private double getSymbolPrice(string secType)
{
dbm.WriteLine(clientID, "Obtaining undelying price ...", true);
// get Underlying Contract
Contract underlying = new Contract();
underlying.Symbol = this_symbol;
underlying.SecType = secType;
underlying = ibClient.reqContractDetails(1, underlying)[0].contractDetails.Summary;
// Request Price
do
{
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.Delayed);
CompleteTick_Struct mymkt = ibClient.GetMktSnapShotData(new List <Contract>(new Contract[] { underlying }))[0];
symbolPrice = mymkt.getTick(tickPreference.LastPreference);
} while (symbolPrice <= 0);
return(symbolPrice);
}
private List <CompleteTick_Struct> IBPrice2DT()
{
//###########################################################################################
// Obtain option price
//###########################################################################################
List <Contract> AllContracts = new List <Contract>();
List <CompleteTick_Struct> myMkt;
// Create and send request
foreach (Position_Struct pos in myPortfolio)
{
Contract tmpContract = ibClient.reqContractDetails(Toolkit.RndReqId(), pos.contract)[0].contractDetails.Summary;
AllContracts.Add(tmpContract);
}
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.Delayed);
myMkt = ibClient.GetMktSnapShotData(AllContracts);
return(myMkt);
}
