/* ---------------------------------------------------------------- */ public override void TimeBar(TimeBarInfo oInfo) { StringBuilder sb = new StringBuilder(); oInfo.Dump(sb); debug(sb); }
/* ---------------------------------------------------------------- */ public override void TimeBar(TimeBarInfo oInfo) { StringBuilder sb = new StringBuilder(); oInfo.Dump(sb); Console.Out.Write(sb); }
private void SessionHolderOnTimeBar(TimeBarInfo info) { SendOutMessage(new TimeFrameCandleMessage { SecurityId = new SecurityId { SecurityCode = info.Symbol, BoardCode = info.Exchange }, OriginalTransactionId = (long?)info.Context ?? 0, OpenPrice = info.OpenPrice.ToDecimal() ?? 0, OpenVolume = info.OpenSize, HighPrice = info.HighPrice.ToDecimal() ?? 0, HighVolume = info.HighVolume, LowPrice = info.LowPrice.ToDecimal() ?? 0, LowVolume = info.LowVolume, ClosePrice = info.ClosePrice.ToDecimal() ?? 0, CloseVolume = info.CloseSize, CloseTime = RithmicUtils.ToTime(info.Ssboe), TotalTicks = info.NumTrades, UpTicks = info.HighNumTrades, DownTicks = info.LowNumTrades }); }
public override void TimeBar(TimeBarInfo info) { _client.TimeBar.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info); }