SmartQuant Discussion
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Bars vs Quotes
http://www.smartquant.com/forums/viewtopic.php?f=61&t=10050
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Author:  eelofi [ Wed Feb 29, 2012 11:47 pm ]
Post subject:  Bars vs Quotes

Hi,

with Bars it's possible to do all sort of nice things, like for example Bars.Add(high,low etc).

But with Quotes not. Quotes only allows Quotes.Add(quote), which is kind of crazy. It's crazy because you need :
- first use DataManager.Add (Instrument, Bid, BidVolume etc)
- and then reread what you've just written with DataManager.GetHistoricalQuotes( Instrument, StartTime, EndTime)
- and with what you've just read, you can finally do the Quotes.Add

Really handy, agree?

Thanks already in advance for fixing this...

Regards,
Eelofi

Author:  Baraz Sergey [ Thu Mar 01, 2012 10:42 am ]
Post subject:  Re: Bars vs Quotes

Hi Eelofi,

We will open Quote class constructor in the next version.

Regards,
Sergey.

Author:  eelofi [ Fri Mar 30, 2012 1:08 am ]
Post subject:  Re: Bars vs Quotes

Hi Sergey,

I think 3.4.1 has been out since, but quotes is still the same. Will the Quote class constuctor be open soon?

Thanks,
Eero

Author:  Baraz Sergey [ Fri Mar 30, 2012 12:48 pm ]
Post subject:  Re: Bars vs Quotes

Hi Eero,

The following Quote class constructor has to be available in 3.4.1:

public Quote(DateTime dateTime, double bid, int bidSize, double ask, int askSize)

Regards,
Sergey.

Author:  eelofi [ Tue Apr 10, 2012 12:12 am ]
Post subject:  Re: Bars vs Quotes

Hi Sergey,

gave this another try. As far as I understand there is still no Quotes.Add(datetime, bid, etc), like you do have for Bars.Add. Can you double check?

Thx,
Eelofi

Author:  Baraz Sergey [ Tue Apr 10, 2012 9:46 am ]
Post subject:  Re: Bars vs Quotes

Hi Eelofi,

There is no such method as Quotes.Add(datetime, bid,...), but there is Quotes.Add(myQuote) method. Together with open constructor of the Quote class it gives you a possibility to add quotes to the QuoteSeries:
Code:
   QuoteSeries quotes = new QuoteSeries();
      
   Quote quote = new Quote(DateTime.Now, 1, 1, 1, 1);
      
   quotes.Add(quote);


Regards,
Sergey.

Author:  eelofi [ Tue Apr 10, 2012 10:15 am ]
Post subject:  Re: Bars vs Quotes

Of course Sergey!

I shouldn't work during the night time, it makes me even slower in understanding :cry:

Thx,
Eelofi

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