Example #1
0
        private void OnData(string strSymbol, int nStatus, int nCount)
        {
            string lsymbol   = qc.SymbolGetStringData(strSymbol, -1, 0);
            string labbrname = SymbolManager.Instance.getAbbrname(strSymbol);
            double lhhmmss   = qc.SymbolGetValueData(strSymbol, -1, 2);
            double ltrade    = qc.SymbolGetValueData(strSymbol, -1, 3) / 1000000;
            double lvolume   = qc.SymbolGetValueData(strSymbol, -1, 4);
            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;
            }

            lastUpdateHHMMSS = Convert.ToInt32(lhhmmss);

            //logger.Info("tick time:" + lhhmmss);
            TickQuoteCn atick = new TickQuoteCn(labbrname, lhhmmss, ltrade, lvolume, lbid, lask, loi);

            //logger.Info(atick.info());

            if (onTick == null)
            {
                return;
            }
            onTick(atick);
        }
Example #2
0
        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);
        }