/// <summary> /// HTD - Retrieves ticks for the previous [Days] days for the specified [Symbol]. /// </summary> /// <param name="symbol"></param> /// <param name="days"></param> /// <param name="maxDatapoints"></param> /// <param name="beginFilterTime"></param> /// <param name="endFilterTime"></param> /// <param name="dataDirection"></param> /// <param name="requestId"></param> /// <param name="datapointsPerSend"></param> /// <returns></returns> public Task <IEnumerable <TickMessage> > GetHistoryTickDaysAsync(string symbol, int days, int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null) { var request = _historicalRequestFormatter.ReqHistoryTickDays(symbol, days, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend); return(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _historicalMessageHandler.GetTickMessages) : GetMessagesAsync(request, _historicalMessageHandler.GetTickMessagesWithRequestId)); }
public Task <string> GetHistoryTickDaysAsync(string symbol, int days, int?maxDatapoints = null, TimeSpan?beginFilterTime = null, TimeSpan?endFilterTime = null, DataDirection?dataDirection = null, string requestId = null, int?datapointsPerSend = null) { var request = _historicalRequestFormatter.ReqHistoryTickDays(symbol, days, maxDatapoints, beginFilterTime, endFilterTime, dataDirection, requestId, datapointsPerSend); return(_lookupMessageFileHandler.GetFilenameAsync(request)); }
public void ReqHistoryTickDays() { var request = _historicalRequestFormatter.ReqHistoryTickDays("aapl", 180, 2000, new TimeSpan(9, 30, 00), new TimeSpan(16, 00, 00), 0, "TEST", 500); Assert.AreEqual(request, "HTD,AAPL,180,2000,093000,160000,0,TEST,500\r\n"); }