- Adding an internal check to the HistoryRequest.FillForwardResolution {get}
that will return null when resolution is set to Resolution.Tick
- Adding unit tests which reproduce the original issue
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.
SecurityType and Market properties are already implicitly included in the Symbol property.
With this change we avoid forgetting to set these properties when creating HistoryRequest objects (issue #863)
Previously, DataNormalizationMode in history requests was always being set to the Adjusted default value, so SetDataNormalizationMode calls were not being respected in SubscriptionDataReaderHistoryProvider.GetHistory and warmup.
When this was originally written, we were assuming one subscription per security.
This removes that assumption and tries to find subscriptions matching the request
Martin Molinero