private static void historicalDataRequests(EClientSocket client)
{
//Console.WriteLine(account.Email);
/*** Requesting historical data ***/
//! [reqhistoricaldata]
if (tradeConfig.Historical)
{
String queryTime = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqHistoricalData(sc.Id, ContractSamples.GetContract(sc.Symbol), queryTime, "9 M", "1 min", "MIDPOINT", 1, 1, false, null);
}
//client.reqHistoricalData(1002, ContractSamples.USStock2(), queryTime, "9 M", "1 min", "MIDPOINT", 1, 1, false, null);
//! [reqhistoricaldata]
//Thread.Sleep(2000);
/*** Canceling historical data requests ***/
//client.cancelHistoricalData(1001);
}
}
private static void realTimeBars(EClientSocket client)
{
/*** Requesting real time bars ***/
if (tradeConfig.Realtime)
{
#region Realtime with today's RSI
String queryTime = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqHistoricalData(sc.Id, ContractSamples.GetContract(sc.Symbol), queryTime, "1 D", "1 min", "MIDPOINT", 1, 1, false, null);
}
//client.reqHistoricalData(1001, ContractSamples.USStock(), queryTime, "1 D", "1 min", "MIDPOINT", 1, 1, false, null);
Thread.Sleep(10000);
//client.cancelHistoricalData(1001);
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqRealTimeBars(sc.Id, ContractSamples.GetContract(sc.Symbol), 5, "MIDPOINT", true, null);
}
//client.reqRealTimeBars(1001, ContractSamples.USStock(), 5, "MIDPOINT", true, null);
#endregion
}
if (tradeConfig.AfterRTH)
{
#region After RTH trading
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqRealTimeBars(sc.Id, ContractSamples.GetContract(sc.Symbol), 5, "MIDPOINT", false, null);
}
//client.reqRealTimeBars(1001, ContractSamples.USStock(), 5, "MIDPOINT", false, null);
#endregion
}
//client.reqRealTimeBars(1002, ContractSamples.USOptionContract2(), 5, "MIDPOINT", true, null);
//! [reqrealtimebars]
//Thread.Sleep(2000);
/*** Canceling real time bars ***/
//! [cancelrealtimebars]
//client.cancelRealTimeBars(3001);
//! [cancelrealtimebars]
}
