InteractiveBrokersMessageAdapter
The messages adapter for InteractiveBrokers.
継承元: MessageAdapter
実装: IAddressAdapter<EndPoint>
コンストラクター
InteractiveBrokersMessageAdapter(IdGenerator)
Initializes a new instance of the InteractiveBrokersMessageAdapter.
- transactionIdGenerator
- Transaction id generator.
プロパティ
AllTimeFrames : IEnumerable<TimeSpan>
Possible time-frames.
CandlesBuildFrom : IEnumerable<Level1Fields>
Possible options for candles building.
CheckCertificateRevocation : bool
Check certificate revocation.
ConnectedTime : DateTime?
The connection time.
ExtraSetup : bool
The adapter requires extra setup.
FeatureName : string
Feature name.
IsAutoReplyOnTransactonalUnsubscription : bool
Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.
MarketDataType : InteractiveBrokersMarketDataTypes
Whether to use RealTime data or Frozen on the broker server. By default, the RealTime data is used.
MaxVersion : ServerVersions
Max support version.
OptionalCapabilities : string
Optional capabilities.
ServerLogLevel : ServerLogLevels
The server messages logging level. The default is Information.
SslCertificate : string
SSL certificate.
SslCertificatePassword : SecureString
SSL certificate password.
SslProtocol : SslProtocols
SSL protocol to establish connect.
SupportedOrderBookDepths : IEnumerable<int>
Available options for MaxDepth.
TargetHost : string
The name of the server that shares SSL connection.
UseV100Plus : bool
Use V100 plus version at the connect time.
ValidateRemoteCertificates : bool
Validate remove certificates.
メソッド
CancelHistogramData(long, CancellationToken) : ValueTask
Cancels an active data histogram request.
- requestId
- Identifier specified in CancellationToken) request.
- cancellationToken
- CancellationToken
CancelTickByTickData(long, CancellationToken) : ValueTask
Cancels tick-by-tick data.
CancelWshEventData(long, CancellationToken) : ValueTask
Cancels pending WSH event data request.
CancelWshMetaData(long, CancellationToken) : ValueTask
Cancels pending request for WSH metadata.
ConvertPeriod(DateTime, DateTime) : string
used for reqHistoricalData.
ExerciseOptions(OrderRegisterMessage, bool, decimal, string, bool, DateTime?, string, bool?, CancellationToken) : ValueTask
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(DataType) : bool
Is for the specified all securities downloading enabled.
- dataType
- Data type info.
戻り値: Check result.
IsSupportCandlesUpdates(MarketDataMessage) : bool
Support candles subscription and live updates.
- subscription
- MarketDataMessage
戻り値: Check result.
QueryDisplayGroups(long, CancellationToken) : ValueTask
Requests all available Display Groups in TWS.
- requestId
- The ID of this request.
- cancellationToken
- CancellationToken
ReplaceFinancialAdvisor(long, string, string, CancellationToken) : ValueTask
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
RequestAllOpenOrders(CancellationToken) : ValueTask
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(bool, CancellationToken) : ValueTask
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(bool, CancellationToken) : ValueTask
Requests completed orders.
- apiOnly
- Request only API orders.
- cancellationToken
- CancellationToken
RequestCurrentTime(CancellationToken) : ValueTask
Returns the current system time on the server side.
RequestFamilyCodes(CancellationToken) : ValueTask
Requests family codes for an account, for instance if it is a FA, IBroker, or associated account.
RequestFinancialAdvisor(string, CancellationToken) : ValueTask
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(long, SecurityMessage, string, int, int, CancellationToken) : ValueTask
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(long, SecurityMessage, bool, string, CancellationToken) : ValueTask
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(long, int?, string, DateTime, DateTime, long, Tuple<string, string>[], CancellationToken) : ValueTask
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(MarketDataMessage, bool, bool, Tuple<string, string>[], CancellationToken) : ValueTask
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(int, CancellationToken) : ValueTask
Returns one next valid Id.
- numberOfIds
- Has No Effect.
- cancellationToken
- CancellationToken
RequestMarketDataType(CancellationToken) : ValueTask
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(CancellationToken) : ValueTask
Requests venues for which market data is returned to updateMktDepthL2 (those with market makers).
RequestMarketRule(int, CancellationToken) : ValueTask
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(long, string, CancellationToken) : ValueTask
Requests matching symbols (implements 'google-like' suggestions as user starts typing symbol or contract name).
- requestId
- pattern
- User typed string pattern.
- cancellationToken
- CancellationToken
RequestMyTrades(long, MyTradeFilter, CancellationToken) : ValueTask
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(long, string, string, Tuple<string, string>[], CancellationToken) : ValueTask
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(CancellationToken) : ValueTask
Requests news providers which the user has subscribed to.
RequestOpenOrders(CancellationToken) : ValueTask
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(CancellationToken) : ValueTask
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(CancellationToken) : ValueTask
Call the reqScannerParameters() method to receive an XML document that describes the valid parameters that a scanner subscription can have.
RequestSecurityDefinitionOptionParams(long, string, string, SecurityTypes?, int?, CancellationToken) : ValueTask
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(SecurityLookupMessage, CancellationToken) : ValueTask
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(long, string, CancellationToken) : ValueTask
Returns the mapping of single letter codes to exchange names given the mapping identifier.
