internal void Set(Quote[] quotes) { m_quotes.Clear(); Quote last = quotes.Last(); m_time = 0; foreach (var element in quotes) { long time = (long)(element.CreatingTime - last.CreatingTime).TotalMilliseconds; long delta = (m_time - time); if (delta <= m_intervalInMs) { QuoteEx quote = new QuoteEx(time, element); m_quotes.Enqueue(quote); } } }