public void AddBar(double time, double open, double high, double low, double close, int volume, int openInterest)
{
timeStamp = TimeStamp.FromOADate(time);
closeTick.Initialize();
closeTick.SetTime(timeStamp);
closeTick.SetTrade(close, volume);
timeStamp.AddMilliseconds(-1);
highTick.Initialize();
highTick.SetTime(timeStamp);
highTick.SetTrade(high, 0);
timeStamp.AddMilliseconds(-1);
lowTick.Initialize();
lowTick.SetTime(timeStamp);
lowTick.SetTrade(low, 0);
timeStamp.AddMilliseconds(-1);
openTick.Initialize();
openTick.SetTime(timeStamp);
openTick.SetTrade(open, 0);
Add(openTick);
Add(lowTick);
Add(highTick);
Add(closeTick);
}
private bool TryReadTick(long length)
{
tickIO.SetSymbol(lSymbol);
byte size = dataIn.ReadByte();
// Check for old style prior to version 8 where
// single byte version # was first.
if (dataVersion < 8 && size < 8)
{
tickIO.FromReader((byte)size, dataIn);
}
else
{
// Subtract the size byte.
if (dataIn.BaseStream.Position + size - 1 > length)
{
return(false);
}
int count = 1;
memory.SetLength(size);
memory.GetBuffer()[0] = size;
while (count < size)
{
count += dataIn.Read(buffer, count, size - count);
}
memory.Position = 0;
tickIO.FromReader(memory);
if (dataVersion == 0)
{
dataVersion = tickIO.DataVersion;
}
}
var utcTime = new TimeStamp(tickIO.Extract().UtcTime);
tickIO.SetTime(utcTime);
return(true);
}