private void ReadRealTimeBars(IBSocket socket)
{
var requestId = socket.ReadInt();
var time = socket.ReadLongDateTime();
var open = socket.ReadDecimal();
var high = socket.ReadDecimal();
var low = socket.ReadDecimal();
var close = socket.ReadDecimal();
var volume = socket.ReadLong();
var wap = socket.ReadDecimal();
var count = socket.ReadInt();
SendOutMessage(new TimeFrameCandleMessage
{
OpenPrice = open,
HighPrice = high,
LowPrice = low,
ClosePrice = close,
TotalVolume = volume,
OpenTime = time,
CloseVolume = count,
SecurityId = GetSecurityId(requestId),
OriginalTransactionId = requestId,
});
//realTimeBar(reqId, time, open, high, low, close, volume, wap, count);
}