private static void ConditionSamples(EClientSocket client, int nextOrderId)
{
//! [order_conditioning_activate]
Order mkt = OrderSamples.MarketOrder("BUY", 100);
//Order will become active if conditioning criteria is met
mkt.ConditionsCancelOrder = true;
mkt.Conditions.Add(OrderSamples.PriceCondition(208813720, "SMART", 600, false, false));
mkt.Conditions.Add(OrderSamples.ExecutionCondition("EUR.USD", "CASH", "IDEALPRO", true));
mkt.Conditions.Add(OrderSamples.MarginCondition(30, true, false));
mkt.Conditions.Add(OrderSamples.PercentageChangeCondition(15.0, 208813720, "SMART", true, true));
mkt.Conditions.Add(OrderSamples.TimeCondition("20160118 23:59:59", true, false));
mkt.Conditions.Add(OrderSamples.VolumeCondition(208813720, "SMART", false, 100, true));
client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), mkt);
//! [order_conditioning_activate]
//Conditions can make the order active or cancel it. Only LMT orders can be conditionally canceled.
//! [order_conditioning_cancel]
Order lmt = OrderSamples.LimitOrder("BUY", 100, 20);
//The active order will be cancelled if conditioning criteria is met
lmt.ConditionsCancelOrder = true;
lmt.Conditions.Add(OrderSamples.PriceCondition(208813720, "SMART", 600, false, false));
client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), lmt);
//! [order_conditioning_cancel]
}
private static void marketDepthOperations(EClientSocket client)
{
/*** Requesting the Deep Book ***/
//! [reqmarketdepth]
client.reqMarketDepth(2001, ContractSamples.EurGbpFx(), 5, false, null);
//! [reqmarketdepth]
Thread.Sleep(2000);
/*** Canceling the Deep Book request ***/
//! [cancelmktdepth]
client.cancelMktDepth(2001, false);
//! [cancelmktdepth]
/*** Requesting the Deep Book ***/
//! [reqmarketdepth]
client.reqMarketDepth(2002, ContractSamples.EuropeanStock(), 5, true, null);
//! [reqmarketdepth]
Thread.Sleep(5000);
/*** Canceling the Deep Book request ***/
//! [cancelmktdepth]
client.cancelMktDepth(2002, true);
//! [cancelmktdepth]
/*** Requesting Market Depth Exchanges ***/
Thread.Sleep(2000);
//! [reqMktDepthExchanges]
client.reqMktDepthExchanges();
//! [reqMktDepthExchanges]
}
private static void newsOperations(EClientSocket client)
{
/*** Requesting news ticks ***/
//! [reqNewsTicks]
client.reqMktData(12001, ContractSamples.USStockAtSmart(), "mdoff,292", false, false, null);
//! [reqNewsTicks]
Thread.Sleep(5000);
/*** Canceling news ticks ***/
//! [cancelNewsTicks]
client.cancelMktData(12001);
//! [cancelNewsTicks]
// Requesting news providers
Thread.Sleep(2000);
//! [reqNewsProviders]
client.reqNewsProviders();
//! [reqNewsProviders]
// Requesting news article
Thread.Sleep(2000);
//! [reqNewsArticle]
client.reqNewsArticle(12002, "BZ", "BZ$04507322", null);
//! [reqNewsArticle]
// Requesting historical news
Thread.Sleep(2000);
//! [reqHistoricalNews]
client.reqHistoricalNews(12003, 8314, "BZ+FLY", "", "", 10, null);
//! [reqHistoricalNews]
}
private static void whatIfSamples(EClientSocket client, int nextOrderId)
{
/*** Placing what-if order ***/
//! [whatiforder]
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), OrderSamples.WhatIfLimitOrder("BUY", 200, 120));
//! [whatiforder]
}
private static void TestAlgoSamples(EClientSocket client, int nextOrderId)
{
//! [algo_base_order]
Order baseOrder = OrderSamples.LimitOrder("BUY", 1000, 1);
//! [algo_base_order]
//! [arrivalpx]
AvailableAlgoParams.FillArrivalPriceParams(baseOrder, 0.1, "Aggressive", "09:00:00 CET", "16:00:00 CET", true, true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [arrivalpx]
Thread.Sleep(500);
//! [darkice]
AvailableAlgoParams.FillDarkIceParams(baseOrder, 10, "09:00:00 CET", "16:00:00 CET", true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [darkice]
