private void SessionHolderOnSettlementPrice(SettlementPriceInfo info)
        {
            var price = info.Price.ToDecimal();

            if (price == null)
            {
                return;
            }

            Level1Fields field;

            if (info.PriceType == Constants.SETTLEMENT_PRICE_TYPE_FINAL)
            {
                field = Level1Fields.SettlementPrice;
            }
            else if (info.PriceType == Constants.SETTLEMENT_PRICE_TYPE_THEORETICAL)
            {
                field = Level1Fields.TheorPrice;
            }
            else
            {
                field = Level1Fields.LastTradePrice;
            }

            SendOutMessage(new Level1ChangeMessage
            {
                SecurityId = new SecurityId
                {
                    SecurityCode = info.Symbol,
                    BoardCode    = info.Exchange
                },
                ServerTime = RithmicUtils.ToTime(info.Ssboe, info.Usecs),
            }.TryAdd(field, price.Value));
        }
Beispiel #2
0
        /*   -----------------------------------------------------------   */

        public override void SettlementPrice(SettlementPriceInfo oInfo)
        {
            StringBuilder sb = new StringBuilder();

            oInfo.Dump(sb);
            debug(sb);
        }
Beispiel #3
0
        public override void SettlementPrice(SettlementPriceInfo oInfo)
        {
            StringBuilder sb = new StringBuilder();

            oInfo.Dump(sb);
            Console.Out.Write(sb);
        }
			public override void SettlementPrice(SettlementPriceInfo info)
			{
				_client.SettlementPrice.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
			}
		private void SessionHolderOnSettlementPrice(SettlementPriceInfo info)
		{
			var price = info.Price.ToDecimal();

			if (price == null)
				return;

			Level1Fields field;

			if (info.PriceType == Constants.SETTLEMENT_PRICE_TYPE_FINAL)
				field = Level1Fields.SettlementPrice;
			else if (info.PriceType == Constants.SETTLEMENT_PRICE_TYPE_THEORETICAL)
				field = Level1Fields.TheorPrice;
			else
				field = Level1Fields.LastTradePrice;

			SendOutMessage(new Level1ChangeMessage
			{
				SecurityId = new SecurityId
				{
					SecurityCode = info.Symbol,
					BoardCode = info.Exchange
				},
				ServerTime = RithmicUtils.ToTime(info.Ssboe, info.Usecs),
			}.TryAdd(field, price.Value));
		}
Beispiel #6
0
 public override void SettlementPrice(SettlementPriceInfo oInfo)
 {
 }
Beispiel #7
0
 public override void SettlementPrice(SettlementPriceInfo oInfo)
      {
      StringBuilder sb = new StringBuilder();
      oInfo.Dump(sb);
      Console.Out.Write(sb);
      }
Beispiel #8
0
          public override void SettlementPrice(SettlementPriceInfo oInfo)
               {

               }
 public override void SettlementPrice(SettlementPriceInfo info)
 {
     _client.SettlementPrice.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
 }
Beispiel #10
0
          /*   -----------------------------------------------------------   */

          public override void SettlementPrice(SettlementPriceInfo oInfo)
               {
               StringBuilder sb = new StringBuilder();
               oInfo.Dump(sb);
               debug(sb);
               }