private double getSymbolPrice(string secType)
{
dbm.WriteLine(clientID, "Obtaining undelying price ...", true);
// get Underlying Contract
Contract underlying = new Contract();
underlying.Symbol = this_symbol;
underlying.SecType = secType;
underlying = ibClient.reqContractDetails(1, underlying)[0].contractDetails.Summary;
// Request Price
do
{
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.Delayed);
CompleteTick_Struct mymkt = ibClient.GetMktSnapShotData(new List <Contract>(new Contract[] { underlying }))[0];
symbolPrice = mymkt.getTick(tickPreference.LastPreference);
} while (symbolPrice <= 0);
return(symbolPrice);
}
private void FillInPrices()
{
dbm.WriteLine(clientID, "Obtaining contract price info ...", true);
int cnt = 0;
List <Contract> ContractList = new List <Contract>();
List <CompleteTick_Struct> ReturnedTickList;
// Initiate option list
foreach (DataRow dr in outputDataTable.Rows)
{
string _Expiry = dr["Expiry"].ToString();
double _Strike = Convert.ToDouble(dr["Strike"].ToString());
ContractList.Add(UniqueOptChain[new ExpiryStrikePair(_Expiry, _Strike)]);
}
// Request snapshot
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.DelayedFrozen);
ReturnedTickList = ibClient.GetMktSnapShotData(ContractList);
// Consolidate data to datatable
foreach (DataRow dr in outputDataTable.Rows)
{
string _Expiry = dr["Expiry"].ToString();
double _Strike = Convert.ToDouble(dr["Strike"].ToString());
CompleteTick_Struct mymkt = ReturnedTickList[ContractList.IndexOf(UniqueOptChain[new ExpiryStrikePair(_Expiry, _Strike)])];
dr[colnames[3]] = mymkt.getTick(tickPreference.BidPreference);
dr[colnames[4]] = mymkt.getTick(tickPreference.AskPreference);
dr[colnames[5]] = mymkt.getTick(tickPreference.LastPreference);
cnt++;
//Console.WriteLine("{0}: {1}", cnt, string.Join(",",dr.ItemArray.Select(field=>field.ToString())));
dbm.WriteLine(clientID, string.Format("\r {0:0%} Done", ((double)cnt) / outputDataTable.Rows.Count), false);
}
dbm.WriteLine(clientID, "", true);
}
