private void CEL_CELStarted() { Control ctrl = null; IEnumerator <String> enumList = _addSybolsList.Keys.GetEnumerator(); while (enumList.MoveNext()) { try { ctrl = _addSybolsList[enumList.Current]; _cel.NewInstrument(enumList.Current); CQGTicksRequest req = _cel.CreateTicksRequest(); req.Type = eTicksRequestType.trtCurrentNotify; req.SessionsFilter = 0; req.TickFilter = eTickFilter.tfAll; req.Symbol = enumList.Current; _cel.RequestTicks(req); } catch (Exception ex) { Console.WriteLine(ex.Message); if (ctrl != null) { ctrl.ForeColor = Color.OrangeRed; ctrl.Text = ex.Message; } } } }
public static void UpdateDailyValues(List <string> symbols) { if (!_cqgIsStarted) { return; } foreach (var symbol in symbols) { if (!ClientDatabaseManager.IfTodayWeHadSettingDailyValue(symbol) && !SubscribedSymbol.Contains(symbol)) { // _subscribedSymbol.Add(symbol); if (IsNoCont(symbol)) { _cqgVar.NewInstrument(symbol); } else { _cqgVar.NewInstrument(symbol + (Settings.Default.IsAdditionalTextReuired?Settings.Default.AdditionalText:"")); } } } }
public static void UpdateDailyValues(List <string> symbols) { if (!_cqgIsStarted) { return; } foreach (var symbol in symbols) { if (!DatabaseManager.IfTodayWeHadSettingDailyValue(symbol) && !_subscribedSymbol.Contains(symbol)) { _subscribedSymbol.Add(symbol); _cqgVar.NewInstrument(symbol); _SymbolNow = symbol; } } }
private void StartAsyncGetingSessionsData(CQGCEL cel, List <string> symbols) { for (int i = 0; i < symbols.Count(); i++) { var symbol = symbols[i]; var progress = (i * (50 / symbols.Count())); OnProgress(progress); _aSemaphoreHolidays = new Semaphore(0, 1); _aSemaphoreSessions = new Semaphore(0, 1); List <DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol)); if (aResultDateTimes == null || aResultDateTimes.Count == 0) { continue; } var rangeBegin = aResultDateTimes.First(); var rangeEnd = aResultDateTimes.Last(); var req = cel.CreateHistoricalSessionsRequest(); req.Type = eHistoricalSessionsRequestType.hsrtTimeRange; req.Symbol = symbol; req.RangeStart = rangeBegin; req.RangeEnd = rangeEnd; cel.RequestHistoricalSessions(req); _aSemaphoreHolidays.WaitOne(20000);// wait cel.NewInstrument(symbol); _aSemaphoreSessions.WaitOne(20000);// wait } }
private static void TicksRequest(string symbolName) { try { if (!Cel.IsStarted) { return; } Cel.NewInstrument(symbolName); //CQGTicksRequest req = Cel.CreateTicksRequest(); //req.Type = eTicksRequestType.trtCurrentNotify; //req.SessionsFilter = 0; //req.TickFilter = eTickFilter.tfAll; //req.Symbol = symbolName; //Cel.RequestTicks(req); } catch (Exception ex) { Console.WriteLine(ex.Message); } }
private void StartAsyncGetingSessionsData(CQGCEL cel, IEnumerable<string> symbols) { foreach (string symbol in symbols) { _aSemaphoreHolidays = new Semaphore(0, 1); _aSemaphoreSessions = new Semaphore(0, 1); List<DateTime> aResultDateTimes = DatabaseManager.GetAllDateTimes(DatabaseManager.GetTableFromSymbol(symbol)); if (aResultDateTimes == null || aResultDateTimes.Count == 0) continue; var rangeBegin = aResultDateTimes.First(); var rangeEnd = aResultDateTimes.Last(); var req = cel.CreateHistoricalSessionsRequest(); req.Type = eHistoricalSessionsRequestType.hsrtTimeRange; req.Symbol = symbol; req.RangeStart = rangeBegin; req.RangeEnd = rangeEnd; cel.RequestHistoricalSessions(req); _aSemaphoreHolidays.WaitOne(20000);// wait cel.NewInstrument(symbol); _aSemaphoreSessions.WaitOne(20000);// wait } }
private void StartAsyncGetingSessionsData(CQGCEL cel, List<string> symbols) { for (int i = 0; i < symbols.Count(); i++) { var symbol = symbols[i]; var progress = (i * (50 / symbols.Count())); OnProgress(progress); _aSemaphoreHolidays = new Semaphore(0, 1); _aSemaphoreSessions = new Semaphore(0, 1); List<DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol)); if (aResultDateTimes == null || aResultDateTimes.Count == 0) continue; var rangeBegin = aResultDateTimes.First(); var rangeEnd = aResultDateTimes.Last(); var req = cel.CreateHistoricalSessionsRequest(); req.Type = eHistoricalSessionsRequestType.hsrtTimeRange; req.Symbol = symbol; req.RangeStart = rangeBegin; req.RangeEnd = rangeEnd; cel.RequestHistoricalSessions(req); _aSemaphoreHolidays.WaitOne(20000);// wait cel.NewInstrument(symbol); _aSemaphoreSessions.WaitOne(20000);// wait } }
public static void BarRequest(string symbolName) { try { if (!Cel.IsStarted) { FinishCollectingSymbol(symbolName, false, 0, "CQG not started"); return; } Cel.NewInstrument(symbolName); var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod)); _aHistoricalPeriod = eHistoricalPeriod.hpUndefined; if (ClientDatabaseManager.BarTableExist(tableName)) { if (!ClientDatabaseManager.MonthCharYearExist(tableName)) { ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName); } if (ClientDatabaseManager.YearCharExist(tableName)) { ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName); } if (Settings.Default.MakeBigger) { ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod)); } } else { ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); } //DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest(); request.RangeStart = _rangeStart; request.RangeEnd = _rangeEnd; request.SessionsFilter = _sessionFilter; request.Symbol = symbolName; request.Continuation = ConvertToTsts(_continuationType); request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod); if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined) { request.HistoricalPeriod = _aHistoricalPeriod; } var bars = Cel.RequestTimedBars(request); var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id]; if (curTimedBars.Status == eRequestStatus.rsInProgress) { } } catch (Exception ex) { Console.WriteLine(ex); } }