public L1quotes TD_GetLevel1Quote2(string symbol, int nTimeOut)
{
byte[] bReplyValue = null;
L1quotes oL1Quotes = new L1quotes();
Object oLockTD_GetLevel1Quote2 = new object();
string _streamerCommand = "S=QUOTE" + "&C=GET&P=" + symbol + "&T=0+1+2+3+4+5+6+7+8+9+10+11+12+13+14+15+16+17+18+19+20+21+22+23+24+25+26+27+28+29+30+31+32+33+34+35+36+37+38+39+40";
try
{
if (this.TD_loginStatus == true)
{
bReplyValue = new byte[65535];
XMLHTTP xmlHttp_ = new XMLHTTP();
StringBuilder cpostdata = new StringBuilder();
string lcPostUrl = string.Empty;
cpostdata.Append("!U=" + _accountid);
cpostdata.Append("&W=" + _token);
cpostdata.Append("&A=userid=" + _accountid);
cpostdata.Append("&token=" + _token);
cpostdata.Append("&company=" + _company);
cpostdata.Append("&segment=" + _segment);
cpostdata.Append("&cddomain=" + _cdDomain);
cpostdata.Append("&usergroup=" + _usergroup);
cpostdata.Append("&accesslevel=" + _accesslevel);
cpostdata.Append("&authorized=" + _authorized);
cpostdata.Append("&acl=" + _acl);
cpostdata.Append("×tamp=" + _timestamp);
cpostdata.Append("&appid=" + _appid);
cpostdata.Append("|" + _streamerCommand);
string encodedString = Encode_URL(cpostdata.ToString());
cpostdata = new StringBuilder();
cpostdata.Append(encodedString);
lcPostUrl = "http://" + this._streamerurl + "/" + cpostdata;
HttpWebRequest req = (HttpWebRequest)WebRequest.Create(lcPostUrl);
req.ContentType = "application/x-www-form-urlencoded";
req.Accept = "Accept image/gif, image/x-xbitmap, image/jpeg, image/pjpeg, application/vnd.ms-powerpoint, application/vnd.ms-excel, application/msword, application/x-shockwave-flash, */*";
req.Headers.Add("Accept-Encoding: deflate, gzip");
req.Method = "GET";
req.Timeout = (nTimeOut == 0 ? 5000 : nTimeOut);
req.ReadWriteTimeout = (nTimeOut == 0 ? 5000 : nTimeOut);
req.ServicePoint.ConnectionLimit = 50;
HttpWebResponse resp = (HttpWebResponse)req.GetResponse();
// Retrieve response stream
Stream respStream = resp.GetResponseStream();
byte[] chunk = new byte[65535];
byte[] ChartByteArray = new byte[65535];
int bytesRead = respStream.Read(ChartByteArray, 0, ChartByteArray.Length);
string compressedText = Convert.ToBase64String(ChartByteArray);
byte[] gzBuffer = Convert.FromBase64String(compressedText);
respStream.Flush();
resp.Close();
respStream.Close();
MemoryStream ms = new MemoryStream();
int nFieldNDX = 0;
int nStartPos = 13;
int msgLength = BitConverter.ToInt32(gzBuffer, 0);
ms.Write(gzBuffer, 64, gzBuffer.Length - 64);
byte[] nMsg = new byte[sizeof(Int32)];
ms.Close();
/*/
* S = Streaming
* N = Snapshot
/*/
nMsg[0] = gzBuffer[0];
string cRequestType = System.Text.Encoding.ASCII.GetString(nMsg, 0, 1);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[2];
nMsg[1] = gzBuffer[1];
int nNextFieldLength = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[5];
nMsg[1] = gzBuffer[4];
nMsg[2] = gzBuffer[3];
long nNextField = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[7];
nMsg[1] = gzBuffer[6];
int nMessageLength = BitConverter.ToInt32(nMsg, 0);
/*/
* 1 = L1 Quote
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[9];
nMsg[1] = gzBuffer[8];
int nQuoteType = BitConverter.ToInt32(nMsg, 0);
/*/
* Stock Symbol : Field 0
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[10];
int nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[12];
nMsg[1] = gzBuffer[11];
int nSymbolLength = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[nSymbolLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nSymbolLength);
oL1Quotes.stock = TD_GetResponseValue(0, nMsg, 0, nSymbolLength);
/*/
* Bid Price : Field 1
/*/
nFieldNDX = nStartPos + nSymbolLength;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.bid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Ask Price : Field 2
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.ask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Last Price : Field 3
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.last = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Bid Size : Field 4
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Ask Size : Field 5
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Bid ID : Field 6
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.bid_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
/*/
* Ask ID : Field 7
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.ask_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
/*/
* Volume : Field 8
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.volume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
/*/
* Last Size : Field 9
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.lastsize = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Trade Time : Field 10
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.tradetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Quote Time : Field 11
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.quotetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* High : Field 12
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.high = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Low : Field 13
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.low = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Tick : Field 14
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quotes.tick = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Close : Field 15
