ibkr-f13c11— agent skill

Updated: 2026-06-20 00:00 CEST

When to use

If the user asks about holdings, cash, buying power, P&L, a local watchlist, a specific stock or ETF quote, whether a supported market is open, an option chain, daily history, technical/relative-strength screen, or wants to scan the market, run the relevant ibkr subcommand with --json and parse the output.

If the user asks about the market environment — "is the market risky today?", "what's the regime?", "where's dealer gamma?", "how broad is the rally?" — reach for ibkr regime (all eight indicator rows in one call), ibkr breadth (S&P 500 stocks-above-50DMA), or ibkr gamma (SPX/SPXW-canonical dealer gamma, with SPY as corroborating ETF context when usable). ibkr regime is broad-market only; it emits row bands, source health, semantic fingerprints, and a lifecycle stage rather than portfolio advice.

If the user asks whether their portfolio needs attention under the current account, positions, exposures, regime, margin, concentration, options, or data quality state, run ibkr canary --json. Canary answers with top-level action, market_confirmation, portfolio_fit, input_health, planner readiness, and evidence rows. It does not choose hedges, size trades, preview orders, or execute.

If the user asks whether a held or requested stock/ETF has borrow, Reg SHO, LULD, or halt context, run ibkr market-events --json with --symbol when the symbol is explicit. Market-event flags are observational/protection context and daemon safety gates, not buy-add or open-exposure recommendations.

If the user asks what protective actions ibkr currently recommends — or why a proposal is blocked — run ibkr proposals status --json (proposal-engine state) or ibkr proposals list --json (the latest proposal snapshot with per-row blockers); ibkr proposals refresh asks the daemon to recompute first. These are read paths: proposals preview|submit|ignore are broker-adjacent gated verbs outside this skill's allowlist.

If the user asks what mechanical opportunities ibkr currently sees — especially option exercise candidates — run ibkr opportunities status --json or ibkr opportunities list --json; ibkr opportunities refresh asks the daemon to recompute first. These are read paths: opportunities preview|exercise|ignore are broker-adjacent gated verbs outside this skill's allowlist.

If the user explicitly asks to inspect scored opportunity research/backtest files, use ibkr backtest research-opportunity ... --json. Treat it as an offline diagnostic harness, not a daemon opportunity feed, live signal, alpha proof, or broker-action surface.

If the user asks about runtime platform preferences or whether trading is frozen, run ibkr settings show --json; ibkr settings set is a write, and the trading.freeze switch is human-only.

If the user asks for recent order history or trade-review forensics, run ibkr orders history --json. Treat it as bounded local order-journal evidence for the current account/mode only: it is not an IBKR Activity Statement, Flex query/export, trade confirmation, commission ledger, closed-position ledger, or broker-grade historical audit. Use ibkr orders open for currently working orders and ibkr order status ID for one order's full local audit trail.

If the user explicitly asks for a stock/ETF order draft, use ibkr order preview and explain token_minted separately from submit_eligible; only an accepted broker WhatIf for the exact draft makes a minted token submit-eligible. If the user explicitly asks to place, modify, or cancel an order, use the gated CLI flow outside this skill's default allowlist: ibkr trading status --json must be ready, the write must consume a valid preview token when required, and the CLI's JSON result is the execution artifact. Do not invent or simulate trade execution.

Output discipline

• Always run with --json when parsing programmatically, then present results

as a clean Markdown table.

• Always include the data_type field (live / delayed / frozen). If it

isn't live, mention it in the answer so the user knows the prices may not reflect the current market.

• For decision-making quote/watchlist answers, prefer quote_price /

quote_price_source when present, else price / price_source, and keep regular_close, quote_quality, data_type, feed_type, price_as_of, absolute/percent change, day range, 52-week range, volume, avg_volume, avg_volume_20d, and avg_dollar_volume_20d over raw last alone. For held stocks, keep IBKR's valuation mark separate from live/pre/post/overnight quote indications. If stale or stale_reason is present, say so plainly.

• If quote JSON includes session_context, surface it briefly. It explains

official exchange-calendar state such as holidays, early closes, closed regular sessions, or the next known open.

