InteractiveBrokersMessageAdapter

InteractiveBrokersMessageAdapter

public InteractiveBrokersMessageAdapter(IdGenerator transactionIdGenerator)

interactiveBrokersMessageAdapter = InteractiveBrokersMessageAdapter(transactionIdGenerator)

Initializes a new instance of the InteractiveBrokersMessageAdapter.

transactionIdGenerator

Transaction id generator.

Address

public EndPoint Address { get; set; }

value = interactiveBrokersMessageAdapter.Address
interactiveBrokersMessageAdapter.Address = value

Address.

AllTimeFrames

public static IEnumerable<TimeSpan> AllTimeFrames { get; }

value = InteractiveBrokersMessageAdapter.AllTimeFrames

Possible time-frames.

CandlesBuildFrom

public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = interactiveBrokersMessageAdapter.CandlesBuildFrom

Possible options for candles building.

CheckCertificateRevocation

public bool CheckCertificateRevocation { get; set; }

value = interactiveBrokersMessageAdapter.CheckCertificateRevocation
interactiveBrokersMessageAdapter.CheckCertificateRevocation = value

Check certificate revocation.

ClientId

public int ClientId { get; set; }

value = interactiveBrokersMessageAdapter.ClientId
interactiveBrokersMessageAdapter.ClientId = value

Unique ID. Used when several clients are connected to one terminal or gateway.

ConnectedTime

public DateTime? ConnectedTime { get; private set; }

value = interactiveBrokersMessageAdapter.ConnectedTime
interactiveBrokersMessageAdapter.ConnectedTime = value

The connection time.

ExtraAuth

public bool ExtraAuth { get; set; }

value = interactiveBrokersMessageAdapter.ExtraAuth
interactiveBrokersMessageAdapter.ExtraAuth = value

Extra authentication.

ExtraSetup

public override bool ExtraSetup { get; }

value = interactiveBrokersMessageAdapter.ExtraSetup

The adapter requires extra setup.

FeatureName

public override string FeatureName { get; }

value = interactiveBrokersMessageAdapter.FeatureName

Feature name.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = interactiveBrokersMessageAdapter.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

MarketDataType

public InteractiveBrokersMarketDataTypes MarketDataType { get; set; }

value = interactiveBrokersMessageAdapter.MarketDataType
interactiveBrokersMessageAdapter.MarketDataType = value

Whether to use RealTime data or Frozen on the broker server. By default, the RealTime data is used.

MaxVersion

public ServerVersions MaxVersion { get; set; }

value = interactiveBrokersMessageAdapter.MaxVersion
interactiveBrokersMessageAdapter.MaxVersion = value

Max support version.

OptionalCapabilities

public string OptionalCapabilities { get; set; }

value = interactiveBrokersMessageAdapter.OptionalCapabilities
interactiveBrokersMessageAdapter.OptionalCapabilities = value

Optional capabilities.

ServerLogLevel

public ServerLogLevels ServerLogLevel { get; set; }

value = interactiveBrokersMessageAdapter.ServerLogLevel
interactiveBrokersMessageAdapter.ServerLogLevel = value

The server messages logging level. The default is Information.

SslCertificate

public string SslCertificate { get; set; }

value = interactiveBrokersMessageAdapter.SslCertificate
interactiveBrokersMessageAdapter.SslCertificate = value

SSL certificate.

SslCertificatePassword

public SecureString SslCertificatePassword { get; set; }

value = interactiveBrokersMessageAdapter.SslCertificatePassword
interactiveBrokersMessageAdapter.SslCertificatePassword = value

SSL certificate password.

SslProtocol

public SslProtocols SslProtocol { get; set; }

value = interactiveBrokersMessageAdapter.SslProtocol
interactiveBrokersMessageAdapter.SslProtocol = value

SSL protocol to establish connect.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = interactiveBrokersMessageAdapter.SupportedOrderBookDepths

Available options for MaxDepth.

TargetHost

public string TargetHost { get; set; }

value = interactiveBrokersMessageAdapter.TargetHost
interactiveBrokersMessageAdapter.TargetHost = value

The name of the server that shares SSL connection.

UseV100Plus

public bool UseV100Plus { get; set; }

value = interactiveBrokersMessageAdapter.UseV100Plus
interactiveBrokersMessageAdapter.UseV100Plus = value

Use V100 plus version at the connect time.

