I need to build an app that will get information from Interactive Brokers' TWS.
I am looking for a simple app that will perform the following steps:
1. Read a list of stocks from a table (Table structure: stock, exchange, open,close,high,low,ask, ask size, bid, bid size, last price)
2. Connect to TWS
3. Get open-close-high-low-ask-bid-last price info for each stock and update corresponding columns in the table
4. Get option information for all stocks selected in the step 1 as
> 4.a All strike prices
> 4.b for the nearest expiry date
> 4.c Get - expiry date, last price, ask, ask size, bid, bid size, volume, open interest (and other fields that can be easily gotten)
> 4.d Write this information into another table (Option table - column names are the same as data elements)
> 5. Close connections and exit
The code needs to be in VB.NET (I use VS 2010), the database back end is irrelevant.