public void AddBar(double time, double open, double high, double low, double close, int volume, int openInterest) { timeStamp = TimeStamp.FromOADate(time); closeTick.Initialize(); closeTick.SetTime(timeStamp); closeTick.SetTrade(close, volume); timeStamp.AddMilliseconds(-1); highTick.Initialize(); highTick.SetTime(timeStamp); highTick.SetTrade(high, 0); timeStamp.AddMilliseconds(-1); lowTick.Initialize(); lowTick.SetTime(timeStamp); lowTick.SetTrade(low, 0); timeStamp.AddMilliseconds(-1); openTick.Initialize(); openTick.SetTime(timeStamp); openTick.SetTrade(open, 0); Add(openTick); Add(lowTick); Add(highTick); Add(closeTick); }
private bool TryReadTick(long length) { tickIO.SetSymbol(lSymbol); byte size = dataIn.ReadByte(); // Check for old style prior to version 8 where // single byte version # was first. if (dataVersion < 8 && size < 8) { tickIO.FromReader((byte)size, dataIn); } else { // Subtract the size byte. if (dataIn.BaseStream.Position + size - 1 > length) { return(false); } int count = 1; memory.SetLength(size); memory.GetBuffer()[0] = size; while (count < size) { count += dataIn.Read(buffer, count, size - count); } memory.Position = 0; tickIO.FromReader(memory); if (dataVersion == 0) { dataVersion = tickIO.DataVersion; } } var utcTime = new TimeStamp(tickIO.Extract().UtcTime); tickIO.SetTime(utcTime); return(true); }