private void _client_NewOHLCQuote(object sender, Client.NewOHLCQuoteEventArgs e)
{
var sym = e.OHLCQuote.Symbol.Substring(0, 2);
if (sym == "A6" || sym == "D6" || sym == "J6" || sym == "E6" || sym == "B6")
{
NewOhlcQuote(e.OHLCQuote);
}
}
private void ClientOnNewOhlcQuote(object sender, Client.NewOHLCQuoteEventArgs e)
{
SendOutMessage(new TimeFrameCandleMessage
{
SecurityId = new SecurityId
{
SecurityCode = e.OHLCQuote.Symbol,
BoardCode = AssociatedBoardCode,
},
OpenTime = e.OHLCQuote.Timestamp.ApplyTimeZone(TimeHelper.Est),
OpenPrice = e.OHLCQuote.Open.ToDecimal() ?? 0,
HighPrice = e.OHLCQuote.High.ToDecimal() ?? 0,
LowPrice = e.OHLCQuote.Low.ToDecimal() ?? 0,
ClosePrice = e.OHLCQuote.Close.ToDecimal() ?? 0,
TotalVolume = e.OHLCQuote.Volume,
OpenInterest = e.OHLCQuote.OpenInterest
});
}
void _client_NewOHLCQuote(object sender, Client.NewOHLCQuoteEventArgs e)
{
NewOHLCQuote(e.OHLCQuote);
}