ValidateRemoteCertificates

public bool ValidateRemoteCertificates { get; set; }

value = interactiveBrokersMessageAdapter.ValidateRemoteCertificates
interactiveBrokersMessageAdapter.ValidateRemoteCertificates = value

Validate remove certificates.

CancelHistogramData

private ValueTask CancelHistogramData(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelHistogramData(requestId, cancellationToken)

Cancels an active data histogram request.

requestId

Identifier specified in CancellationToken) request.

cancellationToken

CancellationToken

CancelOrderAsync

protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)

CancelOrderGroupAsync

protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)

CancelTickByTickData

private ValueTask CancelTickByTickData(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelTickByTickData(requestId, cancellationToken)

Cancels tick-by-tick data.

CancelWshEventData

private ValueTask CancelWshEventData(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelWshEventData(requestId, cancellationToken)

Cancels pending WSH event data request.

CancelWshMetaData

private ValueTask CancelWshMetaData(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.CancelWshMetaData(requestId, cancellationToken)

Cancels pending request for WSH metadata.

ConnectAsync

protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.ConnectAsync(connectMsg, cancellationToken)

ConvertPeriod

private static string ConvertPeriod(DateTime startTime, DateTime endTime)

result = InteractiveBrokersMessageAdapter.ConvertPeriod(startTime, endTime)

used for reqHistoricalData.

DisconnectAsync

protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)

ExerciseOptions

private ValueTask ExerciseOptions(OrderRegisterMessage message, bool isExercise, decimal volume, string portfolioName, bool isOverride, DateTime? manualOrderTime, string customerAccount, bool? professionalCustomer, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.ExerciseOptions(message, isExercise, volume, portfolioName, isOverride, manualOrderTime, customerAccount, professionalCustomer, cancellationToken)

Exercises an options contract. This function is affected by a TWS setting which specifies if an exercise request must be finalized.

message

this structure contains a description of the contract to be exercised. If no multiplier is specified, a default of 100 is assumed.

isExercise

this can have two values: 1 = specifies exercise 2 = specifies lapse.

volume

the number of contracts to be exercised.

portfolioName

specifies whether your setting will override the system's natural action. For example, if your action is "exercise" and the option is not in-the-money, by natural action the option would not exercise. If you have override set to "yes" the natural action would be overridden and the out-of-the money option would be exercised. Values are: 0 = no 1 = yes.

isOverride

specifies whether your setting will override the system's natural action. For example, if your action is "exercise" and the option is not in-the-money, by natural action the option would not exercise. If you have override set to "yes" the natural action would be overridden and the out-of-the money option would be exercised. Values are: 0 = no 1 = yes.

manualOrderTime

Manual Order Time.

customerAccount

Customer Account.

professionalCustomer

Professional Customer.

cancellationToken

CancellationToken

IsAllDownloadingSupported

public override bool IsAllDownloadingSupported(DataType dataType)

result = interactiveBrokersMessageAdapter.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = interactiveBrokersMessageAdapter.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

Load

public override void Load(SettingsStorage storage)

interactiveBrokersMessageAdapter.Load(storage)

Load settings.

storage

Settings storage.

MarketDataAsync

protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.MarketDataAsync(mdMsg, cancellationToken)

OrderStatusAsync

protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)

QueryDisplayGroups

private ValueTask QueryDisplayGroups(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.QueryDisplayGroups(requestId, cancellationToken)

Requests all available Display Groups in TWS.

requestId

The ID of this request.

cancellationToken

CancellationToken

RegisterOrderAsync

protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)

ReplaceFinancialAdvisor

private ValueTask ReplaceFinancialAdvisor(long requestId, string dataType, string config, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.ReplaceFinancialAdvisor(requestId, dataType, config, cancellationToken)

Replaces Financial Advisor's settings.

requestId

dataType

Specifies the type of Financial Advisor configuration data being requested. Valid values include: Groups Profiles Account Aliases

config

The XML string containing the new FA configuration information.

cancellationToken

CancellationToken

ReplaceOrderAsync

protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)

RequestAllOpenOrders

private ValueTask RequestAllOpenOrders(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestAllOpenOrders(cancellationToken)

Call this method to request the open orders that were placed from all clients and also from TWS. Each open order will be fed back through the openOrder() and orderStatus() functions on the EWrapper. No association is made between the returned orders and the requesting client.

