Description

PT.MarketDataService is a windows service built with C# to collect different kind of market data from Interactive Brokers TWS Api and store them for further use.

The overall architecture as been design respecting DDD practices.

Features

• Collect and store market scanners based on time schedule
• Collect and store Level 1 data based on retrieved scanner contracts

Usage

• Define your Scanner Parameters in the database (Check the DefaultInitializer)
• Configure app.config
  • Define DefaultConnection (Connection String)
  • Configure your TWS Api (IbHost, IbPort, IbClientId)
  • Adjust the frequency (in seconds) you wish to retrieve Level 1 data (Level1RequestFrequencySec)
• (Optional) Install the service on Windows

Using IB Gateway with your Paper Trading account is suggested.

Tech stack

• IB.CSharpApiClient
• TPL Dataflow
• SimpleInjector
• Entity Framework 6 (Code First with Unit of Work abstraction)
• Topshelf
• NLog