private void processMessage(Message msg)
{
Element data = msg.GetElement(BAR_DATA).GetElement(BAR_TICK_DATA);
int numBars = data.NumValues;
System.Console.WriteLine("Response contains " + numBars + " bars");
System.Console.WriteLine("Datetime\t\tOpen\t\tHigh\t\tLow\t\tClose" +
"\t\tNumEvents\tVolume");
for (int i = 0; i < numBars; ++i)
{
Element bar = data.GetValueAsElement(i);
Datetime time = bar.GetElementAsDate(TIME);
double open = bar.GetElementAsFloat64(OPEN);
double high = bar.GetElementAsFloat64(HIGH);
double low = bar.GetElementAsFloat64(LOW);
double close = bar.GetElementAsFloat64(CLOSE);
int numEvents = bar.GetElementAsInt32(NUM_EVENTS);
long volume = bar.GetElementAsInt64(VOLUME);
System.DateTime sysDatetime = time.ToSystemDateTime();
System.Console.WriteLine(
sysDatetime.ToString("s") + "\t" +
open.ToString("C") + "\t\t" +
high.ToString("C") + "\t\t" +
low.ToString("C") + "\t\t" +
close.ToString("C") + "\t\t" +
numEvents + "\t\t" +
volume);
}
}
private void processMessage(Message msg)
{
Element data = msg.GetElement(TICK_DATA).GetElement(TICK_DATA);;
int numItems = data.NumValues;
System.Console.WriteLine("TIME\t\t\tTYPE\tVALUE\t\tSIZE\tCC");
System.Console.WriteLine("----\t\t\t----\t-----\t\t----\t--");
for (int i = 0; i < numItems; ++i)
{
Element item = data.GetValueAsElement(i);
Datetime time = item.GetElementAsDate(TIME);
string type = item.GetElementAsString(TYPE);
double value = item.GetElementAsFloat64(VALUE);
int size = item.GetElementAsInt32(SIZE);
string cc = "";
if (item.HasElement(COND_CODE))
{
cc = item.GetElementAsString(COND_CODE);
}
System.DateTime sysDatetime =
new System.DateTime(time.Year, time.Month, time.DayOfMonth,
time.Hour, time.Minute, time.Second, time.MilliSecond);
System.Console.WriteLine(
sysDatetime.ToString("s") + "\t" +
type + "\t" +
value.ToString("C") + "\t\t" +
size + "\t" +
cc);
}
}