/// <summary>
/// Gets the historic trades for a symbol.
/// </summary>
/// <param name="startTimeStamp">If using the last timestamp, that timestamp will be returned</param>
public static List <Trade> GetHistoricTrades(string symbol, int year, int month, int day, int limit = -1, long startTimeStamp = -1, long endTimeStampLimit = -1)
{
List <Trade> result = new List <Trade>();
// symbol is case sensitive
symbol = symbol.ToUpper();
NameValueCollection qs = new NameValueCollection();
qs.Add("apiKey", Config.Key);
if (limit != -1)
{
qs.Add("limit", limit.ToString());
}
if (startTimeStamp != -1)
{
qs.Add("timestamp", startTimeStamp.ToString());
}
if (endTimeStampLimit != -1)
{
qs.Add("timestampLimit", endTimeStampLimit.ToString());
}
string url = String.Format("https://api.polygon.io/v2/ticks/stocks/trades/{0}/{1}-{2}-{3}?{4}", symbol, year, month.ToString("D2"), day.ToString("D2"), UC.NameValueCollectionToString(qs));
string payload = UC.DownloadStringAsync(url);
var obj = JSON.DeserializeDynamic(payload);
for (int n = 0; n < obj["results"].Count; n++)
{
Trade t = new Trade();
var resultItem = obj["results"][n];
if (resultItem.ContainsKey("c"))
{
for (int m = 0; m < resultItem["c"].Count; m++)
{
t.Conditions += resultItem["c"][m].ToString() + (m == resultItem["c"].Count - 1 ? "" : ",");
}
}
else
{
t.Conditions = "";
}
t.ExchangeId = (int)resultItem["x"];
t.Price = (decimal)resultItem["p"];
if (resultItem.ContainsKey("z"))
{
t.Tape = (int)resultItem["z"];
}
t.Timestamp = (long)resultItem["t"];
t.Volume = (int)obj["results"][n]["s"];
result.Add(t);
}
result = result.OrderBy(t => t.Timestamp).ToList();
return(result);
}