RequestAutoOpenOrders

private ValueTask RequestAutoOpenOrders(bool autoBind, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestAutoOpenOrders(autoBind, cancellationToken)

Call this method to request that newly created TWS orders be implicitly associated with the client. When a new TWS order is created, the order will be associated with the client and fed back through the openOrder() and orderStatus() methods on the EWrapper. TWS orders can only be bound to clients with a clientId of “0”.

autoBind

If set to , newly created TWS orders will be implicitly associated with the client. If set to , no association will be made.

cancellationToken

CancellationToken

RequestCompletedOrders

private ValueTask RequestCompletedOrders(bool apiOnly, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestCompletedOrders(apiOnly, cancellationToken)

Requests completed orders.

apiOnly

Request only API orders.

cancellationToken

CancellationToken

RequestCurrentTime

private ValueTask RequestCurrentTime(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestCurrentTime(cancellationToken)

Returns the current system time on the server side.

RequestFamilyCodes

private ValueTask RequestFamilyCodes(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestFamilyCodes(cancellationToken)

Requests family codes for an account, for instance if it is a FA, IBroker, or associated account.

RequestFinancialAdvisor

private ValueTask RequestFinancialAdvisor(string dataType, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestFinancialAdvisor(dataType, cancellationToken)

Requests the FA configuration.

dataType

Specifies the type of Financial Advisor configuration data being requested. Valid values include: Groups Profiles Account Aliases

cancellationToken

CancellationToken

RequestHeadTimestamp

private ValueTask RequestHeadTimestamp(long requestId, SecurityMessage security, string whatToShow, int useRth, int formatDate, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestHeadTimestamp(requestId, security, whatToShow, useRth, formatDate, cancellationToken)

Returns the timestamp of earliest available historical data for a contract and data type.

requestId

An identifier for the request.

security

Contract object for which head timestamp is being requested.

whatToShow

Type of data for head timestamp - "BID", "ASK", "TRADES", etc.

useRth

Use regular trading hours only.

formatDate

Set to 1 to obtain the bars' time as yyyyMMdd HH:mm:ss, set to 2 to obtain it like system time format in seconds.

cancellationToken

CancellationToken

RequestHistogramData

private ValueTask RequestHistogramData(long requestId, SecurityMessage security, bool useRth, string period, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestHistogramData(requestId, security, useRth, period, cancellationToken)

Returns data histogram of specified contract.

requestId

An identifier for the request.

security

Contract object for which histogram is being requested.

useRth

Use regular trading hours only.

period

Period of which data is being requested, e.g. "3 days".

cancellationToken

CancellationToken

RequestHistoricalNews

private ValueTask RequestHistoricalNews(long requestId, int? contractId, string providerCodes, DateTime startDateTime, DateTime endDateTime, long totalResults, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestHistoricalNews(requestId, contractId, providerCodes, startDateTime, endDateTime, totalResults, tags, cancellationToken)

Requests historical news headlines.

requestId

contractId

Contract id of ticker.

providerCodes

A '+'-separated list of provider codes.

startDateTime

Marks the (exclusive) start of the date range. The format is yyyy-MM-dd HH:mm:ss.0.

endDateTime

Marks the (inclusive) end of the date range. The format is yyyy-MM-dd HH:mm:ss.0.

totalResults

The maximum number of headlines to fetch (1 - 300).

tags

Reserved for internal use. Should be defined as empty.

cancellationToken

CancellationToken

RequestHistoricalTicks

private ValueTask RequestHistoricalTicks(MarketDataMessage message, bool useRth, bool ignoreSize, Tuple<string, string>[] miscOptions, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestHistoricalTicks(message, useRth, ignoreSize, miscOptions, cancellationToken)

Requests historical Time&Sales data for an instrument.

message

useRth

Data from regular trading hours, or all available hours.

ignoreSize

miscOptions

Should be defined as empty, reserved for internal use.

cancellationToken

CancellationToken

RequestIds

private ValueTask RequestIds(int numberOfIds, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestIds(numberOfIds, cancellationToken)

Returns one next valid Id.

numberOfIds

Has No Effect.

cancellationToken

CancellationToken

RequestMarketDataType

private ValueTask RequestMarketDataType(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestMarketDataType(cancellationToken)

indicates the TWS to enable "frozen", "delayed" or "delayed-frozen" market data. Requires TWS/IBG v963+. The API can receive frozen market data from Trader Workstation. Frozen market data is the last data recorded in our system. During normal trading hours, the API receives real-time market data.Invoking this function with argument 2 requests a switch to frozen data immediately or after the close. When the market reopens the next data the market data type will automatically switch back to real time if available.

