Query
For historical data retrieval, please use the Query(TradeCaptureReportRequest) method.
// Create session.
Session session = new Session(new Uri("UrlValue"), "SenderCompIdValue", "SenderSubIdValue", "Password");
session.TradeCaptureReportReceived += (sender, args) =>
{
Console.WriteLine("Trade Capture Report received.");
};
session.EndOfQuery += (sender, args) =>
{
Console.WriteLine("All Trade Capture Reports received.");
};
// Query.
TradeCaptureReportRequest request = new TradeCaptureReportRequest();
request.Instrument.SecurityExchange = "NYMEX";
request.TradeCaptureDates.Add(new TradeCaptureDate() { TradeDate = new DateTime(2020, 05, 10) });
// Request all NYMEX trades that occurred 2020-05-10.
session.Query(request);
// Process received reports (if any) ...