/// <summary>
/// Historic Bar Data Request Message
/// </summary>
public bool HistoricBarDataRequest(HistoricDataRequest historicDataRequest)
{
try
{
// Get Blackwood BarType
Pacmid.Messages.DBARTYPE bwBarType = BlackwoodBarTypeConvertor.GetBarType(historicDataRequest.BarType);
// Send Historic Data Request
_session.RequestHistoricData(historicDataRequest.Security.Symbol, bwBarType,
new DateTime(historicDataRequest.StartTime.Ticks, DateTimeKind.Local),
new DateTime(historicDataRequest.EndTime.Ticks, DateTimeKind.Local),
historicDataRequest.Interval,
Convert.ToUInt32(historicDataRequest.Id));
if (Logger.IsInfoEnabled)
{
Logger.Info("Historic Data Request Sent: " + historicDataRequest, _type.FullName, "RequestHistoricBarData");
}
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "RequestHistoricBarData");
return(false);
}
}
long ServerBlackwood_newUnknownRequest(MessageTypes t, string msg)
{
int _depth = 0;
MessageTypes ret = MessageTypes.UNKNOWN_MESSAGE;
switch (t)
{
case MessageTypes.DOMREQUEST:
_depth = Convert.ToInt32(msg);
v("received DOM request for depth: " + _depth);
ret = MessageTypes.OK;
break;
case MessageTypes.ISSHORTABLE:
return((long)(m_Session.GetStock(msg).IsHardToBorrow() ? 0 : 1));
case MessageTypes.BARREQUEST:
v("received bar request: " + msg);
string[] r = msg.Split(',');
DBARTYPE barType = getBarTypeFromBW(r[(int)BarRequestField.BarInt]);
int tlDateS = int.Parse(r[(int)BarRequestField.StartDate]);
int tlTimeS = int.Parse(r[(int)BarRequestField.StartTime]);
DateTime dtStart = TradeLink.Common.Util.ToDateTime(tlDateS, tlTimeS);
int tlDateE = int.Parse(r[(int)BarRequestField.StartDate]);
int tlTimeE = int.Parse(r[(int)BarRequestField.StartTime]);
DateTime dtEnd = TradeLink.Common.Util.ToDateTime(tlDateE, tlTimeE);
uint custInt = 1;
if (!uint.TryParse(r[(int)BarRequestField.CustomInterval], out custInt))
{
custInt = 1;
}
m_Session.RequestHistoricData(r[(int)BarRequestField.Symbol], barType, dtStart, dtEnd, custInt, ++bwHistReqID);
ret = MessageTypes.OK;
break;
}
return((long)ret);
}