• Never claim an order was placed unless the CLI returned a successful broker

write result for the requested paper or live route.

• Never present orders history as official broker history or a commission/P&L

ledger; it is local journal evidence only.

• For opportunity research output, say "diagnostic only" unless the JSON

explicitly clears the evidence gate; even promising diagnostics are not alpha proof without locked walk-forward or live paper evidence.

• Never fabricate Greeks or implied volatility. If the JSON returns

"iv": null and "iv_status": "unavailable", say so plainly. The same applies to delta/gamma/theta/vega on option positions and to every *_ccy / fx_rate field: nil = "the gateway didn't deliver this", never substitute zero or a derived value.

Commands

Add --json to any command for parseable output. Flags can come after positional symbols — the CLI hoists them automatically.

Local lifecycle command: ibkr restart [--force] [--timeout 15s] [--json] gracefully restarts or starts the background daemon and reports old/new PID plus post-start health in JSON mode. Use it only when the user explicitly asks to restart the local daemon or after a documented binary/config change; it is not a broker-data command and is not exposed as an MCP tool.

Per-command flags

• ibkr status [--json]
• ibkr account [--watch [--rate 1s]] [--json] — --watch re-polls on the rate (default 1s) and redraws in place on a TTY; appends snapshots separated by a dim rule when piped. --watch and --json are mutually exclusive.
• ibkr positions [--symbol SYM] [--type stk|opt] [--sort alpha|pnl|value] [--quotes] [--by underlying] [--watch [--rate 1s]] [--json]
• --quotes adds quote-detail columns on stock rows: previous close, ranges, volume.
• --by underlying groups stock + option legs per underlying with group P&L totals; the JSON by_underlying array is always populated regardless of this flag.
• --watch re-polls on the rate (default 1s); same TTY/pipe behaviour as account --watch. Mutually exclusive with --json.
• ibkr quote SYM[,SYM…] [--market us|de] [--exchange EXCH] [--primary EXCH] [--currency CCY] [--timeout 5s] [--json]
• ibkr quote SYM --watch [--rate 250ms] [--json] — only one symbol at a time
• ibkr watch [--quotes] [--timeout 5s] [--json] — one-shot enriched quote monitor for the saved symbols; this is the default watch action, and --quotes is an explicit alias. JSON rows include current price with price_source, currency, change, previous close, day/52-week ranges, volume/average volume, 20-day average volume/dollar volume from daily bars, price_as_of, stale flags, session context, and compact stock holding context when the symbol is held.
• ibkr watch --list [--json] — read only the local saved-symbol inventory without market data. The CLI also has mutating --add, --remove, and --clear flags for the human, but agents should use read-only --list unless the user explicitly asks to change the local file.
• ibkr watch --watch [--rate 1s] [--timeout 5s] — re-poll the enriched quote monitor for the saved symbols; no JSON mode because it is an in-place live view.
• ibkr calendar [--market us|us-options|de] [--date YYYY-MM-DD] [--next 14] [--json] — official embedded calendars for US cash equities, US listed options regular sessions, and German Xetra cash equities. Use this for "is the market open?", "when is the next session?", "is this an early close?", and holiday/long-weekend context before risk checks. --next is a calendar-day horizon capped at 400. Other markets and asset classes are not modeled in v1; outside embedded coverage returns state: "unknown" rather than a weekday guess.
