Esempio n. 1
0
        //This event is raised when real time data arrives
        //We convert them and pass them on downstream
        private void _client_RealTimeBar(object sender, RealTimeBarEventArgs e)
        {
            var args            = TwsUtils.RealTimeDataEventArgsConverter(e);
            var originalRequest = realTimeDataRequests[e.RequestId];

            if (originalRequest?.Instrument != null)
            {
                args.InstrumentID = originalRequest.Instrument.ID;
            }
            args.RequestID = requestIDMap[e.RequestId];
            RaiseEvent(DataReceived, this, args);
        }