protected bool IsItOkToHandleQuote(Quote quote)
{
if (!quote.IsWithinRegularTradingHours(Instrument.Type))
{
LoggingUtility.WriteTraceFormat(this, "Quote is not within regular trading hours: {0}", quote);
return false;
}
return true;
}
public override void OnQuote(Quote quote)
{
try
{
if (!quote.IsWithinRegularTradingHours(Instrument.Type))
{
LoggingUtility.WriteTraceFormat(this,
"Discarding quote outside of trading hours. {0}", quote);
return;
}
if (!QuoteClientEnabled)
{
LoggingUtility.WriteTraceFormat(this,
"Processing native quote. {0}", quote);
ProcessQuote(quote);
}
else
{
LoggingUtility.WriteTraceFormat(this,
"Discarding native quote. {0}", quote);
}
base.OnQuote(quote);
}
catch (Exception ex)
{
LoggingUtility.WriteError(this, ex, "Error in OnQuote");
}
}
