public override void GotTick(Tick k)
{
// if we don't have bar data, request historical data
if (_blt[k.symbol].Count == 0)
{
D(k.symbol + " no bars found, requesting...");
sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Hour));
}
D(k.symbol + " bar count: " + _blt[k.symbol].Count);
// update whatever data we have with ticks
_blt.newTick(k);
}
public override void GotTick(Tick k)
{
// if we don't have bar data, request historical data
if (_blt[k.symbol].Count == 0)
{
if (barRequestedFlag == 0)
{
D(k.symbol + " no bars found, requesting...");
sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Day, 20120105));
barRequestedFlag += 1;
}
else
{
D("Waiting for Broker backfill");
}
}
D(k.symbol + " bar count: " + _blt[k.symbol].Count);
// update whatever data we have with ticks
_blt.newTick(k);
}