/// <summary>
/// Get quote packed
/// </summary>
/// <param name="symbol">Symbol to get quotes on</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="levelDbl"></param>
/// <returns></returns>
public static string GetQuotePacked(string symbol, DateTime startTime, DateTime endTime, double levelDbl = 2)
{
try
{
var level = (int)levelDbl;
Log.InfoFormat("FdkLevel2.GetQuotePacked( symbol: {0}, startTime: {1}, endTime: {2}, level: {3} {4})",
symbol, startTime, endTime, levelDbl, startTime.Kind.ToString());
Quote[] quotesData = FdkQuotes.CalculateHistoryForSymbolArray(symbol, startTime, endTime, level);
var quoteLevel2Data = BuildQuoteMultiLevelData(quotesData, level);
var quoteHistory = FdkVars.RegisterVariable(quoteLevel2Data, "quotesL2");
return(quoteHistory);
}
catch (OutOfMemoryException ex)
{
Log.Error("Too large amount of data. Adjust the query");
throw;
}
catch (Exception ex)
{
Log.Error(ex);
throw;
}
finally
{
GC.Collect();
}
}
/// <summary>
/// Get quote packed
/// </summary>
/// <param name="symbol">Symbol to get quotes on</param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
/// <param name="levelDbl"></param>
/// <returns></returns>
public static string GetQuotePacked(string symbol, DateTime startTime, DateTime endTime, double levelDbl = 2)
{
try
{
var level = (int)levelDbl;
Log.InfoFormat("FdkLevel2.GetQuotePacked( symbol: {0}, startTime: {1}, endTime: {2}, level: {3})",
symbol, startTime, endTime, levelDbl);
Quote[] quotesData = FdkQuotes.CalculateHistoryForSymbolArray(symbol, startTime, endTime, level);
var quoteLevel2Data = BuildQuoteMultiLevelData(quotesData, level);
var quoteHistory = FdkVars.RegisterVariable(quoteLevel2Data, "quotesL2");
return(quoteHistory);
}
catch (Exception ex)
{
Log.Error(ex);
throw;
}
}