static void Main(string[] args)
{
client = new IBClient {ThrowExceptions = true};
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
client.CommissionReport += client_CommissionReport;
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 10);
//TF = new Future("TF", "NYBOT", "USD", "200909");
//YmEcbot = new Future("YM", "ECBOT", "USD", "200909");
//ES = new Future("ES", "GLOBEX", "USD", "200909");
//SPY = new Future("SPY", "GLOBEX", "USD", "200909");
//ZN = new Future("ZN", "ECBOT", "USD", "200909");
//ZB = new Future("ZB", "ECBOT", "USD", "200909");
//ZT = new Future("ZT", "ECBOT", "USD", "200909");
//ZF = new Future("ZF", "ECBOT", "USD", "200909");
//TickNasdaq = new Index("TICK-NASD", "NASDAQ");
//VolNasdaq = new Index("VOL-NASD", "NASDAQ");
//AdNasdaq = new Index("AD-NASD", "NASDAQ");
//TickNyse = new Index("TICK-NYSE", "NYSE");
//VolNyse = new Index("VOL-NYSE", "NYSE");
//AdNyse = new Index("AD-NYSE", "NYSE");
//New Contract Creation Features
//var Google = new Equity("GOOG");
//Forex Test
var EUR = new Forex("EUR", "USD");
//Order BuyContract = KrsOrderFactory.CreateOrder(ActionSide.Buy, OrderType.Limit, 560, 0, 1, false, 0);
//BuyContract.OutsideRth = false;
//BuyContract.LimitPrice = 560;
//BuyContract.OrderType = OrderType.Limit;
//BuyContract.TotalQuantity = 1;
//client.PlaceOrder(503, TF, BuyContract);
client.RequestExecutions(NextOrderId++, new KrsExecutionFilter());
client.RequestAllOpenOrders();
client.RequestMarketData(NextOrderId++, EUR, null, false, false);
client.RequestMarketDepth(NextOrderId++, EUR, 5);
client.RequestRealTimeBars(NextOrderId++, EUR, 5, RealTimeBarType.Midpoint, false);
//client.RequestMarketData(NextOrderId++, EUR, null, false, false);
while(true)
{
Thread.Sleep(100);
}
}
static void Main(string[] args)
{
client = new IBClient();
client.ThrowExceptions = true;
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 0);
TF = new Contract("TF", "NYBOT", SecurityType.Future, "USD", "200909");
YmEcbot = new Contract("YM", "ECBOT", SecurityType.Future, "USD", "200909");
ES = new Contract("ES", "GLOBEX", SecurityType.Future, "USD", "200909");
SPY = new Contract("SPY", "GLOBEX", SecurityType.Future, "USD", "200909");
ZN = new Contract("ZN", "ECBOT", SecurityType.Future, "USD", "200909");
ZB = new Contract("ZB", "ECBOT", SecurityType.Future, "USD", "200909");
ZT = new Contract("ZT", "ECBOT", SecurityType.Future, "USD", "200909");
ZF = new Contract("ZF", "ECBOT", SecurityType.Future, "USD", "200909");
TickNasdaq = new Contract("TICK-NASD", "NASDAQ", SecurityType.Index, "USD");
VolNasdaq = new Contract("VOL-NASD", "NASDAQ", SecurityType.Index, "USD");
AdNasdaq = new Contract("AD-NASD", "NASDAQ", SecurityType.Index, "USD");
TickNyse = new Contract("TICK-NYSE", "NYSE", SecurityType.Index, "USD");
VolNyse = new Contract("VOL-NYSE", "NYSE", SecurityType.Index, "USD");
AdNyse = new Contract("AD-NYSE", "NYSE", SecurityType.Index, "USD");
//New Contract Creation Features
Equity Google = new Equity("GOOG");
//Forex Test
Forex EUR = new Forex("EUR", "USD");
client.RequestMarketData(14, Google, null, false, false);
client.RequestMarketDepth(15, Google, 5);
client.RequestRealTimeBars(16, Google, 5, RealTimeBarType.Trades,false);
client.RequestMarketData(17, EUR, null, false, false);
Order BuyContract = new Order();
BuyContract.Action = ActionSide.Buy;
BuyContract.OutsideRth = false;
BuyContract.LimitPrice = 560;
BuyContract.OrderType = OrderType.Limit;
BuyContract.TotalQuantity = 1;
//client.PlaceOrder(503, TF, BuyContract);
client.RequestExecutions(34, new ExecutionFilter());
client.RequestAllOpenOrders();
while(true)
{
Thread.Sleep(100);
}
}