RequestMarketDepthExchanges

private ValueTask RequestMarketDepthExchanges(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestMarketDepthExchanges(cancellationToken)

Requests venues for which market data is returned to updateMktDepthL2 (those with market makers).

RequestMarketRule

private ValueTask RequestMarketRule(int marketRuleId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestMarketRule(marketRuleId, cancellationToken)

Requests details about a given market rule. The market rule for an instrument on a particular exchange provides details about how the minimum price increment changes with price. A list of market rule ids can be obtained by invoking reqContractDetails on a particular contract. The returned market rule ID list will provide the market rule ID for the instrument in the correspond valid exchange list in contractDetails.

RequestMatchingSymbols

private ValueTask RequestMatchingSymbols(long requestId, string pattern, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestMatchingSymbols(requestId, pattern, cancellationToken)

Requests matching symbols (implements 'google-like' suggestions as user starts typing symbol or contract name).

requestId

pattern

User typed string pattern.

cancellationToken

CancellationToken

RequestMyTrades

private ValueTask RequestMyTrades(long requestId, MyTradeFilter filter, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestMyTrades(requestId, filter, cancellationToken)

When this method is called, the execution reports that meet the filter criteria are downloaded to the client via the execDetails() method.

requestId

filter

the filter criteria used to determine which execution reports are returned.

cancellationToken

CancellationToken

RequestNewsArticle

private ValueTask RequestNewsArticle(long requestId, string providerCode, string articleId, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestNewsArticle(requestId, providerCode, articleId, tags, cancellationToken)

Requests news article body given articleId.

requestId

Id of the request.

providerCode

Short code indicating news provider, e.g. FLY.

articleId

Id of the specific article.

tags

Reserved for internal use. Should be defined as empty.

cancellationToken

CancellationToken

RequestNewsProviders

private ValueTask RequestNewsProviders(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestNewsProviders(cancellationToken)

Requests news providers which the user has subscribed to.

RequestOpenOrders

private ValueTask RequestOpenOrders(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestOpenOrders(cancellationToken)

Call this method to request the open orders that were placed from this client. Each open order will be fed back through the openOrder() and orderStatus() functions on the EWrapper. The client with a clientId of "0" will also receive the TWS-owned open orders. These orders will be associated with the client and a new orderId will be generated. This association will persist over multiple API and TWS sessions.

RequestPortfolios

private ValueTask RequestPortfolios(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestPortfolios(cancellationToken)

Call this method to request the list of managed accounts. The list will be returned by the managedAccounts() function on the EWrapper. This request can only be made when connected to a Financial Advisor (FA) account.

RequestScannerParameters

private ValueTask RequestScannerParameters(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestScannerParameters(cancellationToken)

Call the reqScannerParameters() method to receive an XML document that describes the valid parameters that a scanner subscription can have.

RequestSecurityDefinitionOptionParams

private ValueTask RequestSecurityDefinitionOptionParams(long requestId, string underlyingSymbol, string futFopExchange, SecurityTypes? underlyingSecType, int? underlyingContractId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestSecurityDefinitionOptionParams(requestId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingContractId, cancellationToken)

Requests security definition option parameters for viewing a contract's option chain.

requestId

The ID chosen for the request.

underlyingSymbol

futFopExchange

The exchange on which the returned options are trading. Can be set to the empty string "" for all exchanges.

underlyingSecType

The type of the underlying security.

underlyingContractId

The contract ID of the underlying security.

cancellationToken

CancellationToken

RequestSecurityInfo

private ValueTask RequestSecurityInfo(SecurityLookupMessage criteria, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestSecurityInfo(criteria, cancellationToken)

Call this function to download all details for a particular underlying. the contract details will be received via the contractDetails() function on the EWrapper.

criteria

summary description of the contract being looked up.

cancellationToken

CancellationToken

RequestSmartComponents

private ValueTask RequestSmartComponents(long requestId, string bboExchange, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestSmartComponents(requestId, bboExchange, cancellationToken)

Returns the mapping of single letter codes to exchange names given the mapping identifier.

