Automate download of realtime trade and marketdepth stocks demonstration

Using system;
Using system. Windows. forms;

Using smartquant. Fix;
Using smartquant. Data;
Using smartquant. instruments;
Using smartquant. providers;

Public class script
{
Static void main ()
{
// Connect provider
Imarketdataprovider provider = Providermanager . Marketdataproviders [providerid. IB];

Provider. Connect (10*1000 );

If (! Provider. isconnected)
{
MessageBox. Show ("cannot connect to provider! ");

Return;
}

// Setup bar factory if needed
Provider. barfactory. Reset ();

Provider. barfactory. Items. Clear ();

Provider. barfactory. Items. Add (bartype. Time, 60, true); // 1 min bars
Provider. barfactory. Items. Add (bartype. Time, 300, true); // 5 min bars

Provider. barfactory. Enabled = true;

// Subscribe to events
Provider. newtrade + = new tradeeventhandler (onnewtrade );
Provider. newquote + = new quoteeventhandler (onnewquote );
Provider. newbar + = new bareventhandler (onnewbar );

// Get instruments
Instrumentlist instruments = new instrumentlist ();

Foreach (Instrument instrument in instrumentmanager. Instruments)
{
If (instrument. securitytype = securitytype. commonstock)
Instruments. Add (instrument );
}

// Request market data
Foreach (Instrument instrument in instruments)
{
Instrument. requestmarketdata (
Provider,
Marketdatatype. Trade | marketdatatype. Quote );
}

// Wait
MessageBox. Show ("Press OK button to stop .");

// Unsubscribe from events
Provider. newtrade-= new tradeeventhandler (onnewtrade );
Provider. newquote-= new quoteeventhandler (onnewquote );
Provider. newbar-= new bareventhandler (onnewbar );

// Cancel market data
Foreach (Instrument instrument in instruments)
{
Instrument. cancelmarketdata (
Provider,
Marketdatatype. Trade | marketdatatype. Quote );
}

// Reset bar factory
Provider. barfactory. Enabled = false;
Provider. barfactory. Reset ();

// Disconnect provider
Provider. Disconnect ();

// Flush memory data
Datamanager. server. Flush ();
}

Static void onnewtrade (Object sender, tradeeventargs ARGs)
{
Instrument instrument = args. Instrument as instrument;

Instrument. Add (ARGs. Trade );
}

Static void onnewquote (Object sender, quoteeventargs ARGs)
{
Instrument instrument = args. Instrument as instrument;

Instrument. Add (ARGs. Quote );
}

Static void onnewbar (Object sender, bareventargs ARGs)
{
Instrument instrument = args. Instrument as instrument;

Instrument. Add (ARGs. bar );
}
}