/// <summary>
/// HIT - Retrieves interval data between [BeginDate BeginTime] and [EndDate EndTime] for the specified [Symbol].
/// </summary>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="beginDate"></param>
/// <param name="endDate"></param>
/// <param name="maxDatapoints"></param>
/// <param name="beginFilterTime"></param>
/// <param name="endFilterTime"></param>
/// <param name="dataDirection"></param>
/// <param name="requestId"></param>
/// <param name="datapointsPerSend"></param>
/// <param name="intervalType"></param>
public Task <IEnumerable <IntervalMessage> > GetHistoryIntervalTimeframeAsync(string symbol, int interval, DateTime?beginDate, DateTime?endDate, int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null,
DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null, HistoricalIntervalType?intervalType = null, LabelAtBeginning?labelAtBeginning = null)
{
var request = _historicalRequestFormatter.ReqHistoryIntervalTimeframe(symbol, interval, beginDate, endDate,
maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend, intervalType, labelAtBeginning);
return(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _historicalMessageHandler.GetIntervalMessages) : GetMessagesAsync(request, _historicalMessageHandler.GetIntervalMessagesWithRequestId));
}
public Task <string> GetHistoryIntervalTimeframeAsync(string symbol, int interval, DateTime?beginDate, DateTime?endDate,
int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null,
DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null,
HistoricalIntervalType?intervalType = null, LabelAtBeginning?labelAtBeginning = null)
{
var request = _historicalRequestFormatter.ReqHistoryIntervalTimeframe(symbol, interval, beginDate, endDate,
maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend, intervalType);
return(_lookupMessageFileHandler.GetFilenameAsync(request));
}
public void ReqHistoryIntervalTimeframe()
{
var request = _historicalRequestFormatter.ReqHistoryIntervalTimeframe("appl", 5, new DateTime(2000, 01, 01, 9, 30, 00), new DateTime(2001, 01, 01, 16, 00, 00), 25000, new TimeSpan(9, 30, 00), new TimeSpan(16, 00, 00), DataDirection.Oldest, "TEST", 15000, HistoricalIntervalType.S, LabelAtBeginning.End);
Assert.AreEqual(request, "HIT,APPL,5,20000101 093000,20010101 160000,25000,093000,160000,1,TEST,15000,s,0\r\n");
}
public void ReqHistoryIntervalTimeframe()
{
var request = _historicalRequestFormatter.ReqHistoryIntervalTimeframe("appl", 5, new DateTime(2000, 01, 01, 9, 30, 00), new DateTime(2001, 01, 01, 16, 00, 00), 25000, new TimeSpan(9, 30, 00), new TimeSpan(16, 00, 00), 1, "TEST", 15000, HistoricalIntervalType.S);
Assert.AreEqual(request, "HIT,APPL,5,20000101 093000,20010101 160000,25000,093000,160000,1,TEST,15000,s\r\n");
}