requestId

bboExchange

cancellationToken

CancellationToken

RequestSoftDollarTiers

private ValueTask RequestSoftDollarTiers(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestSoftDollarTiers(requestId, cancellationToken)

Requests pre-defined Soft Dollar Tiers. This is only supported for registered professional advisors and hedge and mutual funds who have configured Soft Dollar Tiers in Account Management. Refer to: https://www.interactivebrokers.com/en/software/am/am/manageaccount/requestsoftdollars.htm?Highlight=soft%20dollar%20tier

RequestTickByTickData

private ValueTask RequestTickByTickData(long requestId, SecurityMessage security, Level1Fields tickType, int numberOfTicks, bool ignoreSize, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestTickByTickData(requestId, security, tickType, numberOfTicks, ignoreSize, cancellationToken)

Requests tick-by-tick data.

requestId

unique identifier of the request.

security

the contract for which tick-by-tick data is requested.

tickType

tick-by-tick data type: "Last", "AllLast", "BidAsk" or "MidPoint".

numberOfTicks

Number of ticks.

ignoreSize

Ignore size.

cancellationToken

CancellationToken

RequestWshEventData

private ValueTask RequestWshEventData(MarketDataMessage message, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestWshEventData(message, cancellationToken)

Requests event data from the WSH calendar.

RequestWshMetaData

private ValueTask RequestWshMetaData(MarketDataMessage message, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.RequestWshMetaData(message, cancellationToken)

Requests metadata from the WSH calendar.

ResetAsync

protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.ResetAsync(resetMsg, cancellationToken)

Save

public override void Save(SettingsStorage storage)

interactiveBrokersMessageAdapter.Save(storage)

Save settings.

storage

Settings storage.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)

SendInMessageAsync

public override ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

SetServerLogLevel

private ValueTask SetServerLogLevel(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SetServerLogLevel(cancellationToken)

Changes the TWS/GW log level. The default is Error.

SubscribeCalculateImpliedVolatility

private ValueTask SubscribeCalculateImpliedVolatility(OptionCalcMarketDataMessage message, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeCalculateImpliedVolatility(message, tags, cancellationToken)

To subscribe for receiving of the implied volatility for the specified instrument.

message

tags

Reserved for future use, must be blank.

cancellationToken

CancellationToken

SubscribeCalculateOptionPrice

private ValueTask SubscribeCalculateOptionPrice(OptionCalcMarketDataMessage message, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeCalculateOptionPrice(message, tags, cancellationToken)

To subscribe for Greeks getting for the specified instrument.

message

Security.

tags

Reserved for future use, must be blank.

cancellationToken

CancellationToken

SubscribeHistoricalCandles

private ValueTask SubscribeHistoricalCandles(MarketDataMessage message, TimeSpan timeFrame, Level1Fields field, bool useRth, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeHistoricalCandles(message, timeFrame, field, useRth, tags, cancellationToken)

To subscribe for instrument historical values getting at specified intervals.

message

The message about subscription or unsubscription for market data.

timeFrame

field

The market data field. Following values are supported: Trades.Bid.Ask.Midpoint.BidAsk.ImpliedVolatility.HistoricalVolatility..

useRth

To get data only by the trading time. By default the trading time is used.

tags

cancellationToken

CancellationToken

SubscribeMarketData

private ValueTask SubscribeMarketData(MarketDataMessage message, IEnumerable<Level1Fields> genericFields, bool snapshot, bool regulatorySnaphsot, IEnumerable<Tuple<string, string>> mktDataOptions, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeMarketData(message, genericFields, snapshot, regulatorySnaphsot, mktDataOptions, cancellationToken)

Call this method to request market data. The market data will be returned by the tickPrice, tickSize, tickOptionComputation(), tickGeneric(), tickString() and tickEFP() methods.

message

this structure contains a description of the contract for which market data is being requested.

genericFields

comma delimited list of generic tick types. Tick types can be found here: (new Generic Tick Types page).

snapshot

Allows client to request snapshot market data.

regulatorySnaphsot

Regulatory snapshot requests NBBO snapshots for users which have "US Securities Snapshot Bundle" subscription but not corresponding Network A, B, or C subscription necessary for streaming.

mktDataOptions

Market Data Off - used in conjunction with RTVolume Generic tick type causes only volume data to be sent.

