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 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] }