'10/3/07 WCS
'Modified to work with generalized timebars
Public Sub GetTimeAndSales(tsFilter As IESignal.TimeSalesFilter)
  Dim nCookie&, vC(nCookieItems) As Variant, sInterval$, sIdx$
  Dim i&, sSymbol$

  sInterval = sBarInterval
  nActiveHistoryCnt = nActiveHistoryCnt + 1
  nActiveSymbolCnt = nActiveSymbolCnt + 1

'Debug.Print "Before RequestHistory", sSymbol

  nCookie = eSignal.RequestTimeSales(tsFilter) 'fires event to esignal_OnTimeSalesChanged when data ready

  If nCookie = 0 Then

'10/14/07 WCS
'This can occur even when symbol is not invalid.  And, the reentry can fail
'with a delay of .5 secs.


    'Check validity of symbol.
    If Not VerifySymbol(sSymbol) Then
      nUErr = nUErr + 1
      AddLog sSymbol & " is an invalid symbol"
    Else
      'what to do? try a couple more times with .5 sec waitstate then trash
      For i = 1 To 3
        WaitAwhile 0.5
        nCookie = eSignal.RequestTimeSales(tsFilter) 'fires event to esignal_OnTimeSalesChanged when data ready
        If nCookie <> 0 Then Exit For
      Next i
      If i > 3 Then
        nUErr = nUErr + 1
        AddLog sSymbol & " has no data.  Cookie=0"
      End If
    End If
  End If

'With eSignal
'  Debug.Print "After RequestHistory  Cookie=", nCookie, .GetNumBars(nCookie), CBool(.IsHistoryReady(nCookie))
'End With

  sSymbol = tsFilter.sSymbol
  If nCookie <> 0 Then
    vC(colSymbol) = sSymbol
'vC(colInterval) = sInterval
'vC(colBar_Type) = btDAYS
'vC(colNumOfBars) = nDays
'vC(colStartTime) = -1
'vC(colEndTime) = -1
Dim vTsFilter As Variant
    ReDim vTsFilter(13)
    With tsFilter
      vTsFilter(1) = .sSymbol
      vTsFilter(2) = .lNumDays
      vTsFilter(3) = .bQuotes
      vTsFilter(4) = .bTrades
      vTsFilter(5) = .bFilterPrice
      vTsFilter(6) = .dMinPrice
      vTsFilter(7) = .dMaxPrice
      vTsFilter(8) = .bFilterVolume
      vTsFilter(9) = .lVolume
      vTsFilter(10) = .bFilterTradeExchanges
      vTsFilter(11) = .sTradeExchangesList
      vTsFilter(12) = .bFilterQuoteExchanges
      vTsFilter(13) = .sQuoteExchangesList
    End With
    vC(colTimeSalesFilter) = vTsFilter
    vC(colBegTime) = Timer()  'begin clocking
On Error Resume Next
Dim ws As Worksheet
Err = 0
With ThisWorkbook.Sheets
  Set ws = .item(sSymbol)
  If Err <> 0 Then
    Set ws = .Add(, .item(.Count))
    ws.Name = sSymbol
  Else
    ws.Cells.Clear
  End If
End With
On Error GoTo 0
'mark other state in sheet memory variables
With ws
  .Names.Add BarCount, 0, False
End With
    Set vC(colSheet) = ws 'remember sheet for recall in event
    vC(colHandle) = nCookie
    sIdx = CStr(nCookie)
    colCookies.Add vC, sIdx
  Else
    AddLog sSymbol & " failed.  Could not request history"
    DecrementActiveSymbolCnt
    DecrementActiveHistoryCnt
  End If


'10/12/07 WCS
'Using debug.Print at various points, it appears that
'(1) OnBarsChanged may be fired before return from HistoryRequest
'(2) At least one OnBarsReceived is fired
'(3) Multiple OnBarsChanged are fired

End Sub




Private Sub eSignal_OnTimeSalesChanged(ByVal lHandle As Long)
  Dim vC As Variant, sIdx$
  Dim dtChange!, nEr&, k&, j&
  Dim sM$, nNewBars&
  Dim nElapsed!
  Dim lNumBars, lNumRtBars, lBar, lDiff As Long
  Dim item As IESignal.TimeSalesData, lLastTsCount&
  Dim ws As Worksheet, r As Range, sV$
  Dim nm As Name
  
#If WCS Then
  'globals can get reset during debug, etc.
  If dtLastChange <= 0! Then dtLastChange = Timer() - nThrottleDefault
  If nThrottle <= 0# Then nThrottle = nThrottleDefault
  dtChange = Timer()
  nThrottle = nThrottle * (1 - nAlphaThrottle) + _
  (dtChange - dtLastChange) * nAlphaThrottle
  If nThrottle <= nThrottleDefault Then
    dtLastChange = dtChange
  Else
    'hang up...force reset
    dtLastChange = 0!
    nThrottle = nThrottleDefault
  End If
#End If
  
  On Error Resume Next
  sIdx = CStr(lHandle)
  Err = 0
  vC = colCookies.item(sIdx)
  If Err <> 0 Then Exit Sub 'ignore
  
  With eSignal
    lNumBars = .GetNumTimeSalesBars(lHandle)  'total bars
    If lNumBars <= 0 Then Exit Sub  'this can be 0!
    lNumRtBars = .GetNumTimeSalesRtBars(lHandle)  'total new bars since last entry
  End With

  Set ws = vC(colSheet)
  With ws
    Set nm = .Names(BarCount)
    sV = nm.RefersTo
    lLastTsCount = CLng(Right$(sV, Len(sV) - 1))  'strip off =
    .Names.Add BarCount, lNumBars 'save state to sheet for later recall.  Row count can get mashed when >64K.
  End With

If False Then
  'read items and save in worksheet
  Application.ScreenUpdating = False
  nNewBars = lNumBars - lLastTsCount
  lDiff = nNewBars * -1
  k = lLastTsCount
  ReDim vBar(1 To 1, 1 To 6)
  With ws
    For lBar = lDiff + 1 To 0
      item = eSignal.GetTimeSalesBar(lHandle, lBar)
      With item
        vBar(1, 1) = .DataType
        vBar(1, 2) = .dPrice
        vBar(1, 3) = .dtTime
        vBar(1, 4) = .lFlags
        vBar(1, 5) = .lSize
        vBar(1, 6) = .sExchange
      End With
      k = k + 1
      If k <= .Rows.Count Then .Cells(k, 1).Resize(1, 6).Value = vBar 'overflow not handled here!
    Next lBar
  End With
End If

  nElapsed = Timer() - CSng(vC(colBegTime))
  sM = "Bars = " & CStr(lNumBars) & vbCrLf & "Elapsed VBA time = " & Format(nElapsed, "#,###.##0") & " secs"
  frmUpdate.StatusMsg sM, False, False
  Application.ScreenUpdating = False
End Sub