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<Security>(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