search

mathpaquette / IQFeed.CSharpApiClient

IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available
MIT License
120 stars 43 forks source link

Changed LastSize & TotalVolume from int to long #94

Closed Nucs closed 3 years ago

Nucs commented 3 years ago

Related to issue #93 Because it is TotalVolume, there is no other way but to change it to long. All the ticks for that symbol after the mentioned error, are supposed to come in with an even larger TotalVolume. About LastSize, It is argueable if it should be still int or long. I believe Its a question of time until this will also be erroneous. If LastSize will remain int then at-least we have to try-catch overflow-exception and properly print a detailed error because it was a mess to detect the cause.

Nucs commented 3 years ago

I ended up reverting LastSize to int because I think the likelihood is close to never. But on Bars, the PeriodVolume has to be long because the period can be 1Day.

@mathpaquette Please let me know what you think - I'll be testing this change in production env soon.