/// <summary>
/// Create Trade Tick from TickMessage
/// </summary>
/// <param name="timestamp"></param>
/// <param name="symbol"></param>
/// <param name="tick"></param>
/// <returns>Trade Tick</returns>
private static Tick CreateTradeTick(DateTime timestamp, Symbol symbol, ITickMessage tick)
{
return(new Tick(
timestamp,
symbol,
tick.TradeConditions,
tick.TradeMarketCenter.ToStringInvariant(),
tick.LastSize,
(decimal)tick.Last
));
}
/// <summary>
/// Create Quote Tick from TickMessage
/// </summary>
/// <param name="timestamp"></param>
/// <param name="symbol"></param>
/// <param name="tick"></param>
/// <returns>Quote Tick</returns>
private static Tick CreateQuoteTick(DateTime timestamp, Symbol symbol, ITickMessage tick)
{
return(new Tick(
timestamp,
symbol,
tick.TradeConditions,
tick.TradeMarketCenter.ToStringInvariant(),
0, // not provided by IQFeed on history
(decimal)tick.Bid,
0, // not provided by IQFeed on history
(decimal)tick.Ask
));
}