Exemple #1
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        public Double?Mid(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            Double?ask  = elem["Ask"];
            Double?bid  = elem["Bid"];
            Double?last = elem["Last"];

            if (ask != null && bid != null)
            {
                return((ask + bid) * 0.5);
            }

            else if (ask == null && bid == null && last == null)
            {
                return(ask);
            }

            else
            {
                if (last != null)
                {
                    return(last);
                }
                else if (bid != null)
                {
                    return(bid);
                }
                else
                {
                    return(ask);
                }
            }
        }
Exemple #2
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        // Robust method to get a Price
        #region

        public Double?Price(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            Double?mid  = this.Mid(argDate);
            Double?last = this.Mid(argDate);


            if (last != null)
            {
                return(last);
            }

            else if (mid != null)
            {
                return(mid);
            }

            else
            {
                return(null);
            }
        }
Exemple #3
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        public Double?Volume(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["Volume"]);
        }
Exemple #4
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        public Double?AdjustedClose(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["AdjustedClose"]);
        }
Exemple #5
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        public Double?Low(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["Low"]);
        }
Exemple #6
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        public Double?High(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["High"]);
        }
Exemple #7
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        // Accessing OHLC, Volume, Adjusted Close
        #region Methods for : Open / High / Low / Close

        public Double?Open(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["Open"]);
        }
Exemple #8
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        public Double?Ask(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["Ask"]);
        }
Exemple #9
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        // ************************************************************
        // METHODS TO ACCESS HISTORICAL SINGLE PRICE POINTS
        // ************************************************************


        // Accessing Bid, Ask, Mid
        #region Methods for : Bid / Ask / Mid

        public Double?Bid(DateTime argDate)
        {
            myElement elem = historicalData[argDate];

            return(elem["Bid"]);
        }