private void TicksReponseHandler(TicksResponse tick)
{
string timestamp = tick.timeStamp.OriginalValue.ToString(this.fmtpattern);
if (this.writer == null)
{
this.writer = new StreamWriter(filename + ".csv");
writer.WriteLine("symbol,timestamp,last,last_size,total_volume,bid,ask,tick_id,basis,trade_market_center,trace_conditions");
}
writer.WriteLine($"{tick.symbol},{timestamp},{tick.last},{tick.lastSize},{tick.totalVolume},{tick.bid},{tick.ask},{tick.tickID},{tick.basis},{tick.tradeMarketCenter},{tick.tradeConditions}");
}
private void TicksReponseHandler(TicksResponse tick)
{
insertTicks.Parameters["symbol"].Value = tick.symbol;
insertTicks.Parameters["time_stamp"].Value = tick.timeStamp.UtcValue;
insertTicks.Parameters["last"].Value = tick.last;
insertTicks.Parameters["last_size"].Value = tick.lastSize;
insertTicks.Parameters["total_volume"].Value = tick.totalVolume;
insertTicks.Parameters["bid"].Value = tick.bid;
insertTicks.Parameters["ask"].Value = tick.ask;
insertTicks.Parameters["tick_id"].Value = tick.tickID;
insertTicks.Parameters["basis"].Value = tick.basis;
insertTicks.Parameters["trade_market_center"].Value = tick.tradeMarketCenter;
insertTicks.Parameters["trade_conditions"].Value = tick.tradeConditions;
insertTicks.ExecuteNonQuery();
}
private void OnTicksResponse(TicksResponse response)
{
foreach (var tick in response.Ticks)
{
SendOutMessage(new ExecutionMessage
{
TradeId = tick.TradeNo,
ServerTime = tick.TradeTime.ApplyTimeZone(TimeHelper.Moscow),
SecurityId = new SecurityId {
Native = tick.SecId
},
TradePrice = tick.Price,
Volume = tick.Quantity,
OriginSide = tick.BuySell.FromTransaq(),
OpenInterest = tick.OpenInterest,
ExecutionType = ExecutionTypes.Tick,
});
}
}