private void DataReceived(FSM_EventArgs.GooContract_With_Payload e)
{
OHLCQuote dataBar = e.Payload as OHLCQuote;
if (e.Contract.HistoricalData.Data.ContainsKey(dataBar.Date) == false)
{
e.Contract.HistoricalData.Data.Add(dataBar.Date, dataBar);
}
}
// Received packet of historical data from TWS
private static void Ibclient_HistoricalData(messages.HistoricalDataMessage hData)
{
// Data request is valid until HistoricalDataEnd is received.
GooContract c = GetDataRequestContract(hData.RequestId, false);
// Package the quote and send the data received event to the state machine.
OHLCQuote quote = new OHLCQuote(hData.Date, hData.Open, hData.High, hData.Low, hData.Close);
var e = new FSM_EventArgs.GooContract_With_Payload(c, quote);
c.FSM.DownloadHistoricalData.FireEvent(FSM_DownloadHistoricalData.Events.HistoricalData, e);
}