/// <summary>
/// Specify either start or end date. It doesn't accept both
/// </summary>
/// <param name="reqId"></param>
/// <param name="contract"></param>
/// <param name="start"></param>
/// <param name="end"></param>
/// <param name="whatToShow"></param>
public void GetLatestHistoricalTimeAndSales(int reqId, Contract contract, WhatToShow whatToShow)
{
_historicalTicks = new Dictionary <int, List <HistoricalTick> >();
_historicalTickBidAsk = new Dictionary <int, List <HistoricalTickBidAsk> >();
_historicalTickLast = new Dictionary <int, List <HistoricalTickLast> >();
if (_allowedTimeAndSalesTickTypes.Contains(whatToShow))
{
string endTime = DateHelper.ConvertToApiDate(DateTime.Now);
InitializeHistoricalTickDictionary(reqId, whatToShow);
ClientSocket.reqHistoricalTicks(reqId, contract, null, endTime, 1000, whatToShow.ToString(), 0, true, null);
Notify($"Time and Sales for symbol {contract.Symbol} requested");
}
else
{
NotifyError($"WhatToShow tick type: {whatToShow} not allowed");
}
}
/// <summary>
/// For Bar Sizes check BarSize class
/// For durations check Duration class
/// </summary>
public void GetHistoricalData(int reqId, Contract contract, string duration, string barSize, WhatToShow whatToShow, Rth rth, bool keepUpToDate)
{
_historicalData.Add(reqId, new List <Bar>());
ClientSocket.reqHistoricalData(reqId, contract, string.Empty, duration, barSize, whatToShow.ToString(), (int)rth, 1, keepUpToDate, null);
Notify($"Historical data for symbol {contract.Symbol} requested");
}
