I wish to run OnMarketData on Historical data, please tell me how do I take the example in the guide and run it on historical data:
protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
// Print some data to the Output window
if (marketDataUpdate.MarketDataType == MarketDataType.Last)
Print(string.Format("Last = {0} {1} ", marketDataUpdate.Price, marketDataUpdate.Volume));
else if (marketDataUpdate.MarketDataType == MarketDataType.Ask)
Print(string.Format("Ask = {0} {1} ", marketDataUpdate.Price, marketDataUpdate.Volume));
else if (marketDataUpdate.MarketDataType == MarketDataType.Bid)
Print(string.Format("Bid = {0} {1}", marketDataUpdate.Price, marketDataUpdate.Volume));
}
Thank you.
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