Пример #1
0
        public void HistoricDataReceived(object sender, EventArgs e)
        {
            lock (locker)
            {
                MarketDataEventArg marketData = ((MarketDataEventArg)e);
                _mktData.CombineWith(marketData.data);
                _completeCounter--;
            }

            if (_completeCounter == 0)
            {
                complete = true;
                session.DetachHandler(mHandler);

                foreach (KeyValuePair <DateTime, Tick> KVP in _mktData.Data)
                {
                    KVP.Value.Symbol = Symbol;
                }
            }
        }