private List <Message> GenerateMessages() { List <Message> result = new List <Message>(); var ireq = (IntradayTickRequest)base._request; string security = ireq.Security; bool isResponseError = Types.Rules.IsSecurityError(security); if (isResponseError) { IntradayTickMessage msg = new IntradayTickMessage(base._request.correlationId, ireq.Service); result.Add(msg); } else { var tickData = new SortedDictionary <DateTime, Types.Tuple3 <string, double, int> >(); if (ireq.DtStart.HasValue) { foreach (var dtCurrent in ireq.GetDates()) { if ((dtCurrent.DayOfWeek != DayOfWeek.Sunday) && (dtCurrent.DayOfWeek != DayOfWeek.Saturday)) { var value = new Types.Tuple3 <string, double, int>("TRADE", Types.RandomDataGenerator.RandomDouble(), Types.RandomDataGenerator.IntradayTickTradeSize()); tickData.Add(dtCurrent, value); } } } IntradayTickMessage msg = new IntradayTickMessage(base._request.correlationId, ireq.Service, tickData, ireq.IncludeConditionCodes); result.Add(msg); } return(result); }
internal IntradayTickElementReference(IntradayTickMessage msg) { this._parent = (IntradayTickElementDataParent)msg.Elements.First(); }