public IEnumerable <HistoricalDataMessage> History(string symbol, string endDate, string duration, string barSize)
{
var priceManager = new PriceDataManager();
EWrapperImpl client = new EWrapperImpl(priceManager);
int nextRequestId = 1;
try
{
//connect
client.ClientSocket.eConnect("127.0.0.1", 7496, 0);
var stockContract = GetStockContract(symbol);
client.ClientSocket.reqContractDetails(nextRequestId++, stockContract);
//nextRequestId is the request Id appears in the response
//program uses this id to match where the request comes from
client.ClientSocket.reqHistoricalData(nextRequestId, stockContract, endDate, duration, barSize, "TRADES", 1, 1, null);
while (true)
{
//wait for the download complete
if (priceManager.IsDownloadDone)
{
Console.WriteLine("Historical data download finishes...");
break;
}
}
var historicalData = priceManager.GetHistoricalData(nextRequestId);
Console.WriteLine(historicalData.Count() + " data points in the downloaded data");
Console.WriteLine("Disconnecting...");
client.ClientSocket.eDisconnect();
return(historicalData);
}
catch (Exception)
{
throw new InvalidOperationException("Fetch historical data fail....");
}
}
public EWrapperImpl(PriceDataManager priceDataManager)
{
clientSocket = new EClientSocket(this);
_priceDataManager = priceDataManager;
}