C# Class IBApi.IbClientRequestHandler

Sends requests to IB server. This class is not thread-safe.

Show file Open project: bhamer/tws-api-tap Class Usage Examples

Public Methods

Method	Description
CalculateImpliedVolatility ( int reqId, Contract contract, double optionPrice, double underPrice, List impliedVolatilityOptions ) : void	Calculate the volatility for an option. Request the calculation of the implied volatility based on hypothetical option and its underlying prices. The calculation will be return in TickOptionComputationAsync callback.
CalculateOptionPrice ( int reqId, Contract contract, double volatility, double underPrice, List optionPriceOptions ) : void	Calculates an option's price. Calculates an option's price based on the provided volatility and its underlying's price. The calculation will be return in TickOptionComputationAsync callback.
CancelAccountSummary ( int reqId ) : void	Cancels the account's summary request. After requesting an account's summary, invoke this function to cancel it.
CancelCalculateImpliedVolatility ( int reqId ) : void	Cancels an option's implied volatility calculation request.
CancelCalculateOptionPrice ( int reqId ) : void	Cancels an option's price calculation request.
CancelFundamentalData ( int reqId ) : void	Cancels Fundamental data request.
CancelHistoricalData ( int reqId ) : void	Cancels a historical data request.
CancelMktData ( int tickerId ) : void	Cancels a RT Market Data request.
CancelMktDepth ( int tickerId ) : void	Cancel's market depth's request.
CancelNewsBulletin ( ) : void	Cancels IB's news bulletin subscription.
CancelOrder ( int orderId ) : void	Cancels an active order.
CancelPositions ( ) : void	Cancels all account's positions request.
CancelRealTimeBars ( int tickerId ) : void	Cancels Real Time Bars' subscription.
CancelScannerSubscription ( int tickerId ) : void	Cancels Scanner Subscription.
ExerciseOptions ( int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account, int ovrd ) : void	Exercises your options.
IbClientRequestHandler ( IIbClientConnection ibClientConnection ) : System
PlaceOrder ( int id, Contract contract, IBApi.Order order ) : void	Places an order.
QueryDisplayGroups ( int requestId ) : void
ReplaceFA ( int faDataType, string xml ) : void	Replaces Financial Advisor's settings. A Financial Advisor can define three different configurations: 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value. 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc WARNING: IB has not tested this yet!
ReqAccountSummary ( int reqId, string group, string tags ) : void	Requests a specific account's summary.This method will subscribe to the account summary as presented in the TWS' Account Summary tab.
ReqAccountUpdates ( bool subscribe, string acctCode ) : void	Subscribes to an specific account's information and portfolio. Through this method, a single account's subscription can be started/stopped. As a result from the subscription, the account's information, portfolio and last update time will be received at UpdateAccountValueAsync, UpdateAccountPortfolioAsync, UpdateAccountTimeAsync respectively. Only one account can be subscribed at a time. A second subscription request for another account when the previous one is still active will cause the first one to be canceled in favour of the second one. Consider user ReqPositions if you want to retrieve all your accounts' portfolios directly.
ReqAllOpenOrders ( ) : void	Requests all open orders submitted by any API client as well as those directly placed in the TWS. The existing orders will be received via the openOrder and orderStatus events.
ReqAutoOpenOrders ( bool autoBind ) : void	Requests all order placed on the TWS directly. Only the orders created after this request has been made will be returned.
ReqContractDetails ( int reqId, Contract contract ) : void	Requests contract information. This method will provide all the contracts matching the contract provided. It can also be used to retrieve complete options and futures chains. This information will be returned at ContractDetails.
ReqCurrentTime ( ) : void	Requests the server's current time.
ReqExecutions ( int reqId, IBApi.ExecutionFilter filter ) : void	Requests all the day's executions matching the filter. Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at ExecDetailsAsync.
ReqFundamentalData ( int reqId, Contract contract, String reportType, List fundamentalDataOptions ) : void	Requests the contract's Reuters' global fundamental data. Reuters funalmental data will be returned at FundamentalDataAsync.
ReqGlobalCancel ( ) : void	Cancels all the active orders. This method will cancel ALL open orders included those placed directly via the TWS.
ReqHistoricalData ( int tickerId, Contract contract, string endDateTime, string durationString, string barSizeSetting, string whatToShow, int useRTH, int formatDate, List chartOptions ) : void	Requests contracts' historical data. When requesting historical data, a finishing time and date is required along with a duration string. For example, having endDateTime = 20130701 23:59:59 GMT and durationStr = 3 D will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT resulting in all the available bars of the last three days until the date and time specified. It is possible to specify a timezone optionally. The resulting bars will be returned in HistoricalDataAsync.
ReqIds ( int numIds ) : void	Requests the next valid order id.
ReqManagedAccts ( ) : void	Requests the accounts to which the logged user has access to.
ReqMarketDataType ( int marketDataType ) : void	Indicates the TWS to switch to "frozen" market data. 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. If you use this function, you are telling TWS to automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data will automatically switch back to real-time market data.
ReqMktData ( int tickerId, Contract contract, string genericTickList, bool snapshot, List mktDataOptions ) : void	Requests real time market data. This function will return the product's market data. It is important to notice that only real time data can be delivered via the API.
ReqMktDepth ( int tickerId, Contract contract, int numRows, List mktDepthOptions ) : void	Requests the contract's market depth (order book).
ReqNewsBulletins ( bool allMessages ) : void	Subscribes to IB's News Bulletins.
ReqOpenOrders ( ) : void	Requests all open orders places by this specific API client (identified by the API client id).
ReqPositions ( ) : void	Requests all positions from all accounts.
ReqRealTimeBars ( int tickerId, Contract contract, int barSize, string whatToShow, bool useRTH, List realTimeBarsOptions ) : void	Requests real time bars. Currently, only 5 seconds bars are provided. This request ius suject to the same pacing as any historical data request: no more than 60 API queries in more than 600 seconds.
ReqScannerParameters ( ) : void	Requests all possible parameters which can be used for a scanner subscription.
ReqScannerSubscription ( int reqId, IBApi.ScannerSubscription subscription, List scannerSubscriptionOptions ) : void	Starts a subscription to market scan results based on the provided parameters.
RequestFA ( int faDataType ) : void	Requests the FA configuration. A Financial Advisor can define three different configurations: 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value. 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc
SetServerLogLevel ( int logLevel ) : void	Changes the TWS/GW log level.
SubscribeToGroupEvents ( int requestId, int groupId ) : void
UnsubscribeFromGroupEvents ( int requestId ) : void
UpdateDisplayGroup ( int requestId, string contractInfo ) : void

