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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.

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Market Data collector for Interactive Brokers

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