// Request string for HistoryType.TickDatapoints
public string GetRequestTickDatapoints(string symbol, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "")
{
string sDirection = string.Format("{0}", (int)direction);
// request in the format:
// HTX,SYMBOL,NUMDATAPOINTS,DIRECTION,REQUESTID,DATAPOINTSPERSEND<CR><LF>
return String.Format("HTX,{0},{1},{2},{3},{4}\r\n", symbol, maxDatapoints, sDirection, REQUEST_ID, datapointsPerSend);
}
// Request string for HistoryType.IntervalTimeframe
public string GetRequestIntervalTimeframe(string symbol, HistoryIntervalType itype, string interval, string beginDateTime, string endDateTime, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
string sIntervalType = itype.ToIntervalTypeString(); // interval type: "s" for Time, "v" for Volume, "t" for Tick
string sDirection = string.Format("{0}", (int)direction);
// request in the format:
// HIT,SYMBOL,INTERVAL,BEGINDATE BEGINTIME,ENDDATE ENDTIME,MAXDATAPOINTS,BEGINFILTERTIME,ENDFILTERTIME,DIRECTION,REQUESTID,DATAPOINTSPERSEND,INTERVALTYPE<CR><LF>
return String.Format("HIT,{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10}\r\n", symbol, interval, beginDateTime, endDateTime, maxDatapoints, beginFilterTime, endFilterTime, sDirection, REQUEST_ID, datapointsPerSend, sIntervalType);
}
// Request string for HistoryType.IntervalTimeframe
public string GetRequestIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime, string endDateTime, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
return GetRequestIntervalTimeframe(symbol, itype, ((int)interval).ToString(), beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public void HistoryIntervalTimeframe(string symbol, HistoryIntervalType itype, string interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.ToString("yyyyMMdd");
string sRequest = GetRequestIntervalTimeframe(symbol, itype, interval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
GetData(sRequest);
}
public void HistoryIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
string sInterval = ((int)interval).ToString();
HistoryIntervalTimeframe(symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public void HistoryTickDatapoints(string symbol, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "")
{
string sRequest = GetRequestTickDatapoints(symbol, direction, datapointsPerSend, maxDatapoints);
GetData(sRequest);
}
public void HistoryFuturesIntervalTimeframe(string rootSymbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfFuturesFilename(rootSymbol, (int)interval));
m_outfile = null;
int addMonthsToEnd = 6;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(addMonthsToEnd).ToString("yyyyMMdd");
var mcList = GetMonthCodeList(beginDateTime, endDateTime);
string sInterval = ((int)interval).ToString();
foreach (var mYY in mcList)
{
m_symbol = rootSymbol + mYY;
// use mYY and the mYY from 6 months prior to calculate a begin and end date for contract historical data
string mYYplus1 = AddMonths(mYY, 1);
string mYYminus6 = AddMonths(mYY, -6);
string dt1 = GetDateTimeMYY(mYYminus6).ToYYYYMMDD();
string dt2 = GetDateTimeMYY(mYYplus1).ToYYYYMMDD();
HistoryIntervalTimeframe(m_symbol, itype, sInterval, dt1, dt2, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
public void HistoryContractIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfContractFilename(symbol, (int)interval));
m_outfile = null;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(1).ToString("yyyyMMdd");
string sInterval = ((int)interval).ToString();
m_symbol = symbol;
HistoryIntervalTimeframe(m_symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
