//! [historicaltickslast]
//! [tickbytickalllast]
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size,
TickAttribLast tickAttribLast, string exchange, string specialConditions)
{
Console.WriteLine(
"Tick-By-Tick. Request Id: {0}, TickType: {1}, Time: {2}, Price: {3}, Size: {4}, Exchange: {5}, Special Conditions: {6}, PastLimit: {7}, Unreported: {8}",
reqId, tickType == 1 ? "Last" : "AllLast",
IBApi.Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), price, size, exchange, specialConditions,
tickAttribLast.PastLimit, tickAttribLast.Unreported);
}
public HistoricalTickLastMessage(int reqId, long time, TickAttribLast tickAttribLast, double price, long size, string exchange, string specialConditions)
{
ReqId = reqId;
Time = time;
TickAttribLast = tickAttribLast;
Price = price;
Size = size;
Exchange = exchange;
SpecialConditions = specialConditions;
}
public TickByTickAllLastMessage(int reqId, int tickType, long time, double price, long size, TickAttribLast tickAttribLast, string exchange, string specialConditions)
{
ReqId = reqId;
TickType = tickType;
Time = time;
Price = price;
Size = size;
TickAttribLast = tickAttribLast;
Exchange = exchange;
SpecialConditions = specialConditions;
}
/// <inheritdoc/>
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions)
{
throw new NotImplementedException();
}
void EWrapper.tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions)
{
var tmp = tickByTickAllLast;
if (tmp != null)
{
FireEvent(t => tmp(new TickByTickAllLastMessage(reqId, tickType, time, price, size, tickAttribLast, exchange, specialConditions)), null);
}
}
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions)
{
}
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions)
{
TickByTickAllLast?.Invoke(new TickByTickAllLastMessage(reqId, tickType, time, price, size, tickAttriblast, exchange, specialConditions));
}
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttriblast, string exchange, string specialConditions)
{
var security = GetRequestSecurity(reqId);
if (security == null)
{
return;
}
DateTime dt = time.FromIbkrTimeFormat();
security.LastTrade = price.ToDecimal();
OnLiveQuoteReceived(security, LiveQuoteType.Trade, dt, price.ToDecimal(), size);
}
