public static int FillTickRange(DateTime from, DateTime to, string symbol, bool level2) { _tickList = new List <Tick>(); _tickRange = DivideTicks(_client.QueryQuoteHistoryTicksRange(new DateTime(from.Ticks, DateTimeKind.Utc), new DateTime(to.Ticks, DateTimeKind.Utc), symbol, level2)); _tickIEnumerator = _tickRange.GetEnumerator(); return(0); }
static void RequestTicksFiles(QuoteHistoryClient client, DateTime from, DateTime to, string symbol, bool level2, bool verbose) { Stopwatch sw = new Stopwatch(); sw.Start(); int count = 0; foreach (var tick in client.QueryQuoteHistoryTicksRange(from, to, symbol, level2)) { count++; if (verbose) { Console.WriteLine(tick); } } long elapsed = sw.ElapsedMilliseconds; Console.WriteLine($"Elapsed = {elapsed}ms"); Console.WriteLine($"Throughput = {((double)count / (double)elapsed) * 1000.0:0.#####} ticks per second"); }