private static void contractOperations(EClientSocket client)
{
//! [reqcontractdetails]
client.reqContractDetails(209, ContractSamples.OptionForQuery());
client.reqContractDetails(210, ContractSamples.EurGbpFx());
client.reqContractDetails(211, ContractSamples.Bond());
client.reqContractDetails(212, ContractSamples.FuturesOnOptions());
client.reqContractDetails(213, ContractSamples.SimpleFuture());
//! [reqcontractdetails]
Thread.Sleep(2000);
//! [reqmatchingsymbols]
client.reqMatchingSymbols(211, "IB");
//! [reqmatchingsymbols]
}
private static void orderOperations(EClientSocket client, int nextOrderId)
{
/*** Requesting the next valid id ***/
//! [reqids]
//The parameter is always ignored.
client.reqIds(-1);
//! [reqids]
//Thread.Sleep(1000);
/*** Requesting all open orders ***/
//! [reqallopenorders]
client.reqAllOpenOrders();
//! [reqallopenorders]
//Thread.Sleep(1000);
/*** Taking over orders to be submitted via TWS ***/
//! [reqautoopenorders]
client.reqAutoOpenOrders(true);
//! [reqautoopenorders]
//Thread.Sleep(1000);
/*** Requesting this API client's orders ***/
//! [reqopenorders]
client.reqOpenOrders();
//! [reqopenorders]
//Thread.Sleep(1000);
//BracketSample(client, nextOrderId);
/*** Placing/modifying an order - remember to ALWAYS increment the nextValidId after placing an order so it can be used for the next one!
* Note if there are multiple clients connected to an account, the order ID must also be greater than all order IDs returned for orders to orderStatus and openOrder to this client.
***/
//! [order_submission]
client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.TrailingStopLimit("BUY", 1, 5, 5, 110));
//! [order_submission]
//! [faorderoneaccount]
Order faOrderOneAccount = OrderSamples.MarketOrder("BUY", 100);
// Specify the Account Number directly
faOrderOneAccount.Account = "DU119915";
client.placeOrder(nextOrderId++, ContractSamples.USStock(), faOrderOneAccount);
//! [faorderoneaccount]
//! [faordergroupequalquantity]
Order faOrderGroupEQ = OrderSamples.LimitOrder("SELL", 200, 2000);
faOrderGroupEQ.FaGroup = "Group_Equal_Quantity";
faOrderGroupEQ.FaMethod = "EqualQuantity";
client.placeOrder(nextOrderId++, ContractSamples.SimpleFuture(), faOrderGroupEQ);
//! [faordergroupequalquantity]
//! [faordergrouppctchange]
Order faOrderGroupPC = OrderSamples.MarketOrder("BUY", 0);;
// You should not specify any order quantity for PctChange allocation method
faOrderGroupPC.FaGroup = "Pct_Change";
faOrderGroupPC.FaMethod = "PctChange";
faOrderGroupPC.FaPercentage = "100";
client.placeOrder(nextOrderId++, ContractSamples.EurGbpFx(), faOrderGroupPC);
//! [faordergrouppctchange]
//! [faorderprofile]
Order faOrderProfile = OrderSamples.LimitOrder("BUY", 200, 100);
faOrderProfile.FaProfile = "Percent_60_40";
client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), faOrderProfile);
//! [faorderprofile]
//! [modelorder]
Order modelOrder = OrderSamples.LimitOrder("BUY", 200, 100);
modelOrder.Account = "DF12345"; // master FA account number
modelOrder.ModelCode = "Technology"; // model for tech stocks first created in TWS
client.placeOrder(nextOrderId++, ContractSamples.USStock(), modelOrder);
//! [modelorder]
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.Block("BUY", 50, 20));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.BoxTop("SELL", 10));
//client.placeOrder(nextOrderId++, ContractSamples.FutureComboContract(), OrderSamples.ComboLimitOrder("SELL", 1, 1, false));
//client.placeOrder(nextOrderId++, ContractSamples.StockComboContract(), OrderSamples.ComboMarketOrder("BUY", 1, true));
//client.placeOrder(nextOrderId++, ContractSamples.OptionComboContract(), OrderSamples.ComboMarketOrder("BUY", 1, false));
//client.placeOrder(nextOrderId++, ContractSamples.StockComboContract(), OrderSamples.LimitOrderForComboWithLegPrices("BUY", 1, new double[]{10, 5}, true));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.Discretionary("SELL", 1, 45, 0.5));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.LimitIfTouched("BUY", 1, 30, 34));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.LimitOnClose("SELL", 1, 34));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.LimitOnOpen("BUY", 1, 35));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketIfTouched("BUY", 1, 30));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketOnClose("SELL", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketOnOpen("BUY", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketOrder("SELL", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketToLimit("BUY", 1));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtIse(), OrderSamples.MidpointMatch("BUY", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.MarketToLimit("BUY", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.Stop("SELL", 1, 34.4));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.StopLimit("BUY", 1, 35, 33));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.StopWithProtection("SELL", 1, 45));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.SweepToFill("BUY", 1, 35));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.TrailingStop("SELL", 1, 0.5, 30));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.TrailingStopLimit("BUY", 1, 2, 5, 50));
