public override void Serialize(BinaryWriter outStream)
{
base.Serialize(outStream);
outStream.AddParameter(SecType);
outStream.AddParameter(Exchange);
outStream.AddParameter(Symbol);
}
/**
* @brief Requests contract information.
* This method will provide all the contracts matching the contract provided. It can also be used to retrieve complete options and futures chains. This information will be returned at EWrapper:contractDetails
* @param reqId the unique request identifier.
* @param contract the contract used as sample to query the available contracts. Typically, it will contain the Contract::Symbol, Contract::Currency, Contract::SecType, Contract::Exchange
* @sa EWrapper::contractDetails
*/
public void reqContractDetails(int reqId, Contract contract)
{
if (!CheckConnection())
return;
if (!IsEmpty(contract.SecIdType) || !IsEmpty(contract.SecId))
{
if (!CheckServerVersion(reqId, MinServerVer.SEC_ID_TYPE, " It does not support secIdType not secId attributes"))
return;
}
if (!IsEmpty(contract.TradingClass))
{
if (!CheckServerVersion(reqId, MinServerVer.TRADING_CLASS, " It does not support the TradingClass parameter when requesting contract details."))
return;
}
if (!IsEmpty(contract.PrimaryExch) && !CheckServerVersion(reqId, MinServerVer.LINKING,
" It does not support PrimaryExch parameter when requesting contract details."))
return;
int VERSION = 8;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestContractData);
paramsList.AddParameter(VERSION);//version
if (serverVersion >= MinServerVer.CONTRACT_DATA_CHAIN)
{
paramsList.AddParameter(reqId);
}
if (serverVersion >= MinServerVer.CONTRACT_CONID)
{
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
if (serverVersion >= 15)
{
paramsList.AddParameter(contract.Multiplier);
}
if (serverVersion >= MinServerVer.PRIMARYEXCH)
{
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.PrimaryExch);
}
else if (serverVersion >= MinServerVer.LINKING)
{
if (!IsEmpty(contract.PrimaryExch) && (contract.Exchange == "BEST" || contract.Exchange == "SMART"))
{
paramsList.AddParameter(contract.Exchange + ":" + contract.PrimaryExch);
}
else
{
paramsList.AddParameter(contract.Exchange);
}
}
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
if (serverVersion >= 31)
{
paramsList.AddParameter(contract.IncludeExpired);
}
if (serverVersion >= MinServerVer.SEC_ID_TYPE)
{
paramsList.AddParameter(contract.SecIdType);
paramsList.AddParameter(contract.SecId);
}
CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_REQCONTRACT);
}
/**
* @brief Places an order
* @param id the order's unique identifier. Use a sequential id starting with the id received at the nextValidId method.
* @param contract the order's contract
* @param order the order
* @sa nextValidId, reqAllOpenOrders, reqAutoOpenOrders, reqOpenOrders, cancelOrder, reqGlobalCancel, EWrapper::openOrder, EWrapper::orderStatus, Order, Contract
*/
public void placeOrder(int id, Contract contract, Order order)
{
if (!CheckConnection())
return;
if (!VerifyOrder(order, id, StringsAreEqual(Constants.BagSecType, contract.SecType)))
return;
if (!VerifyOrderContract(contract, id))
return;
int MsgVersion = (serverVersion < MinServerVer.NOT_HELD) ? 27 : 45;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.PlaceOrder);
paramsList.AddParameter(MsgVersion);
paramsList.AddParameter(id);
if (serverVersion >= MinServerVer.PLACE_ORDER_CONID)
{
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
if (serverVersion >= 15)
{
paramsList.AddParameter(contract.Multiplier);
}
paramsList.AddParameter(contract.Exchange);
if (serverVersion >= 14)
{
paramsList.AddParameter(contract.PrimaryExch);
}
paramsList.AddParameter(contract.Currency);
if (serverVersion >= 2)
{
paramsList.AddParameter(contract.LocalSymbol);
}
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
if (serverVersion >= MinServerVer.SEC_ID_TYPE)
{
paramsList.AddParameter(contract.SecIdType);
paramsList.AddParameter(contract.SecId);
}
// paramsList.AddParameter main order fields
paramsList.AddParameter(order.Action);