cancellationToken

CancellationToken

SubscribeMarketDepth

private ValueTask SubscribeMarketDepth(MarketDataMessage message, bool isSmartDepth, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeMarketDepth(message, isSmartDepth, tags, cancellationToken)

Call this method to request market depth for a specific contract. The market depth will be returned by the updateMktDepth() and updateMktDepthL2() methods.

message

this structure contains a description of the contract for which market depth data is being requested.

isSmartDepth

Flag indicates that this is smart depth request.

tags

cancellationToken

CancellationToken

SubscribeNewsBulletins

private ValueTask SubscribeNewsBulletins(bool allMessages, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeNewsBulletins(allMessages, cancellationToken)

Call this method to start receiving news bulletins. Each bulletin will be returned by the updateNewsBulletin() method.

allMessages

if set to , returns all the existing bulletins for the current day and any new ones. IF set to , will only return new bulletins.

cancellationToken

CancellationToken

SubscribePnL

private ValueTask SubscribePnL(long requestId, string account, string modelCode, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribePnL(requestId, account, modelCode, cancellationToken)

Creates subscription for real time daily PnL and unrealized PnL updates.

requestId

account

Account for which to receive PnL updates.

modelCode

Specify to request PnL updates for a specific model.

cancellationToken

CancellationToken

SubscribePnLSingle

private ValueTask SubscribePnLSingle(long requestId, string account, string modelCode, long contractId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribePnLSingle(requestId, account, modelCode, contractId, cancellationToken)

Requests real time updates for daily PnL of individual positions.

requestId

account

Account for which to receive PnL updates.

modelCode

Specify to request PnL updates for a specific model.

contractId

Contract ID (conId) of contract to receive daily PnL updates for.

cancellationToken

CancellationToken

SubscribePortfolio

private ValueTask SubscribePortfolio(string portfolioName, bool isSubscribe, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribePortfolio(portfolioName, isSubscribe, cancellationToken)

Call this function to start getting account values, portfolio, and last update time information.

isSubscribe

If set to , the client will start receiving account and portfolio updates. If set to , the client will stop receiving this information.

portfolioName

the account code for which to receive account and portfolio updates.

cancellationToken

CancellationToken

SubscribePositionMulti

private ValueTask SubscribePositionMulti(long requestId, string account, string modelCode, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribePositionMulti(requestId, account, modelCode, cancellationToken)

Requests positions for account and/or model.

requestId

Request's identifier.

account

If an account Id is provided, only the account's positions belonging to the specified model will be delivered.

modelCode

The code of the model's positions we are interested in.

cancellationToken

CancellationToken

SubscribePotfrolioMulti

private ValueTask SubscribePotfrolioMulti(long requestId, string account, string modelCode, bool ledgerAndNlv, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribePotfrolioMulti(requestId, account, modelCode, ledgerAndNlv, cancellationToken)

Requests account updates for account and/or model.

requestId

Identifier to label the request.

account

Account values can be requested for a particular account.

modelCode

Values can also be requested for a model.

ledgerAndNlv

Returns light-weight request; only currency positions as opposed to account values and currency positions.

cancellationToken

CancellationToken

SubscribeRealTimeCandles

private ValueTask SubscribeRealTimeCandles(MarketDataMessage message, Level1Fields field, bool useRth, Tuple<string, string>[] tags, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeRealTimeCandles(message, field, useRth, tags, cancellationToken)

To subscribe for real-time candles receiving.

message

field

Market data fields upon which candles will be created. The following values are supported: Trades.Bid.Ask.Midpoint..

useRth

To create candles only by the trading time. By default the trading time is used.

tags

cancellationToken

CancellationToken

SubscribeScanner

private ValueTask SubscribeScanner(ScannerMarketDataMessage message, Tuple<string, string>[] tags, Tuple<string, string>[] filterOptions, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeScanner(message, tags, filterOptions, cancellationToken)

To start the instrument scanner based on specified parameters.

message

Instrument scanner filter settings.

tags

filterOptions

cancellationToken

CancellationToken

SubscribeToGroupEvents

private ValueTask SubscribeToGroupEvents(long requestId, int groupId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.SubscribeToGroupEvents(requestId, groupId, cancellationToken)

Integrates API client and TWS window grouping.

requestId

The Id chosen for this subscription request.

groupId

The display group for integration.

cancellationToken

CancellationToken

ToString

public override string ToString()

result = interactiveBrokersMessageAdapter.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

