/// <summary>
/// Request historical data. Data will be delivered through the HistoricalDataReceived event.
/// </summary>
/// <returns>An ID uniquely identifying this historical data request. -1 if there was an error.</returns>
public int RequestHistoricalData(HistoricalDataRequest request)
{
if (request == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Historical Data Request Failed: Request cannot be null."));
return(-1);
}
if (request.EndingDate < request.StartingDate)
{
RaiseEvent(Error, this,
new ErrorArgs(-1, "Historical Data Request Failed: Starting date must be after ending date."));
return(-1);
}
if (request.Instrument == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Historical Data Request Failed: Instrument cannot be null."));
return(-1);
}
if (!ClientRunningAndIsConnected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not request historical data - not connected."));
return(-1);
}
if (!request.RTHOnly && request.Frequency >= BarSize.OneDay &&
request.DataLocation != DataLocation.ExternalOnly)
{
RaiseEvent(
Error,
this,
new ErrorArgs(
-1,
"Warning: Requesting low-frequency data outside RTH should be done with DataLocation = ExternalOnly, data from local storage will be incorrect."));
}
request.RequestID = Interlocked.Increment(ref requestCount);
lock (pendingHistoricalRequestsLock)
{
PendingHistoricalRequests.Add(request);
}
historicalDataRequests.Enqueue(request);
return(request.RequestID);
}
/// <summary>
/// Request historical data. Data will be delivered through the HistoricalDataReceived event.
/// </summary>
/// <returns>An ID uniquely identifying this historical data request. -1 if there was an error.</returns>
public int RequestHistoricalData(HistoricalDataRequest request)
{
//make sure the request is valid
if (request.EndingDate < request.StartingDate)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Historical Data Request Failed: Starting date must be after ending date."));
return(-1);
}
if (request.Instrument == null)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Historical Data Request Failed: null Instrument."));
return(-1);
}
if (!Connected)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Could not request historical data - not connected."));
return(-1);
}
if (!request.RTHOnly && request.Frequency >= BarSize.OneDay && request.DataLocation != DataLocation.ExternalOnly)
{
RaiseEvent(Error, this, new ErrorArgs(-1, "Warning: Requesting low-frequency data outside RTH should be done with DataLocation = ExternalOnly, data from local storage will be incorrect."));
}
request.RequestID = _requestCount++;
lock (_pendingHistoricalRequestsLock)
{
PendingHistoricalRequests.Add(request);
}
_historicalDataRequests.Enqueue(request);
return(request.RequestID);
}