• ibkr chain SYM [--no-iv] [--all-expiries] [--require-live-iv] [--min-dte N] [--max-dte N] [--target-dte N] [--json] — list expiries for the underlying. Per-expiry ATM implied volatility is included by default (daemon caches results; second call within ~60 s during RTH is instant), along with iv_source, iv_quality, dte (calendar days to expiration), and implied_move / implied_move_pct (the 1-σ expected dollar move by expiration, computed spot × IV × √(DTE/365)). Top-level spot carries the underlying mid the daemon used. Treat iv_quality: "reused_fallback" plus warning_details[].code="repeated_expiry_iv" as a term-structure warning, not a normal clean IV surface. --no-iv skips the IV fetch (and implied move) when only the date list is needed. --all-expiries lifts the default 12-expiry cap (the nearest 12 are picked since the back-half LEAPS are rarely on the decision path). --require-live-iv fails fast when live IV is unavailable; DTE filters narrow expiry selection without fetching a full chain. Use this first when the user asks "what expiries are available for X?", "which expiry has the highest IV?", or "what move is the market pricing into earnings?".
• ibkr chain SYM --expiry YYYY-MM-DD [--width 5] [--side calls|puts|both] [--class SPX|SPXW] [--json] — full chain table for one expiry. Pick an expiry from the listing above when the user doesn't specify one. --class selects an option trading class for multi-class chains such as SPX/SPXW. Read tradable_summary and liquidity_summary before recommending options: options_tradable:false means no requested leg returned live two-sided bid/ask and option structures should be gated off. Use liquidity_grade, atm_spread_pct, nearest_live_call, nearest_live_put, min_spread_live_strike, oi_coverage_pct, and recommended_structure_hint (stock_only, shares_or_spreads, calls_ok, untradable_chain) as the trader-facing verdict before inspecting raw rows. Per-leg open interest is shown after IV in the text view (compact abbreviation — 1.2K, 45K, 1.2M) and as call_oi / put_oi (int64, nullable) in JSON; empty cells / null mean the gateway didn't push tick 27/28 within the fill budget (common off-hours or for illiquid wings) — never zero-substituted.
• MCP params (for ibkr_chain): symbol (required); expiry (YYYY-MM-DD — omit to list expiries); width (integer; ATM ± strikes, default 5); side ("calls" | "puts" | "both"); trading_class (SPX/SPXW trading class); no_iv (boolean — skip ATM IV in the expiry list); all_expiries (boolean — lift the 12-expiry cap); require_live_iv (boolean); min_dte, max_dte, and target_dte (integer DTE filters).
• CLI flag aliases: --class maps to MCP trading_class; --require-live-iv, --min-dte, --max-dte, and --target-dte map directly.
• ibkr history SYM [--days 90] [--json] — calendar lookback; daily bars only
• ibkr technical SYM[,SYM…] [--benchmark SPY] [--market us|de] [--exchange EXCH] [--primary EXCH] [--currency CCY] [--lookback-days 420] [--json] — one-call weekly-screening primitive. Returns price, SMA50/SMA200, extension from each average, 21/63/126-trading-bar returns, 63/126-bar relative strength versus the benchmark (symbol return - benchmark return), ATR14/ATR%, avg_volume_20d, avg_dollar_volume_20d, trend_state, data_quality, and missing_reasons. JSON percent/return fields are decimal fractions (0.10 = 10%). Use this after scanner/watchlist/manual candidate discovery to gate trend, relative strength, extension risk, and liquidity without stitching multiple history calls yourself.
• ibkr scan <preset> [--limit N] [--json] — built-in presets: top-movers, top-losers, most-active, unusual-vol, gappers, high-iv-rank (IV elevated vs. its own history), unusual-opt-vol (hot options flow). User-defined presets may also exist; run ibkr scan list first when unsure. Each row carries enriched data: last, prev_close, change, change_pct, volume, iv (underlying's averaged option IV, as a fraction — 0.234 = 23.4%), week_52_high, week_52_low, and instrument_tags for known ETFs/leveraged ETPs that IBKR may return from stock scans. Drop rows tagged etf or leveraged_etp when the prompt asks for non-ETF single-name ideas; missing tags mean unknown, not confirmed common stock. These are populated by per-row market-data subscriptions the daemon issues automatically (IBKR's scanner subscription itself only returns rank + symbol). Nil fields = gateway didn't deliver that tick within the enrichment window; common off-hours, and iv is nil for symbols without actively-traded options. Don't fabricate values — say "unavailable" when a field is nil. Off-hours behaviour: scans that depend on the current session (gappers, top-movers, top-losers, high-iv-rank, unusual-opt-vol) often time out or return cold-start errors before market open. If the user sees scanner subsystem did not respond..., retry once before reporting it as broken — the TWS scanner farm warms lazily and a second attempt frequently succeeds within a few seconds. most-active and unusual-vol rank against tape and tend to stay warm.
