private void OnData(string strSymbol, int nStatus, int nCount)
{
string lsymbol = qc.SymbolGetStringData(strSymbol, -1, 0);
string labbrname = utility.getAbbrnameFromICEID(lsymbol);
double ltime = qc.SymbolGetValueData(strSymbol, -1, 2);
double ltrade = qc.SymbolGetValueData(strSymbol, -1, 3) / 1000000;
double lvolume = qc.SymbolGetValueData(strSymbol, -1, 6);
double lbid = qc.SymbolGetValueData(strSymbol, -1, 30) / 1000000;
double lask = qc.SymbolGetValueData(strSymbol, -1, 50) / 1000000;
double loi = qc.SymbolGetValueData(strSymbol, -1, 91);
if (lvolume < 0)
{
return;
}
if (ltrade < 0)
{
return;
}
TickReport atick = new TickReport(labbrname, ltime, ltrade, lvolume, lbid, lask, loi);
logger.Info(atick.info());
onTick(atick);
}
