private MarketDataSubscription GetDataSub(SymbolInfo symbol) { MarketDataSubscription sub = MarketDataSubs.Values.FirstOrDefault(ds => ds.Symbol.Key == symbol.Key); if (sub == null) { var nextId = MarketDataSubs.Values.Max(ds => ds.Id); var id = nextId++; Client.reqMktData(id, symbol, "", false, false, null); sub = new MarketDataSubscription() { Id = id, Symbol = symbol }; } return(sub); }
public SymbolFeed(SymbolInfo symbol, MarketDataSubscription sub) { Symbol = symbol; MarketData = sub; }