Problems registering security for level 1 price updates

2017-10-29T22:07:59Z

I have a windows service that hosts a web api interface. The service connects to an interactive broker TWS. A call to the web api must register the security to receive level 1 price updates. The code to do this is:

if (_connector.RegisteredSecurities.Count(s => s.Id == securityId) == 0) { var onSecurityChanged = new Action(s => { if (s.Id != securityId) return; if (s.BestBid != null && s.BestAsk != null) waitHandle.Set(); });

_connector.SecurityChanged += onSecurityChanged;

_connector.RegisterSecurity(security); waitHandle.WaitOne(30000);

_connector.SecurityChanged -= onSecurityChanged; }

if ((security.BestBid == null) || (security.BestAsk == null)) { throw new InvalidOperationException("Unable to obtain quotes"); }

The problem is the security does not get registered. Even on a second or third pass. The RegisteredSecurities collection stays empty.

I have tested it with securities with the following ids: "SPZ7@GLOBEX", "SPXW 171215C02580000@SMART"

Any help would be greatly appreciated

Regards

Johan Kirsten

registeredsecurities. StockSharp

Problems registering security for level 1 price updates