there is a new IBPlugin version 1511.
Product Page:
https://trade-commander.com/en/produkt/ibplugin/
Download:
https://drive.google.com/open?id=1-FqWx ... p=drive_fs
Release Notes:
https://trade-commander.com/en/produkt/ ... ase-notes/
Changes:
- IBPlugin is now capable to query contract data and to save a contract from query result along with unique custom symbol
name to database, so you can get conid/uidc from function
Code: Select all
ibgNAME_TO_UID("my_unique_symbol_name")This is the MetaTrader code snippet, how to use it:
Code: Select all
// --------------------------------------------
// [#8] Do a contract query:
Print("+++ contract query START");
// create a snapshot of all HE FUT contracts. Timeout 5 seconds
total_objects=ibgCONTRACT_QUERY("UDL=HE#SET=FUT",5000);
Print("##contracts=",total_objects );
// list all returned contracts with symbol and conid
for(int idx=0;idx < total_objects;++idx)
{
// file:///C:/Program%20Files/trade-commander.com/IBPlugin/documentation/tbl_symbol_info.html
int uid = ibgCONTRACT_INFO_INT(idx, 7);
string symbol = ibgCONTRACT_INFO_STR(idx, 8);
// if this is the contract you are looking for, use
// this function to add it to internal database along
// with unique symbol name
// uid = ibgADD_CONTRACT_IDX( idx, "my_unique_symbol_name");
// so you can access contract
// by calling function:
// ibgNAME_TO_UID("my_unique_symbol_name");
PrintFormat("[%d] symbol=%s uidc=%d",idx,symbol,uid);
}
Print("--- contract query END");
The market data request allows generic ticks argument.
It is now possible to retrieve Option data, like delta,vega,etc. tick EFP, tick generic, tick string.
Market data are stored in circular arrays. So there is a certain tick history store during runtime and can be accessed by index, where
index=0 denotes latest tick.
Example for TradeStation / MultiCharts
Code: Select all
// subscribe to realtime data
ticker= ibgSUBSCRIBE_REALTIME_DATA(connection_id, conid, "", "");
ibgSLEEP(2000);
For idx = 200 to 207 begin
// subtype identifier (idx)
// ---------------------------
//implied_vola=200
//delta=201
//opt_price=202
//pv_dividend=203
//gamma=204
//vega=205
//theta=206
//und_price=207
option_value=ibgGET_REALTIME_DATA(connection_id, ticker, 21, idx, 0);
Print("option-val[",idx,"]=",option_value);