public HistoricalQuote ProvideQuote(string ticker, string quoteType, DateTime date)
{
HistoricalQuote quote = new HistoricalQuote()
{
Ticker = ticker,
Date = date
};
TWSQuoteObject quoteObject = null;
try
{
if (!Connect())
{
quote.ErrorMessage = "Unable to connect to TWS";
}
else
{
lock (m_quoteMapLock)
{
QuoteType quoteTypeEnum = (QuoteType)Enum.Parse(typeof(QuoteType), quoteType);
int requestId = m_twsUtilities.GetHistoricalData(ticker, quoteTypeEnum, null, date);
if (requestId < 0)
{
quote.ErrorMessage = "Unable to get historical quote";
}
else
{
quoteObject = new TWSQuoteObject(requestId);
m_quoteMap.Add(requestId, quoteObject);
}
}
}
if (quoteObject != null)
{
if (!WaitAny(null, quoteObject.WaitHandle))
{
quote.ErrorMessage = "Request timed out";
}
else
{
quoteObject.FillQuote(quote);
}
}
}
catch (Exception ex)
{
quote.ErrorMessage = ex.Message;
}
return(quote);
}
public void FillQuote(HistoricalQuote quote)
{
if (Quote == null)
{
quote.ErrorMessage = "Internal error: HistoricalDataEventArgs is missing from TWSQuoteObject";
}
else
{
quote.Open = Quote.Open;
quote.Close = Quote.Close;
quote.High = Quote.High;
quote.Low = Quote.Low;
quote.Wap = Quote.WAP;
quote.Volume = Quote.Volume;
quote.ErrorMessage = Quote.ErrorMessage;
}
}
