public HistorySubscription( IQFeedGateway gateway, IHistoryDataConsumer consumer, Instrument instrument, string instrumentSymbol, HistoryProviderSpan span) { this.gateway = gateway; this.consumer = consumer; this.instrumentSymbol = instrumentSymbol; this.span = span; data = new HistoryData(instrument, DateTime.Today, DateTime.Today, span); cts = new CancellationTokenSource(); token = cts.Token; }
internal IQFeedConnector(IQFeedParameters parameters) { this.parameters = parameters; feed = new IQFeedGateway(parameters); ConnectionStatusProviders = new IConnectionStatusProvider[] { feed }; }