/// <summary> /// Create Trade Tick from TickMessage /// </summary> /// <param name="timestamp"></param> /// <param name="symbol"></param> /// <param name="tick"></param> /// <returns>Trade Tick</returns> private static Tick CreateTradeTick(DateTime timestamp, Symbol symbol, ITickMessage tick) { return(new Tick( timestamp, symbol, tick.TradeConditions, tick.TradeMarketCenter.ToStringInvariant(), tick.LastSize, (decimal)tick.Last )); }
/// <summary> /// Create Quote Tick from TickMessage /// </summary> /// <param name="timestamp"></param> /// <param name="symbol"></param> /// <param name="tick"></param> /// <returns>Quote Tick</returns> private static Tick CreateQuoteTick(DateTime timestamp, Symbol symbol, ITickMessage tick) { return(new Tick( timestamp, symbol, tick.TradeConditions, tick.TradeMarketCenter.ToStringInvariant(), 0, // not provided by IQFeed on history (decimal)tick.Bid, 0, // not provided by IQFeed on history (decimal)tick.Ask )); }