//! [tickprice]
public virtual void tickPrice(int tickerId, int field, double price, TickAttrib attribs)
{
// Console.WriteLine("Tick Priceeee. Ticker Id:"+tickerId+", Field: "+field+", Price: "+price+", CanAutoExecute: "+attribs.CanAutoExecute +
// ", PastLimit: " + attribs.PastLimit + ", PreOpen: " + attribs.PreOpen);
if ((field == 4) || (field == 68))
{
mkt_price = price; // tickType 4 is last, ticktype 68 is delayed last
}
if (field == 2)
{
ask_price = price; // check TickType.cs; type 2 is ask; type 1 is bid
}
if (field == 1)
{
bid_price = price;
}
}
public virtual void tickPrice(int tickerId, int field, double price, TickAttrib attribs)
{
}
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttrib attribs)
{
}
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttrib attribs, string exchange, string specialConditions)
{
}
//! [tickbytickalllast]
//! [tickbytickbidask]
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttrib attribs)
{
Console.WriteLine("Tick-By-Tick. Request Id: {0}, TickType: BidAsk, Time: {1}, BidPrice: {2}, AskPrice: {3}, BidSize: {4}, AskSize: {5}, BidPastLow: {6}, AskPastHigh: {7}",
reqId, Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), bidPrice, askPrice, bidSize, askSize, attribs.BidPastLow, attribs.AskPastHigh);
}
//! [historicaltickslast]
//! [tickbytickalllast]
public void tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttrib attribs, string exchange, string specialConditions)
{
Console.WriteLine("Tick-By-Tick. Request Id: {0}, TickType: {1}, Time: {2}, Price: {3}, Size: {4}, Exchange: {5}, Special Conditions: {6}, PastLimit: {7}, Unreported: {8}",
reqId, tickType == 1 ? "Last" : "AllLast", Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), price, size, exchange, specialConditions, attribs.PastLimit, attribs.Unreported);
}