Histograms

Histogram data requires API v973.02+ and TWS 964+. Instead of returned data points as a function of time as with the function IBApi::EClient::reqHistoricalData, histograms return data as a function of price level with function IBApi::EClient::reqHistogramData

•             client.reqHistogramData(15001, ContractSamples.USStockWithPrimaryExch(), false, "1 week");

•         /*client.reqHistogramData(4004, ContractSamples.USStock(), false, "3 days");

•         client.reqHistogramData(15001, ContractSamples.USStockWithPrimaryExch, False, "1 week")

•     m_pClient->reqHistogramData(15001, ContractSamples::IBMUSStockAtSmart(), false, "1 weeks");

and data is returned to IBApi::EWrapper::histogramData

•         public void histogramData(int reqId, HistogramEntry[] data)
          {
              Console.WriteLine("Histogram data. Request Id: {0}, data size: {1}", reqId, data.Length);
              data.ToList().ForEach(i => Console.WriteLine("\tPrice: {0}, Size: {1}", Util.DoubleMaxString(i.Price), Util.DecimalMaxString(i.Size)));
          }

•     @Override
      public void histogramData(int reqId, List<HistogramEntry> items) {
          System.out.println(EWrapperMsgGenerator.histogramData(reqId, items));
      }

•         Public Sub histogramData(reqId As Integer, data As HistogramEntry()) Implements EWrapper.histogramData
              Console.WriteLine("Histogram data. Request Id: {0}, data size: {1}", reqId, data.Length)
              data.ToList().ForEach(Sub(i) Console.WriteLine(vbTab & "Price: {0}, Size: {1}", Util.DoubleMaxString(i.Price), Util.DecimalMaxString(i.Size)))
          End Sub

• void TestCppClient::histogramData(int reqId, const HistogramDataVector& data) {
      printf("Histogram. ReqId: %d, data length: %lu\n", reqId, data.size());
  
      for (const HistogramEntry& entry : data) {
          printf("\t price: %s, size: %s\n", Utils::doubleMaxString(entry.price).c_str(), DecimalFunctions::decimalStringToDisplay(entry.size).c_str());
      }
  }

•     def histogramData(self, reqId:int, items:HistogramDataList):
          print("HistogramData. ReqId:", reqId, "HistogramDataList:", "[%s]" % "; ".join(map(str, items)))

An active histogram request which has not returned data can be cancelled with IBApi::EClient::cancelHistogramData

•             client.cancelHistogramData(15001);

•         client.cancelHistogramData(4004);*/

•         client.cancelHistogramData(15001)

•     m_pClient->cancelHistogramData(15001);