if (ServerVersion >= MinServerVer.FRACTIONAL_POSITIONS)
paramsList.AddParameter(order.TotalQuantity);
else
paramsList.AddParameter((int)order.TotalQuantity);
paramsList.AddParameter(order.OrderType);
if (serverVersion < MinServerVer.ORDER_COMBO_LEGS_PRICE)
{
paramsList.AddParameter(order.LmtPrice == Double.MaxValue ? 0 : order.LmtPrice);
}
else
{
paramsList.AddParameterMax(order.LmtPrice);
}
if (serverVersion < MinServerVer.TRAILING_PERCENT)
{
paramsList.AddParameter(order.AuxPrice == Double.MaxValue ? 0 : order.AuxPrice);
}
else
{
paramsList.AddParameterMax(order.AuxPrice);
}
// paramsList.AddParameter extended order fields
paramsList.AddParameter(order.Tif);
paramsList.AddParameter(order.OcaGroup);
paramsList.AddParameter(order.Account);
paramsList.AddParameter(order.OpenClose);
paramsList.AddParameter(order.Origin);
paramsList.AddParameter(order.OrderRef);
paramsList.AddParameter(order.Transmit);
if (serverVersion >= 4)
{
paramsList.AddParameter(order.ParentId);
}
if (serverVersion >= 5)
{
paramsList.AddParameter(order.BlockOrder);
paramsList.AddParameter(order.SweepToFill);
paramsList.AddParameter(order.DisplaySize);
paramsList.AddParameter(order.TriggerMethod);
if (serverVersion < 38)
{
// will never happen
paramsList.AddParameter(/* order.ignoreRth */ false);
}
else
{
paramsList.AddParameter(order.OutsideRth);
}
}
if (serverVersion >= 7)
{
paramsList.AddParameter(order.Hidden);
}
// paramsList.AddParameter combo legs for BAG requests
bool isBag = StringsAreEqual(Constants.BagSecType, contract.SecType);
if (serverVersion >= 8 && isBag)
{
if (contract.ComboLegs == null)
{
paramsList.AddParameter(0);
}
else
{
paramsList.AddParameter(contract.ComboLegs.Count);
ComboLeg comboLeg;
for (int i = 0; i < contract.ComboLegs.Count; i++)
{
comboLeg = (ComboLeg)contract.ComboLegs[i];
paramsList.AddParameter(comboLeg.ConId);
paramsList.AddParameter(comboLeg.Ratio);
paramsList.AddParameter(comboLeg.Action);
paramsList.AddParameter(comboLeg.Exchange);
paramsList.AddParameter(comboLeg.OpenClose);
if (serverVersion >= MinServerVer.SSHORT_COMBO_LEGS)
{
paramsList.AddParameter(comboLeg.ShortSaleSlot);
paramsList.AddParameter(comboLeg.DesignatedLocation);
}
if (serverVersion >= MinServerVer.SSHORTX_OLD)
{
paramsList.AddParameter(comboLeg.ExemptCode);
}
}
}
}
// add order combo legs for BAG requests
if (serverVersion >= MinServerVer.ORDER_COMBO_LEGS_PRICE && isBag)
{
if (order.OrderComboLegs == null)
{
paramsList.AddParameter(0);
}
else
{
paramsList.AddParameter(order.OrderComboLegs.Count);
for (int i = 0; i < order.OrderComboLegs.Count; i++)
{
OrderComboLeg orderComboLeg = order.OrderComboLegs[i];
paramsList.AddParameterMax(orderComboLeg.Price);
}
}
}
if (serverVersion >= MinServerVer.SMART_COMBO_ROUTING_PARAMS && isBag)
{
List<TagValue> smartComboRoutingParams = order.SmartComboRoutingParams;
int smartComboRoutingParamsCount = smartComboRoutingParams == null ? 0 : smartComboRoutingParams.Count;
paramsList.AddParameter(smartComboRoutingParamsCount);
if (smartComboRoutingParamsCount > 0)
{
for (int i = 0; i < smartComboRoutingParamsCount; ++i)
{
TagValue tagValue = smartComboRoutingParams[i];
paramsList.AddParameter(tagValue.Tag);
paramsList.AddParameter(tagValue.Value);
}
}
}
if (serverVersion >= 9)
{
// paramsList.AddParameter deprecated sharesAllocation field
paramsList.AddParameter("");
}
if (serverVersion >= 10)
{
paramsList.AddParameter(order.DiscretionaryAmt);
}
if (serverVersion >= 11)
{
paramsList.AddParameter(order.GoodAfterTime);
}
if (serverVersion >= 12)
{
paramsList.AddParameter(order.GoodTillDate);
}
if (serverVersion >= 13)
{
paramsList.AddParameter(order.FaGroup);
paramsList.AddParameter(order.FaMethod);
paramsList.AddParameter(order.FaPercentage);
paramsList.AddParameter(order.FaProfile);
}
if (serverVersion >= 18)
{ // institutional short sale slot fields.
paramsList.AddParameter(order.ShortSaleSlot); // 0 only for retail, 1 or 2 only for institution.
paramsList.AddParameter(order.DesignatedLocation); // only populate when order.shortSaleSlot = 2.
