30 EST the following business day after reaching the snapshot threshold. At the close of the month, the streaming service will automatically terminate and the snapshot counter will reset. Each service is capped independently of the others and quote requests for one service cannot be counted towards the cap of another. See table below for sample details.
Service Price per Quote Request (USD) Non-Pro Subscriber Cap (Requests/Total Cost)2 Pro Subscriber Cap (Requests/Total Cost)3
AMEX (Network B/CTA) $0.01 150/$1.50 2,300/$23.00
NASDAQ (Network C/UTP) $0.01 150/$1.50 2,500/$25.00
NYSE (Network A/CTA) $0.01 150/$1.50 4,500/$4,500

 

REQUESTING SNAPSHOT QUOTES

Desktop Trading - TWS (Classic):

If you have delayed data displayed and subscribed to the snapshot permissions, under the column Ticker Action you would see a button for Snapshot:

 

When clicking the Snapshot button, it will populate a quote details window. The quote details window will generate a timestamp the moment the NBBO quote is received for that symbol along with the NBBO information:


 

In the Quote Details Window clicking the Refresh link will update the the NBBO quote. 

Example:

In the above case, GOOG is a NASDAQ (Network C/UTP) listed stock. There will be a charge of 0.01 USD per query (a snapshot).

  • Non-Professionals can request another 149 snapshots for GOOG or any other NASDAQ (Network C/UTP) listed shares, before it turns into streaming quotes.
  • Professionals can request another 2,499 snapshots for GOOG or any other NASDAQ (Network C/UTP) listed shares, before it turns into streaming quotes.

You will only be charged for the snapshots until the cap amount. Once the snapshot limit is reached, no further charges will be applied for the rest of the month and will begin receiving streaming quotes for that service.

 

Desktop Trading - TWS (Mosaic):

If you have delayed data displayed and subscribed to the snapshot permissions, when selecting a row in the Monitor tab, the Order Entry window will display an option to request a Snapshot.

 


 

Clicking the +SNAPSHOT link will populate a quote details window. The quote details window will generate a timestamp the moment the NBBO quote is received for that symbol and will populate the NBBO information:

 


 

In the Quote Details Window clicking the Refresh link will update the the NBBO quote.

Client Portal:

If you have delayed data displayed and subscribed to the snapshot permissions, in the Order Ticket window, under the Bid/Ask price you would see a link for Snapshot:

 

 

When clicking the Snapshot link, will populate a quote details window. The quote details window will generate a timestamp the moment the NBBO quote is received for that symbol:

 

 

In the snapshot window clicking the Refresh link will update the the NBBO quote.

 

Web Trading - WebTrader:

If you have delayed data displayed and subscribed to the snapshot permissions, on the Market Tab under the column Additional Data you would see a button for Snapshot:

 


 

When clicking the Snapshot button, will populate a quote details window. The quote details window will generate a timestamp the moment the NBBO quote is received for that symbol:

 

Mobile Trading - IBKR Mobile app:

On the Quote Screen tapping on a Symbol will expand the quote box. If you have delayed data displayed and are subscribed to the snapshot permissions you will see a link for Snapshot:


When tapping the Snapshot link, it will populate a quote details window. The quote details window will generate a timestamp the moment the NBBO quote is received for that symbol along with the NBBO information:

 

 

市場數據非專業客戶問卷

Overview: 

如何完成最新的非專業客戶問卷。

Background: 

紐約證券交易所(NYSE)及大多數美國的交易所均要求供應商在允許客戶接收市場數據前確認每個客戶接收市場數據的身份。未來,我們將使用非專業客戶問卷來識別及確認所有訂閱用戶的市場數據身份。根據交易所的要求,在未明確客戶為非專業人士之前,將默認客戶的市場數據接收身份為專業人士。該流程能夠保證所有新訂閱用戶的數據訂閱身份是準確的。若要獲取有關非專業人士定義的簡要指南,請見ibkb.interactivebrokers.com/article/2369。

您必須回答問卷上的所有問題,方可被定義為非專業人士。鑑於交易所要求供應商明確獲得客戶為非專業人士的證明,若問卷回答不完整或不清晰,客戶將被界定為專業投資者,直至其身份得到確認。

如您的身份有所變更,請聯繫幫助台。

問題解釋:

1)    商業及業務用途

a)    您是否出於業務需要、或代表其他商業實體接收財經信息(包括關於證券、商品及其他金融產品的新聞或價格數據)?

解釋:除個人用途外,您是否代表公司或其他組織接收及使用本賬戶中的市場數據?

b)    您是否代表公司、合夥企業、專業信託機構、專業投資俱樂部或其他實體開展證券、商品或外匯交易?

解釋:您只代表個人交易,還是也代表機構(如,有限責任公司、有限責任企業、股份有限公司、公司、有限責任合夥企業等)交易?

c)    您是否就以下事項與其他實體或個人達成過協議:(a) 分享交易活動的盈利,或(b)獲取交易酬勞?

解釋:您是否通過交易獲得酬勞,或與第三方實體或個人分享交易活動的盈利?

d)    您是否通過交易換取辦公場所、設備或其他福利?或者,您是否擔任任意個人、企業或商業實體的財務顧問?

