// get stock latest options chain
public ArrayList GetOptionsChain(string ticker)
{
// make sure we are connected
if (!Connect)
{
Connect = true;
if (!Connect)
{
return(null);
}
}
// correct symbol
ticker = CorrectSymbol(ticker);
// get end-of-day option chain
//ArrayList list = GetEndOfDayOptionChain(ticker);
// get four-months option chain
ArrayList list = GetToMonthOptionChain(ticker);
// construct list of all options
List <string> sym_list = new List <string>();
foreach (Option option in list)
{
sym_list.Add(option.symbol.Replace(".", ""));
}
// get tick-list and mini-book list
Dictionary <string, TradeZone.Tick> ord_list = data_center.GetQuoteTick(sym_list);
Dictionary <string, TradeZone.Minibook> mnb_list = data_center.GetQuoteMiniBook(sym_list);
if (ord_list == null || mnb_list == null)
{
return(null);
}
// options with no market data list
ArrayList sym_withnodata = new ArrayList();
foreach (Option option in list)
{
try
{
bool with_data = false;
if (mnb_list.ContainsKey(option.symbol))
{
TradeZone.Minibook minibook = mnb_list[option.symbol];
option.price.ask = minibook.Items[0].BestAskPrice;
option.price.bid = minibook.Items[0].BestAskPrice;
with_data = true;
}
else
{
option.price.ask = double.NaN;
option.price.bid = double.NaN;
}
if (ord_list.ContainsKey(option.symbol))
{
TradeZone.Tick tick = ord_list[option.symbol];
option.price.last = tick.Last;
option.price.change = tick.Last - tick.Open;
option.update_timestamp = tick.Timestamp;
option.volume.total = (double)tick.TradeVolume;
option.open_int = (int)tick.TotalVolume;
with_data = true;
}
else
{
option.price.last = double.NaN;
option.price.change = double.NaN;
option.update_timestamp = DateTime.Now;
option.volume.total = 0;
}
if (!with_data)
{
sym_withnodata.Add(option);
}
}
catch { }
}
try
{
if (!config.ContainsKey("HideOptionsWithNoMarket") || bool.Parse(config["HideOptionsWithNoMarket"]))
{
foreach (Option option in sym_withnodata)
{
list.Remove(option);
}
}
}
catch { }
return(list);
}
// get stock latest quote
public Quote GetQuote(string ticker)
{
// make sure we are connected
if (!Connect)
{
Connect = true;
if (!Connect)
{
return(null);
}
}
// correct symbol
ticker = CorrectSymbol(ticker);
// trade-zone ticker
string ticker_tz = ticker.TrimStart(new char[] { '^' });
// create one symbol list
List <string> sym_list = new List <string>();
sym_list.Add(ticker_tz);
// get tick-list and mini-book list
Dictionary <string, TradeZone.Tick> ord_list = data_center.GetQuoteTick(sym_list);
Dictionary <string, TradeZone.Minibook> mnb_list = data_center.GetQuoteMiniBook(sym_list);
if (ord_list == null || mnb_list == null)
{
return(null);
}
// get symbol lookup
string sym_lookup = data_center.GetSymbolsStream(ticker_tz);
if (ord_list.ContainsKey(ticker_tz))
{
TradeZone.Tick tick = ord_list[ticker_tz];
Quote quote = new Quote();
quote.name = tick.Stock;
quote.stock = ticker;
if (sym_lookup != null)
{
string[] sym_split = sym_lookup.Split(new char[] { ';' });
if (sym_split.Length > 1)
{
quote.name = sym_split[1].Substring(0, 1).ToUpper() + sym_split[1].Substring(1).ToLower();
}
}
quote.price.open = tick.Open;
quote.price.last = tick.Last;
quote.price.change = quote.price.last - quote.price.open;
quote.price.high = tick.High;
quote.price.low = tick.Low;
if (mnb_list.ContainsKey(ticker_tz))
{
TradeZone.Minibook minibook = mnb_list[ticker_tz];
if (minibook != null && minibook.Items.Count > 0)
{
quote.price.ask = minibook.Items[0].BestAskPrice;
quote.price.bid = minibook.Items[0].BestBidPrice;
}
}
quote.update_timestamp = tick.Timestamp;
quote.volume.total = (double)tick.TradeVolume;
// save quote in quote dict
quote_dict[quote.stock] = quote;
return(quote);
}
return(null);
}
