private HistoricalDataRequestField ToStruct(HistoricalDataRequest request) { string altSymbol; string altExchange; string apiSymbol; string apiExchange; double apiTickSize; GetApi_Symbol_Exchange_TickSize(request.Instrument, out altSymbol, out altExchange, out apiSymbol, out apiExchange, out apiTickSize); HistoricalDataRequestField field = new HistoricalDataRequestField(); field.Symbol = request.Instrument.Symbol; field.InstrumentID = apiSymbol; field.ExchangeID = apiExchange; field.Date1 = GetDate(request.DateTime1); field.Date2 = GetDate(request.DateTime2); field.Time1 = GetTime(request.DateTime1); field.Time2 = GetTime(request.DateTime2); field.DataType = (XAPI.DataObjetType)request.DataType; if(request.BarType.HasValue) field.BarType = (XAPI.BarType)request.BarType.Value; if(request.BarSize.HasValue) field.BarSize = (int)request.BarSize.Value; //field.RequestId; //field.Count; return field; }
private int GetHistoricalBars(HistoricalDataRequestField request) { return 1; //return _HdApi.ReqQryHistoricalBars(ref request); }