//client.placeOrder(nextOrderId++, ContractSamples.NormalOption(), OrderSamples.Volatility("SELL", 1, 5, 2));
//NOTE: the following orders are not supported for Paper Trading
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.AtAuction("BUY", 100, 30.0));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.AuctionLimit("SELL", 10, 30.0, 2));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.AuctionPeggedToStock("BUY", 10, 30, 0.5));
//client.placeOrder(nextOrderId++, ContractSamples.OptionAtBOX(), OrderSamples.AuctionRelative("SELL", 10, 0.6));
//client.placeOrder(nextOrderId++, ContractSamples.SimpleFuture(), OrderSamples.MarketWithProtection("BUY", 1));
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.PassiveRelative("BUY", 1, 0.5));
//208813720 (GOOG)
//client.placeOrder(nextOrderId++, ContractSamples.USStock(),
// OrderSamples.PeggedToBenchmark("SELL", 100, 33, true, 0.1, 1, 208813720, "ISLAND", 750, 650, 800));
//STOP ADJUSTABLE ORDERS
//Order stpParent = OrderSamples.Stop("SELL", 100, 30);
//stpParent.OrderId = nextOrderId++;
//client.placeOrder(stpParent.OrderId, ContractSamples.EuropeanStock(), stpParent);
//client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), OrderSamples.AttachAdjustableToStop(stpParent, 35, 32, 33));
//client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), OrderSamples.AttachAdjustableToStopLimit(stpParent, 35, 33, 32, 33));
//client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), OrderSamples.AttachAdjustableToTrail(stpParent, 35, 32, 32, 1, 0));
//Order lmtParent = OrderSamples.LimitOrder("BUY", 100, 30);
//lmtParent.OrderId = nextOrderId++;
//client.placeOrder(lmtParent.OrderId, ContractSamples.EuropeanStock(), lmtParent);
//Attached TRAIL adjusted can only be attached to LMT parent orders.
//client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), OrderSamples.AttachAdjustableToTrailAmount(lmtParent, 34, 32, 33, 0.008));
//TestAlgoSamples(client, nextOrderId);
//Thread.Sleep(30000);
//! [cancelorder]
client.cancelOrder(nextOrderId - 1);
//! [cancelorder]
/*** Cancel all orders for all accounts ***/
//! [reqglobalcancel]
client.reqGlobalCancel();
//! [reqglobalcancel]
/*** Request the day's executions ***/
//! [reqexecutions]
client.reqExecutions(10001, new ExecutionFilter());
//! [reqexecutions]
}
private static void tickDataOperations(EClientSocket client)
{
/*** Requesting real time market data ***/
//Thread.Sleep(1000);
//! [reqmktdata]
client.reqMktData(1001, ContractSamples.StockComboContract(), string.Empty, false, false, null);
//! [reqmktdata]
//! [reqmktdata_snapshot]
client.reqMktData(1003, ContractSamples.FutureComboContract(), string.Empty, true, false, null);
//! [reqmktdata_snapshot]
/*
* //! [regulatorysnapshot]
* // Each regulatory snapshot incurs a 0.01 USD fee
* client.reqMktData(1005, ContractSamples.USStock(), "", false, true, null);
* //! [regulatorysnapshot]
*/
//! [reqmktdata_genticks]
//Requesting RTVolume (Time & Sales), shortable and Fundamental Ratios generic ticks
client.reqMktData(1004, ContractSamples.USStockAtSmart(), "233,236,258", false, false, null);
//! [reqmktdata_genticks]
//! [reqmktdata_contractnews]
// Without the API news subscription this will generate an "invalid tick type" error
client.reqMktData(1005, ContractSamples.USStock(), "mdoff,292:BZ", false, false, null);
client.reqMktData(1006, ContractSamples.USStock(), "mdoff,292:BT", false, false, null);
client.reqMktData(1007, ContractSamples.USStock(), "mdoff,292:FLY", false, false, null);
client.reqMktData(1008, ContractSamples.USStock(), "mdoff,292:MT", false, false, null);
//! [reqmktdata_contractnews]
//! [reqmktdata_broadtapenews]
client.reqMktData(1009, ContractSamples.BTbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1010, ContractSamples.BZbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1011, ContractSamples.FLYbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1012, ContractSamples.MTbroadtapeNewsFeed(), "mdoff,292", false, false, null);
//! [reqmktdata_broadtapenews]
//! [reqoptiondatagenticks]
//Requesting data for an option contract will return the greek values
client.reqMktData(1002, ContractSamples.OptionWithLocalSymbol(), string.Empty, false, false, null);
//! [reqoptiondatagenticks]
//! [reqfuturesopeninterest]
//Requesting data for a futures contract will return the futures open interest
client.reqMktData(1014, ContractSamples.SimpleFuture(), "mdoff,588", false, false, null);
//! [reqfuturesopeninterest]
//! [reqmktdatapreopenbidask]
//Requesting data for a futures contract will return the pre-open bid/ask flag
client.reqMktData(1015, ContractSamples.SimpleFuture(), "", false, false, null);
//! [reqmktDatapreopenbidask]
//! [reqavgoptvolume]
//Requesting data for a stock will return the average option volume
client.reqMktData(1016, ContractSamples.USStockAtSmart(), "mdoff,105", false, false, null);
//! [reqavgoptvolume]
Thread.Sleep(10000);
/*** Canceling the market data subscription ***/
//! [cancelmktdata]
client.cancelMktData(1001);
client.cancelMktData(1002);
client.cancelMktData(1003);
client.cancelMktData(1014);
client.cancelMktData(1015);
client.cancelMktData(1016);
//! [cancelmktdata]
}