• ibkr scan list [--json]
• ibkr scan --type SCANCODE --exchange LOCATIONCODE [--limit N] [--json] — ad-hoc scan, agent-preferred. Use this when the user asks for a screen that doesn't match any existing preset (e.g. "show me losers on NASDAQ only", "find unusual put activity"). Avoids writing to the user's config.toml. Rows are capped at 50. The two magic strings (scanCode and locationCode) come from the gateway catalog — call ibkr scan params first to discover them rather than guessing. Non-US exchanges: each row carries currency (e.g. EUR for STK.EU.IBIS, HKD for STK.HK); render prices with the row's symbol, not a hardcoded $.
• ibkr scan params [--instrument STK] [--raw] [--json] — gateway scanner catalog. Returns three lists: instruments (e.g. STK, OPT, ETF.EQ.US), locations (e.g. STK.US.MAJOR, STK.NASDAQ, STK.HK), and scan_types (every scanCode with display name and the instrument types it's valid for). The catalog varies by gateway version and user permissions — never assume a scanCode exists without checking. --instrument STK narrows to stock scans. --raw adds the full XML (~200 KB–2 MB); skip unless you need a field not in the parsed result.
• ibkr version [--json] — print version, commit, build date, binary path; --json returns the same data as a structured object (use this when you need to verify the user is running a supported release).
• ibkr breadth [--days 30] [--json] — S&P 500 stocks-above-50DMA reading. The daemon computes the S&P DJI S5FI metric locally from 500 constituent daily closes (IBKR doesn't redistribute the index on retail subscriptions). Returns a headline value (0–100), a trailing daily series, and a state field — branch on state, not on value == 0. Cold start (no cache yet) returns `state: "computing"` with `value: 0` and takes ~60 min because IBKR's historical-data pacing limit caps the fan-out at ~6 names/min sustained; once the cache is built the result is instant on every subsequent call and persists across daemon restarts. Don't hammer the endpoint waiting for the cold start to finish — poll at minute-scale or fall back to telling the user "the breadth engine is still warming; check back in ~an hour." Spec note: > 55 healthy, 40–55 watch, < 40 with SPX at highs is the classic late-cycle divergence — report the raw number plus the spec band; never color-code on the wire.
• ibkr gamma [--only=spy|spx] [--no-wait] [--force] [--explain] [--diagnostics] [--json] [--profiles] — dealer-gamma market-structure snapshot for SPX/SPXW, with SPY as corroborating ETF context when usable. SPX is the canonical production signal; SPY-only is a labeled proxy/context read. The ready JSON leads with result.quality.rankability, result.summary.primary_statement, zero_gamma_status, regime, confidence, not_advice, and summary.per_index. In combined scope there is no top-level combined zero-gamma price because SPY and SPX use different price scales; read summary.per_index.SPY and summary.per_index.SPX for per-underlying spot, zero, swept range, and regime. leg_count means legs with non-zero OI-weighted GEX; priced_leg_count means legs that priced/fit IV but may not have usable OI. Missing OI is unknown, never zero: SPY OI can be absent outside regular option hours, while SPX OI should normally be session-stable, so missing SPX OI is data-quality evidence in any session. Non-fatal issues are in warning_details with scoped prose, not raw warning tokens. gamma_total_abs and top_strikes are sign-agnostic concentration/magnitude diagnostics. The signed zero-gamma convention is a regime hint, not advice or a trade level. Compute is heavy — the first NY-session call may return status: "computing" with ETA/progress; later calls return cached.
