public static ScannerSubscription GetScannerSubscription()
{
ScannerSubscription scanSub = new ScannerSubscription();
scanSub.Instrument = "STOCK.EU";
scanSub.LocationCode = "STK.EU.IBIS";
scanSub.ScanCode = "HOT_BY_VOLUME";
return scanSub;
}
private void scannerRequest_Button_Click(object sender, EventArgs e)
{
if (isConnected)
{
ScannerSubscription subscription = new ScannerSubscription();
subscription.ScanCode = scanCode.Text;
subscription.Instrument = scanInstrument.Text;
subscription.LocationCode = scanLocation.Text;
subscription.StockTypeFilter = scanStockType.Text;
subscription.NumberOfRows = Int32.Parse(scanNumRows.Text);
scannerManager.AddRequest(subscription);
ShowTab(marketData_MDT, scannerTab);
}
}
/**
* @brief Starts a subscription to market scan results based on the provided parameters.
* @param reqId the request's identifier
* @param subscription summary of the scanner subscription including its filters.
* @sa reqScannerParameters, ScannerSubscription, EWrapper::scannerData
*/
public void reqScannerSubscription(int reqId, ScannerSubscription subscription)
{
if (!CheckConnection())
return;
const int VERSION = 3;
List<byte> paramsList = new List<byte>();
paramsList.AddParameter(OutgoingMessages.RequestScannerSubscription);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(reqId);
paramsList.AddParameterMax(subscription.NumberOfRows);
paramsList.AddParameter(subscription.Instrument);
paramsList.AddParameter(subscription.LocationCode);
paramsList.AddParameter(subscription.ScanCode);
paramsList.AddParameterMax(subscription.AbovePrice);
paramsList.AddParameterMax(subscription.BelowPrice);
paramsList.AddParameterMax(subscription.AboveVolume);
paramsList.AddParameterMax(subscription.MarketCapAbove);
paramsList.AddParameterMax(subscription.MarketCapBelow);
paramsList.AddParameter(subscription.MoodyRatingAbove);
paramsList.AddParameter(subscription.MoodyRatingBelow);
paramsList.AddParameter(subscription.SpRatingAbove);
paramsList.AddParameter(subscription.SpRatingBelow);
paramsList.AddParameter(subscription.MaturityDateAbove);
paramsList.AddParameter(subscription.MaturityDateBelow);
paramsList.AddParameterMax(subscription.CouponRateAbove);
paramsList.AddParameterMax(subscription.CouponRateBelow);
paramsList.AddParameter(subscription.ExcludeConvertible);
if (serverVersion >= 25)
{
paramsList.AddParameterMax(subscription.AverageOptionVolumeAbove);
paramsList.AddParameter(subscription.ScannerSettingPairs);
}
if (serverVersion >= 27)
{
paramsList.AddParameter(subscription.StockTypeFilter);
}
Send(paramsList, EClientErrors.FAIL_SEND_REQSCANNER);
}
public void AddRequest(ScannerSubscription scannerSubscription)
{
ibClient.ClientSocket.reqScannerSubscription(currentTicker, scannerSubscription, new List<TagValue>());
}
/**
* @brief Starts a subscription to market scan results based on the provided parameters.
* @param reqId the request's identifier
* @param subscription summary of the scanner subscription including its filters.
