public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation *quotes, GQEContext *context)
{
try
{
Debug.WriteLine(
$"GetQuotesEx(ticker: {ticker}, periodicity: {periodicity}, lastValid: {lastValid}, size: {size} ..."
);
Quotation[] newQuotes = { };
try
{
newQuotes = DataSource.GetQuotes(ticker, periodicity, size);
}
catch (Exception)
{
if (DataSource.Mode == Mode.Online)
{
Status = StatusCode.Offline;
DataSource.Mode = Mode.Offline;
newQuotes = DataSource.GetQuotes(ticker, periodicity, size);
}
else
{
throw;
}
}
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
if (!newQuotes.Any())
{
return(lastValid + 1);
}
for (var i = 0; i < newQuotes.Length; i++)
{
Copy(quotes, newQuotes, i);
}
return(newQuotes.Length);
}
catch (Exception e)
{
MessageBox.Show(e.Message + Environment.NewLine + e);
Debug.WriteLine(e.Message + Environment.NewLine + e);
}
return(-1);
}
public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation *quotes, GQEContext *context)
{
Debug.WriteLine("GetQuotesEx(ticker: " + ticker + ", periodicity: " + periodicity + ", lastValid: " + lastValid + ", size: " + size + ", ...)");
var existingQuotes = new Quotation[0];
if (lastValid > 2)
{
Array.Resize <Quotation>(ref existingQuotes, lastValid + 1);
for (var i = 0; i <= lastValid; i++)
{
existingQuotes[i] = new Quotation
{
DateTime = quotes[i].DateTime,
Open = quotes[i].Open,
High = quotes[i].High,
Low = quotes[i].Low,
Price = quotes[i].Price,
Volume = quotes[i].Volume,
OpenInterest = quotes[i].OpenInterest,
AuxData1 = quotes[i].AuxData1,
AuxData2 = quotes[i].AuxData2
};
}
Array.Sort <Quotation>(existingQuotes, new Comparison <Quotation>((q1, q2) => q1.DateTime.CompareTo(q2.DateTime)));
}
var newQuotes = DataSource.GetQuotes(ticker, periodicity, size, existingQuotes);
if (newQuotes.Any())
{
lastValid = 0;
for (var i = 0; i < newQuotes.Length; i++)
{
quotes[i].DateTime = newQuotes[i].DateTime;
quotes[i].Price = newQuotes[i].Price;
quotes[i].Open = newQuotes[i].Open;
quotes[i].High = newQuotes[i].High;
quotes[i].Low = newQuotes[i].Low;
quotes[i].Volume = newQuotes[i].Volume;
quotes[i].OpenInterest = newQuotes[i].OpenInterest;
quotes[i].AuxData1 = newQuotes[i].AuxData1;
quotes[i].AuxData2 = newQuotes[i].AuxData2;
lastValid++;
}
return(lastValid);
}
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
return(lastValid + 1);
}