• MCP params (CLI flags map to the same JSON keys when calling ibkr_gamma via MCP): scope ("spy" | "spx" | "spy+spx"; default "spy+spx"); wait_ms (integer ms, default 0); force (boolean; diagnostics); include_profiles (boolean; default false, include sweep arrays only for charting).
• CLI-only flags: --explain (methodology + horizon breakdown), --diagnostics (raw source/provenance details, requires --explain), --no-wait (CLI sugar for wait_ms: 0), --only (CLI alias for scope), --profiles (include profile arrays in --json; default JSON strips them).
• ibkr regime [--explain [--diagnostics]] [--watch [--rate 5m]] [--log PATH] [--view detail|monitor] [--json] — single-call broad-market stress-lifecycle dashboard: eight rows across equity vol (VIX/VIX3M + VVIX), credit (HYG/SPY + official HY/IG OAS), funding stress (CP/T-bill spread), USD/JPY, SPX-canonical dealer gamma with SPY context, and SPX breadth. Text leads with summary.label, cluster evidence, lifecycle stage/readiness, and a punch line, then the eight-row audit table with an AS OF column (live, 15m delayed, close D-1, cached 11:42, unavailable). Default JSON/MCP is compact: it keeps fingerprint, lifecycle, source_health, summary, composite raw + cluster counts, raw measurements, per-row band, band_reason, thresholds, as_of, streak, *_quality, data_quality, and warning_details, but omits long methodology notes and breadth history. Use --explain for the full text methodology view, --diagnostics with --explain for raw source/provenance details, or --view monitor --json for the compact monitor payload. warning_details is the agent-preferred failure path with scoped {message, impact, action} prose. Per-indicator rows carry streak: {band, sessions, since} only when the current row is rankable; unavailable/computing/error rows freeze the store internally but do not expose a stale prior-band streak. Expect these failure modes on a fresh daemon: gamma may return status: "computing" with eta_seconds; breadth can do the same during the IBKR-paced cold start; official Cboe/FRED daily rows can be temporarily unavailable when those sites are unreachable. MOVE/rates-vol is absent until a verified IBKR contract or licensed official connector exists, and must not be proxied with ETFs or futures. --watch re-polls every 5 minutes by default. --log PATH appends each fetched snapshot to a JSONL file at <path>.
• MCP params: view ("detail" | "monitor"; default "detail").
• CLI-only flags: --explain (per-row streak/quality/methodology in the text view), --diagnostics (raw source/provenance details, requires --explain), --watch / --rate (auto-poll), --log (append JSONL trace).
• ibkr canary [--details] [--view full|alert] [--json] — portfolio-aware action/readiness snapshot for scheduled or manual risk checks. It consumes live account, positions, exposures, concentration, option-Greek coverage, margin, daily P&L, ibkr regime, and market-event context, then emits top-level action, market_confirmation, portfolio_fit, input_health, direction, severity, planner_mode_hint, planner_readiness, signals[], source_health[], source_fingerprints, and stable fingerprint. Treat planner_readiness: "blocked" and data-quality signals as hard gates before discussing major portfolio action. source_fingerprints.account, .positions, .regime, and .market_events are semantic-bucket hashes for monitor dedupe and orchestration provenance. --details expands the text evidence rows; --view alert --json returns the compact alert payload. This command is read-only: it does not select hedges, size trades, preview orders, or execute.
• MCP params: view ("full" | "alert"; default "full").
• CLI-only flags: --details, --json.
