I want to try it do with this code:
Code: Select all
InstrumentDataRequest Request = Bars.Request;
Request.Resolution = new Resolution { Size = 1, Type = EResolution.Tick };
Request.FilterOutOfRangeData = false;
Request.Range = DataRequest.CreateFromTo(Bars.Time[0].AddHours(2), Bars.Time[1]);
Request.Range.ToAlwaysIsNow = false;
IDataLoaderResult iResTrade, iResAsk, iResBid;
Request.QuoteField = RequestQuoteField.Trade;
manualEventTrade[0] = new ManualResetEvent(false);
iResTrade = DataLoader.BeginLoadData(Request, OnData, manualEventTrade[0]);
Request.QuoteField = RequestQuoteField.Ask;
manualEventsAsk[0] = new ManualResetEvent(false);
iResAsk = DataLoader.BeginLoadData(Request, OnData, manualEventsAsk[0]);
Request.QuoteField = RequestQuoteField.Bid;
manualEventsBid[0] = new ManualResetEvent(false);
iResBid = DataLoader.BeginLoadData(Request, OnData, manualEventsBid[0]);
This restriction MС or I do something wrong?