Private Methods

Method	Description
CheckConnection ( ) : void
CheckServerVersion ( int requestId, int requiredVersion ) : void
CheckServerVersion ( int tickerId, int requiredVersion, string updateTail ) : void
CheckServerVersion ( int requiredVersion, string updatetail ) : void
StringsAreEqual ( string a, string b ) : bool
TagValueListToString ( List tagValues ) : string
VerifyOrder ( IBApi.Order order, int id, bool isBagOrder ) : bool
VerifyOrderContract ( Contract contract, int id ) : bool

Method Details

CalculateImpliedVolatility() public method

Calculate the volatility for an option. Request the calculation of the implied volatility based on hypothetical option and its underlying prices. The calculation will be return in TickOptionComputationAsync callback.

public CalculateImpliedVolatility ( int reqId, Contract contract, double optionPrice, double underPrice, List impliedVolatilityOptions ) : void
reqId	int	Unique identifier of the request.
contract	Contract	The option's contract for which the volatility wants to be calculated.
optionPrice	double	Hypothetical option price.
underPrice	double	Hypothetical option's underlying price.
impliedVolatilityOptions	List
return	void

CalculateOptionPrice() public method

Calculates an option's price. Calculates an option's price based on the provided volatility and its underlying's price. The calculation will be return in TickOptionComputationAsync callback.