• ibkr market-events [--symbol SYM[,SYM...]] [SYM ...] [--json] — single-name market-event context for held or requested stock/ETF symbols. Explicit symbols evaluate those names; omitting symbols evaluates held stock/ETF underlyings from the daemon positions snapshot. JSON returns flags[], by_symbol, source_health[], warning_details[], fingerprint, and not_execution. Unknown source health is unavailable evidence, not inactive. borrow_inventory_tight and borrow_fee_extreme only modify existing short buy-to-cover reductions; halt_regulatory_or_news and active luld_pause are hard blockers; reg_sho_threshold is regulatory context. V1 never creates buy-add/open-exposure recommendations.
• MCP params: symbol (optional single or comma-separated symbols), symbols (optional array; omit both for held underlyings).
• CLI-only flags: --json.
• ibkr proposals status|list|refresh [--json] — daemon-owned protection proposals, read paths. status reports the proposal-engine state, list returns the latest proposal snapshot (per-row blockers carry codes plus remediation text), refresh asks the daemon to recompute before returning. preview, submit, and ignore are gated verbs outside this skill's allowlist.
• ibkr backtest research-opportunity --input SCORED_PIT.jsonl [--plan all|ID[,ID...]] [--max-slots N] [--bars BARS.jsonl] [--bars-manifest MANIFEST.json] [--json] — offline/local opportunity research diagnostics. Use only when the user explicitly asks to inspect scored research files; treat evidence gates, feature diagnostics, and reason diagnostics as diagnostics, not trading instructions.
• ibkr settings show [--json] — runtime platform preferences plus observed read-only state, including the trading.freeze switch. ibkr settings set --help lists supported write keys; settings writes, including the freeze switch, are human-only.
• ibkr trading status [--json] — local order-entry readiness and blockers.
• ibkr orders open [--json] — current local open-order journal view for the connected account/mode.
• ibkr orders history [--since YYYY-MM-DD|RFC3339] [--until YYYY-MM-DD|RFC3339] [--limit N] [--event-limit N] [--json] — recent local order-journal history for the connected account/mode. Defaults to the last 7 days, returns up to 50 grouped orders by default, caps --limit at 500, and returns up to 20 lifecycle events per grouped order by default (--event-limit, max 200). Date-only --until includes the whole UTC day. This is local journal evidence only, not an IBKR Activity Statement/Flex export, trade confirmation, commission ledger, closed-position ledger, or broker-grade historical audit. When events_truncated is true, inspect total_events_count before treating the event sample as complete.
• ibkr order status <order-ref|order-id|perm-id> [--json] — one journaled order plus its local audit events.
• ibkr order preview buy|sell SYMBOL QTY [--limit PRICE] [--order-type LMT|TRAIL|TRAIL-LIMIT] [--trail-percent PCT|--trail-amount AMT] [--initial-stop PRICE] [--limit-offset PRICE] [--trigger-method 1|2|3|4|7|8] [--tif DAY|GTC] [--outside-rth] [--market us|de] [--exchange EXCH] [--primary EXCH] [--currency CCY] [--replace-order ID] [--timeout 5s] [--json] — stock/ETF preview.
• ibkr order preview buy|sell SYMBOL YYYYMMDD C|P STRIKE QTY [same flags] — single-leg option preview.
• ibkr size --symbol SYM --entry F --stop F [--target F] [--risk-pct 1.0] [--side long|short] [--lot 1] [--fx 1.0] [--json] — fixed-fractional sizing. Reads NLV from account.summary so risk_pct is pegged to the live account. --fx converts the base-currency risk budget into the trade's quote currency (e.g. --fx 1.085 for a USD trade against an EUR account); default 1.0 is correct for same-currency trades. --lot rounds shares down (use 100 for one option contract's worth of stock). --target is optional: when set, the response also carries r (reward-to-risk multiple = |target − entry| / |entry − stop|; the standard "is this trade worth taking" filter, ≥ 2R typical), reward_quote, reward_base, and breakeven_win_rate (= 1 / (1 + R)). Output status is ok | tight_risk (budget < per-share risk × lot — widen the stop or raise risk-pct) | exceeds_buying_power. The CLI never derives entry/stop/target from quotes — those are the user's trade plan; if the user asks "and what about the current price?" run ibkr quote SYM --json separately.

