/// <summary>
/// This event is raised in the case of some error
/// This includes pacing violations, in which case we re-enqueue the request.
/// </summary>
private void _client_Error(object sender, ErrorEventArgs e)
{
//if we asked for too much real time data at once, we need to re-queue the failed request
if ((int)e.ErrorCode == 420) //a real time pacing violation
{
HandleRealTimePacingViolationError(e);
}
else if ((int)e.ErrorCode == 162) //a historical data pacing violation
{
HandleHistoricalDataPacingViolationError(e);
}
else if ((int)e.ErrorCode == 200) //No security definition has been found for the request.
{
HandleNoSecurityDefinitionError(e);
}
//different messages depending on the type of request
var errorArgs = TWSUtils.ConvertErrorArguments(e);
HistoricalDataRequest histReq;
RealTimeDataRequest rtReq;
var isHistorical = _historicalDataRequests.TryGetValue(e.TickerId, out histReq);
if (isHistorical)
{
int origId = _subRequestIDMap.ContainsKey(histReq.RequestID)
? _subRequestIDMap[histReq.RequestID]
: histReq.RequestID;
errorArgs.ErrorMessage += string.Format(" Historical Req: {0} @ {1} From {2} To {3} - TickerId: {4} ReqID: {5}",
histReq.Instrument.Symbol,
histReq.Frequency,
histReq.StartingDate,
histReq.EndingDate,
e.TickerId,
histReq.RequestID);
errorArgs.RequestID = origId;
}
else if (_realTimeDataRequests.TryGetValue(e.TickerId, out rtReq)) //it's a real time request
{
errorArgs.ErrorMessage += string.Format(" RT Req: {0} @ {1}",
rtReq.Instrument.Symbol,
rtReq.Frequency);
errorArgs.RequestID = rtReq.RequestID;
}
RaiseEvent(Error, this, errorArgs);
}
/// <summary>
/// This event is raised in the case of some error
/// This includes pacing violations, in which case we re-enqueue the request.
/// </summary>
private void _client_Error(object sender, ErrorEventArgs e)
{
//if we asked for too much real time data at once, we need to re-queue the failed request
if ((int)e.ErrorCode == 420) //a real time pacing violation
{
lock (_queueLock)
{
if (!_realTimeRequestQueue.Contains(e.TickerId))
{
//since the request did not succeed, what we do is re-queue it and it gets requested again by the timer
_realTimeRequestQueue.Enqueue(e.TickerId);
}
}
}
else if ((int)e.ErrorCode == 162) //a historical data pacing violation
{
//turns out that more than one error uses the same error code! What were they thinking?
if (e.ErrorMsg.StartsWith("Historical Market Data Service error message:HMDS query returned no data"))
{
//no data returned = we return an empty data set
RaiseEvent(HistoricalDataArrived, this, new QDMS.HistoricalDataEventArgs(
_historicalDataRequests[e.TickerId],
new List <OHLCBar>()));
}
else if (e.ErrorMsg.StartsWith("Historical Market Data Service error message:No market data permissions"))
{
//We don't have permission to view this data, return an empty data set
RaiseEvent(HistoricalDataArrived, this, new QDMS.HistoricalDataEventArgs(
_historicalDataRequests[e.TickerId],
new List <OHLCBar>()));
}
else
{
//simply a data pacing violation
lock (_queueLock)
{
if (!_historicalRequestQueue.Contains(e.TickerId))
{
//same as above
_historicalRequestQueue.Enqueue(e.TickerId);
}
}
}
}
else if ((int)e.ErrorCode == 200) //No security definition has been found for the request.
{
//Again multiple errors share the same code...
if (e.ErrorMsg.Contains("No security definition has been found for the request"))
{
//this will happen for example when asking for data on expired futures
//return an empty data list
if (_historicalDataRequests.ContainsKey(e.TickerId))
{
HistoricalDataRequestComplete(e.TickerId);
}
}
else //in this case we're handling a "Invalid destination exchange specified" error
{
//not sure if there's anything else to do, if it's a real time request it just fails...
if (_historicalDataRequests.ContainsKey(e.TickerId))
{
HistoricalDataRequestComplete(e.TickerId);
}
}
}
//different messages depending on the type of request
var errorArgs = TWSUtils.ConvertErrorArguments(e);
HistoricalDataRequest histReq;
RealTimeDataRequest rtReq;
var isHistorical = _historicalDataRequests.TryGetValue(e.TickerId, out histReq);
if (isHistorical)
{
errorArgs.ErrorMessage += string.Format(" Historical Req: {0} @ {1} From {2} To {3} - ID {4}",
histReq.Instrument.Symbol,
histReq.Frequency,
histReq.StartingDate,
histReq.EndingDate,
histReq.RequestID);
}
else if (_realTimeDataRequests.TryGetValue(e.TickerId, out rtReq)) //it's a real time request
{
errorArgs.ErrorMessage += string.Format(" RT Req: {0} @ {1}",
rtReq.Instrument.Symbol,
rtReq.Frequency);
}
RaiseEvent(Error, this, errorArgs);
}