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.close = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Exchange : Field 16
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quotes.exchange = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Marginable : Field 17
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.marginable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
/*/
* Shortable : Field 18
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.shortable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
/*/
* ISLAND BID : Field 19
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.islandbid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND ASK : Field 20
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.islandask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND ASK : Field 21
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.islandvolume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
/*/
* QUOTE DATE : Field 22
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.quotedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* QUOTE DATE : Field 23
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.tradedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Volatility : Field 24
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.volatility = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Description : Field 25
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
int nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quotes.description = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
/*/
* Trade ID : Field 26
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quotes.trade_id = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Digits : Field 27
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.digits = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Open : Field 28
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.open = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Change : Field 29
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.change = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* 52-Week High : Field 30
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.week_high_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* 52-Week Low : Field 31
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.week_low_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* PE-Ratio : Field 32
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.pe_ratio = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Dividend Amount : Field 33
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.dividend_amt = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Dividend Yield : Field 34
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.dividend_yield = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND BID SIZE : Field 35
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.island_bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* ISLAND ASK SIZE : Field 36
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.island_ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* NAV : Field 37
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.nav = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* FUND : Field 38
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quotes.fund = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* EXCHANGE NAME : Field 39
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quotes.exchange_name = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
/*/
* DIVIDEND DATE : Field 40
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quotes.dividend_date = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
GC.Collect();
}
}
catch (Exception exc)
{ }
return oL1Quotes;
}
public bool TD_IsStockSymbolValid(string symbol)
{
bool lStockSymbolFound = true;
AmeritradeBrokerAPI.L1quotes oL1Quote = new L1quotes();
/*/ Make sure that the stock symbolis valid. /*/
try
{
oL1Quote = this.TD_GetLevel1Quote(symbol, 1000);
}
catch (Exception)
{
lStockSymbolFound = false;
}
lStockSymbolFound = (oL1Quote.stock == null || lStockSymbolFound == false ? false : true);
return lStockSymbolFound;
}
public void process_AsyncLevelOneSnapshot(IAsyncResult asyncResult)
{
// Get the RequestState object from the asyncresult
RequestState rs = (RequestState)asyncResult.AsyncState;
if (rs.lNewStockSymbol == true)
{
return;
}
try
{
if (rs.Request.ServicePoint.CurrentConnections > 0)
{
// Pull out the ResponseStream that was set in RespCallback
Stream responseStream = rs.ResponseStream;
// At this point rs.BufferRead should have some data in it.
// Read will tell us if there is any data there
int read = responseStream.EndRead(asyncResult);
if (read > 0)
{
Array.Copy(rs.BufferRead, 0, ChartByteArray2, ChartByteArray2NDx, read);
ChartByteArray2NDx = ChartByteArray2NDx + read;
// Make another call so that we continue retrieving any all incoming data
IAsyncResult ar = responseStream.BeginRead(rs.BufferRead, 0, BUFFER_SIZE, new AsyncCallback(ReadCallBack), rs);
}
else
{
// Close the response stream since we do not have any more incoming data.
ChartByteArray2NDx = 0;
// If we have not more bytes read, then the server has finished sending us data.
