TWS api Visual basic

create a visual basic program that will access Interactive Brokers TWS visual basic api to do the following... 1. request realtime market data on a group of securities as defined by the user. the data will be collected on a time interval basis( 1 second ). NOTE we are not collecting historical market data but real time data that the program is going to save on a time interval basis of 1second. 2. save the market data collected in step 1 into a .csv file, save the same market data to variables that can be accessed by another subroutine for trading algorithm purposes Example: Define securities screen sec1= option, EminiSP500 futures 1910 Put with expiry= Aug 8, 2014, collect data on time interval = 1 second, collect BID, ASK, LAST, Volume, any timestamp that came with data sec2= futures, EminiSP500 future with expiry = Aug 14, 2014, collect data on time interval = 1 second, collect BID, ASK, LAST, Volume, any timestamp that came with the data... sec3=stock, symbol = AAPL, exchange = NQ, collect data on time interval = 1 second, collect BID, ASK, LAST, VOLUME and any timestamp that came with the data. sec4 = different option, futures or stock as defined by the user. on any NORTH AMERCIAN exchange. then, a subroutine would be defined that did the following Capture realtime market data subroutine: monitor computer clock and look for a new second beginning on a new second beginning execute the following.... record the computer time to the 100th of a second capture whatever current market data on the parameters defined by the user the TWS api supplies on all of the securities defined by the user so, this part of the code would look for BID, ASK, LAST, VOLUME AND TIMESTAMP from TWS api on security 1, 2 and 3. record this information into .csv file with additional parameter of the current computer time rounded to the 100th of a second. each security would have its own .csv file. so in this example three open .csv files would be recording data simultaneously. the data would also populate variables named as follows: sec(1, 1) = sec1 bid, sec(1,2) = sec 1 ask, sec(1, 3) = sec1 last, sec(1,4)=sec1 volume, sec(1, 5) = timestamp. security 2 info would be in an array sec(2, 1 to 5) and security 3 info would be in an an array sec(3, 1 to 5) etc.... these arrays would be passed on to another subroutine (trading algo subroutine) to execute once. trading algorithm subroutine: accept new values for array sec(1 to n, 1 to 5) process trading rule code against these new values submit orders to be filled confirm orders are filled once orders are filled return control to capture realtime market data subroutine