private void ProcessMarketDataRequest()
{
int reqId = -1;
try {
int reqVersion = _enc.DecodeInt();
reqId = _enc.DecodeInt();
var contract = new IBContract();
contract.Symbol = _enc.DecodeString();
contract.SecType = _enc.DecodeSecType();
contract.Expiry = _enc.DecodeExpiryDate();
contract.Strike = _enc.DecodeDouble();
contract.Right = _enc.DecodeString();
if (ServerInfo.Version >= 15)
{
contract.Multiplier = _enc.DecodeInt();
}
contract.Exchange = _enc.DecodeString();
if (ServerInfo.Version >= 14)
{
contract.PrimaryExch = _enc.DecodeString();
}
contract.Currency = _enc.DecodeString();
if (ServerInfo.Version >= 2)
{
contract.LocalSymbol = _enc.DecodeString();
}
if (ServerInfo.Version >= 8 && (contract.SecType == IBSecType.BAG))
{
int comboLegCount = _enc.DecodeInt();
for (var i = 0; i < comboLegCount; i++)
{
IBComboLeg leg = new IBComboLeg();
leg.ConId = _enc.DecodeInt();
leg.Ratio = _enc.DecodeInt();
leg.Action = _enc.DecodeAction();
leg.Exchange = _enc.DecodeString();
contract.ComboLegs.Add(leg);
}
}
if (ServerInfo.Version >= 31)
{
string genericTickList = _enc.DecodeString();
if (genericTickList != null && genericTickList.Length > 0)
{
var list = new List <IBGenericTickType>();
foreach (var s in genericTickList.Split(','))
{
list.Add((IBGenericTickType)Enum.Parse(typeof(IBGenericTickType), s));
}
}
}
OnMarketDataRequest(reqId, contract);
}
catch (Exception e) {
OnError(reqId, TWSErrors.FAIL_SEND_REQMKT);
OnError(e.Message);
Disconnect();
}
}
private void ProcessMarketDataRequest()
{
int reqId = -1;
try {
int reqVersion = _enc.DecodeInt();
reqId = _enc.DecodeInt();
var contract = new IBContract {
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum<IBSecurityType>(),
Expiry = _enc.DecodeExpiryDate(),
Strike = _enc.DecodeDouble(),
Right = _enc.DecodeString()
};
if (ServerInfo.Version >= 15)
contract.Multiplier = _enc.DecodeString();
contract.Exchange = _enc.DecodeString();
if (ServerInfo.Version >= 14)
contract.PrimaryExchange = _enc.DecodeString();
contract.Currency = _enc.DecodeString();
if (ServerInfo.Version >= 2)
contract.LocalSymbol = _enc.DecodeString();
if (ServerInfo.Version >= 8 && (contract.SecurityType == IBSecurityType.Bag)) {
int comboLegCount = _enc.DecodeInt();
for (int i = 0; i < comboLegCount; i++) {
var leg = new IBComboLeg {
ContractId = _enc.DecodeInt(),
Ratio = _enc.DecodeInt(),
Action = _enc.DecodeEnum<IBAction>(),
Exchange = _enc.DecodeString()
};
contract.ComboLegs.Add(leg);
}
}
if (ServerInfo.Version >= 31) {
string genericTickList = _enc.DecodeString();
if (!string.IsNullOrEmpty(genericTickList)) {
var list = new List<IBGenericTickType>();
foreach (string s in genericTickList.Split(','))
list.Add((IBGenericTickType) Enum.Parse(typeof (IBGenericTickType), s));
}
}
OnMarketDataRequest(reqId, contract);
}
catch (Exception e) {
OnError(reqId, TWSErrors.FAIL_SEND_REQMKT);
OnError(e.Message);
Disconnect();
}
}
private void ProcessMarketDataRequest()
{
int reqId = -1;
try {
int reqVersion = _enc.DecodeInt();
reqId = _enc.DecodeInt();
var contract = new IBContract {
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum <IBSecurityType>(),
Expiry = _enc.DecodeExpiryDate(),
Strike = _enc.DecodeDouble(),
Right = _enc.DecodeString()
};
if (ServerInfo.Version >= 15)
{
contract.Multiplier = _enc.DecodeString();
}
contract.Exchange = _enc.DecodeString();
if (ServerInfo.Version >= 14)
{
contract.PrimaryExchange = _enc.DecodeString();
}
contract.Currency = _enc.DecodeString();
if (ServerInfo.Version >= 2)
{
contract.LocalSymbol = _enc.DecodeString();
}
if (ServerInfo.Version >= 8 && (contract.SecurityType == IBSecurityType.Bag))
{
int comboLegCount = _enc.DecodeInt();
for (int i = 0; i < comboLegCount; i++)
{
var leg = new IBComboLeg {
ContractId = _enc.DecodeInt(),
Ratio = _enc.DecodeInt(),
Action = _enc.DecodeEnum <IBAction>(),
Exchange = _enc.DecodeString()
};
contract.ComboLegs.Add(leg);
}
}
if (ServerInfo.Version >= 31)
{
string genericTickList = _enc.DecodeString();
if (!string.IsNullOrEmpty(genericTickList))
{
var list = new List <IBGenericTickType>();
foreach (string s in genericTickList.Split(','))
{
list.Add((IBGenericTickType)Enum.Parse(typeof(IBGenericTickType), s));
}
}
}
OnMarketDataRequest(reqId, contract);
}
catch (Exception e) {
OnError(reqId, TWSErrors.FAIL_SEND_REQMKT);
OnError(e.Message);
Disconnect();
}
}
