private void esignal_OnQuoteChanged(String symbol)
{
//holds the data for each tick
var quote = esignal.get_GetBasicQuote(symbol);
//esignal uses " #F" at the end of each of the futures symbols, remove it.
string sym = symbol.Substring(0, symbol.Length - 3);
try
{
SymbolInfo si = Factory.Symbol.LookupSymbol(sym);
SymbolHandler buffer = GetSymbolHandler(si, receiver);
if (quote.dBid > 0)
{
buffer.Bid = quote.dBid;
buffer.BidSize = quote.lBidSize;
// buffer.SendQuote();
}
if (quote.dAsk > 0)
{
buffer.Ask = quote.dAsk;
buffer.AskSize = quote.lAskSize;
// buffer.SendQuote();
}
if (quote.dLast > 0)
{
buffer.Last = quote.dLast;
buffer.LastSize = quote.lLastSize;
buffer.SendTimeAndSales();
}
// tickIO.Initialize();
// tickIO.SetSymbol(si.BinaryIdentifier);
// if (si.TimeAndSales == TimeAndSales.ActualTrades)
// {
//// tickIO.SetTrade(quote.dLast, quote.lLastSize);
// tickIO.SetTrade(1, 1);
// }
// tickIO.SetTime(TimeStamp.UtcNow);
// if (si.QuoteType == QuoteType.Level1)
// {
// tickIO.SetQuote(1, 1, (ushort)1, (ushort)1);
//// tickIO.SetQuote(quote.dLast, quote.dLast, (ushort)quote.lLastSize, (ushort)quote.lLastSize);
//// tickIO.SetQuote(quote.dBid, quote.dAsk, (ushort)quote.lBidSize, (ushort)quote.lAskSize);
// }
// TickBinary binary = tickIO.Extract();
// receiver.OnSend(ref binary);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public void StartSymbol(Receiver receiver, SymbolInfo symbol, TimeStamp lastTimeStamp)
{
if (debug)
{
log.Debug("StartSymbol " + symbol + ", " + lastTimeStamp);
}
//Equity equity = new Equity(symbol.Symbol);
SymbolHandler handler = GetSymbolHandler(symbol, receiver);
//esignals needs " #F" for futires symbols
esignal.RequestSymbol(symbol.Symbol + " #F", 1);
receiver.OnRealTime(symbol);
}
