Class BrokerClientIB

Broker client class for Interactive Brokers.

Inheritance

object

BrokerClientIBBase

BrokerClientIB

Implements

IBApi.EWrapper

Inherited Members

BrokerClientIBBase.Signal

BrokerClientIBBase.ClientSocket

BrokerClientIBBase.NextOrderId

BrokerClientIBBase.connectionClosed()

BrokerClientIBBase.currentTime(long)

BrokerClientIBBase.tickGeneric(int, int, double)

BrokerClientIBBase.tickEFP(int, int, double, string, double, int, string, double, double)

BrokerClientIBBase.tickSnapshotEnd(int)

BrokerClientIBBase.deltaNeutralValidation(int, UnderComp)

BrokerClientIBBase.updateAccountValue(string, string, string, string)

BrokerClientIBBase.updatePortfolio(Contract, double, double, double, double, double, double, string)

BrokerClientIBBase.updateAccountTime(string)

BrokerClientIBBase.accountDownloadEnd(string)

BrokerClientIBBase.orderStatus(int, string, double, double, double, int, int, double, int, string)

BrokerClientIBBase.openOrder(int, Contract, Order, OrderState)

BrokerClientIBBase.openOrderEnd()

BrokerClientIBBase.execDetails(int, Contract, Execution)

BrokerClientIBBase.execDetailsEnd(int)

BrokerClientIBBase.commissionReport(CommissionReport)

BrokerClientIBBase.fundamentalData(int, string)

BrokerClientIBBase.historicalData(int, string, double, double, double, double, int, int, double, bool)

BrokerClientIBBase.updateMktDepth(int, int, int, int, double, int)

BrokerClientIBBase.updateMktDepthL2(int, int, string, int, int, double, int)

BrokerClientIBBase.updateNewsBulletin(int, int, string, string)

BrokerClientIBBase.realtimeBar(int, long, double, double, double, double, long, double, int)

BrokerClientIBBase.scannerParameters(string)

BrokerClientIBBase.scannerData(int, int, ContractDetails, string, string, string, string)

BrokerClientIBBase.scannerDataEnd(int)

BrokerClientIBBase.receiveFA(int, string)

BrokerClientIBBase.bondContractDetails(int, ContractDetails)

BrokerClientIBBase.historicalDataEnd(int, string, string)

BrokerClientIBBase.verifyMessageAPI(string)

BrokerClientIBBase.verifyCompleted(bool, string)

BrokerClientIBBase.verifyAndAuthMessageAPI(string, string)

BrokerClientIBBase.verifyAndAuthCompleted(bool, string)

BrokerClientIBBase.displayGroupList(int, string)

BrokerClientIBBase.displayGroupUpdated(int, string)

BrokerClientIBBase.positionMulti(int, string, string, Contract, double, double)

BrokerClientIBBase.positionMultiEnd(int)

BrokerClientIBBase.accountUpdateMulti(int, string, string, string, string, string)

BrokerClientIBBase.accountUpdateMultiEnd(int)

BrokerClientIBBase.securityDefinitionOptionParameter(int, string, int, string, string, HashSet<string>, HashSet<double>)

BrokerClientIBBase.securityDefinitionOptionParameterEnd(int)

BrokerClientIBBase.connectAck()

BrokerClientIBBase.softDollarTiers(int, SoftDollarTier[])

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Simulator

Assembly: TuringTrader.Simulator.dll

Syntax

public class BrokerClientIB : BrokerClientIBBase, EWrapper

Properties

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ManagedAcccounts

Declaration

public HashSet<string> ManagedAcccounts { get; }

Property Value

Type	Description
System.Collections.Generic.HashSet<T><string>

Methods

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accountSummary(int, string, string, string, string)

Declaration

public override void accountSummary(int reqId, string account, string tag, string value, string currency)

Parameters

Type	Name	Description
int	reqId
string	account
string	tag
string	value
string	currency

Overrides

BrokerClientIBBase.accountSummary(int, string, string, string, string)

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AccountSummary(string)

Declaration

public Dictionary<string, double> AccountSummary(string account)

Parameters

Type	Name	Description
string	account

Returns

Type	Description
System.Collections.Generic.Dictionary<TKey, TValue><string, double>

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accountSummaryEnd(int)

Declaration

public override void accountSummaryEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

Overrides

BrokerClientIBBase.accountSummaryEnd(int)

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CancelMarketData(InstrumentInfo)

Declaration

public void CancelMarketData(BrokerClientIB.InstrumentInfo info)

Parameters

Type	Name	Description
BrokerClientIB.InstrumentInfo	info

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Connect(string, string, int, string)

