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How to Request a Watchlist in C++ via IBKR API

How to Request a Watchlist in C++ via IBKR API

Posted June 22, 2020
IBKR Quant
Interactive Brokers
C++ API Trading

C++ ranks among the top ten programming languages and continues to attract users from many fields. Due to its robust and efficient framework, it has become especially useful in coding trading algos and retrieving market data.

Today we will look at requesting a watchlist with C++ via our API. Let’s review an example from GitHub. The function reqMktData invokes a request to obtain market data level I:

m_pClient->reqMktData(1001, ContractSamples::StockComboContract(), “”, false, false, TagValueListSPtr());
m_pClient->reqMktData(1002, ContractSamples::OptionWithLocalSymbol(), “”, false, false, TagValueListSPtr());

Quants in need of more granular data will find the function TickByTickData critical in retrieving the information via the API and compiling data for up to five U.S. securities. See the Tick-by-Tick article for detailed instructions.

Another important argument added to the function reqMktData serves to obtain regulatory snapshots. Here is a GitHub example on how to code it:

// Each regulatory snapshot incurs a fee of 0.01 USD
m_pClient->reqMktData(1013, ContractSamples::USStock(), “”, false, true, TagValueListSPtr());

Follow our C++ News Channel for more updates in this programming field.

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

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