public CalculateOptionPrice ( int reqId, Contract contract, double volatility, double underPrice, List optionPriceOptions ) : void
reqId	int	Request's unique identifier.
contract	Contract	The option's contract for which the price wants to be calculated.
volatility	double	Hypothetical volatility.
underPrice	double	Hypothetical underlying's price.
optionPriceOptions	List
return	void

CancelAccountSummary() public method

Cancels the account's summary request. After requesting an account's summary, invoke this function to cancel it.

public CancelAccountSummary ( int reqId ) : void
reqId	int	The identifier of the previously performed account request.
return	void

CancelCalculateImpliedVolatility() public method

Cancels an option's implied volatility calculation request.

public CancelCalculateImpliedVolatility ( int reqId ) : void
reqId	int	The identifier of the implied volatility's calculation request.
return	void

CancelCalculateOptionPrice() public method

Cancels an option's price calculation request.

public CancelCalculateOptionPrice ( int reqId ) : void
reqId	int	The identifier of the option's price's calculation request.
return	void

CancelFundamentalData() public method

Cancels Fundamental data request.

public CancelFundamentalData ( int reqId ) : void
reqId	int	The request's idenfier.
return	void

CancelHistoricalData() public method

Cancels a historical data request.

public CancelHistoricalData ( int reqId ) : void
reqId	int	The request's identifier.
return	void

CancelMktData() public method

Cancels a RT Market Data request.

public CancelMktData ( int tickerId ) : void
tickerId	int	Request's identifier.
return	void

CancelMktDepth() public method

Cancel's market depth's request.

public CancelMktDepth ( int tickerId ) : void
tickerId	int	Request's identifier.
return	void

CancelNewsBulletin() public method

Cancels IB's news bulletin subscription.

public CancelNewsBulletin ( ) : void
return	void

CancelOrder() public method

Cancels an active order.

public CancelOrder ( int orderId ) : void
orderId	int	The order's client id
return	void

CancelPositions() public method

Cancels all account's positions request.

public CancelPositions ( ) : void
return	void

CancelRealTimeBars() public method

Cancels Real Time Bars' subscription.

public CancelRealTimeBars ( int tickerId ) : void
tickerId	int	The request's identifier.
return	void

CancelScannerSubscription() public method

Cancels Scanner Subscription.

public CancelScannerSubscription ( int tickerId ) : void
tickerId	int	The subscription's unique identifier.
return	void

ExerciseOptions() public method

Exercises your options.

public ExerciseOptions ( int tickerId, Contract contract, int exerciseAction, int exerciseQuantity, string account, int ovrd ) : void
tickerId	int	Exercise request's identifier.
contract	Contract	The option Contract to be exercised.
exerciseAction	int	Set to 1 to exercise the option, set to 2 to let the option lapse.
exerciseQuantity	int	Number of contracts to be exercised.
account	string	Destination account.
ovrd	int	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. Set to 1 to override, set to 0 not to.
return	void

IbClientRequestHandler() public method

public IbClientRequestHandler ( IIbClientConnection ibClientConnection ) : System
ibClientConnection	IIbClientConnection
return	System

PlaceOrder() public method

Places an order.

public PlaceOrder ( int id, Contract contract, IBApi.Order order ) : void
id	int	The order's unique identifier. Use a sequential id starting with the id received at the nextValidId method.
contract	Contract	The order's contract.
order	IBApi.Order	The order.
return	void

QueryDisplayGroups() public method

public QueryDisplayGroups ( int requestId ) : void
requestId	int
return	void

ReplaceFA() public method

Replaces Financial Advisor's settings. A Financial Advisor can define three different configurations: 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value. 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc

WARNING: IB has not tested this yet!

public ReplaceFA ( int faDataType, string xml ) : void
faDataType	int	The configuration to change. Set to 1, 2 or 3 as defined above.
xml	string	The xml-formatted configuration string
return	void

