private void AddGroups()
{
// Create bars group.
Group barGroup = new Group("Bars");
barGroup.Add("Pad", DataObjectType.Int, legIndex + 2);
barGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol);
// Create fills group.
Group fillGroup = new Group("Fills");
fillGroup.Add("Pad", DataObjectType.Int, legIndex + 2);
fillGroup.Add("SelectorKey", DataObjectType.String, rootInstrument.Symbol);
// Add groups to manager.
GroupManager.Add(fillGroup);
GroupManager.Add(barGroup);
// Add groups to dictionary.
fillGroups[currentFuturesContract] = fillGroup;
barsGroups[currentFuturesContract] = barGroup;
}
}