}
if (serverVersion >= MinServerVer.SSHORTX_OLD)
{
paramsList.AddParameter(order.ExemptCode);
}
if (serverVersion >= 19)
{
paramsList.AddParameter(order.OcaType);
if (serverVersion < 38)
{
// will never happen
paramsList.AddParameter( /* order.rthOnly */ false);
}
paramsList.AddParameter(order.Rule80A);
paramsList.AddParameter(order.SettlingFirm);
paramsList.AddParameter(order.AllOrNone);
paramsList.AddParameterMax(order.MinQty);
paramsList.AddParameterMax(order.PercentOffset);
paramsList.AddParameter(order.ETradeOnly);
paramsList.AddParameter(order.FirmQuoteOnly);
paramsList.AddParameterMax(order.NbboPriceCap);
paramsList.AddParameterMax(order.AuctionStrategy);
paramsList.AddParameterMax(order.StartingPrice);
paramsList.AddParameterMax(order.StockRefPrice);
paramsList.AddParameterMax(order.Delta);
// Volatility orders had specific watermark price attribs in server version 26
double lower = (serverVersion == 26 && order.OrderType.Equals("VOL"))
? Double.MaxValue
: order.StockRangeLower;
double upper = (serverVersion == 26 && order.OrderType.Equals("VOL"))
? Double.MaxValue
: order.StockRangeUpper;
paramsList.AddParameterMax(lower);
paramsList.AddParameterMax(upper);
}
if (serverVersion >= 22)
{
paramsList.AddParameter(order.OverridePercentageConstraints);
}
if (serverVersion >= 26)
{ // Volatility orders
paramsList.AddParameterMax(order.Volatility);
paramsList.AddParameterMax(order.VolatilityType);
if (serverVersion < 28)
{
bool isDeltaNeutralTypeMKT = (String.Compare("MKT", order.DeltaNeutralOrderType, true) == 0);
paramsList.AddParameter(isDeltaNeutralTypeMKT);
}
else
{
paramsList.AddParameter(order.DeltaNeutralOrderType);
paramsList.AddParameterMax(order.DeltaNeutralAuxPrice);
if (serverVersion >= MinServerVer.DELTA_NEUTRAL_CONID && !IsEmpty(order.DeltaNeutralOrderType))
{
paramsList.AddParameter(order.DeltaNeutralConId);
paramsList.AddParameter(order.DeltaNeutralSettlingFirm);
paramsList.AddParameter(order.DeltaNeutralClearingAccount);
paramsList.AddParameter(order.DeltaNeutralClearingIntent);
}
if (serverVersion >= MinServerVer.DELTA_NEUTRAL_OPEN_CLOSE && !IsEmpty(order.DeltaNeutralOrderType))
{
paramsList.AddParameter(order.DeltaNeutralOpenClose);
paramsList.AddParameter(order.DeltaNeutralShortSale);
paramsList.AddParameter(order.DeltaNeutralShortSaleSlot);
paramsList.AddParameter(order.DeltaNeutralDesignatedLocation);
}
}
paramsList.AddParameter(order.ContinuousUpdate);
if (serverVersion == 26)
{
// Volatility orders had specific watermark price attribs in server version 26
double lower = order.OrderType.Equals("VOL") ? order.StockRangeLower : Double.MaxValue;
double upper = order.OrderType.Equals("VOL") ? order.StockRangeUpper : Double.MaxValue;
paramsList.AddParameterMax(lower);
paramsList.AddParameterMax(upper);
}
paramsList.AddParameterMax(order.ReferencePriceType);
}
if (serverVersion >= 30)
{ // TRAIL_STOP_LIMIT stop price
paramsList.AddParameterMax(order.TrailStopPrice);
}
if (serverVersion >= MinServerVer.TRAILING_PERCENT)
{
paramsList.AddParameterMax(order.TrailingPercent);
}
if (serverVersion >= MinServerVer.SCALE_ORDERS)
{
if (serverVersion >= MinServerVer.SCALE_ORDERS2)
{
paramsList.AddParameterMax(order.ScaleInitLevelSize);
paramsList.AddParameterMax(order.ScaleSubsLevelSize);
}
else
{
paramsList.AddParameter("");
paramsList.AddParameterMax(order.ScaleInitLevelSize);
}
paramsList.AddParameterMax(order.ScalePriceIncrement);
}
if (serverVersion >= MinServerVer.SCALE_ORDERS3 && order.ScalePriceIncrement > 0.0 && order.ScalePriceIncrement != Double.MaxValue)
{
paramsList.AddParameterMax(order.ScalePriceAdjustValue);
paramsList.AddParameterMax(order.ScalePriceAdjustInterval);
paramsList.AddParameterMax(order.ScaleProfitOffset);
paramsList.AddParameter(order.ScaleAutoReset);
paramsList.AddParameterMax(order.ScaleInitPosition);
paramsList.AddParameterMax(order.ScaleInitFillQty);
paramsList.AddParameter(order.ScaleRandomPercent);
}
if (serverVersion >= MinServerVer.SCALE_TABLE)
{
paramsList.AddParameter(order.ScaleTable);
paramsList.AddParameter(order.ActiveStartTime);
paramsList.AddParameter(order.ActiveStopTime);
}
if (serverVersion >= MinServerVer.HEDGE_ORDERS)
{
paramsList.AddParameter(order.HedgeType);
if (!IsEmpty(order.HedgeType))
{
paramsList.AddParameter(order.HedgeParam);
}
}
if (serverVersion >= MinServerVer.OPT_OUT_SMART_ROUTING)
{
paramsList.AddParameter(order.OptOutSmartRouting);
}
if (serverVersion >= MinServerVer.PTA_ORDERS)
{
paramsList.AddParameter(order.ClearingAccount);
paramsList.AddParameter(order.ClearingIntent);
}
if (serverVersion >= MinServerVer.NOT_HELD)
{
paramsList.AddParameter(order.NotHeld);
}
if (serverVersion >= MinServerVer.UNDER_COMP)
{
if (contract.UnderComp != null)
{
UnderComp underComp = contract.UnderComp;
paramsList.AddParameter(true);
paramsList.AddParameter(underComp.ConId);
paramsList.AddParameter(underComp.Delta);
paramsList.AddParameter(underComp.Price);
}
else
{
paramsList.AddParameter(false);
}
}
if (serverVersion >= MinServerVer.ALGO_ORDERS)
{
paramsList.AddParameter(order.AlgoStrategy);
if (!IsEmpty(order.AlgoStrategy))
{
List<TagValue> algoParams = order.AlgoParams;
int algoParamsCount = algoParams == null ? 0 : algoParams.Count;
paramsList.AddParameter(algoParamsCount);
if (algoParamsCount > 0)
{
for (int i = 0; i < algoParamsCount; ++i)
{
TagValue tagValue = (TagValue)algoParams[i];
paramsList.AddParameter(tagValue.Tag);
paramsList.AddParameter(tagValue.Value);
}
}
}
}
if (serverVersion >= MinServerVer.ALGO_ID)
{
paramsList.AddParameter(order.AlgoId);
}
if (serverVersion >= MinServerVer.WHAT_IF_ORDERS)
{
paramsList.AddParameter(order.WhatIf);
}
if (serverVersion >= MinServerVer.LINKING)
{
//int orderOptionsCount = order.OrderMiscOptions == null ? 0 : order.OrderMiscOptions.Count;
//paramsList.AddParameter(orderOptionsCount);
paramsList.AddParameter(TagValueListToString(order.OrderMiscOptions));
}
if (serverVersion >= MinServerVer.ORDER_SOLICITED)
{
paramsList.AddParameter(order.Solicited);
}
if (serverVersion >= MinServerVer.RANDOMIZE_SIZE_AND_PRICE)
{
paramsList.AddParameter(order.RandomizeSize);
paramsList.AddParameter(order.RandomizePrice);
}
CloseAndSend(id, paramsList, lengthPos, EClientErrors.FAIL_SEND_ORDER);
}
public void unsubscribeFromGroupEvents(int requestId)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.LINKING, " It does not support unsubscribeFromGroupEvents request."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.UnsubscribeFromGroupEvents);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(requestId);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_UNSUBSCRIBEFROMGROUPEVENTS);
}
/**
* @brief Calculates an option's price.
