public void ExecuteTest_SingleSecurity()
        {
            //Execute replay
            var replayManager = new SparkAPI.Data.ApiEventFeedReplay(@"Data\TestData\AHD_Event_20120426.txt");
            var security      = new SparkAPI.Market.Security("AHD");

            replayManager.AddSecurity(security);
            replayManager.Execute();

            //Validate replay
            Assert.AreEqual(40, security.Trades.Count);
        }
        public void ExecuteTest_SingleSecurity_Verbose()
        {
            //Create an event feed using replay from file
            var replayManager = new SparkAPI.Data.ApiEventFeedReplay(@"Data\TestData\AHD_Event_20120426.txt");

            //Create a security to receive the event feed
            var security = new SparkAPI.Market.Security("AHD");

            replayManager.AddSecurity(security);

            //Add event handlers to write each trade and quote update to console
            security.OnTradeUpdate += (sender, args) => Console.WriteLine("TRADE\t" + args.Value.ToString());
            security.OnQuoteUpdate += (sender, args) => Console.WriteLine("QUOTE\t" + args.Value.ToString());

            //Initiate the event replay
            replayManager.Execute();
        }