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Using reqSmartComponents  to Retrieve Exchange Quotes

Using reqSmartComponents to Retrieve Exchange Quotes

Posted July 31, 2019 at 3:15 pm
IBKR Quant
Interactive Brokers
Using reqSmartComponents  to Retrieve Exchange Quotes

The function reqSmartComponents helps quants retrieve and aggregate multiple quotes from different exchanges via the IBKR API.

Another important exchange component function is tickReqParams. The contracts in our Reference database are assigned different exchange maps. These maps contain the set of exchanges on which they trade. Consequently, invoking the function tickReqParams assists quants in requesting and receiving these parameters.

For examples of how these functions integrate, see the custom scripts in our Java, Python, C++ or C# API GitHub Guide.

For more information on coding market data syntax, follow the dedicated API News Channel.

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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