private void setUpInsturment(DateTime start, DateTime end, string security, Security.SecurityType secType) { var sec = new DataFactory(new Security(security, 0, secType)); _factories.Add(sec); _markets.AddSecurity(sec); sec.AddReferenceToMarkets(_markets); sec.AddReferenceToDatafeed((ITickDataFeed)_histFeed); var query = new TickDataQuery() { Security = sec.SecurityName, CorrelationIdObj = sec, StartDate = start, EndDate = end, IncludeConditionCode = true, IncludeExchangeCode = true }; var queryGenerator = new TickDataQueries(); var queries = queryGenerator.GetTickDataQueries(query); var queriesPM = new List <ITickDataQuery>(); foreach (var q in queries) { queriesPM.Add(new TickDataQuery() { Security = q.Security, StartDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 7, 15, 00), EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 18, 20, 00), Fields = q.Fields, CorrelationIdObj = q.CorrelationIdObj, IncludeConditionCode = q.IncludeConditionCode, IncludeExchangeCode = q.IncludeExchangeCode, }); //q.StartDate = q.StartDate.AddHours(-1); q.EndDate = new DateTime(q.EndDate.Year, q.EndDate.Month, q.EndDate.Day, 6, 20, 00); } if (useBB) { // Historical playback From Bloomberg var histBBTickData = new BloombergHistTickDataHandler(); histBBTickData.BBHTDUpdate += histTickData_Update; histBBTickData.AddDataQueries(queries); histBBTickData.AddDataQueries(queriesPM); histBBTickData.DataHandler = _histFeed; _histFeed.AddHistoricalAdapter(histBBTickData); } else { // Historical playback from SQL DB const string dsPath = "TickData.qbd"; var histTickData = new HistoricalData.HistoricalAdapterSqlDB(dsPath); histTickData.HistTDUpdate += histTickData_Update; histTickData.AddDataQueries(queries); //histTickData.AddDataQueries(queriesPM); histTickData.DataHandler = _histFeed; _histFeed.AddHistoricalAdapter(histTickData); } responded.Add(security, false); }