public void AddBar(double time, double open, double high, double low, double close, int volume, int openInterest)
{
timeStamp = TimeStamp.FromOADate(time);
closeTick.Initialize();
closeTick.SetTime(timeStamp);
closeTick.SetTrade(close, volume);
timeStamp.AddMilliseconds(-1);
highTick.Initialize();
highTick.SetTime(timeStamp);
highTick.SetTrade(high, 0);
timeStamp.AddMilliseconds(-1);
lowTick.Initialize();
lowTick.SetTime(timeStamp);
lowTick.SetTrade(low, 0);
timeStamp.AddMilliseconds(-1);
openTick.Initialize();
openTick.SetTime(timeStamp);
openTick.SetTrade(open, 0);
Add(openTick);
Add(lowTick);
Add(highTick);
Add(closeTick);
}