public void DownloadsFuturesData(string ticker, Resolution resolution, int days)
{
const SecurityType securityType = SecurityType.Future;
using (var downloader = new IBDataDownloader())
{
var symbols = downloader.GetChainSymbols(ticker, securityType, true).ToList();
var startDate = DateTime.UtcNow.Date.AddDays(-days);
var endDate = DateTime.UtcNow.Date;
downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Trade, startDate, endDate);
downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Quote, startDate, endDate);
}
}
public void ThrowsIfDifferentRootSymbols()
{
Assert.Throws <ArgumentException>(
() =>
{
using (var downloader = new IBDataDownloader())
{
var startDate = DateTime.UtcNow.Date.AddDays(-1);
var endDate = DateTime.UtcNow.Date;
var symbols = new List <Symbol> {
Symbols.Future_ESZ18_Dec2018, Symbols.Future_CLF19_Jan2019
};
downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate);
}
});
}
public void ThrowsIfDifferentSecurityType()
{
Assert.Throws <ArgumentException>(
() =>
{
using (var downloader = new IBDataDownloader())
{
var startDate = DateTime.UtcNow.Date.AddDays(-1);
var endDate = DateTime.UtcNow.Date;
var symbols = new List <Symbol> {
Symbols.SPY_C_192_Feb19_2016
};
downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate);
}
});
}
