private void api_LevelOneStreaming(object sender, Axtdaactx.ITDAAPICommEvents_OnL1QuoteEvent e)
{
DateTime DT = new DateTime(1970, 1, 1);
//Axtdaactx.AxTDAL1Quote quote = (Axtdaactx.AxTDAL1Quote)e.quote;
//if (args.FunctionType != AmeritradeBrokerAPI.RequestState.AsyncType.LevelOneStreaming) return;
Tick t = new TickImpl();
/* don't understand the time format provided here
* int date = 0;
* int ttime = 0;
* if (int.TryParse(args.oLevelOneData[0].quotedate, out date))
* t.date = date;
* if (int.TryParse(args.oLevelOneData[0].quotetime, out ttime))
* t.time = ttime;
*/
t.date = Util.ToTLDate(DateTime.Now);
t.time = Util.DT2FT(DateTime.Now);
t.symbol = e.quote.Symbol;
t.bid = Convert.ToDecimal(e.quote.Bid);
t.ask = Convert.ToDecimal(e.quote.Ask);
t.ex = e.quote.Exchange.ToString();
t.trade = Convert.ToDecimal(e.quote.Last);
t.size = Convert.ToInt32(e.quote.LastSize) * 100;
t.bs = Convert.ToInt32(e.quote.BidSize);
t.os = Convert.ToInt32(e.quote.AskSize);
tl.newTick(t);
//debug(t.symbol + " " + t.ltrade + "\n");
}
private void api_LevelOneStreaming(object sender, Axtdaactx.ITDAAPICommEvents_OnL1QuoteEvent e)
{
DateTime DT = new DateTime(1970, 1, 1);
//Axtdaactx.AxTDAL1Quote quote = (Axtdaactx.AxTDAL1Quote)e.quote;
Tick t = new TickImpl();
t.date = Util.ToTLDate(DateTime.Now);
t.time = Util.DT2FT(DateTime.Now);
t.symbol = e.quote.Symbol;
t.bid = Convert.ToDecimal(e.quote.Bid);
t.ask = Convert.ToDecimal(e.quote.Ask);
t.ex = e.quote.Exchange.ToString();
t.trade = Convert.ToDecimal(e.quote.Last);
t.size = !isidx(e.quote.Symbol) ? Convert.ToInt32(e.quote.LastSize) * 100 : -1;
t.bs = Convert.ToInt32(e.quote.BidSize);
t.os = Convert.ToInt32(e.quote.AskSize);
tl.newTick(t);
}