Merge pull request #610 from ademeshkib/DelayedLastTimestamp

Delayed last timestamp
Symbyos · Feb 7, 2018 · 96a0edc · 96a0edc
2 parents b9c81ce + 9ada3f8
commit 96a0edc
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Showing 9 changed files with 19 additions and 3 deletions.
diff --git a/samples/Cpp/TestCppClient/TestCppClient.cpp b/samples/Cpp/TestCppClient/TestCppClient.cpp
@@ -1312,14 +1312,14 @@ void TestCppClient::nextValidId( OrderId orderId)
 	m_orderId = orderId;
 	//! [nextvalidid]
 
-    m_state = ST_TICKOPTIONCOMPUTATIONOPERATION; 
+    //m_state = ST_TICKOPTIONCOMPUTATIONOPERATION; 
     //m_state = ST_TICKDATAOPERATION; 
     //m_state = ST_REQTICKBYTICKDATA; 
     //m_state = ST_REQHISTORICALTICKS; 
     //m_state = ST_CONTFUT; 
     //m_state = ST_PNLSINGLE; 
     //m_state = ST_PNL; 
-	//m_state = ST_DELAYEDTICKDATAOPERATION; 
+	m_state = ST_DELAYEDTICKDATAOPERATION; 
 	//m_state = ST_MARKETDEPTHOPERATION;
 	//m_state = ST_REALTIMEBARS;
 	//m_state = ST_MARKETDATATYPE;

diff --git a/samples/Excel/TwsActiveX.xls b/samples/Excel/TwsActiveX.xls
diff --git a/samples/Java/apidemo/TopModel.java b/samples/Java/apidemo/TopModel.java
@@ -276,6 +276,7 @@ public String change() {
 		@Override public void tickString(TickType tickType, String value) {
 			switch( tickType) {
 				case LAST_TIMESTAMP:
+				case DELAYED_LAST_TIMESTAMP:
 					m_lastTime = Long.parseLong( value) * 1000;
 					break;
                 default: break; 

diff --git a/samples/VB/VB_API_Sample/Utils.vb b/samples/VB/VB_API_Sample/Utils.vb
@@ -94,6 +94,7 @@ Friend Class Utils
         LastRegTime
         FuturesOpenInterest
         AvgOptVolume
+        DelayedLastTimestamp
         Unknown
     End Enum
 

diff --git a/source/cppclient/client/EWrapper.h b/source/cppclient/client/EWrapper.h
@@ -102,6 +102,7 @@ enum TickType { BID_SIZE, BID, ASK, ASK_SIZE, LAST, LAST_SIZE,
 				LAST_REG_TIME,
 				FUTURES_OPEN_INTEREST,
 				AVG_OPT_VOLUME,
+				DELAYED_LAST_TIMESTAMP,
 				NOT_SET };
 
 typedef std::map<int, std::tuple<std::string, char>> SmartComponentsMap;

diff --git a/source/csharpclient/TwsRtdServer/TwsRtdServerData.cs b/source/csharpclient/TwsRtdServer/TwsRtdServerData.cs
@@ -159,6 +159,7 @@ public class TwsRtdServerData{
         public const string DELAYED_VOLUME = "DELAYEDVOLUME";
         public const string DELAYED_CLOSE = "DELAYEDCLOSE";
         public const string DELAYED_OPEN = "DELAYEDOPEN";
+        public const string DELAYED_LAST_TIMESTAMP = "DELAYEDLASTTIMESTAMP";
 
         // Option Topics
         public const string BID_IMPLIED_VOL = "BIDIMPLIEDVOL";
@@ -266,7 +267,7 @@ public class TwsRtdServerData{
 
             // delayed topics
             DELAYED_BID, DELAYED_ASK, DELAYED_LAST, DELAYED_BID_SIZE, DELAYED_ASK_SIZE, DELAYED_LAST_SIZE, 
-            DELAYED_HIGH, DELAYED_LOW, DELAYED_VOLUME, DELAYED_CLOSE, DELAYED_OPEN
+            DELAYED_HIGH, DELAYED_LOW, DELAYED_VOLUME, DELAYED_CLOSE, DELAYED_OPEN, DELAYED_LAST_TIMESTAMP
         };
 
         private static string[] m_allowedDelayedTopics = new string[]{ 
@@ -352,6 +353,7 @@ public class TwsRtdServerData{
             { 74, DELAYED_VOLUME },
             { 75, DELAYED_CLOSE },
             { 76, DELAYED_OPEN },
+            { 88, DELAYED_LAST_TIMESTAMP },
 
             { 78, GEN_TICK_CREDITMAN_MARK_PRICE },
             { 79, GEN_TICK_CREDITMAN_SLOW_MARK_PRICE },

diff --git a/source/csharpclient/TwsRtdServer/TwsRtdServerMktDataTicks.cs b/source/csharpclient/TwsRtdServer/TwsRtdServerMktDataTicks.cs
@@ -78,6 +78,7 @@ public class TwsRtdServerMktDataTicks
         private int m_delayed_volume = 0;
         private double m_delayed_close = 0.0;
         private double m_delayed_open = 0.0;
+        private string m_delayed_lastTimestamp = "";
 
         // constructor
         public TwsRtdServerMktDataTicks(){
@@ -286,6 +287,9 @@ public void SetValue(string tickType, object value)
                 case TwsRtdServerData.DELAYED_OPEN:
                     m_delayed_open = (double)value;
                     break;
+                case TwsRtdServerData.DELAYED_LAST_TIMESTAMP:
+                    m_delayed_lastTimestamp = (string)value;
+                    break;
             }
         }
 
@@ -577,6 +581,10 @@ public Object GetValue(string topicStr)
                 case TwsRtdServerData.DELAYED_OPEN:
                     value = m_delayed_open;
                     break;
+                case TwsRtdServerData.DELAYED_LAST_TIMESTAMP:
+                    value = m_delayed_lastTimestamp;
+                    break;
+
             }
             return value;
         }

diff --git a/source/csharpclient/client/TickType.cs b/source/csharpclient/client/TickType.cs
@@ -101,6 +101,7 @@ public class TickType
         public const int LAST_REG_TIME = 85;
         public const int FUTURES_OPEN_INTEREST = 86;
         public const int AVG_OPT_VOLUME = 87;
+        public const int DELAYED_LAST_TIMESTAMP = 88;
 
         public static String getField( int tickType) {
             switch( tickType) {
@@ -192,6 +193,7 @@ public static String getField( int tickType) {
                 case LAST_REG_TIME:               return "lastRegTime";
                 case FUTURES_OPEN_INTEREST:       return "futuresOpenInterest";
                 case AVG_OPT_VOLUME:              return "avgOptVolume";
+                case DELAYED_LAST_TIMESTAMP:      return "delayedLastTimestamp";
 
                 default:                          return "unknown";
             }

diff --git a/source/javaclient/com/ib/client/TickType.java b/source/javaclient/com/ib/client/TickType.java
@@ -93,6 +93,7 @@ public enum TickType {
     LAST_REG_TIME(85, "lastRegTime"),
     FUTURES_OPEN_INTEREST(86, "futuresOpenInterest"),
     AVG_OPT_VOLUME(87, "avgOptVolume"),
+    DELAYED_LAST_TIMESTAMP(88, "delayedLastTimestamp"),
 
     UNKNOWN( Integer.MAX_VALUE , "unknown" );