Thread.Sleep(500);
//! [ad]
AvailableAlgoParams.FillAccumulateDistributeParams(baseOrder, 10, 60, true, true, 1, true, true, "09:00:00 CET", "16:00:00 CET");
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [ad]
Thread.Sleep(500);
//! [twap]
AvailableAlgoParams.FillTwapParams(baseOrder, "Marketable", "09:00:00 CET", "16:00:00 CET", true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [twap]
Thread.Sleep(500);
//! [vwap]
AvailableAlgoParams.FillVwapParams(baseOrder, 0.2, "09:00:00 CET", "16:00:00 CET", true, true);
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [vwap]
Thread.Sleep(500);
//! [balanceimpactrisk]
AvailableAlgoParams.FillBalanceImpactRiskParams(baseOrder, 0.1, "Aggressive", true);
client.placeOrder(nextOrderId++, ContractSamples.USOptionContract(), baseOrder);
//! [balanceimpactrisk]
Thread.Sleep(500);
//! [minimpact]
AvailableAlgoParams.FillMinImpactParams(baseOrder, 0.3);
client.placeOrder(nextOrderId++, ContractSamples.USOptionContract(), baseOrder);
//! [minimpact]
//! [adaptive]
AvailableAlgoParams.FillAdaptiveParams(baseOrder, "Normal");
client.placeOrder(nextOrderId++, ContractSamples.USStockAtSmart(), baseOrder);
//! [adaptive]
}
private static void contractOperations(EClientSocket client)
{
client.reqContractDetails(209, ContractSamples.EurGbpFx());
Thread.Sleep(2000);
//! [reqcontractdetails]
client.reqContractDetails(210, ContractSamples.OptionForQuery());
//! [reqcontractdetails]
}
private static void historicalTicks(EClientSocket client)
{
//! [reqhistoricalticks]
client.reqHistoricalTicks(18001, ContractSamples.USStockAtSmart(), "20170712 21:39:33", null, 10, "TRADES", 1, true, null);
client.reqHistoricalTicks(18002, ContractSamples.USStockAtSmart(), "20170712 21:39:33", null, 10, "BID_ASK", 1, true, null);
client.reqHistoricalTicks(18003, ContractSamples.USStockAtSmart(), "20170712 21:39:33", null, 10, "MIDPOINT", 1, true, null);
//! [reqhistoricalticks]
}
private static void histogramData(EClientSocket client)
{
//! [reqHistogramData]
client.reqHistogramData(15001, ContractSamples.USStockWithPrimaryExch(), false, "1 week");
//! [reqHistogramData]
Thread.Sleep(2000);
//! [cancelHistogramData]
client.cancelHistogramData(15001);
//! [cancelHistogramData]
}
private static void headTimestamp(EClientSocket client)
{
//! [reqHeadTimeStamp]
client.reqHeadTimestamp(14001, ContractSamples.USStock(), "TRADES", 1, 1);
//! [reqHeadTimeStamp]
Thread.Sleep(1000);
//! [cancelHeadTimestamp]
client.cancelHeadTimestamp(14001);
//! [cancelHeadTimestamp]
}
private static void BracketSample(EClientSocket client, int nextOrderId)
{
//BRACKET ORDER
//! [bracketsubmit]
List <Order> bracket = OrderSamples.BracketOrder(nextOrderId++, "BUY", 100, 30, 40, 20);
foreach (Order o in bracket)
{
client.placeOrder(o.OrderId, ContractSamples.EuropeanStock(), o);
}
//! [bracketsubmit]
}
private static void marketRuleOperations(EClientSocket client)
{
client.reqContractDetails(17001, ContractSamples.USStock());
client.reqContractDetails(17002, ContractSamples.Bond());
Thread.Sleep(2000);
//! [reqmarketrule]
client.reqMarketRule(26);
client.reqMarketRule(240);
//! [reqmarketrule]
}
private static void fundamentals(EClientSocket client)
{
/*** Requesting Fundamentals ***/
//! [reqfundamentaldata]
client.reqFundamentalData(8001, ContractSamples.USStock(), "ReportsFinSummary", null);
//! [reqfundamentaldata]
Thread.Sleep(2000);
/*** Canceling fundamentals request ***/
//! [cancelfundamentaldata]
client.cancelFundamentalData(8001);
//! [cancelfundamentaldata]
}
private static void marketDepthOperations(EClientSocket client)
{
/*** Requesting the Deep Book ***/
//! [reqmarketdepth]
client.reqMarketDepth(2001, ContractSamples.EurGbpFx(), 5, null);
