private static void tickOptionComputationOperations(EClientSocket client)
{
/*** Requesting real time market data ***/
client.reqMarketDataType(4);
//! [reqmktdata]
client.reqMktData(2001, ContractSamples.OptionWithLocalSymbol(), string.Empty, false, false, null);
//! [reqmktdata]
Thread.Sleep(10000);
/*** Canceling the market data subscription ***/
//! [cancelmktdata]
client.cancelMktData(2001);
//! [cancelmktdata]
}
private static void tickDataOperations(EClientSocket client)
{
/*** Requesting real time market data ***/
//Thread.Sleep(1000);
//! [reqmktdata]
client.reqMktData(1001, ContractSamples.StockComboContract(), string.Empty, false, null);
//! [reqmktdata]
//! [reqmktdata_snapshot]
client.reqMktData(1003, ContractSamples.FutureComboContract(), string.Empty, true, null);
//! [reqmktdata_snapshot]
//! [reqmktdata_genticks]
//Requesting RTVolume (Time & Sales), shortable and Fundamental Ratios generic ticks
client.reqMktData(1004, ContractSamples.USStock(), "233,236,258", false, null);
//! [reqmktdata_genticks]
//! [reqmktdata_contractnews]
client.reqMktData(1005, ContractSamples.USStock(), "mdoff,292:BZ", false, null);
client.reqMktData(1006, ContractSamples.USStock(), "mdoff,292:BT", false, null);
client.reqMktData(1007, ContractSamples.USStock(), "mdoff,292:FLY", false, null);
client.reqMktData(1008, ContractSamples.USStock(), "mdoff,292:MT", false, null);
//! [reqmktdata_contractnews]
//! [reqmktdata_broadtapenews]
client.reqMktData(1009, ContractSamples.BTbroadtapeNewsFeed(), "mdoff,292", false, null);
client.reqMktData(1010, ContractSamples.BZbroadtapeNewsFeed(), "mdoff,292", false, null);
client.reqMktData(1011, ContractSamples.FLYbroadtapeNewsFeed(), "mdoff,292", false, null);
client.reqMktData(1012, ContractSamples.MTbroadtapeNewsFeed(), "mdoff,292", false, null);
//! [reqmktdata_broadtapenews]
//! [reqoptiondatagenticks]
//Requesting data for an option contract will return the greek values
client.reqMktData(1002, ContractSamples.OptionWithLocalSymbol(), string.Empty, false, null);
//! [reqoptiondatagenticks]
Thread.Sleep(10000);
/*** Canceling the market data subscription ***/
//! [cancelmktdata]
client.cancelMktData(1001);
client.cancelMktData(1002);
client.cancelMktData(1003);
//! [cancelmktdata]
}
private static void optionsOperations(EClientSocket client)
{
//! [reqsecdefoptparams]
client.reqSecDefOptParams(0, "IBM", "", "STK", 8314);
//! [reqsecdefoptparams]
/*** Calculating implied volatility ***/
//! [calculateimpliedvolatility]
client.calculateImpliedVolatility(5001, ContractSamples.OptionWithLocalSymbol(), 0.5, 55, null);
//! [calculateimpliedvolatility]
/*** Canceling implied volatility ***/
client.cancelCalculateImpliedVolatility(5001);
/*** Calculating option's price ***/
//! [calculateoptionprice]
client.calculateOptionPrice(5002, ContractSamples.OptionWithLocalSymbol(), 0.6, 55, null);
//! [calculateoptionprice]
/*** Canceling option's price calculation ***/
client.cancelCalculateOptionPrice(5002);
/*** Exercising options ***/
//! [exercise_options]
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, null, 1);
//! [exercise_options]
}
private static void tickDataOperations(EClientSocket client)
{
/*** Requesting real time market data ***/
//Thread.Sleep(1000);
//! [reqmktdata]
client.reqMktData(1001, ContractSamples.StockComboContract(), string.Empty, false, false, null);
//! [reqmktdata]
//! [reqmktdata_snapshot]
client.reqMktData(1003, ContractSamples.FutureComboContract(), string.Empty, true, false, null);
//! [reqmktdata_snapshot]
/*
* //! [regulatorysnapshot]
* // Each regulatory snapshot incurs a 0.01 USD fee
* client.reqMktData(1005, ContractSamples.USStock(), "", false, true, null);
* //! [regulatorysnapshot]
*/
//! [reqmktdata_genticks]
//Requesting RTVolume (Time & Sales), shortable and Fundamental Ratios generic ticks
client.reqMktData(1004, ContractSamples.USStockAtSmart(), "233,236,258", false, false, null);
//! [reqmktdata_genticks]
//! [reqmktdata_contractnews]
// Without the API news subscription this will generate an "invalid tick type" error
client.reqMktData(1005, ContractSamples.USStock(), "mdoff,292:BZ", false, false, null);
client.reqMktData(1006, ContractSamples.USStock(), "mdoff,292:BT", false, false, null);
client.reqMktData(1007, ContractSamples.USStock(), "mdoff,292:FLY", false, false, null);
client.reqMktData(1008, ContractSamples.USStock(), "mdoff,292:MT", false, false, null);
//! [reqmktdata_contractnews]
//! [reqmktdata_broadtapenews]
client.reqMktData(1009, ContractSamples.BTbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1010, ContractSamples.BZbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1011, ContractSamples.FLYbroadtapeNewsFeed(), "mdoff,292", false, false, null);
client.reqMktData(1012, ContractSamples.MTbroadtapeNewsFeed(), "mdoff,292", false, false, null);
//! [reqmktdata_broadtapenews]
//! [reqoptiondatagenticks]
//Requesting data for an option contract will return the greek values
client.reqMktData(1002, ContractSamples.OptionWithLocalSymbol(), string.Empty, false, false, null);
//! [reqoptiondatagenticks]
//! [reqfuturesopeninterest]
//Requesting data for a futures contract will return the futures open interest
client.reqMktData(1014, ContractSamples.SimpleFuture(), "mdoff,588", false, false, null);
//! [reqfuturesopeninterest]
//! [reqmktdatapreopenbidask]
//Requesting data for a futures contract will return the pre-open bid/ask flag
client.reqMktData(1015, ContractSamples.SimpleFuture(), "", false, false, null);
//! [reqmktDatapreopenbidask]
//! [reqavgoptvolume]
//Requesting data for a stock will return the average option volume
client.reqMktData(1016, ContractSamples.USStockAtSmart(), "mdoff,105", false, false, null);
//! [reqavgoptvolume]
Thread.Sleep(10000);
/*** Canceling the market data subscription ***/
//! [cancelmktdata]
client.cancelMktData(1001);
client.cancelMktData(1002);
client.cancelMktData(1003);
client.cancelMktData(1014);
client.cancelMktData(1015);
client.cancelMktData(1016);
//! [cancelmktdata]
}
