public IEnumerable <EquityOption> GetChainIndexEquityOption(string symbol, OptionSideFilterType optionSideFilter, string monthCodes,
int?nearMonths = null, BinaryOptionFilterType binaryOptionFilter = BinaryOptionFilterType.Include,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null,
string requestId = null)
{
return(GetChainIndexEquityOptionAsync(symbol, optionSideFilter, monthCodes, nearMonths, binaryOptionFilter, optionFilter, filterValue1, filterValue2, requestId).SynchronouslyAwaitTaskResult());
}
public string ReqChainIndexEquityOption(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null, BinaryOptionFilterType binaryOptionFilter = BinaryOptionFilterType.Include,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null)
{
var request = $"CEO,{symbol},{optionSideFilter.ToString().ToLower()},{monthCodes},{nearMonths},{(int)binaryOptionFilter},{(int)optionFilter},{filterValue1},{filterValue2},{requestId}{IQFeedDefault.ProtocolTerminatingCharacters}";
return(request);
}
// Protocol Update to 6.1 - Added "includeNonStandardOptions" - IQ Default is false
public string ReqChainIndexEquityOption(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null, bool includeNonStandardOptions = false)
{
var wireFormatIncludeNonStandardOptions = includeNonStandardOptions ? 1 : 0;
var request = $"CEO,{symbol},{optionSideFilter.ToString().ToLower()},{monthCodes},{nearMonths},{(int)optionFilter}," +
$"{filterValue1},{filterValue2},{requestId},{wireFormatIncludeNonStandardOptions}{IQFeedDefault.ProtocolTerminatingCharacters}";
return(request);
}
public IEnumerable <FutureOption> GetChainFutureOption(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
return(GetChainFutureOptionAsync(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId).SynchronouslyAwaitTaskResult());
}
public async Task <IEnumerable <EquityOption> > GetChainIndexEquityOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null, BinaryOptionFilterType binaryOptionFilter = BinaryOptionFilterType.Include,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null)
{
if (!string.IsNullOrEmpty(requestId))
{
throw new NotSupportedException("RequestId parsing isn't supported for Chains!");
}
var request = _chainsRequestFormatter.ReqChainIndexEquityOption(symbol, optionSideFilter, monthCodes, nearMonths, binaryOptionFilter, optionFilter, filterValue1, filterValue2, requestId);
var messages = await GetMessagesAsync(request, _chainsMessageHandler.GetEquityOptionMessages).ConfigureAwait(false);
return(messages.First().Chains);
}
public async Task <IEnumerable <FutureOption> > GetChainFutureOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
if (!string.IsNullOrEmpty(requestId))
{
throw new NotSupportedException("RequestId parsing isn't supported for Chains!");
}
var request = _chainsRequestFormatter.ReqChainFutureOption(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId);
var messages = await GetMessagesAsync(request, _chainsMessageHandler.GetFutureOptionMessages).ConfigureAwait(false);
return(messages.First().Chains);
}
public string ReqChainFutureOption(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
var request = $"CFO,{symbol.ToUpper()},{optionSideFilter.ToString().ToLower()},{monthCodes},{years},{nearMonths},{requestId}{IQFeedDefault.ProtocolTerminatingCharacters}";
return(request);
}
public Task <IEnumerable <FutureOptionMessage> > ReqChainFutureOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
var request = _chainsRequestFormatter.ReqChainFutureOption(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId);
return(GetMessagesAsync(request, _chainsMessageHandler.GetFutureOptionMessages));
}
public Task <IEnumerable <EquityOptionMessage> > ReqChainIndexEquityOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null, BinaryOptionFilterType binaryOptionFilter = BinaryOptionFilterType.Include,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null)
{
var request = _chainsRequestFormatter.ReqChainIndexEquityOption(symbol, optionSideFilter, monthCodes, nearMonths, binaryOptionFilter, optionFilter, filterValue1, filterValue2, requestId);
return(GetMessagesAsync(request, _chainsMessageHandler.GetEquityOptionMessages));
}
public async Task <IEnumerable <FutureOption> > ReqChainFutureOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
var request = _chainsRequestFormatter.ReqChainFutureOption(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId);
var messages = await GetMessagesAsync(request, _chainsMessageHandler.GetFutureOptionMessages).ConfigureAwait(false);
return(messages.First().Chains);
}
// Protocol Update to 6.1 - Added "includeNonStandardOptions" - default to true to maintain backwards compatibility - IQ Default is false
public async Task <IEnumerable <EquityOption> > GetChainIndexEquityOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null, bool includeNonStandardOptions = true)
{
var messages = await GetChainIndexEquityOptionMessagesAsync(symbol, optionSideFilter, monthCodes, nearMonths, optionFilter, filterValue1, filterValue2, requestId, includeNonStandardOptions);
return(messages.First().Chains);
}
// Protocol Update to 6.1 - Added "includeNonStandardOptions" - default to true to maintain backwards compatibility - IQ Default is false
public async Task <IEnumerable <EquityOptionMessage> > GetChainIndexEquityOptionMessagesAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, int?nearMonths = null,
OptionFilterType optionFilter = OptionFilterType.None, int?filterValue1 = null, int?filterValue2 = null, string requestId = null, bool includeNonStandardOptions = true)
{
var request = _chainsRequestFormatter.ReqChainIndexEquityOption(
symbol, optionSideFilter, monthCodes, nearMonths, optionFilter, filterValue1, filterValue2, requestId, includeNonStandardOptions);
return(await(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _chainsMessageHandler.GetEquityOptionMessages) : GetMessagesAsync(request, _chainsMessageHandler.GetEquityOptionMessagesWithRequestId)).ConfigureAwait(false));
}
public async Task <IEnumerable <FutureOption> > GetChainFutureOptionAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
var messages = await GetChainFutureOptionMessagesAsync(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId);
return(messages.First().Chains);
}
public async Task <IEnumerable <FutureOptionMessage> > GetChainFutureOptionMessagesAsync(string symbol, OptionSideFilterType optionSideFilter, string monthCodes, string years, int?nearMonths = null, string requestId = null)
{
var request = _chainsRequestFormatter.ReqChainFutureOption(symbol, optionSideFilter, monthCodes, years, nearMonths, requestId);
return(await(string.IsNullOrEmpty(requestId) ? GetMessagesAsync(request, _chainsMessageHandler.GetFutureOptionMessages) : GetMessagesAsync(request, _chainsMessageHandler.GetFutureOptionMessagesWithRequestId)).ConfigureAwait(false));
}