* Calculates an option's price based on the provided volatility and its underlying's price. The calculation will be return in EWrapper's tickOptionComputation callback.
* @param reqId request's unique identifier.
* @param contract the option's contract for which the price wants to be calculated.
* @param volatility hypothetical volatility.
* @param underPrice hypothetical underlying's price.
* @sa EWrapper::tickOptionComputation, cancelCalculateOptionPrice, Contract
*/
public void calculateOptionPrice(int reqId, Contract contract, double volatility, double underPrice, List<TagValue> optionPriceOptions)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.REQ_CALC_OPTION_PRICE,
" It does not support calculation price requests."))
return;
if (!Util.StringIsEmpty(contract.TradingClass) &&
!CheckServerVersion(MinServerVer.REQ_CALC_OPTION_PRICE, " It does not support tradingClass parameter in calculateOptionPrice."))
return;
const int version = 3;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.ReqCalcOptionPrice);
paramsList.AddParameter(version);
paramsList.AddParameter(reqId);
paramsList.AddParameter(contract.ConId);
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
paramsList.AddParameter(contract.Multiplier);
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.PrimaryExch);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
paramsList.AddParameter(contract.TradingClass);
paramsList.AddParameter(volatility);
paramsList.AddParameter(underPrice);
if (serverVersion >= MinServerVer.LINKING)
{
int tagValuesCount = optionPriceOptions == null ? 0 : optionPriceOptions.Count;
paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(optionPriceOptions));
}
CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_REQCALCOPTIONPRICE);
}
public void verifyAndAuthRequest(string apiName, string apiVersion, string opaqueIsvKey)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.LINKING_AUTH, " It does not support verification request."))
return;
if (!extraAuth)
{
ReportError(IncomingMessage.NotValid, EClientErrors.FAIL_SEND_VERIFYANDAUTHMESSAGE, " Intent to authenticate needs to be expressed during initial connect request.");
return;
}
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.VerifyAndAuthRequest);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(apiName);
paramsList.AddParameter(apiVersion);
paramsList.AddParameter(opaqueIsvKey);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_VERIFYANDAUTHREQUEST);
}
public void queryDisplayGroups(int requestId)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.LINKING, " It does not support queryDisplayGroups request."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.QueryDisplayGroups);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(requestId);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_QUERYDISPLAYGROUPS);
}
/**
* @brief Requests contracts' historical data.
* When requesting historical data, a finishing time and date is required along with a duration string. For example, having:
* - endDateTime: 20130701 23:59:59 GMT
* - durationStr: 3 D
* will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT resulting in all the available bars of the last three days until the date and time specified. It is possible to specify a timezone optionally. The resulting bars will be returned in EWrapper::historicalData
* @param tickerId the request's unique identifier.
* @param contract the contract for which we want to retrieve the data.
* @param endDateTime request's ending time with format yyyyMMdd HH:mm:ss {TMZ}
* @param durationString the amount of time for which the data needs to be retrieved:
* - " S (seconds)
* - " D (days)
* - " W (weeks)
* - " M (months)
* - " Y (years)
* @param barSizeSetting the size of the bar:
* - 1 sec
* - 5 secs
* - 15 secs
* - 30 secs
* - 1 min
* - 2 mins
* - 3 mins
* - 5 mins
* - 15 mins
* - 30 mins
* - 1 hour
* - 1 day
* @param whatToShow the kind of information being retrieved:
* - TRADES
* - MIDPOINT
* - BID
* - ASK
* - BID_ASK
* - HISTORICAL_VOLATILITY
* - OPTION_IMPLIED_VOLATILITY
* @param useRTH set to 0 to obtain the data which was also generated ourside of the Regular Trading Hours, set to 1 to obtain only the RTH data
* @param formatDate set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds
* @sa EWrapper::historicalData
*/
public void reqHistoricalData(int tickerId, Contract contract, string endDateTime,
string durationString, string barSizeSetting, string whatToShow, int useRTH, int formatDate, List<TagValue> chartOptions)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(tickerId, 16))
return;
if (!IsEmpty(contract.TradingClass) || contract.ConId > 0)
{
if (!CheckServerVersion(tickerId, MinServerVer.TRADING_CLASS, " It does not support conId nor trading class parameters when requesting historical data."))
