/// <summary>
/// Initializes a new instance of the <see cref="SubscriptionRequest"/> class
/// </summary>
public SubscriptionRequest(bool isUniverseSubscription,
Universe universe,
Security security,
SubscriptionDataConfig configuration,
DateTime startTimeUtc,
DateTime endTimeUtc)
: base(startTimeUtc, endTimeUtc, security.Exchange.Hours, configuration.TickType)
{
IsUniverseSubscription = isUniverseSubscription;
Universe = universe;
Security = security;
Configuration = configuration;
// open interest data comes in once a day before market open,
// make the subscription start from midnight and use always open exchange
if (Configuration.TickType == TickType.OpenInterest)
{
StartTimeUtc = StartTimeUtc.ConvertFromUtc(ExchangeHours.TimeZone).Date.ConvertToUtc(ExchangeHours.TimeZone);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="SubscriptionRequest"/> class
/// </summary>
public SubscriptionRequest(bool isUniverseSubscription,
Universe universe,
Security security,
SubscriptionDataConfig configuration,
DateTime startTimeUtc,
DateTime endTimeUtc)
{
IsUniverseSubscription = isUniverseSubscription;
Universe = universe;
Security = security;
Configuration = configuration;
// open interest data comes in once a day before market open,
// make the subscription start from midnight
StartTimeUtc = configuration.TickType == TickType.OpenInterest ?
startTimeUtc.ConvertFromUtc(Configuration.ExchangeTimeZone).Date.ConvertToUtc(Configuration.ExchangeTimeZone) :
startTimeUtc;
EndTimeUtc = endTimeUtc;
_localStartTime = new Lazy <DateTime>(() => StartTimeUtc.ConvertFromUtc(Configuration.ExchangeTimeZone));
_localEndTime = new Lazy <DateTime>(() => EndTimeUtc.ConvertFromUtc(Configuration.ExchangeTimeZone));
}