public void DownloadsFuturesData(string ticker, Resolution resolution, int days) { const SecurityType securityType = SecurityType.Future; using (var downloader = new IBDataDownloader()) { var symbols = downloader.GetChainSymbols(ticker, securityType, true).ToList(); var startDate = DateTime.UtcNow.Date.AddDays(-days); var endDate = DateTime.UtcNow.Date; downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Trade, startDate, endDate); downloader.DownloadAndSave(symbols, resolution, securityType, TickType.Quote, startDate, endDate); } }
public void ThrowsIfDifferentRootSymbols() { Assert.Throws <ArgumentException>( () => { using (var downloader = new IBDataDownloader()) { var startDate = DateTime.UtcNow.Date.AddDays(-1); var endDate = DateTime.UtcNow.Date; var symbols = new List <Symbol> { Symbols.Future_ESZ18_Dec2018, Symbols.Future_CLF19_Jan2019 }; downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate); } }); }
public void ThrowsIfDifferentSecurityType() { Assert.Throws <ArgumentException>( () => { using (var downloader = new IBDataDownloader()) { var startDate = DateTime.UtcNow.Date.AddDays(-1); var endDate = DateTime.UtcNow.Date; var symbols = new List <Symbol> { Symbols.SPY_C_192_Feb19_2016 }; downloader.DownloadAndSave(symbols, Resolution.Minute, SecurityType.Future, TickType.Trade, startDate, endDate); } }); }