/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="security">Contains Symbol information</param>
/// <param name="provider">Market Data Provider details</param>
/// <param name="marketDataType">Type of Market Data to subscribe</param>
/// <param name="subscriptionType">Subscription category e.g. Subscribe, Un-Subscribe</param>
public SubscriptionRequest(Security security, MarketDataProvider provider, MarketDataType marketDataType, SubscriptionType subscriptionType)
{
_security = security;
_provider = provider;
_marketDataType = marketDataType;
_subscriptionType = subscriptionType;
}
/// <summary>
/// Sends Historical bar data request with given properties
/// </summary>
/// <param name="security"></param>
/// <param name="barType"></param>
/// <param name="startDate"></param>
/// <param name="endDate"></param>
/// <param name="interval"></param>
/// <param name="dataProvider"></param>
public void SubmitHistoricDataRequest(Security security, string barType, DateTime startDate, DateTime endDate, uint interval, MarketDataProvider dataProvider)
{
// Create a new Subscription request
SubscriptionRequest subscriptionRequest = new SubscriptionRequest(security,
dataProvider, MarketDataType.Historical, SubscriptionType.Subscribe);
// Set Bar details
subscriptionRequest.SetHistoricalBarDetails(barType, interval, startDate, endDate);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
/// <summary>
/// Sends Bar request with the given properties
/// </summary>
/// <param name="security"></param>
/// <param name="barLength"></param>
/// <param name="pipSize"></param>
/// <param name="barFormat"></param>
/// <param name="priceType"></param>
/// <param name="dataProvider"></param>
public void SubmitBarRequest(Security security, decimal barLength, decimal pipSize, string barFormat, string priceType, MarketDataProvider dataProvider)
{
// Create a new Subscription request
SubscriptionRequest subscriptionRequest = new SubscriptionRequest(security,
dataProvider, MarketDataType.Bar, SubscriptionType.Subscribe);
// Set Bar details
subscriptionRequest.SetLiveBarDetails(barLength, pipSize, barFormat, priceType);
EventSystem.Publish <SubscriptionRequest>(subscriptionRequest);
}
