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Quotes receiving

To receive quotes custom component shall implement IQuoteReceiverComponent and IQuoteListener interfaces and use SubscribeEventHandler events.

    public delegate void SubscribeEventHandler(string instrumentName, int 
type); 
    /// <summary> 
    /// If the designed component needs to receive quotes on the selected 
instument, 
    /// it shall implement this interface 
    /// </summary> 
    public interface IQuoteReceiverComponent : IExternalComponent, 
IQuoteListener 
    { 
        /// <summary> 
        /// Call when your component wants to receive quotes on the selected 
instument 
        /// Method newQuote will be called when new quotes are processed in 
system 
        /// </summary> 
        event SubscribeEventHandler Subscribe; 
        /// <summary> 
        /// Call when your component want to stop receiving quotes after 
subscribing 
        /// </summary> 
        event SubscribeEventHandler UnSubscribe; 
    } 


instrumentName – is Instrument name (not ticker) as you see it in ProTrader:
GOOG, IBM, EUR/USD, AUD/CAD (Fx instrumants are used with slash).
Type – quote type. Allowed values are –

 public const int QUOTE_LEVEL1 = 1; - Level I – best quote 
        public const int QUOTE_LEVEL2 = 2; - Level II – Market Depth 
        public const int QUOTE_TRADES = 4; - Trades 
        public const int QUOTE_OPTIONS = 8; - Options 


You can subscribe to several types at one Instrument.
 
This interface is child of

/// <summary> 
/// Interface of quotes receiver 
/// </summary> 
public interface IQuoteListener 
{ 
  void  newQuote(QuoteMessage message); 
} 

This method called at each new quote, and quote is stored in general
QuoteMessage type.

 

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