function main()
  ds={}
  intervals={INTERVAL_M15,INTERVAL_M30,INTERVAL_H1,INTERVAL_H2,INTERVAL_H4,INTERVAL_D1}
  tikers={{"SPBFUT","SiZ1"},{"SPBFUT","SiH2"},{"SPBFUT","SiM2"},{"SPBFUT","SiU2"}}
  for i=1,#intervals do
    for j=1,#tikers do
      ds[tikers[j][1]]=ds[tikers[j][1]] or {}
      ds[tikers[j][1]][tikers[j][2]]=ds[tikers[j][1]][tikers[j][2]] or {}
      ds[tikers[j][1]][tikers[j][2]][intervals[i]]=CreateDataSource(tikers[j][1],tikers[j][2],intervals[i])
      while(ds[tikers[j][1]][tikers[j][2]][intervals[i]]:Size()==0) do sleep(1) end
    end                                                                 
  end
-- Пример получения свечи
  local need_ds=ds["SPBFUT"]["SiZ1"][INTERVAL_H1]
  local size=need_ds:Size()
  message("O="..need_ds:O(size).." H="..need_ds:H(size).." L="..need_ds:L(size).." C="..need_ds:C(size))
end

ds=CreateDataSource(class_code,sec_code,interval)
ds:SetEmptyCallback()

is_run=true
function main()
  ds=CreateDataSource("SPBFUT","EuM1",INTERVAL_M5)
--  ds:SetEmptyCallback()
  while(ds:Size()==0) do sleep(100) end
  while is_run do
    message("C="..ds:C(ds:Size()))
    sleep(1000)
  end
end
function OnStop()
  is_run=false
  return 100
end