The first article you referenced implies that you just have to send a MKT order using NYSEFLOOR as the exchange. But you first have to contact IB support to get your TWS configured to recognise NYSEFLOOR.

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Is that what you did? If so, what happened? If not, what did you do and why?

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Yes of course you can still use the old pre-.Net ActiveX implementations. In fact the oldest one I have is from 2003, and that still works too.

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But the API has moved on a long way since 970.

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It makes much more sense to move to a current API version: yes there may be a bit of a hit in terms of learning curve and understanding what’s going on, but once over that it’s pretty straightforward. And using the CSharp API is actually no more difficult than using the (current) ActiveX API.

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I’ve updated the two projects, zipped them separately, and you can get them from here:

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Remember to unblock the downloaded .zips before trying to extract them to avoid annoying messages.

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The projects have been compiled with Visual Studio 2019 Community Edition, but should also be fine with 2017 and 2022 versions.

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You can run them directly from the bin folders – everything you need is included. Note that they both use the same client id by default, so if you want to run them both at the same time you’ll need to change the client id for one of them (which you can do on the main form before? hitting the connect button).

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Note these are simple programs, not in any way polished products, intended only to help familiarise with using the ActiveX and CSharp APIs. Most of the code is identical between the two programs, the differences being in the plumbing needed to access the API. In this respect, the ActiveX API version is simpler and more like using the original ActiveX API provided up to API 8.69 (or thereabouts – can’t remember exactly without checking). So API events come via event handlers the same as any other ActiveX or Windows Forms control.

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The CSharp API version has to do a bit of extra work, because the API callbacks are invoked initially on a separate thread calling functions in the ApiEventSource wrapper class,and then passed through to the main thread using a synchronisation context, so that all the code that handles the callbacks runs on the main thread and avoids multithreading concerns. You’ll probably need to study this code a little to get a handle on it: it’s really quite straightforward when you grasp the principles. It really is advantageous to use the CSharp API rather than the ActiveX if you can get to grips with this approach.

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The programs have a very na?ve design: they make no attempt to do desirable things like encapsulating all access to API functions in a library which can be reused between multiple client programs. They don’t do any sort of UI separation of concerns like Model-View-Controller and its derivatives. They don’t use any of the modern VB language constructs (such as Async..Await), apart from use of lambdas in the ApiEventSource class. This keeps the code as simple to follow as possible.

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They operate with TWS API v10.19. You won’t actually need to install this because the libraries produced by compiling the APIs are included in the projects’ bin folder. I prefer to use the API libraries rather than including the API project code with the program project in a single solution, but you can certainly do that if you prefer and is what IB seems to prefer in its sample programs.

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Ok, I think that will do for now, but if you (or anyone else) need further assistance or questions answered it might be best to email me direct as this is arguably rather out-of-scope for this group.

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Richard

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