public void GetsTickData()
        {
            InteractiveBrokersGatewayRunner.StartFromConfiguration();
            
            var ib = new InteractiveBrokersBrokerage(new OrderProvider());
            ib.Connect();

            ib.Subscribe(null, new List<Symbol> {Symbols.USDJPY, Symbols.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();
        }
コード例 #2
0
        public void GetsTickData()
        {
            InteractiveBrokersGatewayRunner.StartFromConfiguration();

            var ib = new InteractiveBrokersBrokerage(new OrderMapping());
            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();
        }