如何保存实时行情

The code below shows how to capture market (bar) data while running a strategy in live or paper trading mode.

下面的代码展示了当运行一个策略在实盘或者仿真模式下时，如何获取实时行情或Bar数据

using OpenQuant.API;
 
public class MyStrategy : Strategy
{
   public override void OnBar(Bar bar)
   {
      DataManager.Add(Instrument, bar);
   }
}

Note that you can capture quote and trade data as well by changing or adding corresponding methods

同样的，你也可以通过修改或者添加相应代码来获取合约的quote和trade数据

using OpenQuant.API;
 
public class MyStrategy : Strategy
{
   public override void OnQuote(Quote quote)
   {
      DataManager.Add(Instrument, quote);
   }
}