- requestId
- bboExchange
- cancellationToken
- CancellationToken
RequestSoftDollarTiers(long, CancellationToken) : ValueTask
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(long, SecurityMessage, Level1Fields, int, bool, CancellationToken) : ValueTask
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(MarketDataMessage, CancellationToken) : ValueTask
Requests event data from the WSH calendar.
RequestWshMetaData(MarketDataMessage, CancellationToken) : ValueTask
Requests metadata from the WSH calendar.
SendInMessageAsync(Message, CancellationToken) : ValueTask
Processes a generic message asynchronously.
- message
- The message to process.
- cancellationToken
- CancellationToken
SetServerLogLevel(CancellationToken) : ValueTask
Changes the TWS/GW log level. The default is Error.
SubscribeCalculateImpliedVolatility(OptionCalcMarketDataMessage, Tuple<string, string>[], CancellationToken) : ValueTask
To subscribe for receiving of the implied volatility for the specified instrument.
- message
- tags
- Reserved for future use, must be blank.
- cancellationToken
- CancellationToken
SubscribeCalculateOptionPrice(OptionCalcMarketDataMessage, Tuple<string, string>[], CancellationToken) : ValueTask
To subscribe for Greeks getting for the specified instrument.
- message
- Security.
- tags
- Reserved for future use, must be blank.
- cancellationToken
- CancellationToken
SubscribeHistoricalCandles(MarketDataMessage, TimeSpan, Level1Fields, bool, Tuple<string, string>[], CancellationToken) : ValueTask
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(MarketDataMessage, IEnumerable<Level1Fields>, bool, bool, IEnumerable<Tuple<string, string>>, CancellationToken) : ValueTask
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(MarketDataMessage, bool, Tuple<string, string>[], CancellationToken) : ValueTask
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(bool, CancellationToken) : ValueTask
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(long, string, string, CancellationToken) : ValueTask
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(long, string, string, long, CancellationToken) : ValueTask
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(string, bool, CancellationToken) : ValueTask
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(long, string, string, CancellationToken) : ValueTask
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(long, string, string, bool, CancellationToken) : ValueTask
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(MarketDataMessage, Level1Fields, bool, Tuple<string, string>[], CancellationToken) : ValueTask
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(ScannerMarketDataMessage, Tuple<string, string>[], Tuple<string, string>[], CancellationToken) : ValueTask
To start the instrument scanner based on specified parameters.
- message
- Instrument scanner filter settings.
- tags
- filterOptions
- cancellationToken
- CancellationToken
SubscribeToGroupEvents(long, int, CancellationToken) : ValueTask
Integrates API client and TWS window grouping.
- requestId
- The Id chosen for this subscription request.
- groupId
- The display group for integration.
- cancellationToken
- CancellationToken
UnSubscribeCalculateImpliedVolatility(long, CancellationToken) : ValueTask
To stop subscription for receiving of the implied volatility for the specified instrument, created earlier via CancellationToken).
- requestId
- cancellationToken
- CancellationToken
UnSubscribeCalculateOptionPrice(long, CancellationToken) : ValueTask
To stop subscription for receiving of the Greeks for the specified instrument, created earlier via CancellationToken).
- requestId
- cancellationToken
- CancellationToken
UnSubscribeFromGroupEvents(long, CancellationToken) : ValueTask
Cancels a TWS Window Group subscription.
- requestId
- cancellationToken
- CancellationToken
UnSubscribeMarketData(long, CancellationToken) : ValueTask
After calling this method, market data for the specified Id will stop flowing.
UnSubscribeMarketDepth(long, bool, CancellationToken) : ValueTask
After calling this method, market depth data for the specified Id will stop flowing.
UnSubscribeNewsBulletins(CancellationToken) : ValueTask
Call this method to stop receiving news bulletins.
UnSubscribePnL(long, CancellationToken) : ValueTask
Cancels subscription for real time updated daily PnL.
- requestId
- cancellationToken
- CancellationToken
UnSubscribePnLSingle(long, CancellationToken) : ValueTask
Cancels real time subscription for a positions daily PnL information.
- requestId
- cancellationToken
- CancellationToken
UnSubscribePositionMulti(long, CancellationToken) : ValueTask
Cancels positions request for account and/or model.
- requestId
- The identifier of the request to be canceled.
- cancellationToken
- CancellationToken
UnSubscribePotfrolioMulti(long, CancellationToken) : ValueTask
Cancels account updates request for account and/or model.
- requestId
- cancellationToken
- CancellationToken
UnSubscribeRealTimeCandles(long, CancellationToken) : ValueTask
To stop the candles receiving subscription, previously created by CancellationToken).
- requestId
- cancellationToken
- CancellationToken
UnSubscribeScanner(long, CancellationToken) : ValueTask
To stop the instrument scanner previously started via CancellationToken).
UpdateDisplayGroup(long, string, CancellationToken) : ValueTask
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(string, string, CancellationToken) : ValueTask
For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.
VerifyVerifyAndAuthRequest(string, string, string, CancellationToken) : ValueTask
For IB's internal purpose. Allows to provide means of verification between the TWS and third party programs.
フィールド
DefaultAddress : EndPoint
Address by default.
DefaultGatewayAddress : EndPoint
Address by default.