public Task <List <HistoricalDataEventArgs> > GetHistoricalDataAsync(
Contract contract,
DateTime endDateTime,
TwsDuration duration,
TwsBarSizeSetting barSizeSetting,
TwsHistoricalDataRequestType whatToShow,
bool useRegularTradingHours = true,
bool formatDate = true)
{
return(_twsObjectFactory.TwsController.GetHistoricalDataAsync(contract, endDateTime, duration, barSizeSetting, whatToShow, useRegularTradingHours, formatDate));
}
public async Task <List <HistoricalDataEventArgs> > GetHistoricalDataAsync(Contract contract, DateTime endDateTime, TwsDuration duration, TwsBarSizeSetting barSizeSetting, TwsHistoricalDataRequestType whatToShow, bool useRth = true, bool formatDate = true)
{
return(await this.twsControllerBase.GetHistoricalDataAsync(contract, endDateTime, duration, barSizeSetting, whatToShow, useRth, formatDate));
}
/// <summary>
/// Gets historical data from TWS.
/// </summary>
/// <param name="contract">The contract type</param>
/// <param name="endDateTime">The end date of the request</param>
/// <param name="duration">The duration of the request</param>
/// <param name="barSizeSetting">The bar size to request</param>
/// <param name="whatToShow">The historical data request type</param>
/// <returns>A <see cref="Task"/> representing the asynchronous operation.</returns>
public Task <List <HistoricalDataEventArgs> > GetHistoricalDataAsync(Contract contract, DateTime endDateTime, TwsDuration duration, TwsBarSizeSetting barSizeSetting, TwsHistoricalDataRequestType whatToShow)
{
int requestId = this.twsRequestIdGenerator.GetNextRequestId();
int useRth = 1;
int formatDate = 1;
List <TagValue> chartOptions = null;
string value = string.Empty;
var taskSource = new TaskCompletionSource <List <HistoricalDataEventArgs> >();
EventHandler <HistoricalDataEventArgs> historicalDataEventHandler = null;
EventHandler <HistoricalDataEndEventArgs> historicalDataEndEventHandler = null;
EventHandler <ErrorEventArgs> errorEventHandler = null;
List <HistoricalDataEventArgs> historicalDataList = new List <HistoricalDataEventArgs>();
historicalDataEventHandler = (sender, args) =>
{
historicalDataList.Add(args);
};
historicalDataEndEventHandler = (sender, args) =>
{
this.twsCallbackHandler.HistoricalDataEvent -= historicalDataEventHandler;
this.twsCallbackHandler.HistoricalDataEndEvent -= historicalDataEndEventHandler;
this.twsCallbackHandler.ErrorEvent -= errorEventHandler;
taskSource.TrySetResult(historicalDataList);
};
errorEventHandler = (sender, args) =>
{
if (args.Id == requestId)
{
// The error is associated with this request
this.twsCallbackHandler.HistoricalDataEvent -= historicalDataEventHandler;
this.twsCallbackHandler.HistoricalDataEndEvent -= historicalDataEndEventHandler;
this.twsCallbackHandler.ErrorEvent -= errorEventHandler;
taskSource.TrySetException(new TwsException(args.ErrorMessage));
}
};
// Set the operation to cancel after 1 minute
CancellationTokenSource tokenSource = new CancellationTokenSource(60 * 1000);
tokenSource.Token.Register(() =>
{
this.twsCallbackHandler.HistoricalDataEvent -= historicalDataEventHandler;
this.twsCallbackHandler.HistoricalDataEndEvent -= historicalDataEndEventHandler;
this.twsCallbackHandler.ErrorEvent -= errorEventHandler;
taskSource.TrySetCanceled();
});
this.twsCallbackHandler.HistoricalDataEvent += historicalDataEventHandler;
this.twsCallbackHandler.HistoricalDataEndEvent += historicalDataEndEventHandler;
this.twsCallbackHandler.ErrorEvent += errorEventHandler;
this.clientSocket.ReqHistoricalData(requestId, contract, endDateTime.ToString("yyyyMMdd HH:mm:ss"), duration.ToTwsParameter(), barSizeSetting.ToTwsParameter(), whatToShow.ToTwsParameter(), useRth, formatDate, chartOptions);
return(taskSource.Task);
}
/// <summary>
/// Gets historical data from TWS.
/// </summary>
/// <param name="contract">The contract type</param>
/// <param name="endDateTime">The end date of the request</param>
/// <param name="duration">The duration of the request</param>
/// <param name="barSizeSetting">The bar size to request</param>
/// <param name="whatToShow">The historical data request type</param>
/// <returns>A <see cref="Task"/> representing the asynchronous operation.</returns>
public Task <List <HistoricalDataEventArgs> > GetHistoricalDataAsync(Contract contract, DateTime endDateTime, TwsDuration duration, TwsBarSizeSetting barSizeSetting, TwsHistoricalDataRequestType whatToShow)
{
// Set the operation to cancel after 1 minute
CancellationTokenSource tokenSource = new CancellationTokenSource(60 * 1000);
return(this.GetHistoricalDataAsync(contract, endDateTime, duration, barSizeSetting, whatToShow, tokenSource.Token));
}
