public void GetsTickData()
{
InteractiveBrokersGatewayRunner.StartFromConfiguration();
var ib = new InteractiveBrokersBrokerage(new OrderProvider());
ib.Connect();
ib.Subscribe(null, new Dictionary <SecurityType, List <string> >
{
{ SecurityType.Forex, new List <string> {
"USDJPY", "EURGBP"
} }
});
Thread.Sleep(1000);
for (int i = 0; i < 10; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
}
}
InteractiveBrokersGatewayRunner.Stop();
}
public void GetsTickData()
{
InteractiveBrokersGatewayRunner.StartFromConfiguration();
var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider());
ib.Connect();
ib.Subscribe(null, new List <Symbol> {
Symbols.USDJPY, Symbols.EURGBP
});
Thread.Sleep(1000);
var gotUsdData = false;
var gotEurData = false;
for (int i = 0; i < 20; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
gotUsdData |= tick.Symbol == Symbols.USDJPY;
gotEurData |= tick.Symbol == Symbols.EURGBP;
}
}
Assert.IsTrue(gotUsdData);
Assert.IsTrue(gotEurData);
InteractiveBrokersGatewayRunner.Stop();
}
public void GetsTickDataAfterDisconnectionConnectionCycle()
{
using (var ib = new InteractiveBrokersBrokerage(new QCAlgorithm(), new OrderProvider(), new SecurityProvider()))
{
ib.Connect();
ib.Subscribe(null, new List <Symbol> {
Symbols.USDJPY, Symbols.EURGBP
});
ib.Disconnect();
Thread.Sleep(2000);
for (var i = 0; i < 20; i++)
{
foreach (var tick in ib.GetNextTicks()) // we need to make sure we consumer the already sent data, if any
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
}
}
ib.Connect();
Thread.Sleep(2000);
var gotUsdData = false;
var gotEurData = false;
for (var i = 0; i < 20; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
gotUsdData |= tick.Symbol == Symbols.USDJPY;
gotEurData |= tick.Symbol == Symbols.EURGBP;
}
}
Assert.IsTrue(gotUsdData);
Assert.IsTrue(gotEurData);
}
}