/// <summary>
/// HTT - Retrieves tick data between [BeginDate BeginTime] and [EndDate EndTime] for the specified [Symbol].
/// </summary>
/// <param name="symbol"></param>
/// <param name="beginDate"></param>
/// <param name="endDate"></param>
/// <param name="maxDatapoints"></param>
/// <param name="beginFilterTime"></param>
/// <param name="endFilterTime"></param>
/// <param name="dataDirection"></param>
/// <param name="requestId"></param>
/// <param name="datapointsPerSend"></param>
public Task <IEnumerable <TickMessage> > GetHistoryTickTimeframeAsync(string symbol, DateTime?beginDate, DateTime?endDate, int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null)
{
if (!beginDate.HasValue && !endDate.HasValue)
{
throw new ArgumentException("Begin date or End date must have value.");
}
var request = _historicalRequestFormatter.ReqHistoryTickTimeframe(symbol, beginDate, endDate, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend);
return(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _historicalMessageHandler.GetTickMessages) : GetMessagesAsync(request, _historicalMessageHandler.GetTickMessagesWithRequestId));
}
public Task <string> GetHistoryTickTimeframeAsync(string symbol, DateTime?beginDate, DateTime?endDate, int?maxDatapoints = null,
TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, DataDirection?dataDirection = null,
string requestId = null, int?datapointsPerSend = null)
{
if (!beginDate.HasValue && !endDate.HasValue)
{
throw new ArgumentException("Begin date or End date must have value.");
}
var request = _historicalRequestFormatter.ReqHistoryTickTimeframe(symbol, beginDate, endDate, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend);
return(_lookupMessageFileHandler.GetFilenameAsync(request));
}
public void ReqHistoryTickTimeframe()
{
var request = _historicalRequestFormatter.ReqHistoryTickTimeframe("aapl", new DateTime(2000, 01, 01, 9, 30, 00), new DateTime(2001, 01, 01, 16, 00, 00), 100000, new TimeSpan(9, 30, 00), new TimeSpan(16, 00, 00), DataDirection.Oldest, "TEST", 500);
Assert.AreEqual(request, "HTT,AAPL,20000101 093000,20010101 160000,100000,093000,160000,1,TEST,500\r\n");
}
