C# API – How to Request Watchlist Data

Algo traders using C# programming language can retrieve market data with simple commands. Our GitHub API guide provides ready-to-use code.

First, let’s check out the function IBApi.EClient.reqMktData and parameter genericTickList. Use them to request a watchlist via IBKR API. Here is an example from our GitHub:

//Requesting RTVolume (Time & Sales), shortable and Fundamental Ratios generic ticks
client.reqMktData(1004, ContractSamples.USStockAtSmart(), “233,236,258”, false, false, null);

Another useful function is reqMktData. Here is how to request streaming data snapshots:

client.reqMktData(1003, ContractSamples.FutureComboContract(), string.Empty, true, false, null);

public class EWrapperImpl : EWrapper
{

… public virtual void tickSnapshotEnd(int tickerId) {
Console.WriteLine(“TickSnapshotEnd: “+tickerId);
}

Users interested in retrieving regulatory snapshot can easily do so by invoking this:

// Each regulatory snapshot incurs a 0.01 USD fee
client.reqMktData(1005, ContractSamples.USStock(), “”, false, true, null);

To wrap today’s coding session, review list of available tick types on our GitHub guide:
https://interactivebrokers.github.io/tws-api/tick_types.html