void PairBarsEnumeration()
{
var startTime = DateTime.Parse("3/3/2016 13:30:00", CultureInfo.InvariantCulture);
var endTime = DateTime.Parse("3/3/2016 14:00:00", CultureInfo.InvariantCulture);
var bars = new PairBars(this.Feed, "EURUSD", BarPeriod.S1, startTime, endTime, 1024);
var bidsVolume = 0D;
var asksVolume = 0D;
foreach (var element in bars)
{
if (element.Bid != null)
{
bidsVolume += element.Bid.Volume;
}
if (element.Ask != null)
{
asksVolume += element.Ask.Volume;
}
}
Console.WriteLine("PairBarsEnumeration(): bids volume = {0}, asks volume = {1}", bidsVolume, asksVolume);
}
void GetQuotes(DataFeed feed, string symbol)
{
this.CheckCancel();
this.Log("Getting quotes for {0}", symbol);
var bars = new PairBars(feed, symbol, BarPeriod.S1, timeStamp, -1);
foreach (var element in bars)
{
if ((null != element.Bid) && (null != element.Ask))
{
var entry = new FullSymbolEntry(symbol)
{
Bid = element.Bid.Close,
Ask = element.Ask.Close,
};
this.quotes.Add(entry);
this.Log("Quotes for symbol {0} have been got: {1}/{2}", symbol, entry.Bid, entry.Ask);
}
else
{
this.Log("Quotes for symbol {0} are not available", symbol);
}
break;
}
}
public PairBar[] GetPairBars(string symbol, BarPeriod period, DateTime startTime, int barsNumber)
{
try
{
var bids = this.GetBars(symbol, PriceType.Bid, period, startTime, barsNumber);
var asks = this.GetBars(symbol, PriceType.Ask, period, startTime, barsNumber);
var bars = new PairBars(bids, asks, barsNumber >= 0);
var result = bars.ToArray();
return(result);
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetPairBars", ex);
}
}
void PairBarsEnumeration()
{
var startTime = DateTime.Parse("2/1/2012 13:30:00", CultureInfo.InvariantCulture);
var endTime = DateTime.Parse("2/1/2012 14:00:00", CultureInfo.InvariantCulture);
var bars = new PairBars(this.Feed, "EURUSD", BarPeriod.S1, startTime, endTime, 1024);
var bidsVolume = 0D;
var asksVolume = 0D;
foreach (var element in bars)
{
if (element.Bid != null)
bidsVolume += element.Bid.Volume;
if (element.Ask != null)
asksVolume += element.Ask.Volume;
}
Console.WriteLine("PairBarsEnumeration(): bids volume = {0}, asks volume = {1}", bidsVolume, asksVolume);
}
void GetQuotes(DataFeed feed, string symbol)
{
this.CheckCancel();
this.Log("Getting quotes for {0}", symbol);
var bars = new PairBars(feed, symbol, BarPeriod.S1, timeStamp, -1);
foreach (var element in bars)
{
if ((null != element.Bid) && (null != element.Ask))
{
var entry = new FullSymbolEntry(symbol)
{
Bid = element.Bid.Close,
Ask = element.Ask.Close,
};
this.quotes.Add(entry);
this.Log("Quotes for symbol {0} have been got: {1}/{2}", symbol, entry.Bid, entry.Ask);
}
else
{
this.Log("Quotes for symbol {0} are not available", symbol);
}
break;
}
}
public PairBar[] GetPairBars(string symbol, BarPeriod period, DateTime startTime, int barsNumber)
{
try
{
var bids = this.GetBars(symbol, PriceType.Bid, period, startTime, barsNumber);
var asks = this.GetBars(symbol, PriceType.Ask, period, startTime, barsNumber);
var bars = new PairBars(bids, asks);
var result = bars.ToArray();
return result;
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetPairBars", ex);
}
}
