//! [historicaltickslast] //! [tickbytickalllast] public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions) { Console.WriteLine( "Tick-By-Tick. Request Id: {0}, TickType: {1}, Time: {2}, Price: {3}, Size: {4}, Exchange: {5}, Special Conditions: {6}, PastLimit: {7}, Unreported: {8}", reqId, tickType == 1 ? "Last" : "AllLast", IBApi.Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), price, size, exchange, specialConditions, tickAttribLast.PastLimit, tickAttribLast.Unreported); }
public HistoricalTickLastMessage(int reqId, long time, TickAttribLast tickAttribLast, double price, long size, string exchange, string specialConditions) { ReqId = reqId; Time = time; TickAttribLast = tickAttribLast; Price = price; Size = size; Exchange = exchange; SpecialConditions = specialConditions; }
public TickByTickAllLastMessage(int reqId, int tickType, long time, double price, long size, TickAttribLast tickAttribLast, string exchange, string specialConditions) { ReqId = reqId; TickType = tickType; Time = time; Price = price; Size = size; TickAttribLast = tickAttribLast; Exchange = exchange; SpecialConditions = specialConditions; }
/// <inheritdoc/> public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions) { throw new NotImplementedException(); }
void EWrapper.tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions) { var tmp = tickByTickAllLast; if (tmp != null) { FireEvent(t => tmp(new TickByTickAllLastMessage(reqId, tickType, time, price, size, tickAttribLast, exchange, specialConditions)), null); } }
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions) { }
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions) { TickByTickAllLast?.Invoke(new TickByTickAllLastMessage(reqId, tickType, time, price, size, tickAttriblast, exchange, specialConditions)); }
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions) { var security = GetRequestSecurity(reqId); if (security == null) { return; } DateTime dt = time.FromIbkrTimeFormat(); security.LastTrade = price.ToDecimal(); OnLiveQuoteReceived(security, LiveQuoteType.Trade, dt, price.ToDecimal(), size); }