public RealtimeData()
{
Console.WriteLine("Start the TWS Api Connection");
EWrapperImpl ibClient = new EWrapperImpl();
ibClient.ClientSocket.eConnect("127.0.0.1", 7496, 1);
Contract contract = new Contract()
{
Symbol = "IBM",
SecType = "STK",
Exchange = "SMART",
Currency = "USD"
};
List <TagValue> mktDataOptions = new List <TagValue>();
Console.WriteLine("QuoteRequest for made" + contract.Symbol);
ibClient.ClientSocket.reqMktData(1, contract, "", false, mktDataOptions);
Console.ReadKey(); // Key main thread active so that the reqMktData tread can remain open.
Console.WriteLine("QuoteCancel for " + contract.Symbol);
ibClient.ClientSocket.cancelMktData(1);
ibClient.ClientSocket.eDisconnect();
}
public HistoricalData()
{
string strEndDate = "20160528 16:00:00";
string strDuration = "1 M";
string strBarSize = "1 Day";
string strWhatToShow = "TRADES";
EWrapperImpl ibClient = new EWrapperImpl();
ibClient.ClientSocket.eConnect("127.0.0.1", 7496, 1);
Contract contract = new Contract()
{
Symbol = "IBM",
SecType = "STK",
Exchange = "SMART",
Currency = "USD"
};
List <TagValue> historicalDataOptions = new List <TagValue>();
ibClient.ClientSocket.reqHistoricalData(1, contract, strEndDate, strDuration, strBarSize, strWhatToShow, 1, 1, historicalDataOptions);
Console.ReadKey();
ibClient.ClientSocket.eDisconnect();
}
public AccountManager()
{
Console.WriteLine("Connecting to TWS Api to Fetch Account Details");
EWrapperImpl ibClient = new EWrapperImpl();
ibClient.ClientSocket.eConnect("127.0.0.1", 7496, 1);
ibClient.ClientSocket.reqAccountUpdates(true, "U4193925");
}
public SubmitOrder()
{
int iOrderId = 3011;
int giOrderId;
EWrapperImpl ibClient = new EWrapperImpl();
ibClient.ClientSocket.eConnect("127.0.01", 7496, 1);
Contract contract = new Contract()
{
Symbol = "IBM",
SecType = "STK",
Exchange = "SMART",
Currency = "USD"
};
/*
* Order orderInfo = new Order()
* {
* OrderId = iOrderId,
* Action = "BUY",
* OrderType = "LMT",
* TotalQuantity = 100,
* LmtPrice = 150.00,
* Tif = "DAY"
* };*/
Order limitBuy = new Order()
{
OrderId = iOrderId + 1,
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 100,
LmtPrice = 150.00,
Tif = "DAY"
};
Order limitSell = new Order()
{
OrderId = iOrderId + 2,
Action = "SELL",
OrderType = "LMT",
TotalQuantity = 100,
LmtPrice = 160.00,
Tif = "DAY"
};
Console.WriteLine("Ready to place order. Press a Key");
Console.ReadKey();
ibClient.ClientSocket.placeOrder(iOrderId + 1, contract, limitBuy);
ibClient.ClientSocket.placeOrder(iOrderId + 2, contract, limitSell);
Console.WriteLine(Environment.NewLine + "Cancel order by pressing any key...");
Console.ReadKey();
ibClient.ClientSocket.cancelOrder(iOrderId + 1);
ibClient.ClientSocket.cancelOrder(iOrderId + 2);
ibClient.ClientSocket.eDisconnect();
}
