---
title: "Account Positions"
method: GET
path: "/portfolio/{accountId}/positions/{pageId}"
tags: ["tradingPortfolio"]
---

# Account Positions

`GET /portfolio/{accountId}/positions/{pageId}`

Get all positions in an account.

## Path parameters

- `accountId` string, required
- `pageId` integer, required

## Query parameters

- `model` unknown
- `sort` unknown
- `direction` unknown
- `waitForSecDef` boolean

## Response `200`

positions

- IndividualPosition[]
  - `acctId` string — IB accountId of an account with a position in the requested conid.
  - `allExchanges` string — Comma separated all exchanges on which the instrument trades.
  - `assetClass` string — Asset class of the requested instrument.
  - `avgCost` number, double — The account's average cost for its position.
  - `avgPrice` number, double — The account's average price for its position.
  - `baseAvgCost` number, double — Average cost in the account's base currency.
  - `baseAvgPrice` number, double — Average price in the account's base currency.
  - `baseMktPrice` number, double — Market price of instrument in the account's base currency.
  - `baseMktValue` number, double — Market value of the position in the account's base currency.
  - `baseRealizedPnl` number, double — Realized PnL for the instrument in the account's base currency.
  - `baseUnrealizedPnl` number, double — Unrealized PnL for the instrument in the account's base currency.
  - `chineseName` string — Chinese name of the instrument.
  - `conExchMap` unknown[]
    - unknown
  - `conid` integer — IB contract ID for the instrument.
  - `contractDesc` string — Human-readable description of the instrument.
  - `countryCode` string — Country in which the instrument is issued.
  - `currency` string — Currency in which the instrument trades.
  - `displayRule` IndividualPositionDisplayRule — Object defining minimum increments used in displaying market data for the instrument.
    - `displayRuleStep` IndividualPositionDisplayRuleDisplayRuleStepItems[] — Array containing objects corresponding to display rule increments.
      - `decimalDigits` integer — Number of decimal digits to display.
      - `lowerEdge` number, double — Lower edge from which the display rule is effective.
      - `wholeDigits` integer — Number of integer digits to display.
    - `magnification` integer — Magnifier applied to pricing, if applicable.
  - `exchs` IndividualPositionExchs
  - `exerciseStyle` string, nullable — Style of exercise for options.
  - `expiry` string, nullable — Expiration of instrument, if applicable.
  - `fullName` string — Full display name of the instrument.
  - `group` string — Industry sub-categorization of the instrument.
  - `hasOptions` boolean — Indicates whether instrument has options contracts available for trading at IB.
  - `incrementRules` IndividualPositionIncrementRulesItems[] — Array containing increment rules used when pricing orders for the instrument.
    - `increment` number, double — The pricing increment.
    - `lowerEdge` number, double — Lower edge from which the price increment rule is effective.
  - `isEventContract` boolean — Indicates whether the instrument is an Event Contract.
  - `isUS` boolean — Indicates whether the instrument is issued in the US.
  - `lastTradingDay` string — Last day of trading in the instrument, if applicable. Formatted `YYYYMMDD`.
  - `listingExchange` string — The exchange on which the instrument is listed, or the primary exchange recognized by IB for the instrument.
  - `mktPrice` number, double — Current market price of the instrument, in the instrument's currency.
  - `mktValue` number, double — Current market value of the account's position in the instrument, in the instrument's currency.
  - `model` string — Name of the model portfolio in which the account is invested that contributes this position.
  - `multiplier` number, double — Instrument's multiplier, if applicable.
  - `name` string — Formal name of the entity or asset to which the instrument relates.
  - `pageSize` integer — Maximum number of accounts that can be returned in a single request.
  - `position` number, double — Size of position in units of instrument.
  - `putOrCall` 'P' | 'C' — The right of an options contract, if applicable.
  - `realizedPnl` number, double — Realized PnL for the instrument in the instrument's currency.
  - `sector` string — Industry sector categorization of the instrument.
  - `sectorGroup` string — Industry sub-categorization of the instrument.
  - `strike` string — Strike price, if applicable. Returned as string.
  - `ticker` string — Symbol associated with the instrument.
  - `time` integer — Time taken to retrieve position data in milliseconds.
  - `type` string — Description of instrument, used to differentiate classes, if applicable.
  - `undConid` integer — Contract ID of underlying instrument, if applicable.
  - `unrealizedPnl` number, double — Unrealized PnL for the instrument in the account.

## Other responses

- `400` — Missing, empty, non-numeric, or out-of-range parameter. The `error` field is always prefixed with `Bad Request:`.
- `401` — Missing, invalid, or unparseable Authorization token.
- `500` — internal server error, returned when incoming request cannot be processed. It can sometimes include subset of bad requests. For example, wrong accountId passed and it can only be detected later in handling request. Error contains reason of the problem.
- `503` — service is unavailable. For example if request takes more than 10s due to some internal service unavailability, request aborted and this status returned

---

[API](https://skmtc.net/interactivebrokers/apis/api-reference.md) · [All operations](https://skmtc.net/interactivebrokers/apis/api-reference/llms.txt) · [OpenAPI document](https://skmtc-service-staging.skmtc.workers.dev/v1/apis/interactivebrokers/api-reference/revisions/67f9f562c2c6/schema)