public void CancelRealTimeData(int requestID)
{
if (_reverseRequestIDMap.TryGetValue(requestID, out int twsId))
{
_client.CancelRealTimeBars(twsId);
}
else
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Real time stream requested for cancelation not found. ID: " + requestID));
}
}
public void CancelRealTimeData(int requestID)
{
_client.CancelRealTimeBars(requestID);
}
/// <summary>
/// This event is raised in the case of some error
/// This includes pacing violations, in which case we re-enqueue the request.
/// </summary>
private void _client_Error(object sender, ErrorEventArgs e)
{
//if we asked for too much real time data at once, we need to re-queue the failed request
if ((int)e.ErrorCode == 420) //a real time pacing violation
{
HandleRealTimePacingViolationError(e);
}
else if ((int)e.ErrorCode == 162) //a historical data pacing violation
{
HandleHistoricalDataPacingViolationError(e);
}
else if ((int)e.ErrorCode == 200) //No security definition has been found for the request.
{
HandleNoSecurityDefinitionError(e);
}
else if ((int)e.ErrorCode == 10225) //bust event stops real-time bars
{
RealTimeDataRequest req;
if (_realTimeDataRequests.TryGetValue(e.TickerId, out req))
{
_logger.Error(string.Format(" RT Req: {0} @ {1}. Restarting stream.",
req.Instrument.Symbol,
req.Frequency));
_client.CancelRealTimeBars(e.TickerId);
RestartRealtimeStream(req);
}
else
{
_logger.Error(e.ErrorMsg + " - Unable to find corresponding request");
}
}
//different messages depending on the type of request
var errorArgs = TWSUtils.ConvertErrorArguments(e);
HistoricalDataRequest histReq;
RealTimeDataRequest rtReq;
var isHistorical = _historicalDataRequests.TryGetValue(e.TickerId, out histReq);
if (isHistorical)
{
int origId = _subRequestIDMap.ContainsKey(histReq.RequestID)
? _subRequestIDMap[histReq.RequestID]
: histReq.RequestID;
errorArgs.ErrorMessage += string.Format(" Historical Req: {0} @ {1} From {2} To {3} - TickerId: {4} ReqID: {5}",
histReq.Instrument.Symbol,
histReq.Frequency,
histReq.StartingDate,
histReq.EndingDate,
e.TickerId,
histReq.RequestID);
errorArgs.RequestID = origId;
}
else if (_realTimeDataRequests.TryGetValue(e.TickerId, out rtReq)) //it's a real time request
{
errorArgs.ErrorMessage += string.Format(" RT Req: {0} @ {1}",
rtReq.Instrument.Symbol,
rtReq.Frequency);
errorArgs.RequestID = rtReq.RequestID;
}
RaiseEvent(Error, this, errorArgs);
}