Errors

The CLI exits with code 1 on a daemon-side error. The error line on stderr has a code prefix when applicable:

• daemon_unavailable → the daemon could not start (the daemon is the

long-running half of the same ibkr binary, autospawned on first call). The IB Gateway is probably not running, or the host/port pinned in config is wrong. Suggest ibkr status and pointing at ~/.local/state/ibkr/ibkr-daemon.log.

• gateway_unavailable → connection to IB Gateway lost. Reconnects happen

automatically; advise the user to retry in a few seconds. The CLI also prints a hint pointing at ibkr status.

• symbol_inactive → IBKR has flagged the symbol as delisted or halted. Do

not substitute a similar symbol; show the error.

• timeout → the gateway didn't respond within the snapshot window. Suggest

retrying with --timeout 10s (quote) or reducing --days (history).

• bad_request → wrong arguments or unknown preset. Show the user the usage

hint emitted on stderr.

• trading_disabled → an order verb failed the daemon trading gate. Surface the

blocker exactly; broker writes need a ready paper or live trading route and a submit-eligible preview token when required, and run outside this skill's default allowlist.

For breadth, gamma, and regime, the JSON carries a per-row state / status field rather than an error code — the CLI exits 0 because the daemon successfully returned a typed envelope. Don't treat these as errors:

• state: "computing" (breadth) / status: "computing" (gamma, regime

rows) → a background compute is in flight. Tell the user when to check back (gamma: a few minutes; breadth cold start: ~an hour) and don't hammer the endpoint. The result will land on a subsequent call.

• state: "ready" (breadth) / status: "ready" (gamma) /

status: "ok" (regime rows) → the value is real.

• state: "cold" / status: "unavailable" → the indicator can't run on

this account or this gateway right now. Surface the row's notes field verbatim; never substitute a proxy. For regime rows, error_message carries the specific reason when set.

• state: "degraded" (breadth only) → the engine refused to persist

because constituent coverage fell below the safety threshold. The previous good value still serves; report the degraded state honestly.

Worked examples

Position summary

$ ibkr positions --json
{
  "data_type": "live",
  "as_of": "2026-05-09T14:32:09Z",
	  "stocks": [
	    {"symbol": "AAPL", "sec_type": "STOCK", "multiplier": 1,
	     "quantity": 100, "avg_cost": 192.40, "mark": 207.88,
	     "market_value_ccy": 20788.0, "market_value_base": 20788.0,
	     "unrealized_pnl_ccy": 1548.0, "unrealized_pnl_base": 1548.0}
	  ],
	  "options": [
	    {"symbol": "AAPL", "sec_type": "OPTION", "multiplier": 100,
	     "right": "C", "expiry": "20260619", "strike": 215,
	     "quantity": 5, "avg_cost": 682.0, "mark": 9.40,
	     "market_value_ccy": 4700.0, "unrealized_pnl_ccy": 1290.0}
	  ],
	  "by_underlying": [
	    {"underlying": "AAPL", "stock": {...}, "options": [...],
	     "group_market_value_base": 25488.0,
	     "group_market_value_pct_nlv": 25.5,
	     "group_dollar_delta_base": 326584.5}
	  ]
	}

Render to the user as two compact tables (stocks, options) with money formatted as currency and totals. Always mention the data_type if it is not live. If the user asks "what's my exposure to AAPL?" or "how am I doing per name?", reach for the by_underlying grouping.

avg_cost is per-share for stocks but per-contract for options (the gateway sends it multiplier-inclusive). To compare to mark (which is always per-share) divide by multiplier: a $6.82 premium call comes off the wire as avg_cost: 682.0 with multiplier: 100. The CLI's text renderer does this division on the AVG COST column; if you're parsing JSON yourself, do it too. market_value_ccy, market_value_base, unrealized_pnl_ccy, and unrealized_pnl_base already have the multiplier applied — don't double-multiply.

Option rows carry per-leg delta/gamma/theta/vega when the gateway delivered a model-computation tick within budget. The portfolio block sums these into share-equivalent effective_delta, dollar_delta_ccy (in dollar_delta_ccy_currency — typically USD for an option book), dollar_delta_base, daily_theta_ccy, daily_theta_base when every theta-bearing leg has an FX path, gamma, vega, and tracks greeks_coverage / greeks_total so you can flag partial coverage. When the user asks "what's my net delta?" or "how much theta am I bleeding per day?", read the portfolio block directly; for multi-currency books prefer portfolio.exposure_base and per-underlying group_*_base fields over cross-symbol share-equivalent totals.

For multi-currency accounts, every position's local money fields use a _ccy suffix; base-normalized fields use _base. Non-base positions carry fx_rate (base-per-CCY). portfolio.exposure_base is the clean exposure table sorted by absolute base-currency market value, with market_value_pct_nlv, dollar_delta_base, and base P&L fields already filled when FX is known. portfolio.fx_sensitivity_per_pct answers "how much €P&L moves on a 1% USD/EUR change?" — Σ (non-base NetLiq in CCY × FX × 0.01). It's exposure × notional, not historical attribution; see SKILL note on iv_status for the same nil-vs-zero discipline.

