public void HistoryFuturesIntervalTimeframe(string rootSymbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfFuturesFilename(rootSymbol, (int)interval));
m_outfile = null;
int addMonthsToEnd = 6;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(addMonthsToEnd).ToString("yyyyMMdd");
var mcList = GetMonthCodeList(beginDateTime, endDateTime);
string sInterval = ((int)interval).ToString();
foreach (var mYY in mcList)
{
m_symbol = rootSymbol + mYY;
// use mYY and the mYY from 6 months prior to calculate a begin and end date for contract historical data
string mYYplus1 = AddMonths(mYY, 1);
string mYYminus6 = AddMonths(mYY, -6);
string dt1 = GetDateTimeMYY(mYYminus6).ToYYYYMMDD();
string dt2 = GetDateTimeMYY(mYYplus1).ToYYYYMMDD();
HistoryIntervalTimeframe(m_symbol, itype, sInterval, dt1, dt2, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
public void HistoryIntervalTimeframe(string symbol, HistoryIntervalType itype, string interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.ToString("yyyyMMdd");
string sRequest = GetRequestIntervalTimeframe(symbol, itype, interval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
GetData(sRequest);
}
/// <summary>
/// Update / create a bar watch using the information in the form
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
public void SubscribeBars(string symbol, HistoryIntervalType intervalType, int intervalValue, int numberOfDaysBack = 1, string beginFilterTime = "", string endFilterTime = "", DateTime?beginDateTime = null)
{
string sBeginDateTime = "19700101000000"; // 1/1/1970 00:00:00
if (beginDateTime != null)
{
sBeginDateTime = beginDateTime.Value.ToIQString();
}
// the command we need to send to turn on news is wSYMBOL\r\n
string sCommand;
sCommand = String.Format("BW,{0},{1},{2},{3},{4},{5},{6},{7},{8},,{9}\r\n",
symbol,
intervalValue,
sBeginDateTime,
numberOfDaysBack,
this.MaxDatapointsToReceive,
beginFilterTime,
endFilterTime,
this.RequestID,
GetIntervalType(intervalType),
this.UpdateIntervalInSeconds);
SendRequestToIQFeed(sCommand);
}
// Request string for HistoryType.IntervalTimeframe
public string GetRequestIntervalTimeframe(string symbol, HistoryIntervalType itype, string interval, string beginDateTime, string endDateTime, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
string sIntervalType = itype.ToIntervalTypeString(); // interval type: "s" for Time, "v" for Volume, "t" for Tick
string sDirection = string.Format("{0}", (int)direction);
// request in the format:
// HIT,SYMBOL,INTERVAL,BEGINDATE BEGINTIME,ENDDATE ENDTIME,MAXDATAPOINTS,BEGINFILTERTIME,ENDFILTERTIME,DIRECTION,REQUESTID,DATAPOINTSPERSEND,INTERVALTYPE<CR><LF>
return String.Format("HIT,{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10}\r\n", symbol, interval, beginDateTime, endDateTime, maxDatapoints, beginFilterTime, endFilterTime, sDirection, REQUEST_ID, datapointsPerSend, sIntervalType);
}
public static string GetIntervalType(HistoryIntervalType intervalType)
{
string result = "s";
if (intervalType == HistoryIntervalType.Tick)
{
result = "t";
}
else if (intervalType == HistoryIntervalType.Volume)
{
result = "v";
}
return(result);
}
public void HistoryContractIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
m_filename = Folders.df_path(GFile.GetDfContractFilename(symbol, (int)interval));
m_outfile = null;
beginDateTime = beginDateTime ?? EARLIEST_DATE;
endDateTime = endDateTime ?? DateTime.Now.AddMonths(1).ToString("yyyyMMdd");
string sInterval = ((int)interval).ToString();
m_symbol = symbol;
HistoryIntervalTimeframe(m_symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
if (m_outfile != null)
{
m_outfile.Close();
Console.WriteLine("\nOutput to file: {0}\n", m_filename);
}
}
// Request string for HistoryType.IntervalTimeframe
public string GetRequestIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime, string endDateTime, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
return GetRequestIntervalTimeframe(symbol, itype, ((int)interval).ToString(), beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public void HistoryIntervalTimeframe(string symbol, HistoryIntervalType itype, HistoryInterval interval, string beginDateTime = null, string endDateTime = null, HistoryDataDirection direction = HistoryDataDirection.Forward, string datapointsPerSend = "", string maxDatapoints = "", string beginFilterTime = "", string endFilterTime = "")
{
string sInterval = ((int)interval).ToString();
HistoryIntervalTimeframe(symbol, itype, sInterval, beginDateTime, endDateTime, direction, datapointsPerSend, maxDatapoints, beginFilterTime, endFilterTime);
}
public static string ToIntervalTypeString(this HistoryIntervalType itype)
{
return(GetIntervalType(itype));
}
