private void client_RealTimeBar(object sender, RealTimeBarEventArgs e)
{
if (debug)
{
log.Debug("Received Real Time Bar: " + e.Close);
}
}
//This event is raised when real time data arrives
//We convert them and pass them on downstream
private void _client_RealTimeBar(object sender, RealTimeBarEventArgs e)
{
RealTimeDataEventArgs args = TWSUtils.RealTimeDataEventArgsConverter(e);
var originalRequest = _realTimeDataRequests[e.RequestId];
args.InstrumentID = originalRequest.Instrument.ID.Value;
args.RequestID = _requestIDMap[e.RequestId];
RaiseEvent(DataReceived, this, args);
}
//This event is raised when real time data arrives
//We convert them and pass them on downstream
private void _client_RealTimeBar(object sender, RealTimeBarEventArgs e)
{
var args = TwsUtils.RealTimeDataEventArgsConverter(e);
var originalRequest = realTimeDataRequests[e.RequestId];
if (originalRequest?.Instrument != null)
{
args.InstrumentID = originalRequest.Instrument.ID;
}
args.RequestID = requestIDMap[e.RequestId];
RaiseEvent(DataReceived, this, args);
}
/// <summary>
/// Returns RealTimeDataEventArgs derived from IB's RealTimeBarEventArgs, but not including the symbol
/// </summary>
/// <param name="e">RealTimeBarEventArgs</param>
/// <returns>RealTimeDataEventArgs </returns>
public static RealTimeDataEventArgs RealTimeDataEventArgsConverter(RealTimeBarEventArgs e)
{
return(new RealTimeDataEventArgs(
0,
e.Time,
e.Open,
e.High,
e.Low,
e.Close,
e.Volume,
e.Wap,
e.Count,
0));
}
/// <summary>
/// Returns RealTimeDataEventArgs derived from IB's RealTimeBarEventArgs, but not including the symbol
/// </summary>
/// <param name="e">RealTimeBarEventArgs</param>
/// <returns>RealTimeDataEventArgs </returns>
public static RealTimeDataEventArgs RealTimeDataEventArgsConverter(RealTimeBarEventArgs e, QDMS.BarSize frequency)
{
return(new RealTimeDataEventArgs(
0,
frequency,
e.Time,
(decimal)e.Open,
(decimal)e.High,
(decimal)e.Low,
(decimal)e.Close,
e.Volume,
e.Wap,
e.Count,
0));
}
static void client_RealTimeBar(object sender, RealTimeBarEventArgs e)
{
Console.WriteLine("Received Real Time Bar: " + e.Close);
}
