/// <inheritdoc /> public void Ingest(QuoteTick tick) { var keyBidPrices = KeyProvider.GetPricesKey(tick.Symbol, PriceType.Bid); var keyAskPrices = KeyProvider.GetPricesKey(tick.Symbol, PriceType.Ask); var keyBidSizes = KeyProvider.GetSizesKey(tick.Symbol, PriceType.Bid); var keyAskSizes = KeyProvider.GetSizesKey(tick.Symbol, PriceType.Ask); this.CheckPricesTimeSeries(keyBidPrices, tick.Symbol, PriceType.Bid); this.CheckPricesTimeSeries(keyAskPrices, tick.Symbol, PriceType.Ask); this.CheckSizesTimeSeries(keyBidSizes, tick.Symbol, PriceType.Bid); this.CheckSizesTimeSeries(keyAskSizes, tick.Symbol, PriceType.Ask); var timestamp = new TimeStamp(tick.Timestamp.ToInstant().ToUnixTimeMilliseconds()); IReadOnlyCollection <(string, TimeStamp, double)> input = new (string, TimeStamp, double)[]