public void RequestBarIB(int routeId, int conId, DateTime endDate)
{
Contract histContract = new Contract
{
Symbol = DataRequests.GetSymbol(conId),
ConId = conId,
Exchange = "SMART",
PrimaryExch = "ISLAND",
SecType = "STK",
Currency = "USD"
};
Security tempSecurity = new Security
{
Symbol = DataRequests.GetSymbol(conId),
ConId = conId,
SecType = Security.SecurityType.STK,
};
if (!BlackList.Contains(tempSecurity))
{
int reqId = myRequests.NextReqId;
myRequests.Add(reqId, routeId, conId, histContract.Symbol);
string date = endDate.Date.AddDays(1).ToString("yyyyMMdd HH:mm:ss");
Program.myIB.ibClient.ClientSocket.reqHistoricalData(reqId, histContract, date, "1 D", "1 day", "TRADES", 1, 1, false, null);
}
}
/// <summary>
/// Attempts to add a SecurityList to the database
/// </summary>
/// <param name="newSecurityList"></param>
/// <returns></returns>
public static int AddSecurityList(SecurityList newSecurityList)
{
int numberAdded = 0;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
Log.Info(0, string.Format("Start AddList"));
foreach (Security addSecurity in newSecurityList.Contracts)
{
if (DataRequests.GetSymbol(addSecurity.ConId) == null)
{
if (AddSecurity(addSecurity))
{
numberAdded++;
}
}
}
stopwatch.Stop();
Log.Info(0, string.Format("End AddList - Added {0} Time={1}", numberAdded, stopwatch.Elapsed.TotalMilliseconds));
return(numberAdded);
}