UnSubscribeCalculateImpliedVolatility

private ValueTask UnSubscribeCalculateImpliedVolatility(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeCalculateImpliedVolatility(requestId, cancellationToken)

To stop subscription for receiving of the implied volatility for the specified instrument, created earlier via CancellationToken).

requestId

cancellationToken

CancellationToken

UnSubscribeCalculateOptionPrice

private ValueTask UnSubscribeCalculateOptionPrice(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeCalculateOptionPrice(requestId, cancellationToken)

To stop subscription for receiving of the Greeks for the specified instrument, created earlier via CancellationToken).

requestId

cancellationToken

CancellationToken

UnSubscribeFromGroupEvents

private ValueTask UnSubscribeFromGroupEvents(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeFromGroupEvents(requestId, cancellationToken)

Cancels a TWS Window Group subscription.

requestId

cancellationToken

CancellationToken

UnSubscribeMarketData

private ValueTask UnSubscribeMarketData(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeMarketData(requestId, cancellationToken)

After calling this method, market data for the specified Id will stop flowing.

UnSubscribeMarketDepth

private ValueTask UnSubscribeMarketDepth(long requestId, bool isSmartDepth, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeMarketDepth(requestId, isSmartDepth, cancellationToken)

After calling this method, market depth data for the specified Id will stop flowing.

UnSubscribeNewsBulletins

private ValueTask UnSubscribeNewsBulletins(CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeNewsBulletins(cancellationToken)

Call this method to stop receiving news bulletins.

UnSubscribePnL

private ValueTask UnSubscribePnL(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribePnL(requestId, cancellationToken)

Cancels subscription for real time updated daily PnL.

requestId

cancellationToken

CancellationToken

UnSubscribePnLSingle

private ValueTask UnSubscribePnLSingle(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribePnLSingle(requestId, cancellationToken)

Cancels real time subscription for a positions daily PnL information.

requestId

cancellationToken

CancellationToken

UnSubscribePositionMulti

private ValueTask UnSubscribePositionMulti(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribePositionMulti(requestId, cancellationToken)

Cancels positions request for account and/or model.

requestId

The identifier of the request to be canceled.

cancellationToken

CancellationToken

UnSubscribePotfrolioMulti

private ValueTask UnSubscribePotfrolioMulti(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribePotfrolioMulti(requestId, cancellationToken)

Cancels account updates request for account and/or model.

requestId

cancellationToken

CancellationToken

UnSubscribeRealTimeCandles

private ValueTask UnSubscribeRealTimeCandles(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeRealTimeCandles(requestId, cancellationToken)

To stop the candles receiving subscription, previously created by CancellationToken).

requestId

cancellationToken

CancellationToken

UnSubscribeScanner

private ValueTask UnSubscribeScanner(long requestId, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UnSubscribeScanner(requestId, cancellationToken)

To stop the instrument scanner previously started via CancellationToken).

UpdateDisplayGroup

private ValueTask UpdateDisplayGroup(long requestId, string contractInfo, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.UpdateDisplayGroup(requestId, contractInfo, cancellationToken)

Updates the contract displayed in a TWS Window Group.

requestId

The ID chosen for this request.

contractInfo

Is an encoded value designating a unique IB contract. Possible values include: none = empty selection contractID@exchange - any non-combination contract.Examples 8314@SMART for IBM SMART; 8314@ARCA for IBM ARCA combo = if any combo is selected

cancellationToken

CancellationToken

VerifyAndAuthMessage

private ValueTask VerifyAndAuthMessage(string apiData, string xyzResponse, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.VerifyAndAuthMessage(apiData, xyzResponse, cancellationToken)

For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

VerifyVerifyAndAuthRequest

private ValueTask VerifyVerifyAndAuthRequest(string apiName, string apiVersion, string opaqueIsvKey, CancellationToken cancellationToken)

result = interactiveBrokersMessageAdapter.VerifyVerifyAndAuthRequest(apiName, apiVersion, opaqueIsvKey, cancellationToken)

For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.

DefaultAddress

public static readonly EndPoint DefaultAddress

value = InteractiveBrokersMessageAdapter.DefaultAddress

Address by default.

DefaultGatewayAddress

public static readonly EndPoint DefaultGatewayAddress

value = InteractiveBrokersMessageAdapter.DefaultGatewayAddress

Address by default.