public void tickPrice(int tickerId, int field, double price, TickAttrib attribs)
{
try
{
TWSSubscription subscription = TWSSubscriptionManager.GetById(tickerId);
if (subscription != null)
{
TWSTickEventArgs args = new TWSTickEventArgs(subscription, field, price, attribs);
if (m_twsTickEventHandler != null)
{
if (args.DoubleValue >= 0)
{
m_twsTickEventHandler(this, args);
}
else
{
Info(String.Format("Ignoring tick price: {0}", args.ToString()));
}
}
}
else
{
Info(String.Format("Error - tick received for unknown ticker id {0}", tickerId));
}
}
catch (Exception ex) { Error("Exception in tickPrice callback", ex); }
}
public void tickString(int tickerId, int field, string value)
{
try
{
TWSSubscription subscription = TWSSubscriptionManager.GetById(tickerId);
if (subscription != null)
{
TWSTickEventArgs args = new TWSTickEventArgs(subscription, field, value);
if (m_twsTickEventHandler != null)
{
m_twsTickEventHandler(this, args);
}
}
else
{
Info(String.Format("Error - tick received for unknown ticker id {0}", tickerId));
}
}
catch (Exception ex) { Error("Exception in tickString callback", ex); }
}
public void tickOptionComputation(int tickerId, int field, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
{
try
{
// ignore Bid and Ask computations
if ((field == TickType.MODEL_OPTION) || (field == TickType.DELAYED_MODEL_OPTION))
{
TWSSubscription subscription = TWSSubscriptionManager.GetById(tickerId);
if (subscription != null)
{
TWSTickEventArgs args = new TWSTickEventArgs(subscription, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice);
if (m_twsTickEventHandler != null)
{
m_twsTickEventHandler(this, args);
}
}
else
{
Info(String.Format("Error - tick received for unknown ticker id {0}", tickerId));
}
}
}
catch (Exception ex) { Error("Exception in tickOptionComputation callback", ex); }
}