List of deals

Getting a list of deals

To get a list of deals, there is the ISecurity.GetTrades (...) method. It has two implementations:

• GetTrades (int barNum) - Get a list of deals by candle number.

• GetTrades (int firstBarIndex, int lastBarIndex) - Get a list of deals by several candles.

In both cases, the methods return a list of ITrade objects.

Interface ITrade
Date	date and time
TradeNo	Trade number
Direction	Trade direction (Buy, Sell)
Price	Price
Quantity	Quantity
OpenInterest	Open interest

Example, we get the last 5 deals and print them to the log:

using System;
using System.Linq;
using System.Text;
using TSLab.Script;
using TSLab.Script.Handlers;

namespace MyLib
{
    public class GetTrades : IExternalScript
    {
        public void Execute(IContext ctx, ISecurity sec)
        {
           // We get a list of deals for the last bar and take only the last 5 pieces.
            var trades = sec.GetTrades(ctx.BarsCount - 1).Reverse().Take(5).ToList();
            var sb = new StringBuilder();

            // We display information on each transaction in the log.
            foreach (var trade in trades)
            {
                sb.AppendFormat("Date: {0}; ", trade.Date);
                sb.AppendFormat("TradeNo: {0}; ", trade.TradeNo);
                sb.AppendFormat("Direction: {0}; ", trade.Direction);
                sb.AppendFormat("Price: {0}; ", trade.Price);
                sb.AppendFormat("Quantity: {0}; ", trade.Quantity);
                sb.AppendFormat("OpenInterest: {0}; ", trade.OpenInterest);
                sb.AppendLine();
            }

            ctx.Log(sb.ToString());
        }
    }
}

The information from TSLab completely matches the data from the terminal.