Program.cs

// -----------------------------------------------------------------------
// <copyright file="Program.cs" company="">
// Copyright 2013 Alexander Soffronow Pagonidis
// </copyright>
// -----------------------------------------------------------------------

using QDMS;
using QDMSClient;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;

namespace SampleApp
{
    class Program
    {
        static void Main()
        {
            //create the client, assuming the default port settings
            QDMSClient.QDMSClient client = new QDMSClient.QDMSClient(
                "SampleClient",
                "127.0.0.1",
                5556,
                5557,
                5555,
                5559,
                "");

            //hook up the events needed to receive data & error messages
            client.HistoricalDataReceived += client_HistoricalDataReceived;
            client.RealTimeDataReceived += client_RealTimeDataReceived;
            client.Error += client_Error;

            //connect to the server
            client.Connect();

            //make sure the connection was succesful before we continue
            if (!client.Connected)
            {
                Console.WriteLine("Could not connect.");
                Console.WriteLine("Press enter to exit.");
                Console.ReadLine();
                return;
            }

            //request the list of available instruments
            ApiResponse<List<Instrument>> response = client.GetInstruments().Result; //normally you'd use await here
            if (!response.WasSuccessful)
            {
                Console.WriteLine("Failed to get instrument data:");
                foreach (var error in response.Errors)
                {
                    Console.WriteLine(error);
                }
                Console.WriteLine("Press enter to exit.");
                Console.ReadLine();
                return;
            }

            List<Instrument> instruments = response.Result;
            foreach (Instrument i in instruments)
            {
                Console.WriteLine("Instrument ID {0}: {1} ({2}), Datasource: {3}",
                    i.ID,
                    i.Symbol,
                    i.Type,
                    i.Datasource.Name);
            }

            Thread.Sleep(3000);

            //then we grab some historical data from Yahoo
            //start by finding the SPY instrument
            response = client.GetInstruments(x => x.Symbol == "SPY" && x.Datasource.Name == "Yahoo").Result;
            var spy = response.Result.FirstOrDefault();
            if (spy != null)
            {
                var req = new HistoricalDataRequest(
                    spy,
                    BarSize.OneDay,
                    new DateTime(2013, 1, 1),
                    new DateTime(2013, 1, 15),
                    dataLocation: DataLocation.Both,
                    saveToLocalStorage: true,
                    rthOnly: true);

                client.RequestHistoricalData(req);


                Thread.Sleep(3000);

                //now that we downloaded the data, let's make a request to see what is stored locally
                var storageInfo = client.GetLocallyAvailableDataInfo(spy).Result;
                if (storageInfo.WasSuccessful)
                {
                    foreach (var s in storageInfo.Result)
                    {
                        Console.WriteLine("Freq: {0} - From {1} to {2}", s.Frequency, s.EarliestDate, s.LatestDate);
                    }
                }

                Thread.Sleep(3000);

                //grab some dividends data
                var divReq = new DividendRequest(DateTime.Now.AddDays(-365), DateTime.Now, symbol: "AAPL", dataLocation: DataLocation.ExternalOnly);
                var dividendResult = client.GetDividends(divReq).Result;
                if (dividendResult.WasSuccessful)
                {
                    foreach (var dividend in dividendResult.Result)
                    {
                        Console.WriteLine($"${dividend.Amount} payable on {dividend.PaymentDate}");
                    }
                }

                //finally send a real time data request (from the simulated data datasource)
                spy.Datasource.Name = "SIM";
                var rtReq = new RealTimeDataRequest(spy, BarSize.OneSecond);
                client.RequestRealTimeData(rtReq);

                Thread.Sleep(3000);

                //And then cancel the real time data stream
                client.CancelRealTimeData(spy, BarSize.OneSecond);
            }

            Console.WriteLine("Press enter to exit.");
            Console.ReadLine();
            client.Disconnect();
            client.Dispose();
        }

        static void client_Error(object sender, ErrorArgs e)
        {
            Console.WriteLine("Error {0}: {1}", e.ErrorCode, e.ErrorMessage);
        }

        static void client_RealTimeDataReceived(object sender, RealTimeDataEventArgs e)
        {
            Console.WriteLine("Real Time Data Received: O: {0}  H: {1}  L: {2}  C: {3}",
                e.Open,
                e.High,
                e.Low,
                e.Close);
        }

        static void client_HistoricalDataReceived(object sender, HistoricalDataEventArgs e)
        {
            Console.WriteLine("Historical data received:");
            foreach (OHLCBar bar in e.Data)
            {
                Console.WriteLine("{0} - O: {1}  H: {2}  L: {3}  C: {4}",
                    bar.DT,
                    bar.Open,
                    bar.High,
                    bar.Low,
                    bar.Close);
            }
        }
    }
}