Problems with lookup of security

2017-10-30T22:07:51Z

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 lookup the security and return the Id. The code to do this is: var criteria = new SecurityLookupMessage() { Class = "", ExpiryDate = DateTimeOffset.Parse(expiryDate), OptionType = optionType == null ? default(OptionTypes?) : (OptionTypes)Enum.Parse(typeof(OptionTypes), optionType), Strike = strike, UnderlyingSecurityCode = underlyingSecurityCode, SecurityType = securityType == null ? default(SecurityTypes?) : (SecurityTypes)Enum.Parse(typeof(SecurityTypes), securityType), };

                    var security = _connector.Securities.FirstOrDefault(s =>
                        (s.UnderlyingSecurityId.StartsWith(criteria.UnderlyingSecurityCode)) &&
                        (s.Board?.Code == boardCode) &&
                        (s.Class == @class) &&
                        (s.Type == criteria.SecurityType) &&
                        (s.ExpiryDate == criteria.ExpiryDate) &&
                        (s.OptionType == criteria.OptionType) &&
                        (s.Strike == criteria.Strike));

                    if (security == null)
                    {
                        var onNewSecurity = new Action<Security>(s =>
                        {
                            if ((!s.UnderlyingSecurityId.StartsWith(criteria.UnderlyingSecurityCode)) ||
                                (s.Type != criteria.SecurityType) ||
                                (s.Board?.Code != boardCode) ||
                                (s.Class != @class) || 
                                (s.ExpiryDate != criteria.ExpiryDate) ||
                                (s.OptionType != criteria.OptionType) ||
                                (s.Strike != criteria.Strike) )
                                return;

                            waitHandle.Set();
                        });

                        _connector.NewSecurity += onNewSecurity;

                        _connector.LookupSecurities(criteria);

                        waitHandle.WaitOne(30000);

                        _connector.NewSecurity -= onNewSecurity;

                        security = _connector.Securities.FirstOrDefault(s =>
                            (s.UnderlyingSecurityId.StartsWith(criteria.UnderlyingSecurityCode)) &&
                            (s.Board?.Code == boardCode) &&
                            (s.Class == @class) &&
                            (s.Type == criteria.SecurityType) &&
                            (s.ExpiryDate == criteria.ExpiryDate) &&
                            (s.OptionType == criteria.OptionType) &&
                            (s.Strike == criteria.Strike));
                    }

If I search for "SPZ7@GLOBEX" and then "SPXW 171215C02580000@SMART" it works fine. But if I first search for "SPXW 171215C02580000@SMART", then it cannot find "SPZ7@GLOBEX". It is like the option prohibits the searching of the future. Also, sometimes if I search for the option first, then it only finds "SPXW 171215C02580000@ALL" and "SPXW 171215C02580000@CBOE", but then if I search again no search returns "SPXW 171215C02580000@SMART". It is like the incomplete loaded results prohibit the later loading of extra results.

lookupsecurities. StockSharp

Problems with lookup of security