if (read == 0)
{
List<L1quotes> oL1Quotes = new List<L1quotes>();
L1quotes oL1Quote = new L1quotes();
string compressedText = Convert.ToBase64String(ChartByteArray2);
byte[] gzBuffer = Convert.FromBase64String(compressedText);
MemoryStream ms = new MemoryStream();
int nFieldNDX = 0;
int nStartPos = 13;
int msgLength = BitConverter.ToInt32(gzBuffer, 0);
ms.Write(gzBuffer, 64, gzBuffer.Length - 64);
byte[] nMsg = new byte[sizeof(Int32)];
ms.Close();
/*/
* S = Streaming
* N = Snapshot
/*/
nMsg[0] = gzBuffer[0];
string cRequestType = System.Text.Encoding.ASCII.GetString(nMsg, 0, 1);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[2];
nMsg[1] = gzBuffer[1];
int nNextFieldLength = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[5];
nMsg[1] = gzBuffer[4];
nMsg[2] = gzBuffer[3];
long nNextField = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[7];
nMsg[1] = gzBuffer[6];
int nMessageLength = BitConverter.ToInt32(nMsg, 0);
/*/
* 1 = L1 Quote
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[9];
nMsg[1] = gzBuffer[8];
int nQuoteType = BitConverter.ToInt32(nMsg, 0);
/*/
* Stock Symbol : Field 0
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[10];
int nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[12];
nMsg[1] = gzBuffer[11];
int nSymbolLength = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[nSymbolLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nSymbolLength);
oL1Quote.stock = rs.TD_GetResponseValue(0, nMsg, 0, nSymbolLength);
/*/
* Bid Price : Field 1
/*/
nFieldNDX = nStartPos + nSymbolLength;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Ask Price : Field 2
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Last Price : Field 3
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.last = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Bid Size : Field 4
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Ask Size : Field 5
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Bid ID : Field 6
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
/*/
* Ask ID : Field 7
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
/*/
* Volume : Field 8
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.volume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
/*/
* Last Size : Field 9
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.lastsize = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Trade Time : Field 10
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.tradetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Quote Time : Field 11
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.quotetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* High : Field 12
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.high = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Low : Field 13
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.low = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Tick : Field 14
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.tick = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Close : Field 15
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.close = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Exchange : Field 16
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.exchange = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Marginable : Field 17
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.marginable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
/*/
* Shortable : Field 18
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.shortable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
/*/
* ISLAND BID : Field 19
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandbid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND ASK : Field 20
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND ASK : Field 21
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandvolume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
/*/
* QUOTE DATE : Field 22
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.quotedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* QUOTE DATE : Field 23
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.tradedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Volatility : Field 24
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.volatility = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Description : Field 25
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
int nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.description = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
/*/
* Trade ID : Field 26
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.trade_id = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
/*/
* Digits : Field 27
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.digits = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* Open : Field 28
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.open = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Change : Field 29
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.change = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* 52-Week High : Field 30
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.week_high_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* 52-Week Low : Field 31
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.week_low_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* PE-Ratio : Field 32
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.pe_ratio = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Dividend Amount : Field 33
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.dividend_amt = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* Dividend Yield : Field 34
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.dividend_yield = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* ISLAND BID SIZE : Field 35
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.island_bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* ISLAND ASK SIZE : Field 36
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.island_ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
/*/
* NAV : Field 37
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.nav = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* FUND : Field 38
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.fund = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
/*/
* EXCHANGE NAME : Field 39
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.exchange_name = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
/*/
* DIVIDEND DATE : Field 40
/*/
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.dividend_date = rs.TD_GetResponseValue(0, nMsg, 0, nStringlLength);
oL1Quotes.Add(oL1Quote);
rs.SendLevelOneDataSnapshot(oL1Quotes, rs.stockSymbol);
}
}
}
}
catch (Exception exc) { }
}
public bool TD_IsShortableCustom(string symbol)
{
L1quotes oL1Quote = new L1quotes();
while (true)
{
oL1Quote = TD_GetLevel1Quote2(symbol.ToUpper(), 0);
if (oL1Quote.shortable != null)
{
break;
}
}
return Convert.ToBoolean(oL1Quote.shortable);
}
public void process_AsyncLevelOneStreaming(IAsyncResult asyncResult)
{
// Get the RequestState object from the asyncresult
RequestState rs = (RequestState)asyncResult.AsyncState;
if (rs.lNewStockSymbol == true)
{
/*/ This tells use to return because the resources have been destroyed. /*/
rs.CloseStream(rs);
return;
}
try
{
if (rs.Request.ServicePoint.CurrentConnections > 0)
{
// Pull out the ResponseStream that was set in RespCallback
Stream responseStream = rs.ResponseStream;
// At this point rs.BufferRead should have some data in it.
// Read will tell us if there is any data there
int read = responseStream.EndRead(asyncResult);
if (read == 0)
{
rs.CloseStream(rs);
responseStream.Close();
rs.oParent.TD_RequestAsyncLevel2Streaming(rs.stockSymbol, rs.Level2DataSourceType, rs.oParentForm);
rs.oParent = null;
return;
}
if (read > 0)
{
Array.Copy(rs.BufferRead, 0, ChartByteArray2, ChartByteArray2NDx, read);
ChartByteArray2NDx = ChartByteArray2NDx + read;
string compressedText1 = Convert.ToBase64String(ChartByteArray2);
byte[] gzBuffer1 = Convert.FromBase64String(compressedText1);
byte[] DataByteArray = new byte[read];
byte[] aTempStorage = new byte[read];
string mydata = string.Empty;
int nStartPos1 = 0;
bool lStartFound = false;
int nEndPos1 = 0;
bool lEndFound = false;
int ntotalMessageChunkLength = 0;
for (int nLoop = 0; nLoop < ChartByteArray2NDx; nLoop++)
{
/*/
* Find the start of the streaming message.
