/// <inheritdoc />
public void Ingest(QuoteTick tick)
{
var keyBidPrices = KeyProvider.GetPricesKey(tick.Symbol, PriceType.Bid);
var keyAskPrices = KeyProvider.GetPricesKey(tick.Symbol, PriceType.Ask);
var keyBidSizes = KeyProvider.GetSizesKey(tick.Symbol, PriceType.Bid);
var keyAskSizes = KeyProvider.GetSizesKey(tick.Symbol, PriceType.Ask);
this.CheckPricesTimeSeries(keyBidPrices, tick.Symbol, PriceType.Bid);
this.CheckPricesTimeSeries(keyAskPrices, tick.Symbol, PriceType.Ask);
this.CheckSizesTimeSeries(keyBidSizes, tick.Symbol, PriceType.Bid);
this.CheckSizesTimeSeries(keyAskSizes, tick.Symbol, PriceType.Ask);
var timestamp = new TimeStamp(tick.Timestamp.ToInstant().ToUnixTimeMilliseconds());
IReadOnlyCollection <(string, TimeStamp, double)> input = new (string, TimeStamp, double)[]