return;
}
const int VERSION = 6;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestHistoricalData);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(tickerId);
if (serverVersion >= MinServerVer.TRADING_CLASS)
paramsList.AddParameter(contract.ConId);
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
paramsList.AddParameter(contract.Multiplier);
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.PrimaryExch);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
paramsList.AddParameter(contract.IncludeExpired ? 1 : 0);
paramsList.AddParameter(endDateTime);
paramsList.AddParameter(barSizeSetting);
paramsList.AddParameter(durationString);
paramsList.AddParameter(useRTH);
paramsList.AddParameter(whatToShow);
paramsList.AddParameter(formatDate);
if (StringsAreEqual(Constants.BagSecType, contract.SecType))
{
if (contract.ComboLegs == null)
{
paramsList.AddParameter(0);
}
else
{
paramsList.AddParameter(contract.ComboLegs.Count);
ComboLeg comboLeg;
for (int i = 0; i < contract.ComboLegs.Count; i++)
{
comboLeg = (ComboLeg)contract.ComboLegs[i];
paramsList.AddParameter(comboLeg.ConId);
paramsList.AddParameter(comboLeg.Ratio);
paramsList.AddParameter(comboLeg.Action);
paramsList.AddParameter(comboLeg.Exchange);
}
}
}
if (serverVersion >= MinServerVer.LINKING)
{
paramsList.AddParameter(TagValueListToString(chartOptions));
}
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQHISTDATA);
}
/**
* @brief Requests real time market data.
* This function will return the product's market data. It is important to notice that only real time data can be delivered via the API.
* @param tickerId the request's identifier
* @param contract the Contract for which the data is being requested
* @param genericTickList comma separated ids of the available generic ticks:
* - 100 Option Volume (currently for stocks)
* - 101 Option Open Interest (currently for stocks)
* - 104 Historical Volatility (currently for stocks)
* - 106 Option Implied Volatility (currently for stocks)
* - 162 Index Future Premium
* - 165 Miscellaneous Stats
* - 221 Mark Price (used in TWS P&L computations)
* - 225 Auction values (volume, price and imbalance)
* - 233 RTVolume - contains the last trade price, last trade size, last trade time, total volume, VWAP, and single trade flag.
* - 236 Shortable
* - 256 Inventory
* - 258 Fundamental Ratios
* - 411 Realtime Historical Volatility
* - 456 IBDividends
* @param snapshot when set to true, it will provide a single snapshot of the available data. Set to false if you want to receive continuous updates.
* @sa cancelMktData, EWrapper::tickPrice, EWrapper::tickSize, EWrapper::tickString, EWrapper::tickEFP, EWrapper::tickGeneric, EWrapper::tickOption, EWrapper::tickSnapshotEnd
*/
public void reqMktData(int tickerId, Contract contract, string genericTickList, bool snapshot, List<TagValue> mktDataOptions)
{
if (!CheckConnection())
return;
if (snapshot && !CheckServerVersion(tickerId, MinServerVer.SNAPSHOT_MKT_DATA,
"It does not support snapshot market data requests."))
return;
if (contract.UnderComp != null && !CheckServerVersion(tickerId, MinServerVer.UNDER_COMP,
" It does not support delta-neutral orders"))
return;
if (contract.ConId > 0 && !CheckServerVersion(tickerId, MinServerVer.CONTRACT_CONID,
" It does not support ConId parameter"))
return;
if (!Util.StringIsEmpty(contract.TradingClass) && !CheckServerVersion(tickerId, MinServerVer.TRADING_CLASS,
" It does not support trading class parameter in reqMktData."))
return;
int version = 11;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestMarketData);
paramsList.AddParameter(version);
paramsList.AddParameter(tickerId);
if (serverVersion >= MinServerVer.CONTRACT_CONID)
paramsList.AddParameter(contract.ConId);
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
if (serverVersion >= 15)
paramsList.AddParameter(contract.Multiplier);
paramsList.AddParameter(contract.Exchange);
if (serverVersion >= 14)
paramsList.AddParameter(contract.PrimaryExch);
paramsList.AddParameter(contract.Currency);
if (serverVersion >= 2)
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
paramsList.AddParameter(contract.TradingClass);
if (serverVersion >= 8 && Constants.BagSecType.Equals(contract.SecType))
{
if (contract.ComboLegs == null)
{
paramsList.AddParameter(0);
}
else
{
paramsList.AddParameter(contract.ComboLegs.Count);
for (int i = 0; i < contract.ComboLegs.Count; i++)
{
ComboLeg leg = contract.ComboLegs[i];
paramsList.AddParameter(leg.ConId);
paramsList.AddParameter(leg.Ratio);
paramsList.AddParameter(leg.Action);
paramsList.AddParameter(leg.Exchange);
}
}
}
if (serverVersion >= MinServerVer.UNDER_COMP)
{
if (contract.UnderComp != null)
{
paramsList.AddParameter(true);
paramsList.AddParameter(contract.UnderComp.ConId);
paramsList.AddParameter(contract.UnderComp.Delta);
paramsList.AddParameter(contract.UnderComp.Price);
}
else
{
paramsList.AddParameter(false);
}
}
if (serverVersion >= 31)
{
paramsList.AddParameter(genericTickList);
}
if (serverVersion >= MinServerVer.SNAPSHOT_MKT_DATA)
{
paramsList.AddParameter(snapshot);
}
if (serverVersion >= MinServerVer.LINKING)
{
paramsList.AddParameter(TagValueListToString(mktDataOptions));
}
CloseAndSend(tickerId, paramsList, lengthPos, EClientErrors.FAIL_SEND_REQMKT);
}
/**
* @brief Cancels all the active orders.
