//Market Data
public void reqMktData(int tickerId, Contract contract, string genericTickList, bool snapshot, List <TagValue> mktDataOptions)
{
int barId = _db.getBarDataId(contract.ConId, _barType, _minBarSize, _source);
loadMktData(barId, _minBarSize);
if (snapshot)
{
Bar bar = _mktData[barId][_currMktIndices[barId]];
_wrapper.tickPrice(tickerId, 1, bar.close, 1);
_wrapper.tickPrice(tickerId, 2, bar.close, 1);
_wrapper.tickPrice(tickerId, 4, bar.close, 1);
_wrapper.tickPrice(tickerId, 6, bar.high, 0);
_wrapper.tickPrice(tickerId, 7, bar.low, 0);
_wrapper.tickPrice(tickerId, 9, bar.close, 1);
}
else
{
lock (_lock)
{
_tickTickerMap.Add(tickerId, barId);
if (_contractBarMap.ContainsKey(contract.ConId))
{
_contractBarMap[contract.ConId] = barId;
}
else
{
_contractBarMap.Add(contract.ConId, barId);
}
if (!_mktTimeZoneMap.ContainsKey(barId))
{
ContractDetails details = _db.getContractDetails(contract);
_mktTimeZoneMap.Add(barId, Strategy.mapDotNetTimeZone(details.TimeZoneId));
_barSlippageMap.Add(barId, _slippage * details.MinTick);
}
}
}
}
