static void Main()
{
// creating AAPL security
var security = new Security
{
Id = "AAPL@NASDAQ",
PriceStep = 0.1m,
Decimals = 1,
};
var trades = new List<Trade>();
// generation 1000 random ticks
//
for (var i = 0; i < 1000; i++)
{
var t = new Trade
{
Time = DateTime.Today + TimeSpan.FromMinutes(i),
Id = i + 1,
Security = security,
Volume = RandomGen.GetInt(1, 10),
Price = RandomGen.GetInt(1, 100) * security.PriceStep ?? 1m + 99
};
trades.Add(t);
}
using (var drive = new LocalMarketDataDrive())
{
// get AAPL storage
var aaplStorage = drive.GetSecurityDrive(security);
// get tick storage
var tradeStorage = (IMarketDataStorage<Trade>)aaplStorage.GetTickStorage(new CsvMarketDataSerializer<ExecutionMessage>());
// saving ticks
tradeStorage.Save(trades);
// loading ticks
var loadedTrades = tradeStorage.Load(DateTime.Today, DateTime.Today + TimeSpan.FromMinutes(1000));
foreach (var trade in loadedTrades)
{
Console.WriteLine(LocalizedStrings.Str2968Params, trade.Id, trade);
}
Console.ReadLine();
// deleting ticks (and removing file)
tradeStorage.Delete(DateTime.Today, DateTime.Today + TimeSpan.FromMinutes(1000));
}
}
