private void _client_NewOHLCQuote(object sender, Client.NewOHLCQuoteEventArgs e) { var sym = e.OHLCQuote.Symbol.Substring(0, 2); if (sym == "A6" || sym == "D6" || sym == "J6" || sym == "E6" || sym == "B6") { NewOhlcQuote(e.OHLCQuote); } }
private void ClientOnNewOhlcQuote(object sender, Client.NewOHLCQuoteEventArgs e) { SendOutMessage(new TimeFrameCandleMessage { SecurityId = new SecurityId { SecurityCode = e.OHLCQuote.Symbol, BoardCode = AssociatedBoardCode, }, OpenTime = e.OHLCQuote.Timestamp.ApplyTimeZone(TimeHelper.Est), OpenPrice = e.OHLCQuote.Open.ToDecimal() ?? 0, HighPrice = e.OHLCQuote.High.ToDecimal() ?? 0, LowPrice = e.OHLCQuote.Low.ToDecimal() ?? 0, ClosePrice = e.OHLCQuote.Close.ToDecimal() ?? 0, TotalVolume = e.OHLCQuote.Volume, OpenInterest = e.OHLCQuote.OpenInterest }); }
void _client_NewOHLCQuote(object sender, Client.NewOHLCQuoteEventArgs e) { NewOHLCQuote(e.OHLCQuote); }