public static ttapiTicker ConvertFromDbTicker2ttapiTicker(string dbTicker, string productType)
{
ttapiTicker ttapiTickerOut = new ttapiTicker();
string ProductType = productType.ToUpper();
string exchangeName;
if (ProductType == "FUTURE")
{
ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(dbTicker);
ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead);
ttapiTickerOut.productType = "FUTURE";
exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead);
ttapiTickerOut.SeriesKey = ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
else if (ProductType == "SPREAD")
{
string[] TickerList = dbTicker.Split(new char[] { '-' });
ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[0]);
ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead);
ttapiTickerOut.productType = "SPREAD";
string SeriesKey;
exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead);
if (exchangeName == "CME")
{
SeriesKey = "Calendar: 1x" + ttapiTickerOut.productName + " " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
for (int i = 1; i < TickerList.Length; i++)
{
contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]);
SeriesKey = SeriesKey + ":-1x" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
}
else if (exchangeName == "ICE")
{
SeriesKey = ttapiTickerOut.productName + " Spread " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
for (int i = 1; i < TickerList.Length; i++)
{
contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]);
SeriesKey = SeriesKey + "/" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
}
else
{
SeriesKey = "";
}
ttapiTickerOut.SeriesKey = SeriesKey;
}
else
{
return(ttapiTickerOut);
}
ttapiTickerOut.marketKey = "";
if (exchangeName == "ICE")
{
ttapiTickerOut.marketKey = "ICE_IPE";
}
else if (exchangeName == "CME")
{
ttapiTickerOut.marketKey = "CME";
}
ttapiTickerOut.instrumentName = ttapiTickerOut.marketKey + " " +
ttapiTickerOut.productName + " " +
ttapiTickerOut.SeriesKey;
return(ttapiTickerOut);
}
public static ttapiTicker ConvertFromDbTicker2ttapiTicker(string dbTicker, string productType)
{
ttapiTicker ttapiTickerOut = new ttapiTicker();
string ProductType = productType.ToUpper();
string exchangeName;
if (ProductType=="FUTURE")
{
ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(dbTicker);
ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead);
ttapiTickerOut.productType = "FUTURE";
exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead);
ttapiTickerOut.SeriesKey = ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
else if (ProductType=="SPREAD")
{
string[] TickerList = dbTicker.Split(new char[] {'-'});
ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[0]);
ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead);
ttapiTickerOut.productType = "SPREAD";
string SeriesKey;
exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead);
if (exchangeName == "CME")
{
SeriesKey = "Calendar: 1x" + ttapiTickerOut.productName + " " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
for (int i = 1; i < TickerList.Length; i++)
{
contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]);
SeriesKey = SeriesKey + ":-1x" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
}
else if (exchangeName == "ICE")
{
SeriesKey = ttapiTickerOut.productName + " Spread " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
for (int i = 1; i < TickerList.Length; i++)
{
contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]);
SeriesKey = SeriesKey + "/" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString();
}
}
else
{
SeriesKey = "";
}
ttapiTickerOut.SeriesKey = SeriesKey;
}
else
{
return ttapiTickerOut;
}
ttapiTickerOut.marketKey = "";
if (exchangeName == "ICE")
ttapiTickerOut.marketKey = "ICE_IPE";
else if (exchangeName == "CME")
ttapiTickerOut.marketKey = "CME";
ttapiTickerOut.instrumentName = ttapiTickerOut.marketKey + " " +
ttapiTickerOut.productName + " " +
ttapiTickerOut.SeriesKey;
return ttapiTickerOut;
}
