Build a Trading Platform in C# part 4 - Time and Sales

Build a trading platform in csharp part 4 - Time and Sales. I added a listView box to hold the time and sales information, and added some more code. 

 

 

#	Control	Name	Text or Value
1	listView	listViewTns

 Add this to the getData() function near the top

	// used to clear the contents of the listView
	listViewTns.Items.Clear();

Make sure you add the number 233 in the within the getdata method. The number 233 is used to request the time and sales market data.

ibClient.ClientSocket.reqMktData(1, contract, "233", false, false, mktDataOptions);

Add this part to the Form1.cs file under the getData() method

	delegate void SetTextCallbackTickString(string _tickString);

        public void AddListViewItemTickString(string _tickString)
        {
            if (this.listViewTns.InvokeRequired)
            {
                try
                {
                    SetTextCallbackTickString d = new SetTextCallbackTickString(AddListViewItemTickString);
                    this.Invoke(d, new object[] { _tickString });
                }
                catch (Exception)
                {

                }
            }
            else
            {
                try
                {
                    // get the bid price from the textbox Bid
                    double theBid = Convert.ToDouble(tbBid.Text);
                    // gets the ask price from the textbox Ask
                    double theAsk = Convert.ToDouble(tbAsk.Text);

                    // Contains Last Price, Trade Size, Trade Time, Total Volume, VWAP, 
                    // single trade flag true, or false.
                    // 6 items all together
                    // example 701.28;1;1348075471534;67854;701.46918464;true
                    // extract each value from string and store it in a string list
                    string[] listTimeSales = _tickString.Split(';');

                    // get the first value form the list convert it to a double this value is the last price
                    double last_price = Convert.ToDouble(listTimeSales[0]);

                    int trade_size = Convert.ToInt32(listTimeSales[1]);

                    double trade_time = Convert.ToDouble(listTimeSales[2]);

                    // adds 2 zeros to the trade size
                    int share_size = trade_size * 100;

                    // formats a string to commas
                    string strShareSize = share_size.ToString("###,####,##0");

                    DateTime epoch = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
                    epoch = epoch.AddMilliseconds(trade_time);
                    // *************************************************
                    epoch = epoch.AddHours(-5);   //Daylight saving time use -4 Summer otherwise use -5 Winter

                    string strSaleTime = epoch.ToString("h:mm:ss:ff");

                    double myMeanPrice = ((theAsk - theBid) / 2);
                    double myMean = (theBid + myMeanPrice);

                    ListViewItem lx = new ListViewItem();

                    // string dt = String.Format("{0:hh:mm:ss}", dnt);

                    // if the last price is the same as the ask change the color to green
                    if (last_price == theAsk)
                    {
                        lx.ForeColor = Color.Green; // listview foreground color
                        lx.Text = (listTimeSales[0]); // last price
                        lx.SubItems.Add(strShareSize); // share size
                        lx.SubItems.Add(strSaleTime); // time
                        listViewTns.Items.Insert(0, lx); // use Insert instead of Add listView.Items.Add(li); 
                    }
                    // if the last price is the same as the bid change the color to red
                    else if (last_price == theBid)
                    {
                        lx.ForeColor = Color.Red;
                        lx.Text = (listTimeSales[0]);
                        lx.SubItems.Add(strShareSize);
                        lx.SubItems.Add(strSaleTime);
                        listViewTns.Items.Insert(0, lx);

                        lbData.Items.Insert(0, strSaleTime);
                    }
                    // if the last price in greater than the mean price and
                    // less than the ask price change the color to lime green
                    else if (last_price > myMean && last_price < theAsk)
                    {
                        lx.ForeColor = Color.Lime;
                        lx.Text = (listTimeSales[0]);
                        lx.SubItems.Add(strShareSize);
                        lx.SubItems.Add(strSaleTime);
                        listViewTns.Items.Insert(0, lx);

                        lbData.Items.Add(epoch);
                    }
                    else
                    {
                        lx.ForeColor = Color.DarkRed;
                        lx.Text = (listTimeSales[0]);
                        lx.SubItems.Add(strShareSize);
                        lx.SubItems.Add(strSaleTime);
                        listViewTns.Items.Insert(0, lx);
                    }
                }
                catch
                {

                }
            }
        }

Place the highlighted csharp code into the tickString method within the EWrapperlmpl.cs file

        public virtual void tickString(int tickerId, int tickType, string value)
        {

            // Contains Last Price, Trade Size, Trade Time, Total Volume, VWAP, single trade flag true, or false 6 items all together
            // example 701.28;1;1348075471534;67854;701.46918464;true
            if (tickType == 48) // used for time and sales (RTVolume)
            {
                string _tickString = value;
                myform.AddListViewItemTickString(_tickString);
            }

        }