* This method will cancel ALL open orders included those placed directly via the TWS.
* @sa cancelOrder
*/
public void reqGlobalCancel()
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.REQ_GLOBAL_CANCEL, "It does not support global cancel requests."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestGlobalCancel);
paramsList.AddParameter(VERSION);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQGLOBALCANCEL);
}
public void startApi()
{
if (!CheckConnection())
return;
const int VERSION = 2;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.StartApi);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(clientId);
if (serverVersion >= MinServerVer.OPTIONAL_CAPABILITIES)
paramsList.AddParameter(optionalCapabilities);
CloseAndSend(paramsList, lengthPos);
}
/**
* @brief Requests the contract's Reuters' global fundamental data.
* Reuters funalmental data will be returned at EWrapper::fundamentalData
* @param reqId the request's unique identifier.
* @param contract the contract's description for which the data will be returned.
* @param reportType there are three available report types:
* - ReportSnapshot: Company overview
* - ReportsFinSummary: Financial summary
- ReportRatios: Financial ratios
- ReportsFinStatements: Financial statements
- RESC: Analyst estimates
- CalendarReport: Company calendar
* @sa EWrapper::fundamentalData
*/
public void reqFundamentalData(int reqId, Contract contract, String reportType, List<TagValue> fundamentalDataOptions)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(reqId, MinServerVer.FUNDAMENTAL_DATA, " It does not support Fundamental Data requests."))
return;
if (!IsEmpty(contract.TradingClass) || contract.ConId > 0 || !IsEmpty(contract.Multiplier))
{
if (!CheckServerVersion(reqId, MinServerVer.TRADING_CLASS, ""))
return;
}
const int VERSION = 3;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestFundamentalData);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(reqId);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
//WARN: why are we checking the trading class and multiplier above never send them?
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.PrimaryExch);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
paramsList.AddParameter(reportType);
if (serverVersion >= MinServerVer.LINKING)
{
int tagValuesCount = fundamentalDataOptions == null ? 0 : fundamentalDataOptions.Count;
paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(fundamentalDataOptions));
}
CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_REQFUNDDATA);
}
/**
* @brief Requests all the day's executions matching the filter.
* Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at EWrapper:execDetails
* @param reqId the request's unique identifier.
* @param filter the filter criteria used to determine which execution reports are returned.
* @sa EWrapper::execDetails, EWrapper::commissionReport, ExecutionFilter
*/
public void reqExecutions(int reqId, ExecutionFilter filter)
{
if (!CheckConnection())
return;
int VERSION = 3;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestExecutions);
paramsList.AddParameter(VERSION);//version
if (serverVersion >= MinServerVer.EXECUTION_DATA_CHAIN)
{
paramsList.AddParameter(reqId);
}
//Send the execution rpt filter data
if (serverVersion >= 9)
{
paramsList.AddParameter(filter.ClientId);
paramsList.AddParameter(filter.AcctCode);
// Note that the valid format for time is "yyyymmdd-hh:mm:ss"
paramsList.AddParameter(filter.Time);
paramsList.AddParameter(filter.Symbol);
paramsList.AddParameter(filter.SecType);
paramsList.AddParameter(filter.Exchange);
paramsList.AddParameter(filter.Side);
}
CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_EXEC);
}
/**
* @brief Requests the server's current time.
* @sa EWrapper::currentTime
*/
public void reqCurrentTime()
{
int VERSION = 1;
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.CURRENT_TIME, " It does not support current time requests."))
return;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestCurrentTime);
paramsList.AddParameter(VERSION);//version
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQCURRTIME);
}
/**
* @brief Starts a subscription to market scan results based on the provided parameters.
* @param reqId the request's identifier
* @param subscription summary of the scanner subscription including its filters.
* @sa reqScannerParameters, ScannerSubscription, EWrapper::scannerData
*/
public void reqScannerSubscription(int reqId, ScannerSubscription subscription, List<TagValue> scannerSubscriptionOptions)
{
if (!CheckConnection())
return;
const int VERSION = 4;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestScannerSubscription);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(reqId);
paramsList.AddParameterMax(subscription.NumberOfRows);
paramsList.AddParameter(subscription.Instrument);
paramsList.AddParameter(subscription.LocationCode);
paramsList.AddParameter(subscription.ScanCode);
paramsList.AddParameterMax(subscription.AbovePrice);
paramsList.AddParameterMax(subscription.BelowPrice);
paramsList.AddParameterMax(subscription.AboveVolume);
paramsList.AddParameterMax(subscription.MarketCapAbove);
paramsList.AddParameterMax(subscription.MarketCapBelow);
paramsList.AddParameter(subscription.MoodyRatingAbove);
paramsList.AddParameter(subscription.MoodyRatingBelow);
paramsList.AddParameter(subscription.SpRatingAbove);
paramsList.AddParameter(subscription.SpRatingBelow);
paramsList.AddParameter(subscription.MaturityDateAbove);
paramsList.AddParameter(subscription.MaturityDateBelow);
paramsList.AddParameterMax(subscription.CouponRateAbove);
paramsList.AddParameterMax(subscription.CouponRateBelow);
paramsList.AddParameter(subscription.ExcludeConvertible);
if (serverVersion >= 25)
{
paramsList.AddParameterMax(subscription.AverageOptionVolumeAbove);
paramsList.AddParameter(subscription.ScannerSettingPairs);
}
if (serverVersion >= 27)
{
paramsList.AddParameter(subscription.StockTypeFilter);
}
if (serverVersion >= MinServerVer.LINKING)
{
//int tagValuesCount = scannerSubscriptionOptions == null ? 0 : scannerSubscriptionOptions.Count;
//paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(scannerSubscriptionOptions));
}
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQSCANNER);
}
/**
* @brief indicates the TWS to switch to "frozen" market data.
