private void startSymbol()
{
string sSymbol;
Instrument instrument = null;
if (bSymbolsDone)
{
// do nothing
}
else
{
if (!bAbort && sdr.Read())
{
sSymbol = sdr.GetString(0); // get next symbol in list
cntSymbols++;
try {
instrument = new Instrument(sSymbol, st);
instrument.Currency = "USD";
instrument.SecurityExchange = "SMART";
//instrument.Exchange = "SMART";
FIXSecurityAltIDGroup altid;
altid = new FIXSecurityAltIDGroup();
altid.SecurityAltID = sSymbol;
altid.SecurityAltIDSource = "IB";
instrument.AddGroup(altid);
altid = null;
altid = new FIXSecurityAltIDGroup();
altid.SecurityAltID = sSymbol;
altid.SecurityAltIDSource = "IQFeed";
instrument.AddGroup(altid);
altid = null;
instrument.Save();
}
catch {
//Console.WriteLine( "Caught: Symbol {0} already exists", sSymbol );
instrument = InstrumentManager.Instruments[sSymbol];
}
Console.WriteLine("Starting {0}, {1}", sSymbol, cntSymbols);
//Console.WriteLine("Starting {0}, {1} {2} {3}", sSymbol, cntSymbols, hs.intUseCount, hs.intPlaceInQ);
if (bTick)
{
Send(sSymbol, "Trade", instrument, "HT," + sSymbol + "," + cntTick + ";", cntTick);
}
if (b1min)
{
Send(sSymbol, "Bar", instrument, "HM," + sSymbol + "," + cnt1min + ",1;", 60, cnt1min);
}
if (b3min)
{
Send(sSymbol, "Bar", instrument, "HM," + sSymbol + "," + cnt3min + ",3;", 180, cnt3min);
}
if (b10min)
{
Send(sSymbol, "Bar", instrument, "HM," + sSymbol + "," + cnt10min + ",10;", 600, cnt10min);
}
if (b30min)
{
Send(sSymbol, "Bar", instrument, "HM," + sSymbol + "," + cnt30min + ",30;", 1800, cnt30min);
}
if (b2hr)
{
Send(sSymbol, "Bar", instrument, "HM," + sSymbol + "," + cnt2hr + ",120;", 7200, cnt2hr);
}
if (bDaily)
{
//Console.WriteLine( "Starting {0}, {1} {2} {3}", sSymbol, cntSymbols, hs.intUseCount, hs.intPlaceInQ );
Send(sSymbol, "Daily", instrument, "HD," + sSymbol + "," + cntDaily + ";", cntDaily);
}
}
else
{
Console.WriteLine("All {0} symbols requested", cntSymbols);
bSymbolsDone = true;
sdr.Close();
db.Close();
}
}
}