private IbkrDataProviderRequest FormatNewRequest(RefDataProviderRequest request)
{
// Convert generic request into IBKR formatted request
var ret = IbkrDataProviderRequest.GetRequest(request);
switch (request.RequestType)
{
case DataProviderRequestType.SecurityContractData:
ret.AddRequestType(IbkrDataProviderRequestType.SecurityExchangeName);
break;
case DataProviderRequestType.SecurityPriceData:
case DataProviderRequestType.SecurityVolumeData:
if (ret.Security.Exchange == "UNK")
{
ret.AddRequestType(IbkrDataProviderRequestType.SecurityExchangeName);
}
if (ret.PriceDataRequestRange.start == DateTime.MinValue)
{
ret.AddRequestType(IbkrDataProviderRequestType.SecurityFirstAvailableDate);
}
ret.AddRequestType(IbkrDataProviderRequestType.SecurityHistoricalData);
break;
}
return(ret);
}
public override void SubmitRequest(RefDataProviderRequest request)
{
var newRequest = FormatNewRequest(request);
newRequest.SetNextRequestId();
PushEnd(PendingRequests, newRequest);
RequestTimer.Start();
}
