//! [tickbytickalllast] //! [tickbytickbidask] public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { Console.WriteLine( "Tick-By-Tick. Request Id: {0}, TickType: BidAsk, Time: {1}, BidPrice: {2}, AskPrice: {3}, BidSize: {4}, AskSize: {5}, BidPastLow: {6}, AskPastHigh: {7}", reqId, IBApi.Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk.BidPastLow, tickAttribBidAsk.AskPastHigh); }
public HistoricalTickBidAskMessage(int reqId, long time, TickAttribBidAsk tickAttribBidAsk, double priceBid, double priceAsk, long sizeBid, long sizeAsk) { RequestId = reqId; Time = time; PriceBid = priceBid; PriceAsk = priceAsk; SizeBid = sizeBid; SizeAsk = sizeAsk; }
internal HistoricalBidAskTick(ResponseReader r) { Time = r.ReadLong(); TickAttribBidAsk.Set(r.ReadInt()); PriceBid = r.ReadDouble(); PriceAsk = r.ReadDouble(); SizeBid = r.ReadLong(); SizeAsk = r.ReadLong(); }
public TickByTickBidAskMessage(int reqId, long time, double bidPrice, double askPrice, long bidSize, long askSize, TickAttribBidAsk tickAttribBidAsk) { ReqId = reqId; Time = time; BidPrice = bidPrice; AskPrice = askPrice; BidSize = bidSize; AskSize = askSize; TickAttribBidAsk = tickAttribBidAsk; }
/// <inheritdoc/> public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { throw new NotImplementedException(); }
void EWrapper.tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { var tmp = tickByTickBidAsk; if (tmp != null) { FireEvent(t => tmp(new TickByTickBidAskMessage(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)), null); } }
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { }
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { TickByTickBidAsk?.Invoke(new TickByTickBidAskMessage(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)); }
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { var security = GetRequestSecurity(reqId); if (security == null) { return; } DateTime dt = time.FromIbkrTimeFormat(); security.LastBid = bidPrice.ToDecimal(); security.LastAsk = askPrice.ToDecimal(); OnLiveQuoteReceived(security, LiveQuoteType.Bid, dt, bidPrice.ToDecimal(), bidSize); OnLiveQuoteReceived(security, LiveQuoteType.Ask, dt, askPrice.ToDecimal(), askSize); }
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk) { var tick = new HistoricalTickBidAsk { Time = time, PriceAsk = askPrice, PriceBid = bidPrice, SizeAsk = askSize, SizeBid = bidSize, TickAttribBidAsk = tickAttribBidAsk }; TimeAndSalesUpdateReceived?.Invoke(this, tick); }