/// <summary>
        /// HTT - Retrieves tick data between [BeginDate BeginTime] and [EndDate EndTime] for the specified [Symbol].
        /// </summary>
        /// <param name="symbol"></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>
        public Task <IEnumerable <TickMessage> > ReqHistoryTickTimeframeAsync(string symbol, DateTime?beginDate, DateTime?endDate, int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null)
        {
            if (!beginDate.HasValue && !endDate.HasValue)
            {
                throw new ArgumentException("Begin date or End date must have value.");
            }

            var request = _historicalRequestFormatter.ReqHistoryTickTimeframe(symbol, beginDate, endDate, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend);

            return(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _historicalMessageHandler.GetTickMessages) : GetMessagesAsync(request, _historicalMessageHandler.GetTickMessagesWithRequestId));
        }
Exemple #2
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        public Task <string> ReqHistoryTickTimeframeAsync(string symbol, DateTime?beginDate, DateTime?endDate, int?maxDatapoints = null,
                                                          TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, int?dataDirection = null,
                                                          string requestId         = null, int?datapointsPerSend  = null)
        {
            if (!beginDate.HasValue && !endDate.HasValue)
            {
                throw new ArgumentException("Begin date or End date must have value.");
            }

            var request = _historicalRequestFormatter.ReqHistoryTickTimeframe(symbol, beginDate, endDate, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend);

            return(_rawMessageHandler.GetFilenameAsync(request));
        }