Trader Workstation API in C++ | How to Use EWrapper Functions



Trader Workstation API in C++ | How to Use EWrapper Functions

Trader Workstation API in C++ | How to Use EWrapper Functions

This video goes over the program execution for a basic C++ console application that interacts with the Trader Workstation front end. We showed how to subscribe to position updates, and how to subscribe to live streaming options data which includes the greeks. The video also shares a method used to retrieve an entire options chain, and choose how many strike prices to subscribe to updates for.

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Disclaimer: The content that this channel provides is intended for educational purposes only. Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. The risk of loss in trading commodity interests can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition.

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00:00 – Introduction
2:17 – TWS API Settings
3:22 – Open compiler and source code
5:14 – Header files being used
5:53 – EWrapper functions explained
7:47 – Subscribe to account position updates
9:55 – Pull data from position EWrapper
13:11 – Position updates working
14:02 – Subscribe to real-time option data
15:23 – Setting up a contract definition
16:45 – EWrapper for real-time option data
17:49 – How to tell if contract def is invalid
18:30 – Live option data and greeks
19:08 – Request contract details EWrapper
21:10 – Contract details end EWrapper
23:17 – Setting up EClient Req Contract Details
25:17 – Logic for organizing multiple strike prices
32:30 – Setting up to stream the data
33:50 – Live streaming multiple options contracts

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