4.7.5.3 Trading Functionality. TradingProfiles

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The ITradeManager interface contains the TradingProfiles property that returns an array of profiles represented as the ITradingProfile interface:

public interface ITradingProfile
Events

event TConnection Connection; - By subscribing to this event it is possible get the notifications about disconnects and reconnects.

  • event TRealtime RT; - Real-time


Order operation methods
  • void CancelOrder(int order_id); - cancellation of the order by its ID.
  • void ModifyOrder(int order_id, OrderParams -order, MTPA_ModifiableOrderFields fields_for_modify); - modifications of the order fields by its ID
  • int[] PlaceOCOOrders(MTPA_OCOGroupType oco_type, params OrderParams[] orders); - submission of several orders within OCO group. This returns a list of successfully submitted order identifiers (IDs). The OCO group can be of two types:
  1. One Cancel Others means that the cancellation or execution of one order cancels all other orders.
  2. Reduce Size means that when Order#1 is filled for X contracts the amount of the contracts of the other orders in the group is reduced by X number of contracts.
  • int PlaceOrder(OrderParams order); - submission of one order. If submission is successful the identifier (ID) of the order will be returned. Otherwise, an exception like “System.Runtime.InteropServices.COMException.” will be generated.


Properties
  • string[] Accounts { get; } – returns the list of accounts for the current profile.
  • ETM_ConnectionChanged ConnectionState { get; } – the current connection state.
  • string CurrentAccount { get; set; } – a property that sets the current account that is used for trading.
  • MCSymbolInfo CurrentSymbol { get; set; } – a property that sets the current symbol that is used for trading and that is updated in real-time on RT event.
  • MTPA_ModifiableOrderFields ModifiableFields { get; } – Returns attribute indicating what fields are available for modification on a brokers side.
  • string Name { get; } – Profile name. This is the name specified by a user when creating a broker profile. The same broker can have several profiles with different settings for each one.
  • string PluginName { get; } Trading plug-in name that correlates with the broker (1-to-1).


The CurrentSymbol property has the following type:

struct MCSymbolInfo

  • public MTPA_MCSymbolInfo2 symbol; - the symbol itself.
  • public string data_feed; - data source name (Interactive Brokers, eSignal, CQG etc).


MTPA_MCSymbolInfo2

  • public string SymbolName; - name of the instrument, for example ESU3, EUR/USD
  • public string SymbolRoot; - symbol root (for futures), for example ES, CL
  • public string SymbolDescription; - Instriment description in words, for example, for ESU3 "S&P 500 E-mini Futures Sep13". Some data sources save additional info in this field.
  • public string SymbolExchange; - exchange name, for example GLOBEX, CME
  • public MTPA_MCSymbolCategories SymbolCategory; - symbol category, for example, futures, Forex or stock.
  • public MTPA_MCSymbolCurrency SymbolCurrency; - symbol currency, for example USD, EUR, JPY.
  • public DateTime SymbolExpiry; - expiration date(for futures), for example ESU3 09/19/2013.
  • public int MinMove; - minimum quantity of points, when the price moves by one minimum price increment, for example for ES MinMove = 25
  • public double PriceScale; - price scale, for example for ES = 1/100
  • public double BigPointValue; - Big Point Value. Profit/loss money equivalent in currency of the instrument , when the price moves by one minimum increment, for example, for ES = 50
  • public short PutOrCall; - for options
  • public double StrikePrice; - for options
  • public MTPA_SymbolFields UnsupportedFields; - instrument fields, which are not provided by the source


This structure can be received through the properties of Bars.Info.ASymbolInfo2 for the current symbol.