Hello fliesch,
you cannot update quotes or other market data in database.
You should delete old record and next add updated record.
Script example:
Code:
public class MyScript : Script
{
public override void Run()
{
Instrument instrument = InstrumentManager.Instruments["DAX Mar18"];
QuoteSeries quotes = DataManager.GetHistoricalQuotes(instrument, DateTime.MinValue, DateTime.MaxValue);
Console.WriteLine("total quotes: {0}", quotes.Count);
foreach(Quote quote in quotes)
Console.WriteLine(quote);
Console.WriteLine("update quote");
DataManager.DeleteQuote(instrument, quotes[0].DateTime);
Quote newquote = new Quote(quotes[0].DateTime, quotes[0].Bid+1, quotes[0].BidSize, quotes[0].Ask+2, quotes[0].AskSize);
DataManager.Add(instrument, newquote);
quotes = DataManager.GetHistoricalQuotes(instrument, DateTime.MinValue, DateTime.MaxValue);
foreach(Quote quote in quotes)
Console.WriteLine(quote);
}
}
log:
Code:
Build succeeded.
total quotes: 1
09.01.2018 10:50:57 bidSize=1 bid=100 ask=102 askSize=2
update quote
09.01.2018 10:50:57 bidSize=1 bid=101 ask=104 askSize=2
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