public bool InsertTickData(string symbol, TickDataType type, DateTime date, double price, double size, string conditionCodes, string exchangeCodes)
{
if (!getSQLconnection())
{
return false;
}
else
{
int SymbolID = GetSymbolID(symbol);
if (SymbolID <= 0)
{
SymbolID = InsertSymbol(symbol);
}
byte fieldType;
switch (type)
{
case TickDataType.TRADE:
fieldType = 0;
break;
case TickDataType.ASK:
fieldType = 1;
break;
case TickDataType.BID:
fieldType = 2;
break;
default:
return false;
}
SqlCommand cmd = cn.CreateCommand();
cmd.CommandType = CommandType.StoredProcedure;
cmd.CommandText = "InsertTickData";
SqlParameter SymbolPrm = new SqlParameter("@SymbolID", SqlDbType.SmallInt);
SymbolPrm.Value = SymbolID;
cmd.Parameters.Add(SymbolPrm);
SqlParameter pFldType = new SqlParameter("@FldType", SqlDbType.TinyInt);
pFldType.Value = fieldType;
cmd.Parameters.Add(pFldType);
SqlParameter DatePrm = new SqlParameter("@Date", SqlDbType.DateTime2);
DatePrm.Value = date;
cmd.Parameters.Add(DatePrm);
SqlParameter pPrice = new SqlParameter("@Price", SqlDbType.Real);
pPrice.Value = price;
cmd.Parameters.Add(pPrice);
SqlParameter pSize = new SqlParameter("@Size", SqlDbType.Real);
pSize.Value = size;
cmd.Parameters.Add(pSize);
SqlParameter pCondCode = new SqlParameter("@CondCode", SqlDbType.VarChar);
if (conditionCodes == string.Empty)
pCondCode.Value = DBNull.Value;
else
pCondCode.Value = conditionCodes;
cmd.Parameters.Add(pCondCode);
SqlParameter pExchgCode = new SqlParameter("@ExchgCode", SqlDbType.VarChar);
if (exchangeCodes == string.Empty)
pExchgCode.Value = DBNull.Value;
else
pExchgCode.Value = exchangeCodes;
cmd.Parameters.Add(pExchgCode);
cn.Open();
cmd.ExecuteNonQuery();
cn.Close();
}
return true;
}
/// <summary>
/// Gets the tick data.
/// </summary>
/// <param name="apiUrl">The API URL.</param>
/// <param name="accountID">The account identifier.</param>
/// <param name="accessToken">The access token.</param>
/// <param name="symbol">The symbol.</param>
/// <param name="tickDataType">Type of the tick data.</param>
/// <param name="date">The date.</param>
/// <param name="hourFrom">The hour from.</param>
/// <param name="minuteFrom">The minute from.</param>
/// <param name="secondFrom">The second from.</param>
/// <param name="hourTo">The hour to.</param>
/// <param name="minuteTo">The minute to.</param>
/// <param name="secondTo">The second to.</param>
/// <returns></returns>
public static List <TickData> GetTickData(string apiUrl, string accountID, string accessToken, string symbol, TickDataType tickDataType, DateTime date, int hourFrom, int minuteFrom, int secondFrom, int hourTo, int minuteTo, int secondTo)
{
string tickDataTypeString = string.Empty;
switch (tickDataType)
{
case TickDataType.Bid:
tickDataTypeString = "bid";
break;
case TickDataType.Ask:
tickDataTypeString = "ask";
break;
}
string dateString = String.Format("{0:0000}", date.Year) + String.Format("{0:00}", date.Month) + String.Format("{0:00}", date.Day);
string timeFrom = String.Format("{0:00}", hourFrom) + String.Format("{0:00}", minuteFrom) + String.Format("{0:00}", secondFrom);
string timeTo = String.Format("{0:00}", hourTo) + String.Format("{0:00}", minuteTo) + String.Format("{0:00}", secondTo);
var client = new RestClient(apiUrl);
var request = new RestRequest(@"connect/tradingaccounts/" + accountID + "/symbols/" + symbol + "/" + tickDataTypeString + "/?oauth_token=" + accessToken + "&date=" + dateString + "&from=" + timeFrom + "&to=" + timeTo);
var responseTickDataBid = client.Execute <TickData>(request);
return(JsonConvert.DeserializeObject <List <TickData> >((JObject.Parse(responseTickDataBid.Content)["data"]).ToString()));
}