//! [reqmarketdepth]
Thread.Sleep(2000);
/*** Canceling the Deep Book request ***/
//! [cancelmktdepth]
client.cancelMktDepth(2001);
//! [cancelmktdepth]
}
private static void realTimeBars(EClientSocket client)
{
/*** Requesting real time bars ***/
//! [reqrealtimebars]
client.reqRealTimeBars(3001, ContractSamples.EurGbpFx(), 5, "MIDPOINT", true, null);
//! [reqrealtimebars]
Thread.Sleep(2000);
/*** Canceling real time bars ***/
//! [cancelrealtimebars]
client.cancelRealTimeBars(3001);
//! [cancelrealtimebars]
}
private static void continuousFuturesOperations(EClientSocket client)
{
client.reqContractDetails(18001, ContractSamples.ContFut());
//! [reqhistoricaldatacontfut]
String queryTime = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
client.reqHistoricalData(18002, ContractSamples.ContFut(), queryTime, "1 Y", "1 month", "TRADES", 0, 1, false, null);
Thread.Sleep(10000);
client.cancelHistoricalData(18002);
//! [reqhistoricaldatacontfut]
}
private static void contractOperations(EClientSocket client)
{
//! [reqcontractdetails]
client.reqContractDetails(209, ContractSamples.OptionForQuery());
client.reqContractDetails(210, ContractSamples.EurGbpFx());
client.reqContractDetails(211, ContractSamples.Bond());
client.reqContractDetails(212, ContractSamples.FuturesOnOptions());
//! [reqcontractdetails]
Thread.Sleep(2000);
//! [reqmatchingsymbols]
client.reqMatchingSymbols(211, "IB");
//! [reqmatchingsymbols]
}
private static void historicalDataRequests(EClientSocket client)
{
/*** Requesting historical data ***/
//! [reqhistoricaldata]
String queryTime = DateTime.Now.AddMonths(-6).ToString("yyyyMMdd HH:mm:ss");
client.reqHistoricalData(4001, ContractSamples.EurGbpFx(), queryTime, "1 M", "1 day", "MIDPOINT", 1, 1, false, null);
client.reqHistoricalData(4002, ContractSamples.EuropeanStock(), queryTime, "10 D", "1 min", "TRADES", 1, 1, false, null);
//! [reqhistoricaldata]
Thread.Sleep(2000);
/*** Canceling historical data requests ***/
client.cancelHistoricalData(4001);
client.cancelHistoricalData(4002);
}
private static void tickOptionComputationOperations(EClientSocket client)
{
/*** Requesting real time market data ***/
//! [reqmktdata]
client.reqMktData(2001, ContractSamples.FuturesOnOptions(), string.Empty, false, false, null);
//! [reqmktdata]
Thread.Sleep(10000);
/*** Canceling the market data subscription ***/
//! [cancelmktdata]
client.cancelMktData(2001);
//! [cancelmktdata]
}
private static void smartComponents(EClientSocket client)
{
client.reqMktData(13001, ContractSamples.USStockAtSmart(), "", false, false, null);
while (string.IsNullOrWhiteSpace(testImpl.BboExchange))
{
Thread.Sleep(1000);
}
client.cancelMktData(13001);
//! [reqsmartcomponents]
client.reqSmartComponents(13002, testImpl.BboExchange);
//! [reqsmartcomponents]
}
private static void OcaSample(EClientSocket client, int nextOrderId)
{
//OCA ORDER
//! [ocasubmit]
List <Order> ocaOrders = new List <Order>();
ocaOrders.Add(OrderSamples.LimitOrder("BUY", 1, 10));
ocaOrders.Add(OrderSamples.LimitOrder("BUY", 1, 11));
ocaOrders.Add(OrderSamples.LimitOrder("BUY", 1, 12));
OrderSamples.OneCancelsAll("TestOCA_" + nextOrderId, ocaOrders, 2);
foreach (Order o in ocaOrders)
{
client.placeOrder(nextOrderId++, ContractSamples.USStock(), o);
}
//! [ocasubmit]
}
private static void HedgeSample(EClientSocket client, int nextOrderId)
{
//F Hedge order
//! [hedgesubmit]
//Parent order on a contract which currency differs from your base currency
Order parent = OrderSamples.LimitOrder("BUY", 100, 10);
parent.OrderId = nextOrderId++;
//Hedge on the currency conversion
Order hedge = OrderSamples.MarketFHedge(parent.OrderId, "BUY");
//Place the parent first...