/*/
if (gzBuffer1[nLoop] == 83 && lStartFound == false)
{
nStartPos1 = nLoop;
lStartFound = true;
}
/*/
* Find the end of the streaming message. End of message delimeter = 255,10
/*/
if (gzBuffer1[nLoop] == 255 && gzBuffer1[nLoop + 1] == 10 && lEndFound == false && lStartFound == true)
{
byte[] nTotMsg = new byte[sizeof(short)];
nTotMsg[0] = gzBuffer1[nStartPos1 + 1];
nTotMsg[1] = gzBuffer1[nStartPos1 + 2];
Array.Reverse(nTotMsg);
ntotalMessageChunkLength = BitConverter.ToInt16(nTotMsg, 0);
nEndPos1 = nLoop;
lEndFound = true;
nStartPos1 = nStartPos1 + 5;
//DataByteArray = new byte[(nEndPos1 - nStartPos1)];
DataByteArray = new byte[ntotalMessageChunkLength - 2];
Array.Copy(gzBuffer1, nStartPos1, DataByteArray, 0, ntotalMessageChunkLength - 4);
long nRemaining = ChartByteArray2NDx - (ntotalMessageChunkLength + nStartPos1);
if (nRemaining == 0)
{
/*/
* Reset the primary collection array.
/*/
ChartByteArray2NDx = 0;
ChartByteArray2 = new byte[BUFFER_SIZE];
}
else
{
/*/
* Reposition the primary collection array by moving the remaining data toward the top of the collection array.
* This will allow for unprocessed data received to get processed next in line and any new data will get place
* at the bottom of the collection array where it will wait its place in line.
/*/
ChartByteArray2NDx = ChartByteArray2NDx - (ntotalMessageChunkLength + nStartPos1);
aTempStorage = new byte[nRemaining];
Array.Copy(gzBuffer1, (ntotalMessageChunkLength + nStartPos1), aTempStorage, 0, nRemaining);
ChartByteArray2 = new byte[BUFFER_SIZE];
Array.Copy(aTempStorage, 0, ChartByteArray2, 0, nRemaining);
}
break;
}
}
if (lEndFound == true)
{
bool lContinueParsing = true;
while (lContinueParsing == true)
{
List<L1quotes> oL1Quotes = new List<L1quotes>();
L1quotes oL1Quote = new L1quotes();
string compressedText = Convert.ToBase64String(DataByteArray);
byte[] gzBuffer = Convert.FromBase64String(compressedText);
byte[] nMsg = null;
int nFieldNumber = 0;
int nFieldNDX = 0;
int nStartPos = 0;
short nStringlLength = 0;
/*/
* Stock Symbol : Field 0
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 0)
{
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nFieldNDX, nMsg, 0, nStringlLength);
oL1Quote.stock = rs.TD_GetResponseValue(0, nMsg, 0, nStringlLength);
}
else
nFieldNDX--;
}
/*/
* Bid Price : Field 1
/*/
nFieldNDX = nFieldNDX + nStringlLength;
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 1)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Ask Price : Field 2
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 2)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Last Price : Field 3
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 3)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.last = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Bid Size : Field 4
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 4)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Ask Size : Field 5
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 5)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Bid ID : Field 6
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 6)
{
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.bid_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Ask ID : Field 7
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 7)
{
nMsg = new byte[sizeof(short)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.ask_id = TD_GetResponseValue(sizeof(short), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Volume : Field 8
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 8)
{
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.volume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Last Size : Field 9
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 9)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.lastsize = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Trade Time : Field 10
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 10)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.tradetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Quote Time : Field 11
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 11)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.quotetime = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* High : Field 12
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 12)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.high = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Low : Field 13
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 13)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.low = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Tick : Field 14
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 14)
{
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.tick = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
}
else
nFieldNDX--;
}
/*/
* Close : Field 15
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 15)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.close = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Exchange : Field 16
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 16)
{
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.exchange = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
}
else
nFieldNDX--;
}
/*/
* Marginable : Field 17
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 17)
{
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.marginable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
}
else
nFieldNDX--;
}
/*/
* Shortable : Field 18
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 18)
{
nMsg = new byte[sizeof(bool)];
nMsg[0] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.shortable = TD_GetResponseValue(sizeof(bool), nMsg, 0, sizeof(char));
}
else
nFieldNDX--;
}
/*/
* ISLAND BID : Field 19
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 19)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandbid = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* ISLAND ASK : Field 20
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 20)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandask = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* ISLAND ASK : Field 21
