Loading realtime advise data on all stocks in an exchange via .net

IntradayPriceQuery.cs

using System;
using System.Linq;
using System.Threading;
using NLog;
using RealTick.Api.ClientAdapter;
using RealTick.Api.Domain;
using RealTick.Api.Domain.Livequote;

namespace Chaikin.RealTick
{
  public class IntradayPriceQuery : BaseRealtickQuery {
    public IntradayPriceQuery(ClientAdapterToolkitApp app=null){
      _app = app;
    }
    readonly AutoResetEvent _lostConnection = new AutoResetEvent(false);
    public event EventHandler<IntradayPriceEventArgs> PriceReceived;
    public static readonly string[] Exchanges = new[] { "NAS", "NYS", "ARC" };
    static Logger Log = LogManager.GetCurrentClassLogger();
    public void FindPrices(string[] exchanges, DateTime untilWhen){
      var timeSpan = DateTime.UtcNow - untilWhen.ToUniversalTime();
      FindPrices(exchanges, timeSpan);
    }
    
    public void FindPrices(string[] exchanges, TimeSpan waitDuration){
      foreach (var exchange in exchanges){
        using (var quoteTable = new IntradayTable(App))
        {
          var tql = quoteTable.TqlToGetAllSymbolsAndData(exchange);
          Console.WriteLine(tql);
          quoteTable.OnData += lqt_OnData;
          quoteTable.OnDead += (o, args) => _lostConnection.Set();
          quoteTable.OnAck += (o, ackEventArgs) => Console.WriteLine("... GOT {0} for TQL ITEM {1}", (ackEventArgs.Status & 0x8000) == 0 ? "NACK" : "ACK", ackEventArgs.Item); ;
          
          quoteTable.WantData(tql, true, true);
          quoteTable.Start();          
        }        
      }

      if (_lostConnection.WaitOne(waitDuration)){
       // We lost the connection.  bad. 
       Log.Error("Lost the connection to realtick.");
        Console.WriteLine("Lost the connection to realtick.");
      }
      else{
        Console.WriteLine("The timespan elapsed.  It is (UTC): {0}", DateTime.UtcNow.ToLongTimeString()); 
        Log.Info("The timespan elapsed.  It is (UTC): {0}", DateTime.UtcNow.ToLongTimeString()); 
      }

    }

    void lqt_OnData(object sender, DataEventArgs<LivequoteRecord> e){
      Console.WriteLine("Data Received");
      System.Diagnostics.Debugger.Launch();
      var updateTime = DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss");
      foreach (var livequoteRecord in e.Where(lqr => lqr.Trdprc1 != null)){
        Console.WriteLine(livequoteRecord.DispName);
        var priceEventArgs = new IntradayPriceEventArgs(livequoteRecord.DispName, updateTime,
                                                        livequoteRecord.Trdprc1.Value.DecimalValue,
                                                        livequoteRecord.Trdprc1.Value.DecimalValue - livequoteRecord.HstClose.Value.DecimalValue);
        PriceReceived.Raise(this, priceEventArgs);
      }
    }
  }
}

IntradayPriceQuerySpec.cs

using System;
using System.Collections.Generic;
using System.Linq;
using Chaikin.RealTick;
using NSpec;

namespace Chaikin.Specs.RealTick
{
  public class IntradayPriceQuerySpec : nspec
  {
    IntradayPriceQuery priceQuery;
    IList<IntradayPriceEventArgs> _allEvents;
    void unit_specs(){
      
      context["when querying for stock prices"] = () =>
        {
          before = () =>
            {
              _allEvents = new List<IntradayPriceEventArgs>();
              priceQuery = new IntradayPriceQuery();
              priceQuery.PriceReceived += (o, priceReceivedEvent) => _allEvents.Add(priceReceivedEvent);
            };
          act = () => priceQuery.FindPrices(new[]{"NYS"}, new TimeSpan(0,0,30));
          it["should obtain some prices"] = () =>
            {
              _allEvents.Count().should_be_greater_than(0);
              Console.WriteLine(_allEvents.First());
            };
        };
    }
  }
}

IntradayTable.cs

using System;
using System.Linq;
using System.Text;
using RealTick.Api.Application;
using RealTick.Api.Data;
using RealTick.Api.Domain;
using RealTick.Api.Domain.Livequote;

namespace Chaikin.RealTick
{
  public class IntradayTable : TalTable
  {
    public event EventHandler<DataEventArgs<LivequoteRecord>> OnData;
    public IntradayTable(ToolkitApp app, string machine = "@recombiner")
      : base(app, "TA_TICKER", "LIVEQUOTE", machine) {}

    protected override void RaiseOnData(string item, IDataBlock block, bool isRequestData){
      System.Diagnostics.Debugger.Launch();
      OnData.Raise(this, new DataEventArgs<LivequoteRecord>(block, isRequestData, item));
    }

    public string TqlToGetAllSymbolsAndData(string exchange)
    {
      return string.Format("LIVEQUOTE;1003,6041;6023='{0}',1003='*'", exchange);
    }
  }
}