C# Class IBApi.IbClientRequestHandler

Sends requests to IB server. This class is not thread-safe.
ファイルを表示 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