public async void ImportCsvData()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
var instruction = new IBDTaskInstruction("ImportCsv");
instruction.parameters["FilePathName"] = "/Users/jason/Downloads/cboe";
taskHandler.AddTask(instruction);
ElasticsearchStorage es = new ElasticsearchStorage(new DataStorage.Processors.StockOptionQuoteProcessor());
taskHandler.OnTaskResult += es.ProcessTaskResult;
await taskHandler.BeginAsync();
await es.FlushAsync();
}
public async void ProcessStockAndOptionQuote()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
//try getting data for a VIX option contract
taskHandler.AddTask(new IBDTaskInstruction("DownloadStockAndOptionHistoricalData")
{
ConId = 308395806
});
var storage = new Stdout(new DataStorage.Processors.StockOptionQuoteProcessor());
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}
public async void GenerateOptionHistoricalDataTasks()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
var instruction = new IBDTaskInstruction("BuildOptionDownloadTasks")
{
Symbol = "VIX", SecType = "OPT"
};
instruction.parameters["filter.expirytype"] = OptionChain.Expiration.Type.any.ToString();
taskHandler.AddTask(instruction);
var storage = new JSONFile();
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}
public async void DownloadHistoricalData()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
taskHandler.AddTask(new IBDTaskInstruction("DownloadHistoricalData")
{
contract = new IBApi.Contract()
{
Symbol = "VIX", SecType = "IND", Exchange = "CBOE"
}
});
var storage = new JSONFile();
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}