/// <summary>
/// Requests history data from the IB API
/// </summary>
/// <param name="reqId"></param>
/// <param name="histContract"></param>
/// <param name="endDate">Last Date requested</param>
/// <param name="duration">How many days back from endDate</param>
public void AddBar(int reqId, Bar ibBar)
{
int conId = myRequests.GetConId(reqId);
string symbol = myRequests.GetSymbol(reqId);
if (symbol == null)
{
Log.Error(3, string.Format("AddBar Null Symbol ConId= {0}", conId));
}
Log.Data(2, string.Format("AddBar {0,-10} {1,-8} {2:MM/dd/yyyy} {3:0.000} {4:0.000} {3:0.000} {5:0.000} {6,-8}",
conId, symbol, ibBar.Time, ibBar.Open, ibBar.High, ibBar.Low, ibBar.Close, ibBar.Volume));
myBDL.Add(reqId, ibBar);
}
public static BarDataList ReadAllBars(string cmdString)
{
BarDataList mBarDataList = new BarDataList();
MySqlConnection connection = new MySqlConnection(myConnPath);
connection.Open();
MySqlCommand cmd = new MySqlCommand(cmdString, connection);
MySqlDataReader dataReader = cmd.ExecuteReader();
int numBars = 0;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
// SELECT ticker, tdate, volume, open, high, low, close, editdate FROM historical WHERE ticker = "FB";
while (dataReader.Read())
{
BarDataItem mBarData = new BarDataItem(
dataReader.GetString(1), // Time
dataReader.GetDouble(3), // Open
dataReader.GetDouble(4), // High
dataReader.GetDouble(5), // Low
dataReader.GetDouble(6), // Close
dataReader.GetUInt32(2), // Volume
0, // Other
0); // Other
mBarData.editTime = dataReader.GetDateTime(7); // EditTime
mBarDataList.Add(mBarData);
numBars++;
Log.Data(0, string.Format("{0,20} {1,8} {2:0.000} {3:0.000} {4:0.000} {5:0.000} {6:MM/dd/yyyy HH:mm:ss}",
mBarData.Time, mBarData.Volume, mBarData.Open, mBarData.High, mBarData.Low, mBarData.Close, mBarData.editTime));
}
stopwatch.Stop();
if (numBars != 0)
{
Log.Info(2, string.Format("End ReadAllBars Changed={0} Time/Rec= {1:F}", numBars, stopwatch.Elapsed.TotalMilliseconds / numBars));
}
dataReader.Close();
connection.Close();
return(mBarDataList);
}