* The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our system. During normal trading hours, the API receives real-time market data. If you use this function, you are telling TWS to automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data will automatically switch back to real-time market data.
* @param marketDataType set to 1 for real time streaming, set to 2 for frozen market data.
*/
public void reqMarketDataType(int marketDataType)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.REQ_MARKET_DATA_TYPE, " It does not support market data type requests."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestMarketDataType);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(marketDataType);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQMARKETDATATYPE);
}
/**
* @brief Changes the TWS/GW log level.
* Valid values are:\n
* 1 = SYSTEM\n
* 2 = ERROR\n
* 3 = WARNING\n
* 4 = INFORMATION\n
* 5 = DETAIL\n
*/
public void setServerLogLevel(int logLevel)
{
if (!CheckConnection())
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.ChangeServerLog);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(logLevel);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_SERVER_LOG_LEVEL);
}
/**
* @brief Requests the contract's market depth (order book).
* @param tickerId the request's identifier
* @param contract the Contract for which the depth is being requested
* @param numRows the number of rows on each side of the order book
* @sa cancelMktDepth, EWrapper::updateMktDepth, EWrapper::updateMktDepthL2
*/
public void reqMarketDepth(int tickerId, Contract contract, int numRows, List<TagValue> mktDepthOptions)
{
if (!CheckConnection())
return;
if (!IsEmpty(contract.TradingClass) || contract.ConId > 0)
{
if (!CheckServerVersion(tickerId, MinServerVer.TRADING_CLASS, " It does not support ConId nor TradingClass parameters in reqMktDepth."))
return;
}
const int VERSION = 5;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestMarketDepth);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(tickerId);
// paramsList.AddParameter contract fields
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
if (serverVersion >= 15)
{
paramsList.AddParameter(contract.Multiplier);
}
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
if (serverVersion >= 19)
{
paramsList.AddParameter(numRows);
}
if (serverVersion >= MinServerVer.LINKING)
{
//int tagValuesCount = mktDepthOptions == null ? 0 : mktDepthOptions.Count;
//paramsList.AddParameter(tagValuesCount);
paramsList.AddParameter(TagValueListToString(mktDepthOptions));
}
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQMKTDEPTH);
}
public void verifyAndAuthMessage(string apiData, string xyzResponse)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.LINKING_AUTH, " It does not support verification message sending."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.VerifyAndAuthMessage);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(apiData);
paramsList.AddParameter(xyzResponse);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_VERIFYANDAUTHMESSAGE);
}
/**
* @brief Subscribes to IB's News Bulletins
* @param allMessages if set to true, will return all the existing bulletins for the current day, set to false to receive only the new bulletins.
* @sa cancelNewsBulletins, EWrapper::updateNewsBulletins
*/
public void reqNewsBulletins(bool allMessages)
{
if (!CheckConnection())
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestNewsBulletins);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(allMessages);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_GENERIC);
}
public void updateDisplayGroup(int requestId, string contractInfo)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.LINKING, " It does not support updateDisplayGroup request."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.UpdateDisplayGroup);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(requestId);
paramsList.AddParameter(contractInfo);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_UPDATEDISPLAYGROUP);
}
/**
* @brief Requests all open orders places by this specific API client (identified by the API client id)
* @sa reqAllOpenOrders, reqAutoOpenOrders, placeOrder, cancelOrder, reqGlobalCancel, EWrapper::openOrder, EWrapper::orderStatus
*/
public void reqOpenOrders()
{
int VERSION = 1;
if (!CheckConnection())
return;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestOpenOrders);
paramsList.AddParameter(VERSION);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_OORDER);
}
protected void SendCancelRequest(OutgoingMessages msgType, int version, CodeMsgPair errorMessage)
{
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(msgType);
paramsList.AddParameter(version);
try
{
lock (this)
{
CloseAndSend(paramsList, lengthPos);
}
}
catch (Exception)
{
wrapper.error(IncomingMessage.NotValid, errorMessage.Code, errorMessage.Message);
Close();
}
}
/**
* @brief Requests all positions from all accounts
* @sa cancelPositions, EWrapper::position, EWrapper::positionEnd
*/
public void reqPositions()
{
if (!CheckConnection())
return;
if (!CheckServerVersion(MinServerVer.ACCT_SUMMARY, " It does not support position requests."))
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestPositions);
paramsList.AddParameter(VERSION);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQPOSITIONS);
}
/**
* @brief Exercises your options
* @param tickerId exercise request's identifier
* @param contract the option Contract to be exercised.
* @param exerciseAction set to 1 to exercise the option, set to 2 to let the option lapse.
* @param exerciseQuantity number of contracts to be exercised
* @param account destination account
* @param ovrd Specifies whether your setting will override the system's natural action. For example, if your action is "exercise" and the option is not in-the-money, by natural action the option would not exercise. If you have override set to "yes" the natural action would be overridden and the out-of-the money option would be exercised. Set to 1 to override, set to 0 not to.