ReqAccountSummary() public method

Requests a specific account's summary.This method will subscribe to the account summary as presented in the TWS' Account Summary tab.

public ReqAccountSummary ( int reqId, string group, string tags ) : void
reqId	int	The unique request identifier.
group	string	Set to "All" to return account summary data for all accounts, or set to a specific Advisor Account Group name that has already been created in TWS Global Configuration.
tags	string	/// A comma separated list with the desired tags: /// - AccountType /// - NetLiquidation, /// - TotalCashValue — Total cash including futures pnl /// - SettledCash — For cash accounts, this is the same as TotalCashValue /// - AccruedCash — Net accrued interest /// - BuyingPower — The maximum amount of marginable US stocks the account can buy /// - EquityWithLoanValue — Cash + stocks + bonds + mutual funds /// - PreviousEquityWithLoanValue, /// - GrossPositionValue — The sum of the absolute value of all stock and equity option positions /// - RegTEquity, /// - RegTMargin, /// - SMA — Special Memorandum Account /// - InitMarginReq, /// - MaintMarginReq, /// - AvailableFunds, /// - ExcessLiquidity, /// - Cushion — Excess liquidity as a percentage of net liquidation value /// - FullInitMarginReq, /// - FullMaintMarginReq, /// - FullAvailableFunds, /// - FullExcessLiquidity, /// - LookAheadNextChange — Time when look-ahead values take effect /// - LookAheadInitMarginReq, /// - LookAheadMaintMarginReq, /// - LookAheadAvailableFunds, /// - LookAheadExcessLiquidity, /// - HighestSeverity — A measure of how close the account is to liquidation /// - DayTradesRemaining — The Number of Open/Close trades a user could put on before Pattern Day Trading is detected. A value of "-1" means that the user can put on unlimited day trades. /// - Leverage — GrossPositionValue / NetLiquidation ///
return	void

ReqAccountUpdates() public method

Subscribes to an specific account's information and portfolio. Through this method, a single account's subscription can be started/stopped. As a result from the subscription, the account's information, portfolio and last update time will be received at UpdateAccountValueAsync, UpdateAccountPortfolioAsync, UpdateAccountTimeAsync respectively. Only one account can be subscribed at a time. A second subscription request for another account when the previous one is still active will cause the first one to be canceled in favour of the second one. Consider user ReqPositions if you want to retrieve all your accounts' portfolios directly.

public ReqAccountUpdates ( bool subscribe, string acctCode ) : void
subscribe	bool	Set to true to start the subscription and to false to stop it.
acctCode	string	The account id (i.e. U123456) for which the information is requested.
return	void

ReqAllOpenOrders() public method

Requests all open orders submitted by any API client as well as those directly placed in the TWS. The existing orders will be received via the openOrder and orderStatus events.

public ReqAllOpenOrders ( ) : void
return	void

ReqAutoOpenOrders() public method

Requests all order placed on the TWS directly. Only the orders created after this request has been made will be returned.

public ReqAutoOpenOrders ( bool autoBind ) : void
autoBind	bool	If set to true, the newly created orders will be implicitely associated with this client.
return	void

ReqContractDetails() public method

Requests contract information. This method will provide all the contracts matching the contract provided. It can also be used to retrieve complete options and futures chains. This information will be returned at ContractDetails.

public ReqContractDetails ( int reqId, Contract contract ) : void
reqId	int	The unique request identifier.
contract	Contract	The contract used as sample to query the available contracts. Typically, it will contain the Contract::Symbol, Contract::Currency, Contract::SecType, Contract::Exchange
return	void

ReqCurrentTime() public method

Requests the server's current time.

public ReqCurrentTime ( ) : void
return	void

ReqExecutions() public method

Requests all the day's executions matching the filter. Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at ExecDetailsAsync.

public ReqExecutions ( int reqId, IBApi.ExecutionFilter filter ) : void
reqId	int	The request's unique identifier.
filter	IBApi.ExecutionFilter	The filter criteria used to determine which execution reports are returned.
return	void