* @sa reqScannerParameters, ScannerSubscription, EWrapper::scannerData
*/
public void reqScannerSubscription(int reqId, ScannerSubscription subscription, List<TagValue> scannerSubscriptionOptions)
{
if (!CheckConnection())
return;
const int VERSION = 4;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestScannerSubscription);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(reqId);
paramsList.AddParameterMax(subscription.NumberOfRows);
paramsList.AddParameter(subscription.Instrument);
paramsList.AddParameter(subscription.LocationCode);
paramsList.AddParameter(subscription.ScanCode);
paramsList.AddParameterMax(subscription.AbovePrice);
paramsList.AddParameterMax(subscription.BelowPrice);
paramsList.AddParameterMax(subscription.AboveVolume);
paramsList.AddParameterMax(subscription.MarketCapAbove);
paramsList.AddParameterMax(subscription.MarketCapBelow);
paramsList.AddParameter(subscription.MoodyRatingAbove);
paramsList.AddParameter(subscription.MoodyRatingBelow);
paramsList.AddParameter(subscription.SpRatingAbove);
paramsList.AddParameter(subscription.SpRatingBelow);
paramsList.AddParameter(subscription.MaturityDateAbove);
paramsList.AddParameter(subscription.MaturityDateBelow);
paramsList.AddParameterMax(subscription.CouponRateAbove);
paramsList.AddParameterMax(subscription.CouponRateBelow);
paramsList.AddParameter(subscription.ExcludeConvertible);
if (serverVersion >= 25)
{
paramsList.AddParameterMax(subscription.AverageOptionVolumeAbove);
paramsList.AddParameter(subscription.ScannerSettingPairs);
}
if (serverVersion >= 27)
{
paramsList.AddParameter(subscription.StockTypeFilter);
}
if (serverVersion >= MinServerVer.LINKING)
{
//int tagValuesCount = scannerSubscriptionOptions == null ? 0 : scannerSubscriptionOptions.Count;
//paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(scannerSubscriptionOptions));
}
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQSCANNER);
}
/// <summary>
/// Starts a subscription to market scan results based on the provided parameters.
/// </summary>
/// <param name="reqId">The request's identifier.</param>
/// <param name="subscription">Summary of the scanner subscription including its filters.</param>
/// <param name="scannerSubscriptionOptions"></param>
public void ReqScannerSubscription(int reqId, ScannerSubscription subscription, List<TagValue> scannerSubscriptionOptions)
{
CheckConnection();
const int VERSION = 4;
List<byte> paramsList = new List<byte>();
paramsList.AddParameter(OutgoingMessages.RequestScannerSubscription);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(reqId);
paramsList.AddParameterMax(subscription.NumberOfRows);
paramsList.AddParameter(subscription.Instrument);
paramsList.AddParameter(subscription.LocationCode);
paramsList.AddParameter(subscription.ScanCode);
paramsList.AddParameterMax(subscription.AbovePrice);
paramsList.AddParameterMax(subscription.BelowPrice);
paramsList.AddParameterMax(subscription.AboveVolume);
paramsList.AddParameterMax(subscription.MarketCapAbove);
paramsList.AddParameterMax(subscription.MarketCapBelow);
paramsList.AddParameter(subscription.MoodyRatingAbove);
paramsList.AddParameter(subscription.MoodyRatingBelow);
paramsList.AddParameter(subscription.SpRatingAbove);
paramsList.AddParameter(subscription.SpRatingBelow);
paramsList.AddParameter(subscription.MaturityDateAbove);
paramsList.AddParameter(subscription.MaturityDateBelow);
paramsList.AddParameterMax(subscription.CouponRateAbove);
paramsList.AddParameterMax(subscription.CouponRateBelow);
paramsList.AddParameter(subscription.ExcludeConvertible);
if (ibClientConnection.ServerVersion >= 25)
{
paramsList.AddParameterMax(subscription.AverageOptionVolumeAbove);
paramsList.AddParameter(subscription.ScannerSettingPairs);
}
if (ibClientConnection.ServerVersion >= 27)
{
paramsList.AddParameter(subscription.StockTypeFilter);
}
if (ibClientConnection.ServerVersion >= MinServerVer.LINKING)
{
//int tagValuesCount = scannerSubscriptionOptions == null ? 0 : scannerSubscriptionOptions.Count;
//paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(scannerSubscriptionOptions));
}
ibClientConnection.IbWriter.Send(paramsList, EClientErrors.FAIL_SEND_REQSCANNER);
}
public void AddRequest(ScannerSubscription scannerSubscription)
{
ibClient.ClientSocket.reqScannerSubscription(currentTicker, scannerSubscription);
}