*/
public void exerciseOptions(int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account, int ovrd)
{
//WARN needs to be tested!
if (!CheckConnection())
return;
if (!CheckServerVersion(21, " It does not support options exercise from the API."))
return;
if ((!Util.StringIsEmpty(contract.TradingClass) || contract.ConId > 0) &&
!CheckServerVersion(MinServerVer.TRADING_CLASS, " It does not support conId not tradingClass parameter when exercising options."))
return;
int VERSION = 2;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.ExerciseOptions);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(tickerId);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
paramsList.AddParameter(contract.Multiplier);
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
paramsList.AddParameter(exerciseAction);
paramsList.AddParameter(exerciseQuantity);
paramsList.AddParameter(account);
paramsList.AddParameter(ovrd);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_GENERIC);
}
/**
* @brief Requests real time bars
* Currently, only 5 seconds bars are provided. This request ius suject to the same pacing as any historical data request: no more than 60 API queries in more than 600 seconds
* @param tickerId the request's unique identifier.
* @param contract the Contract for which the depth is being requested
* @param barSize currently being ignored
* @param whatToShow the nature of the data being retrieved:
* - TRADES
* - MIDPOINT
* - BID
* - ASK
* @param useRTH set to 0 to obtain the data which was also generated ourside of the Regular Trading Hours, set to 1 to obtain only the RTH data
* @sa cancelRealTimeBars, EWrapper::realTimeBar
*/
public void reqRealTimeBars(int tickerId, Contract contract, int barSize, string whatToShow, bool useRTH, List<TagValue> realTimeBarsOptions)
{
if (!CheckConnection())
return;
if (!CheckServerVersion(tickerId, MinServerVer.REAL_TIME_BARS, " It does not support real time bars."))
return;
if (!IsEmpty(contract.TradingClass) || contract.ConId > 0)
{
if (!CheckServerVersion(tickerId, MinServerVer.TRADING_CLASS, " It does not support ConId nor TradingClass parameters in reqRealTimeBars."))
return;
}
const int VERSION = 3;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestRealTimeBars);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(tickerId);
// paramsList.AddParameter contract fields
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.ConId);
}
paramsList.AddParameter(contract.Symbol);
paramsList.AddParameter(contract.SecType);
paramsList.AddParameter(contract.LastTradeDateOrContractMonth);
paramsList.AddParameter(contract.Strike);
paramsList.AddParameter(contract.Right);
paramsList.AddParameter(contract.Multiplier);
paramsList.AddParameter(contract.Exchange);
paramsList.AddParameter(contract.PrimaryExch);
paramsList.AddParameter(contract.Currency);
paramsList.AddParameter(contract.LocalSymbol);
if (serverVersion >= MinServerVer.TRADING_CLASS)
{
paramsList.AddParameter(contract.TradingClass);
}
paramsList.AddParameter(barSize); // this parameter is not currently used
paramsList.AddParameter(whatToShow);
paramsList.AddParameter(useRTH);
if (serverVersion >= MinServerVer.LINKING)
{
paramsList.AddParameter(TagValueListToString(realTimeBarsOptions));
}
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQRTBARS);
}
//WARN: Have not tested this yet!
/**
* @brief Replaces Financial Advisor's settings
* A Financial Advisor can define three different configurations:
* 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group.
* 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value.
* 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers.
* More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc
* @param faDataType the configuration to change. Set to 1, 2 or 3 as defined above.
* @param xml the xml-formatted configuration string
* @sa requestFA
*/
public void replaceFA(int faDataType, string xml)
{
if (!CheckConnection())
return;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.ReplaceFA);
paramsList.AddParameter(1);
paramsList.AddParameter(faDataType);
paramsList.AddParameter(xml);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_FA_REPLACE);
}
/**
* @brief Requests all possible parameters which can be used for a scanner subscription
* @sa reqScannerSubscription
*/
public void reqScannerParameters()
{
if (!CheckConnection())
return;
const int VERSION = 1;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestScannerParameters);
paramsList.AddParameter(VERSION);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQSCANNERPARAMETERS);
}
public override void Serialize(BinaryWriter outStream)
{
base.Serialize(outStream);
outStream.AddParameter((int)TriggerMethod);
}
/**
* @brief Subscribes to an specific account's information and portfolio
* Through this method, a single account's subscription can be started/stopped. As a result from the subscription, the account's information, portfolio and last update time will be received at EWrapper::updateAccountValue, EWrapper::updateAccountPortfolio, EWrapper::updateAccountTime respectively.
* Only one account can be subscribed at a time. A second subscription request for another account when the previous one is still active will cause the first one to be canceled in favour of the second one. Consider user reqPositions if you want to retrieve all your accounts' portfolios directly.
* @param subscribe set to true to start the subscription and to false to stop it.
* @param acctCode the account id (i.e. U123456) for which the information is requested.
* @sa reqPositions, EWrapper::updateAccountValue, EWrapper::updateAccountPortfolio, EWrapper::updateAccountTime
*/
public void reqAccountUpdates(bool subscribe, string acctCode)
{
int VERSION = 2;
if (!CheckConnection())
return;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestAccountData);
paramsList.AddParameter(VERSION);
paramsList.AddParameter(subscribe);
if (serverVersion >= 9)
paramsList.AddParameter(acctCode);
CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_REQACCOUNTDATA);
}