ReqFundamentalData() public method

Requests the contract's Reuters' global fundamental data. Reuters funalmental data will be returned at FundamentalDataAsync.

public ReqFundamentalData ( int reqId, Contract contract, String reportType, List fundamentalDataOptions ) : void
reqId	int	The request's unique identifier.
contract	Contract	The contract's description for which the data will be returned.
reportType	String	/// There are three available report types: /// - ReportSnapshot: Company overview /// - ReportsFinSummary: Financial summary /// - ReportRatios: Financial ratios /// - ReportsFinStatements: Financial statements /// - RESC: Analyst estimates /// - CalendarReport: Company calendar ///
fundamentalDataOptions	List
return	void

ReqGlobalCancel() public method

Cancels all the active orders. This method will cancel ALL open orders included those placed directly via the TWS.

public ReqGlobalCancel ( ) : void
return	void

ReqHistoricalData() public method

Requests contracts' historical data. When requesting historical data, a finishing time and date is required along with a duration string. For example, having endDateTime = 20130701 23:59:59 GMT and durationStr = 3 D will return three days of data counting backwards from July 1st 2013 at 23:59:59 GMT resulting in all the available bars of the last three days until the date and time specified. It is possible to specify a timezone optionally. The resulting bars will be returned in HistoricalDataAsync.

public ReqHistoricalData ( int tickerId, Contract contract, string endDateTime, string durationString, string barSizeSetting, string whatToShow, int useRTH, int formatDate, List chartOptions ) : void
tickerId	int	The request's unique identifier.
contract	Contract	The contract for which we want to retrieve the data.
endDateTime	string	Request's ending time with format yyyyMMdd HH:mm:ss {TMZ}.
durationString	string	/// The amount of time for which the data needs to be retrieved: /// - " S (seconds) /// - " D (days) /// - " W (weeks) /// - " M (months) /// - " Y (years) ///
barSizeSetting	string	/// The size of the bar: /// - 1 sec /// - 5 secs /// - 15 secs /// - 30 secs /// - 1 min /// - 2 mins /// - 3 mins /// - 5 mins /// - 15 mins /// - 30 mins /// - 1 hour /// - 1 day ///
whatToShow	string	/// The kind of information being retrieved: /// - TRADES /// - MIDPOINT /// - BID /// - ASK /// - BID_ASK /// - HISTORICAL_VOLATILITY /// - OPTION_IMPLIED_VOLATILITY ///
useRTH	int	Set to 0 to obtain the data which was also generated ourside of the Regular Trading Hours, set to 1 to obtain only the RTH data.
formatDate	int	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.
chartOptions	List
return	void

ReqIds() public method

Requests the next valid order id.

public ReqIds ( int numIds ) : void
numIds	int	Deprecate
return	void

ReqManagedAccts() public method

Requests the accounts to which the logged user has access to.

public ReqManagedAccts ( ) : void
return	void

ReqMarketDataType() public method

Indicates the TWS to switch to "frozen" market data. 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. If you use this function, you are telling TWS to automatically switch to frozen market data after the close. Then, before the opening of the next trading day, market data will automatically switch back to real-time market data.

public ReqMarketDataType ( int marketDataType ) : void
marketDataType	int	Set to 1 for real time streaming, set to 2 for frozen market data.
return	void

ReqMktData() public method

Requests real time market data. This function will return the product's market data. It is important to notice that only real time data can be delivered via the API.

public ReqMktData ( int tickerId, Contract contract, string genericTickList, bool snapshot, List mktDataOptions ) : void
tickerId	int	The request's identifier.
contract	Contract	/// The Contract for which the data is being requested: /// - 100 Option Volume (currently for stocks) /// - 101 Option Open Interest (currently for stocks) /// - 104 Historical Volatility (currently for stocks) /// - 106 Option Implied Volatility (currently for stocks) /// - 162 Index Future Premium /// - 165 Miscellaneous Stats /// - 221 Mark Price (used in TWS P&L computations) /// - 225 Auction values (volume, price and imbalance) /// - 233 RTVolume - contains the last trade price, last trade size, last trade time, total volume, VWAP, and single trade flag. /// - 236 Shortable /// - 256 Inventory /// - 258 Fundamental Ratios /// - 411 Realtime Historical Volatility /// - 456 IBDividends ///
genericTickList	string	Comma separated ids of the available generic ticks.
snapshot	bool	When set to true, it will provide a single snapshot of the available data. Set to false if you want to receive continuous updates.
mktDataOptions	List
return	void

