protected bool IsItOkToHandleQuote(Quote quote) { if (!quote.IsWithinRegularTradingHours(Instrument.Type)) { LoggingUtility.WriteTraceFormat(this, "Quote is not within regular trading hours: {0}", quote); return false; } return true; }
public override void OnQuote(Quote quote) { try { if (!quote.IsWithinRegularTradingHours(Instrument.Type)) { LoggingUtility.WriteTraceFormat(this, "Discarding quote outside of trading hours. {0}", quote); return; } if (!QuoteClientEnabled) { LoggingUtility.WriteTraceFormat(this, "Processing native quote. {0}", quote); ProcessQuote(quote); } else { LoggingUtility.WriteTraceFormat(this, "Discarding native quote. {0}", quote); } base.OnQuote(quote); } catch (Exception ex) { LoggingUtility.WriteError(this, ex, "Error in OnQuote"); } }