public void startInstrumentLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e) { if (e.Status.IsSuccess) { foreach (string dbTicker in dbTickerList) { ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker); if (currentTicker.marketKey == "CME") { mkey = MarketKey.Cme; } else if (currentTicker.marketKey == "ICE_IPE") { mkey = MarketKey.Ice; } if (currentTicker.productType == "FUTURE") { ptype = ProductType.Future; } else if (currentTicker.productType == "SPREAD") { ptype = ProductType.Spread; } InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey); Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey); for (int i = 0; i < ilsUpdateList.Count; i++) { Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]); } IlsDictionary.Add(IKey, Ils); Ils.Start(); } } else { Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage); Dispose(); } }
public void StartASEEventChain() { int TagValue = 1; foreach (string dbTicker in DbTickerList) { ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker); if (currentTicker.marketKey == "CME") { mkey = MarketKey.Cme; } else if (currentTicker.marketKey == "ICE_IPE") { mkey = MarketKey.Ice; } if (currentTicker.productType == "FUTURE") { ptype = ProductType.Future; } else if (currentTicker.productType == "SPREAD") { ptype = ProductType.Spread; } InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey); Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey); Ils.Tag = TagValue; SpreadLegKeys.Add(TagValue, null); TagValue++; Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader); IlsDictionary.Add(IKey, Ils); Ils.Start(); } }