Declaration

public void Connect(string username, string password, int port = 7497, string ip = "127.0.0.1")

Parameters

Type	Name	Description
string	username
string	password
int	port
string	ip

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contractDetails(int, ContractDetails)

Declaration

public override void contractDetails(int reqId, ContractDetails contractDetails)

Parameters

Type	Name	Description
int	reqId
IBApi.ContractDetails	contractDetails

Overrides

BrokerClientIBBase.contractDetails(int, ContractDetails)

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ContractDetails(string, string, string, string)

Declaration

public HashSet<BrokerClientIB.InstrumentInfo> ContractDetails(string symbol, string secType = "STK", string exchange = "SMART", string currency = "USD")

Parameters

Type	Name	Description
string	symbol
string	secType
string	exchange
string	currency

Returns

Type	Description
System.Collections.Generic.HashSet<T><BrokerClientIB.InstrumentInfo>

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contractDetailsEnd(int)

Declaration

public override void contractDetailsEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

Overrides

BrokerClientIBBase.contractDetailsEnd(int)

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Disconnect()

Disconnect from IB.

Declaration

public void Disconnect()

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error(Exception)

Declaration

public override void error(Exception e)

Parameters

Type	Name	Description
System.Exception	e

Overrides

BrokerClientIBBase.error(Exception)

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error(int, int, string)

Declaration

public override void error(int id, int errorCode, string errorMsg)

Parameters

Type	Name	Description
int	id
int	errorCode
string	errorMsg

Overrides

BrokerClientIBBase.error(int, int, string)

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error(string)

Declaration

public override void error(string str)

Parameters

Type	Name	Description
string	str

Overrides

BrokerClientIBBase.error(string)

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managedAccounts(string)

Declaration

public override void managedAccounts(string accountsList)

Parameters

Type	Name	Description
string	accountsList

Overrides

BrokerClientIBBase.managedAccounts(string)

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marketDataType(int, int)

Declaration

public override void marketDataType(int reqId, int marketDataType)

Parameters

Type	Name	Description
int	reqId
int	marketDataType

Overrides

BrokerClientIBBase.marketDataType(int, int)

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nextValidId(int)

IB callback: Set next valid order id.

Declaration

public override void nextValidId(int orderId)

Parameters

Type	Name	Description
int	orderId

Overrides

BrokerClientIBBase.nextValidId(int)

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position(string, Contract, double, double)

Declaration

public override void position(string account, Contract contract, double pos, double avgCost)

Parameters

Type	Name	Description
string	account
IBApi.Contract	contract
double	pos
double	avgCost

Overrides

BrokerClientIBBase.position(string, Contract, double, double)

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positionEnd()

Declaration

public override void positionEnd()

Overrides

BrokerClientIBBase.positionEnd()

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Positions(string)

Declaration

public Dictionary<Contract, double> Positions(string account)

Parameters

Type	Name	Description
string	account

Returns

Type	Description
System.Collections.Generic.Dictionary<TKey, TValue><IBApi.Contract, double>

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RequestMarketData(InstrumentInfo, AutoResetEvent)

Declaration

public void RequestMarketData(BrokerClientIB.InstrumentInfo info, AutoResetEvent sync = null)

Parameters

Type	Name	Description
BrokerClientIB.InstrumentInfo	info
System.Threading.AutoResetEvent	sync

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tickOptionComputation(int, int, double, double, double, double, double, double, double, double)

Declaration

public override void tickOptionComputation(int tickerId, int field, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)

Parameters

Type	Name	Description
int	tickerId
int	field
double	impliedVolatility
double	delta
double	optPrice
double	pvDividend
double	gamma
double	vega
double	theta
double	undPrice

Overrides

BrokerClientIBBase.tickOptionComputation(int, int, double, double, double, double, double, double, double, double)

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tickPrice(int, int, double, int)

Declaration

public override void tickPrice(int tickerId, int field, double price, int canAutoExecute)

Parameters

Type	Name	Description
int	tickerId
int	field
double	price
int	canAutoExecute

Overrides

BrokerClientIBBase.tickPrice(int, int, double, int)

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tickSize(int, int, int)

Declaration

public override void tickSize(int tickerId, int field, int size)

Parameters

Type	Name	Description
int	tickerId
int	field
int	size

Overrides

BrokerClientIBBase.tickSize(int, int, int)

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tickString(int, int, string)

Declaration

public override void tickString(int tickerId, int tickType, string value)

Parameters

Type	Name	Description
int	tickerId
int	tickType
string	value

Overrides

BrokerClientIBBase.tickString(int, int, string)

Implements

IBApi.EWrapper