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 21)
{
nMsg = new byte[sizeof(long)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
nMsg[4] = gzBuffer[nFieldNDX++];
nMsg[5] = gzBuffer[nFieldNDX++];
nMsg[6] = gzBuffer[nFieldNDX++];
nMsg[7] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.islandvolume = TD_GetResponseValue(sizeof(long), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* QUOTE DATE : Field 22
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 22)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.quotedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* QUOTE DATE : Field 23
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 23)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.tradedate = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Volatility : Field 24
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 24)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.volatility = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Description : Field 25
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 25)
{
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.description = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
}
else
nFieldNDX--;
}
/*/
* Trade ID : Field 26
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 26)
{
nMsg = new byte[sizeof(char)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
nMsg = new byte[sizeof(char)];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, sizeof(char));
oL1Quote.trade_id = TD_GetResponseValue(0, nMsg, 0, sizeof(char));
}
else
nFieldNDX--;
}
/*/
* Digits : Field 27
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 27)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.digits = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Open : Field 28
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 28)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.open = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Change : Field 29
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 29)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.change = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* 52-Week High : Field 30
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 30)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.week_high_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* 52-Week Low : Field 31
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 31)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.week_low_52 = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* PE-Ratio : Field 32
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 32)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.pe_ratio = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Dividend Amount : Field 33
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 33)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.dividend_amt = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* Dividend Yield : Field 34
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 34)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.dividend_yield = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* ISLAND BID SIZE : Field 35
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 35)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.island_bid_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* ISLAND ASK SIZE : Field 36
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 36)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.island_ask_size = TD_GetResponseValue(100, nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* NAV : Field 37
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 37)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.nav = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* FUND : Field 38
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
nStartPos = nFieldNDX;
if (nFieldNumber == 38)
{
nMsg = new byte[sizeof(float)];
nMsg[0] = gzBuffer[nFieldNDX++];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[2] = gzBuffer[nFieldNDX++];
nMsg[3] = gzBuffer[nFieldNDX++];
Array.Reverse(nMsg);
oL1Quote.fund = TD_GetResponseValue(sizeof(float), nMsg, nStartPos, 0);
}
else
nFieldNDX--;
}
/*/
* EXCHANGE NAME : Field 39
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 39)
{
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.exchange_name = TD_GetResponseValue(0, nMsg, 0, nStringlLength);
}
else
nFieldNDX--;
}
/*/
* DIVIDEND DATE : Field 40
/*/
if (nFieldNDX < gzBuffer.Length)
{
nMsg = new byte[sizeof(Int32)];
nMsg[0] = gzBuffer[nFieldNDX++];
nFieldNumber = BitConverter.ToInt32(nMsg, 0);
if (nFieldNumber == 40)
{
nMsg = new byte[sizeof(short)];
nMsg[1] = gzBuffer[nFieldNDX++];
nMsg[0] = gzBuffer[nFieldNDX++];
nStartPos = nFieldNDX;
nStringlLength = BitConverter.ToInt16(nMsg, 0);
nFieldNDX = nFieldNDX + nStringlLength;
nMsg = new byte[nStringlLength];
Array.Copy(gzBuffer, nStartPos, nMsg, 0, nStringlLength);
oL1Quote.dividend_date = rs.TD_GetResponseValue(0, nMsg, 0, nStringlLength);
}
else
nFieldNDX--;
}
oL1Quotes.Add(oL1Quote);
rs.SendLevelOneDataStreaming(oL1Quotes, rs.stockSymbol, rs.ServiceName);
if (nFieldNDX >= gzBuffer.Length - 1)
{
lContinueParsing = false;
}
}
}
}
//// Make another call so that we continue retrieving any all incoming data
if (rs.lNewStockSymbol == false)
{
try
{
IAsyncResult ar = responseStream.BeginRead(rs.BufferRead, 0, BUFFER_SIZE, new AsyncCallback(ReadCallBack), rs);
}
catch (Exception exc)
{
rs.CloseStream(rs);
responseStream.Close();
rs.oParent.TD_RequestAsyncLevel1QuoteStreaming(rs.stockSymbol, rs.ServiceName, rs.oParentForm);
rs.oParent = null;
}
}
}
}
catch (Exception exc)
{
/*/ This is very important. In case the remote server should drop our connection /*/
/*/ This will allow us to recreate the original request and begin reciving data. /*/
if (rs.lNewStockSymbol == false)
{
rs.CloseStream(rs);
rs.oParent.TD_RequestAsyncLevel1QuoteStreaming(rs.stockSymbol, rs.ServiceName, rs.oParentForm);
rs.oParent = null;
}
return;
}
}
