Prices in DoEasy library Updating tick series in real time, preparation for working with Depth of Market
I Concept: I have created the tick data collection of all symbols used in the program. The library is able to obtain the required amount of tick data for each of the symbols used by the program and stores all of them in the collection of tick data. The tick data collection allows finding any required tick object and receiving its data. We are able to sort out the lists for conducting statistical research. However, new ticks are not entered into the tick database when new ticks arrive for symbols. In this article, I am going to implement this feature. Each new tick will increase the number of stored objects in the collection. To limit their number, as well as the number of used memory, let's introduce a constant allowing us to set the maximum possible number of ticks stored in the library database for one instrument. This will protect us from running out of memory. If many symbols are used in the program and the database already contains a sufficient number of ticks, the library aut...