解釋:您是否以任意形式從第三方獲得交易的酬勞,該酬勞不一定以貨幣的形式支付。

2)    擔任職務

a)    目前您是否擔任任何投資顧問或經紀交易商的職務?

解釋:您是否通過管理第三方的資產或指導他人如何管理資產獲得酬勞?

b)    您是否擔任證券、商品或外匯方面的資產管理人?         

解釋:您是否通過管理證券、商品或外匯資產獲得酬勞?

c)     目前您是否在工作中使用此類財經信息,或將其用於管理您的雇主或公司的資產?

解釋:您使用數據是否單純出於商業目的,即,用於管理您的雇主及/或公司的資產?

d)    您交易時是否使用了其他個人或實體的資金?

解釋:您的賬戶中除了您個人的資產,是否有其他實體的資產?

3)    向其他任意實體傳播、再發布或提供數據

a)    您是否以任意方式向任意第三方傳播、再傳播、發布或提供任何從服務中獲得的財經信息?

解釋:您是否以任意形式向其他實體發送您從我方獲得的任何數據?

4)    合資格的專業證券/期貨交易商

a)    目前,您是否為任意證券機構、商品或期貨市場的註冊或合資格的專業證券交易員,或為任意國家交易所、監管機構、專業協會或公認專業機構的投資顧問?i, ii
是☐             否☐

i) 監管機構的例子包括但不限於:

  • 美國證券交易委員會(SEC)
  • 美國商品期貨交易委員會(CFTC)
  • 英國金融服務局(FSA)
  • 日本金融服務局(JFSA)

ii) 自律組織(SROs)的例子包括但不限於:

  • 美國紐約證券交易所(NYSE)
  • 美國金融業監管局(FINRA)
  • 瑞士聯邦金融局(VQF)

Market Data Non-Professional Questionnaire

Overview: 

Insight into completing the new Non-Professional Questionnaire.

Background: 

The NYSE and most US exchanges require vendors to positively confirm the market data status of each customer before allowing them to receive market data. Going forward, the Non-Professional Questionnaire will be used to identify and positively confirm the market data status of all customer subscribers. As per exchange requirements, without positively identifying customers as non-professional, the default market data status will be professional. The process will protect and maintain the correct market data status for all new subscribers. For a short guide on non-professional definitions, please see ibkb.interactivebrokers.com/article/2369.

Each question on the questionnaire must be answered in order to have a non-professional designation. As exchanges require positive confirmations of proof for non-professional designations, an incomplete or unclear Non-Professional Questionnaire will result in a Professional designation until the status can be confirmed. 

If the status should change, please contact the helpdesk.

Explanation of questions:

1)    Commercial & Business purposes

a)    Do you receive financial information (including news or price data concerning securities, commodities and other financial instruments) for your business or any other commercial entity?

Explanation: Are you receiving and using the market data for use on behalf of a company or other organization aside from using the data on this account for personal use?

b)    Are you conducting trading of any securities, commodities or forex for the benefit of a corporation, partnership, professional trust, professional investment club or other entity?

Explanation: Are you trading for yourself only or are you trading on behalf of an organization (Ltd, LLC, GmbH, Co., LLP, Corp.)?

c)    Have you entered into any agreement to (a) share the profit of your trading activities or (b) receive compensation for your trading activities?

Explanation: Are you being compensated to trade or are you sharing profits from your trading activities with a third party entity or individual?

d)    Are you receiving office space, and equipment or other benefits in exchange for your trading or work as a financial consultant to any person, firm or business entity?

Explanation: Are you being compensated in any way for your trading activity by a third party, not necessarily by being paid in currency.

2)    Act in a capacity

a)    Are you currently acting in any capacity as an investment adviser or broker dealer?

Explanation: Are you being compensated to manage third party assets or compensated to advise others on how to manage their assets?

b)    Are you engaged as an asset manager for securities, commodities or forex?         
 

Explanation: Are you being compensated to manage securities, commodities, or forex?

c)     Are you currently using this financial information in a business capacity or for managing your employer’s or company’s assets?

Explanation: Are you using data at all for a commercial purposes specifically to manage your employer and/or company assets?

d)    Are you using the capital of any other individual or entity in the conduct of your trading?

Explanation: Are there assets of any other entity in your account other than your own?

3)    Distribute, republish or provide data to any other party

a)    Are you distributing, redistributing, publishing, making available or otherwise providing any financial information from the service to any third party in any manner?

Explanation: Are you sending any data you receive from us to another party in any way, shape, or form?

4)    Qualified professional securities / futures trader

a)    Are you currently registered or qualified as a professional securities trader with any security agency, or with any commodities or futures contract market or investment adviser with any national or state exchange, regulatory authority, professional association or recognized professional body? i, ii
YES☐             NO☐

i) Examples of Regulatory bodies include, but are not limited to,

  • US Securities and Exchange Commission (SEC)
  • US Commodities Futures Trading Commission (CFTC)
  • UK Financial Service Authority (FSA)
  • Japanese Financial Service Agency (JFSA)

ii) Examples of Self-Regulatory Organization (SROs) include, but are not limited to:

  • US NYSE
  • US FINRA
  • Swiss VQF 
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