client.placeOrder(parent.OrderId, ContractSamples.EuropeanStock(), parent);
//Then the hedge order
client.placeOrder(nextOrderId++, ContractSamples.EurGbpFx(), hedge);
//! [hedgesubmit]
}
private static void testConnectDisconnect(EWrapperImpl wrapper)
{
//Order order = OrderSamples.LimitOrder();
//Contract contract = ContractSamples.getOption();
//wrapper.ClientSocket.reqMktData(1, ContractSamples.getOption(), "", false);
//wrapper.ClientSocket.reqMktData(3, ContractSamples.getEuropeanStock(), "", false);
//wrapper.ClientSocket.reqGlobalCancel();
//wrapper.ClientSocket.reqCurrentTime();
//wrapper.ClientSocket.reqMktData(1, ContractSamples.getForex(), "", false);
//wrapper.ClientSocket.calculateImpliedVolatility(2, ContractSamples.getOption(), 10, 345);
//wrapper.ClientSocket.calculateOptionPrice(3, ContractSamples.getOption(), 4.69, 345);
//wrapper.ClientSocket.reqAccountSummary(1, "All", AccountSummaryTags.GetAllTags());
//wrapper.ClientSocket.reqAccountUpdates(true, "DU150462");
//wrapper.ClientSocket.reqAllOpenOrders();
//wrapper.ClientSocket.reqAutoOpenOrders(true);
//wrapper.ClientSocket.reqOpenOrders();
//wrapper.ClientSocket.placeOrder(wrapper.NextOrderId, ContractSamples.getForex(), order);
wrapper.ClientSocket.placeOrder(wrapper.NextOrderId, ContractSamples.getComboContract(), OrderSamples.LimitOrderForComboWithLegPrice());
//wrapper.ClientSocket.reqContractDetails(1, ContractSamples.getForex());
//wrapper.ClientSocket.reqExecutions(1, new ExecutionFilter());
//wrapper.ClientSocket.reqMktData(2, ContractSamples.getForex(), "", false);
//wrapper.ClientSocket.reqFundamentalData(1, ContractSamples.getEuropeanStock(), "snapshot");
//wrapper.ClientSocket.reqHistoricalData(1, ContractSamples.getEurUsdForex(), "20130722 23:59:59", "1 D", "1 hour", "MIDPOINT", 1, 1);
//wrapper.ClientSocket.cancelHistoricalData(1);
//wrapper.ClientSocket.reqFundamentalData(2, ContractSamples.getEuropeanStock(), "snapshot");
//wrapper.ClientSocket.reqIds(-1);
//wrapper.ClientSocket.reqManagedAccts();
//wrapper.ClientSocket.reqMarketDataType(1);
//wrapper.ClientSocket.reqMarketDepth(1, ContractSamples.getForex(), 5);
//wrapper.ClientSocket.reqNewsBulletins(true);
//wrapper.ClientSocket.reqPositions();
//wrapper.ClientSocket.reqRealTimeBars(1, ContractSamples.getForex(), -1, "MIDPOINT", true);
//wrapper.ClientSocket.reqScannerParameters();
//wrapper.ClientSocket.exerciseOptions(1, ContractSamples.getOption(), 1, 20, null, 1);
//wrapper.ClientSocket.reqScannerSubscription(1, GetScannerSubscription());
//wrapper.ClientSocket.requestFA(Constants.FaProfiles);
//NOT WORKING (ALSO CHECKED WITH JAVA 969)
wrapper.ClientSocket.setServerLogLevel(1);
Thread.Sleep(500000);
}
private static void tickByTickOperations(EClientSocket client)
{
/*** Requesting tick-by-tick data (only refresh) ***/
//! [reqtickbytick]
client.reqTickByTickData(19001, ContractSamples.USStockAtSmart(), "Last");
client.reqTickByTickData(19002, ContractSamples.USStockAtSmart(), "AllLast");
