/// <summary>
/// Sends Historical bar data request to Market Data Server
/// </summary>
/// <param name="security">Contains symbol information</param>
/// <param name="barDetail">Contains parameter information for the historical bars to be fetched</param>
/// <param name="providerName">Name of the provider on which to subscribe</param>
public void SubscribeHistoricalData(Security security, HistoricalBarParameters barDetail, string providerName)
{
// Create bar subscription message
HistoricDataRequest subscribe =
SubscriptionMessage.HistoricDataSubscription(_idGenerator.NextHistoricalDataId(), security,
barDetail.StartDate, barDetail.EndDate, barDetail.Interval, barDetail.Type, providerName);
_historicalDataService.Subscribe(subscribe);
}
/// <summary>
/// Sends request to retrieve historical bar data
/// </summary>
/// <param name="id">Unique ID to distinguish the request</param>
/// <param name="security">Contains symbol information</param>
/// <param name="startTime">Time from which to start the historical bar data</param>
/// <param name="endTime">Time at which the historical bar data should end</param>
/// <param name="interval">Bar interval</param>
private void RequestHistoricalBarData(string id, Security security, DateTime startTime, DateTime endTime, uint interval)
{
// Create Historical Bar request message
HistoricDataRequest historicBarDataRequest = SubscriptionMessage.HistoricDataSubscription(id, security,
startTime, endTime, interval, BarPriceType.LAST, _historicalDataProvider);
// Send historical bar request
this.Subscribe(historicBarDataRequest);
}