Esempio n. 1
0
        /// <summary>
        /// Subscribes IQFeed to the given list of symbols.
        /// </summary>
        /// <param name="symbols">The symbols to subscribe to.</param>
        /// <param name="start">The date to start retrieving data from.</param>
        /// <param name="intervalType">The interval type of the bars.</param>
        /// <param name="interval">The interval for each bar.</param>
        public override async Task Run(
            IEnumerable <string> symbols, DateTime start,
            DerivativeIntervalType intervalType, int interval)
        {
            Symbols = new HashSet <string>(symbols);

            client.Error          += OnError;
            client.IntervalBar    += OnIntervalBar;
            client.SymbolNotFound += OnSymbolNotFound;
            client.System         += OnSystemMessage;

            await Symbols.AsyncForEach(async symbol => await client.ReqBarWatchAsync(
                                           symbol, interval, beginDate: start, intervalType: intervalType));
        }
Esempio n. 2
0
 /// <summary>
 /// Subscribes IQFeed to the given list of symbols.
 /// </summary>
 /// <param name="symbols">The symbols to subscribe to.</param>
 /// <param name="start">The date to start retrieving data from.</param>
 /// <param name="intervalType">The interval type of the bars.</param>
 /// <param name="interval">The interval for each bar.</param>
 public abstract Task Run(
     IEnumerable <string> symbols, DateTime start,
     DerivativeIntervalType intervalType, int interval);