Commit Graph

5 Commits

Author SHA1 Message Date
Andrew dcd6f478a0 Include the TickType in the HistoryPacket
Currently the HistoryRequest includes information regarding the tick type, but that information is not passed to the HistoryPacket. Therefore, only the common data types for a history request are returned for history requests. This is problematic for crypto history requests that specify Trade History.
2017-11-13 15:25:10 -05:00
Stefano Raggi 326958ea20 Remove SecurityType and Market from Packet.HistoryRequest 2017-04-30 01:55:50 +02:00
Michael Handschuh 5f41ed9722 Improves doc on HistoryPacket 2016-02-12 10:54:52 -05:00
snugs 37ce881e40 Add status messages to IHistoryProvider 2015-09-18 14:51:31 -04:00
snugs 4ae1f4f5b6 Finalizes History API
Fixes bug in backtest history provider

	Requests for bar counts were always incorrect because the history provider
	was emitting bars whose end time is equal to the start time.
	Implemented a FilterEnumerator<T> privately so he can filter those out
	when using non-tick data
2015-09-15 15:40:54 -04:00