client.reqTickByTickData(19003, ContractSamples.USStockAtSmart(), "BidAsk");
client.reqTickByTickData(19004, ContractSamples.EurGbpFx(), "MidPoint");
//! [reqtickbytick]
Thread.Sleep(10000);
//! [canceltickbytick]
client.cancelTickByTickData(19001);
client.cancelTickByTickData(19002);
client.cancelTickByTickData(19003);
client.cancelTickByTickData(19004);
//! [canceltickbytick]
}
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 rerouteCFDOperations(EClientSocket client)
{
//! [reqmktdatacfd]
client.reqMktData(16001, ContractSamples.USStockCFD(), string.Empty, false, false, null);
Thread.Sleep(1000);
client.reqMktData(16002, ContractSamples.EuropeanStockCFD(), string.Empty, false, false, null);
Thread.Sleep(1000);
client.reqMktData(16003, ContractSamples.CashCFD(), string.Empty, false, false, null);
Thread.Sleep(1000);
//! [reqmktdatacfd]
//! [reqmktdepthcfd]
client.reqMarketDepth(16004, ContractSamples.USStockCFD(), 10, false, null);
Thread.Sleep(1000);
client.reqMarketDepth(16005, ContractSamples.EuropeanStockCFD(), 10, false, null);
Thread.Sleep(1000);
client.reqMarketDepth(16006, ContractSamples.CashCFD(), 10, false, null);
Thread.Sleep(1000);
//! [reqmktdepthcfd]
}
private static void historicalDataRequests(EClientSocket client)
{
//Console.WriteLine(account.Email);
/*** Requesting historical data ***/
//! [reqhistoricaldata]
if (tradeConfig.Historical)
{
String queryTime = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqHistoricalData(sc.Id, ContractSamples.GetContract(sc.Symbol), queryTime, "9 M", "1 min", "MIDPOINT", 1, 1, false, null);
}
//client.reqHistoricalData(1002, ContractSamples.USStock2(), queryTime, "9 M", "1 min", "MIDPOINT", 1, 1, false, null);
//! [reqhistoricaldata]
//Thread.Sleep(2000);
/*** Canceling historical data requests ***/
//client.cancelHistoricalData(1001);
}
}
private static void realTimeBars(EClientSocket client)
{
/*** Requesting real time bars ***/
if (tradeConfig.Realtime)
{
#region Realtime with today's RSI
String queryTime = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqHistoricalData(sc.Id, ContractSamples.GetContract(sc.Symbol), queryTime, "1 D", "1 min", "MIDPOINT", 1, 1, false, null);
}
//client.reqHistoricalData(1001, ContractSamples.USStock(), queryTime, "1 D", "1 min", "MIDPOINT", 1, 1, false, null);
Thread.Sleep(10000);
//client.cancelHistoricalData(1001);
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqRealTimeBars(sc.Id, ContractSamples.GetContract(sc.Symbol), 5, "MIDPOINT", true, null);
}
//client.reqRealTimeBars(1001, ContractSamples.USStock(), 5, "MIDPOINT", true, null);
#endregion
}
if (tradeConfig.AfterRTH)
{
#region After RTH trading
foreach (StockConfig sc in tradeConfig.Stocks)
{
client.reqRealTimeBars(sc.Id, ContractSamples.GetContract(sc.Symbol), 5, "MIDPOINT", false, null);
}
//client.reqRealTimeBars(1001, ContractSamples.USStock(), 5, "MIDPOINT", false, null);
#endregion
}
//client.reqRealTimeBars(1002, ContractSamples.USOptionContract2(), 5, "MIDPOINT", true, null);
//! [reqrealtimebars]