Quote snapshot

$ ibkr quote AAPL --json
{ "symbol": "AAPL", "price": 207.86, "price_source": "last",
  "prev_close": 205.52, "change": 2.34, "change_pct": 1.14,
  "bid": 207.85, "ask": 207.88, "last": 207.86,
  "bid_size": 100, "ask_size": 200, "volume": 12400000, "avg_volume": 58900000,
  "price_as_of": "As of: May 22 at 04:01:02 PM EDT",
  "iv": null, "iv_status": "unavailable", "data_type": "live", ... }

Present as: AAPL — $207.86 (+$2.34, +1.14%) · prev $205.52 · vol 12.4M / avg 58.9M · live · As of: May 22 at 04:01:02 PM EDT. If data_type is not live, prepend a short warning. Sizes and volume can be null (omitted) when the gateway didn't deliver them. If stale_reason or session_context is present, add a short freshness/calendar note, for example US equities closed: Memorial Day; next open 2026-05-26 09:30 EDT.

Calendar

$ ibkr calendar --market us --date 2026-05-25 --json
{
  "market": "us_equity",
  "label": "US equities",
  "timezone": "America/New_York",
  "coverage_start": "2026-01-01",
  "coverage_end": "2028-12-31",
  "session": {
    "date": "2026-05-25",
    "state": "holiday",
    "reason": "Memorial Day",
    "next_open": "2026-05-26T09:30:00-04:00"
  }
}

Use this for open/closed context, holidays, early closes, and supported market-specific risk timing. For options, use --market us-options; for German cash equities, use --market de.

Daily history

$ ibkr history AAPL --days 30 --json
{
  "symbol": "AAPL",
  "days": 30,
  "data_type": "live",
  "bars": [
    {"date": "2026-04-09", "open": 195.20, "high": 198.40, "low": 194.10, "close": 197.65, "volume": 51234100},
    ...
  ]
}

The bar count typically lags the requested calendar window because non-trading days are skipped. Daily granularity only.

Option expiries

$ ibkr chain AAPL --json
{
  "symbol": "AAPL",
  "as_of": "2026-05-09T14:32:09Z",
  "expiries": [
    {"date": "2026-05-16"},
    {"date": "2026-05-23"},
    {"date": "2026-06-19"}
  ]
}

Use this when the user asks "what expiries are available for X?" or "when does the next AAPL option expire?". Render as a short bulleted list. By default each row carries iv (decimal, e.g. 0.284 for 28.4%) and iv_status (ok, timeout, unavailable) for the nearest 12 expiries; render IV as a percentage and mention any non-ok status. Pass --all-expiries to fetch IV for every listed date, or --no-iv to skip IV entirely. Empty expiries means the symbol has no listed options — say that rather than fabricating expiries.

Position sizing

$ ibkr size --symbol AAPL --entry 207.50 --stop 202.50 --risk-pct 1 --json
{
  "symbol": "AAPL", "side": "long", "entry": 207.50, "stop": 202.50,
  "risk_pct": 1.0, "lot": 1, "fx": 1.0,
  "nlv": 248310.42, "base_currency": "EUR",
  "risk_base": 2483.10, "risk_quote": 2483.10,
  "per_share_risk": 5.0,
  "shares": 496, "notional": 102920.0, "max_loss": 2480.0,
  "status": "ok"
}

Render as a short summary: Risk 1% of NLV (€2,483) on AAPL 207.50 entry / 202.50 stop → 496 shares (notional €102,920, max loss €2,480). Always quote the status field — tight_risk means shares=0 (suggest widening the stop or raising --risk-pct), exceeds_buying_power means notional > BP (suggest trimming --risk-pct). When the user's account base differs from the symbol's quote currency, ask them for the FX rate or pass --fx explicitly; never invent one.

What about implied volatility?

The CLI never derives or estimates IV. If iv_status is "unavailable", the gateway didn't deliver tick 106 for that contract — most stock snapshots do not include IV. Don't substitute historical vol or any proxy.