Some connectors (for example, OpenECry, Interactive Brokers or Sterling) do not support the transfer of all the available on the server instruments to the client (usually this is done to reduce the load on the broker server) after the (IConnectorConnect) establish connection.
To find the instrument you need to call the IConnectorLookupSecurities(Security, IMessageAdapter) method. The instrument passed to it used as a filter. The following search criteria (the exact number depends on the broker system) are available:
The SecurityCode property sets the instrument or description name mask (for example, «ES» or «e-mini» or «gold») or the exact name (for example, «esh5»).
The SecurityType property sets the instrument type.
Found instruments will be returned through the IConnectorNewSecurity event.