// constructor
public TwsRtdServerMktDataRequest(string mktDataRequestStr, int twsReqId, TwsRtdServerConnection twsRtdServerConnection)
{
try
{
SetError(TwsRtdServerErrors.NO_ERROR);
m_twsRtdServerConnection = twsRtdServerConnection;
m_mktDataRequestStr = mktDataRequestStr;
m_twsReqId = twsReqId;
// create empty contract
Contract contract = new Contract();
// parse string into contract
contract = ExtractContract(m_mktDataRequestStr);
if (GetErrorCode() != TwsRtdServerErrors.NO_ERROR)
{
return;
}
// extract mkt data options
List <TagValue> mktDataOptions = ExtractOptions(m_mktDataRequestStr);
if (GetErrorCode() != TwsRtdServerErrors.NO_ERROR)
{
return;
}
// extract generic ticks
string genericTicks = ExtractGenericTicks(m_mktDataRequestStr, contract.SecType);
if (GetErrorCode() != TwsRtdServerErrors.NO_ERROR)
{
return;
}
// request market data
EClientSocket socket = twsRtdServerConnection.Socket();
if (socket == null)
{
SetError(TwsRtdServerErrors.SOCKET_IS_NULL);
return;
}
twsRtdServerConnection.mktDataRequests().Add(m_twsReqId, this);
twsRtdServerConnection.mktDataRequestsStrToIdMapping().Add(mktDataRequestStr, m_twsReqId);
socket.reqMktData(m_twsReqId, contract, genericTicks, false, false, mktDataOptions);
}
catch
{
SetError(TwsRtdServerErrors.REQUEST_MKT_DATA_ERROR);
}
}
public void TwsRtdServerMktDataRequestCancel(int reqId, TwsRtdServerConnection connection)
{
// cancel market data
connection.Socket().cancelMktData(reqId);
}