//Thread.Sleep(2000);
/*** Canceling real time bars ***/
//! [cancelrealtimebars]
//client.cancelRealTimeBars(3001);
//! [cancelrealtimebars]
}
private static void tickByTickOperations(EClientSocket client)
{
/*** Requesting tick-by-tick data (only refresh) ***/
//! [reqtickbytick]
client.reqTickByTickData(19001, ContractSamples.USStockAtSmart(), "Last", 0, false);
client.reqTickByTickData(19002, ContractSamples.USStockAtSmart(), "AllLast", 0, false);
client.reqTickByTickData(19003, ContractSamples.USStockAtSmart(), "BidAsk", 0, true);
client.reqTickByTickData(19004, ContractSamples.EurGbpFx(), "MidPoint", 0, false);
//! [reqtickbytick]
Thread.Sleep(10000);
//! [canceltickbytick]
client.cancelTickByTickData(19001);
client.cancelTickByTickData(19002);
client.cancelTickByTickData(19003);
client.cancelTickByTickData(19004);
//! [canceltickbytick]
Thread.Sleep(5000);
/*** Requesting tick-by-tick data (historical + refresh) ***/
//! [reqtickbytick]
client.reqTickByTickData(19005, ContractSamples.EuropeanStock(), "Last", 10, false);
client.reqTickByTickData(19006, ContractSamples.EuropeanStock(), "AllLast", 10, false);
client.reqTickByTickData(19007, ContractSamples.EuropeanStock(), "BidAsk", 10, false);
client.reqTickByTickData(19008, ContractSamples.EurGbpFx(), "MidPoint", 10, true);
//! [reqtickbytick]
Thread.Sleep(10000);
//! [canceltickbytick]
client.cancelTickByTickData(19005);
client.cancelTickByTickData(19006);
client.cancelTickByTickData(19007);
client.cancelTickByTickData(19008);
//! [canceltickbytick]
}
public static int Main(string[] args)
{
RequestContractDetails testImpl = new RequestContractDetails();
testImpl.ClientSocket.eConnect("127.0.0.1", 7496, 0);
while (testImpl.NextOrderId <= 0)
{
}
//We can request the whole option's chain by giving a brief description of the contract
//i.e. we only specify symbol, currency, secType and exchange (SMART)
Contract optionContract = ContractSamples.OptionForQuery();
testImpl.ClientSocket.reqContractDetails(1, optionContract);
while (!testImpl.isFinished)
{
}
Thread.Sleep(10000);
Console.WriteLine("Disconnecting...");
testImpl.ClientSocket.eDisconnect();
return(0);
}
private static void optionsOperations(EClientSocket client)
{
//! [reqsecdefoptparams]
client.reqSecDefOptParams(0, "IBM", "", "STK", 8314);
//! [reqsecdefoptparams]
/*** Calculating implied volatility ***/
//! [calculateimpliedvolatility]
client.calculateImpliedVolatility(5001, ContractSamples.OptionAtBOX(), 5, 85, null);
//! [calculateimpliedvolatility]
/*** Canceling implied volatility ***/
client.cancelCalculateImpliedVolatility(5001);
/*** Calculating option's price ***/
//! [calculateoptionprice]
client.calculateOptionPrice(5002, ContractSamples.OptionAtBOX(), 0.22, 85, null);
//! [calculateoptionprice]
/*** Canceling option's price calculation ***/
client.cancelCalculateOptionPrice(5002);
/*** Exercising options ***/
//! [exercise_options]
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, null, 1);
//! [exercise_options]
}
