protected virtual void OnLevel1FundamentalEvent(Level1FundamentalEventArgs e)
{
if (Level1FundamentalEvent != null)
{
Level1FundamentalEvent(this, e);
}
}
private void OnLevel1FundamentalEvent(object sender, Level1FundamentalEventArgs e)
{
// handle split data, they're only valid today, they'll show up around 4:45am EST
if (e.SplitDate1.Date == DateTime.Today && DateTime.Now.TimeOfDay.TotalHours <= 8) // they will always be sent premarket
{
// get the last price, if it doesn't exist then we'll just issue the split claiming the price was zero
// this should (ideally) never happen, but sending this without the price is much better then not sending
// it at all
double referencePrice;
_prices.TryGetValue(e.Symbol, out referencePrice);
var sid = SecurityIdentifier.GenerateEquity(e.Symbol, Market.USA);
var split = new Split(new Symbol(sid, e.Symbol), FeedTime, (decimal)referencePrice, (decimal)e.SplitFactor1);
_dataQueue.Add(split);
}
}