/// <summary> /// Sends bar un-subscription request to Market Data Server /// </summary> /// <param name="security">Contains symbol information</param> /// <param name="barDetail">Contains parameter information for the bar to be subscribed</param> /// <param name="providerName">Name of the provider on which to subscribe</param> public void UnsubscribeBar(Security security, BarParameters barDetail, string providerName) { // Create bar un-subscription message BarDataRequest unsubscribe = SubscriptionMessage.LiveBarUnsubscription(_idGenerator.NextBarId(), security, barDetail.Format, barDetail.PriceType, barDetail.BarLength, barDetail.PipSize, 0, providerName); _marketDataService.Unsubscribe(unsubscribe); }
/// <summary> /// Sends bar subscription request to Market Data Server /// </summary> /// <param name="security">Contains symbol information</param> /// <param name="barDetail">Contains parameter information for the bar to be subscribed</param> /// <param name="providerName">Name of the provider on which to subscribe</param> public void SubscribeBar(Security security, BarParameters barDetail, string providerName) { // Create bar subscription message BarDataRequest subscribe = SubscriptionMessage.LiveBarSubscription(_idGenerator.NextBarId(), security, barDetail.Format, barDetail.PriceType, barDetail.BarLength, barDetail.PipSize, 0, providerName); // Add information to local map _barParametersMap.Add(subscribe.Id, barDetail); _marketDataService.Subscribe(subscribe); }