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Query
Query

For historical data retrieval use the Query(TradeCaptureReportRequest) method.

Example
C#
using OnixS.CmeStpHandler;

void Main()
{
    // Create session.
    Session session = new Session(new Uri("UrlValue"), "SenderCompIdValue", "SenderSubIdValue", "Password");

    session.TradeCaptureReportReceived += new EventHandler<TradeCaptureReportEventArgs>(session_TradeCaptureReportReceived);

    session.TradeCaptureReportRequestAcknowledgementReceived += new EventHandler<TradeCaptureReportRequestAcknowledgementEventArgs>(session_TradeCaptureReportRequestAcknowledgementReceived);

    // Query.

    TradeCaptureReportRequest request = new TradeCaptureReportRequest();

    request.Instruments.Add(new RequestInstrument() { SecurityExchange = SecurityExchange.Nymex });
    request.TradeCaptureDate.TradeDate = new DateTime(2010, 05, 10);

    // Request all NYMEX trades that occurred 2010-05-10.
    subscriptionId = session.Query(request);

    // Process received reports (if any) ..

}

void session_TradeCaptureReportReceived(object sender, TradeCaptureReportEventArgs e)
{
     Console.WriteLine("Trade Capture Report Received.");
}

void session_TradeCaptureReportRequestAcknowledgementReceived(object sender, TradeCaptureReportRequestAcknowledgementEventArgs e)
{
    switch (e.TradeCaptureReportRequestAcknowledgement.TradeRequestStatus)
    {
        case TradeRequestStatus.Accepted:
            Console.WriteLine("Trade Capture Report Request accepted: " + report.TradeRequestResult.ToString());
            break;

        case TradeRequestStatus.Completed:
            Console.WriteLine("Trade Capture Report Request completed: " + report.TradeRequestResult.ToString());
            break;

        case TradeRequestStatus.Rejected:
            Console.WriteLine("Trade Capture Report Request rejected: " + report.TradeRequestResult.ToString() + ", " + report.Text);
            break;
    }
}