ReqMktDepth() public method

Requests the contract's market depth (order book).

public ReqMktDepth ( int tickerId, Contract contract, int numRows, List mktDepthOptions ) : void
tickerId	int	The request's identifier.
contract	Contract	The Contract for which the depth is being requested.
numRows	int	The number of rows on each side of the order book.
mktDepthOptions	List
return	void

ReqNewsBulletins() public method

Subscribes to IB's News Bulletins.

public ReqNewsBulletins ( bool allMessages ) : void
allMessages	bool	If set to true, will return all the existing bulletins for the current day, set to false to receive only the new bulletins.
return	void

ReqOpenOrders() public method

Requests all open orders places by this specific API client (identified by the API client id).

public ReqOpenOrders ( ) : void
return	void

ReqPositions() public method

Requests all positions from all accounts.

public ReqPositions ( ) : void
return	void

ReqRealTimeBars() public method

Requests real time bars. Currently, only 5 seconds bars are provided. This request ius suject to the same pacing as any historical data request: no more than 60 API queries in more than 600 seconds.

public ReqRealTimeBars ( int tickerId, Contract contract, int barSize, string whatToShow, bool useRTH, List realTimeBarsOptions ) : void
tickerId	int	The request's unique identifier.
contract	Contract	The Contract for which the depth is being requested.
barSize	int	Currently being ignored.
whatToShow	string	/// The nature of the data being retrieved: /// - TRADES /// - MIDPOINT /// - BID /// - ASK ///
useRTH	bool	Set to 0 to obtain the data which was also generated ourside of the Regular Trading Hours, set to 1 to obtain only the RTH data.
realTimeBarsOptions	List
return	void

ReqScannerParameters() public method

Requests all possible parameters which can be used for a scanner subscription.

public ReqScannerParameters ( ) : void
return	void

ReqScannerSubscription() public method

Starts a subscription to market scan results based on the provided parameters.

public ReqScannerSubscription ( int reqId, IBApi.ScannerSubscription subscription, List scannerSubscriptionOptions ) : void
reqId	int	The request's identifier.
subscription	IBApi.ScannerSubscription	Summary of the scanner subscription including its filters.
scannerSubscriptionOptions	List
return	void

RequestFA() public method

Requests the FA configuration. A Financial Advisor can define three different configurations: 1. Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. 2. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value. 3. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. More information at https://www.interactivebrokers.com/en/?f=%2Fen%2Fsoftware%2Fpdfhighlights%2FPDF-AdvisorAllocations.php%3Fib_entity%3Dllc

public RequestFA ( int faDataType ) : void
faDataType	int	The configuration to change. Set to 1, 2 or 3 as defined above.
return	void

SetServerLogLevel() public method

Changes the TWS/GW log level.

public SetServerLogLevel ( int logLevel ) : void
logLevel	int	/// Valid values are: /// 1 = SYSTEM /// 2 = ERROR /// 3 = WARNING /// 4 = INFORMATION /// 5 = DETAIL ///
return	void

SubscribeToGroupEvents() public method

public SubscribeToGroupEvents ( int requestId, int groupId ) : void
requestId	int
groupId	int
return	void

UnsubscribeFromGroupEvents() public method

public UnsubscribeFromGroupEvents ( int requestId ) : void
requestId	int
return	void

UpdateDisplayGroup() public method

public UpdateDisplayGroup ( int requestId, string contractInfo ) : void
requestId	int
contractInfo	string
return	void