public SessionRespectingTickStreamReader(TradingSessions tradingSessions, ITickStreamReader tickStreamReader)
{
_tradingSessions = tradingSessions;
_tickStreamReader = tickStreamReader;
var timeOfFirstTick = tickStreamReader.PeekNext() !.TimeStamp;
var sessionDateOfFirstTick = _tradingSessions.GetActualSessionAt(timeOfFirstTick).SessionDate;
_iterator = new TradingSessionIterator(_tradingSessions, sessionDateOfFirstTick);
Instrument = tickStreamReader.Instrument;
}
protected BarBuilder(BarsInfo barsInfo)
{
BarsInfo = barsInfo;
Bars = new Bars(barsInfo);
SessionIterator = new TradingSessionIterator(BarsInfo.TradingHours, BarsInfo.FirstSessionDate);
}
