// get stock latest options chain
public ArrayList GetOptionsChain(string ticker)
{
XmlDocument xml = null;
System.Windows.Forms.HtmlElement elem = null;
// correct symbol
SymbolSet.SymbolTableRow tck = CorrectSymbolRow(ticker);
if (tck == null)
{
return(null);
}
// check cache for option data
if (!cache_dict.ContainsKey(tck.Id))
{
// get url for quote page
string url = @"http://www.nasdaqomxnordic.com/shares/optionsandfutures/?Instrument=" + tck.Id;
// read first page (try twice before giving up)
System.Windows.Forms.HtmlDocument doc = wbf.GetHtmlDocumentWithWebBrowser(url, null, "optionsAndFuturesTable", "TABLE", 30);
if (doc == null || doc.Body == null || string.IsNullOrEmpty(doc.Body.InnerText))
{
return(null);
}
elem = doc.GetElementById("optionsAndFuturesTable");
if (elem == null)
{
return(null);
}
xml = cap.ConvertHtmlToXml(elem.OuterHtml);
}
else
{
xml = cache_dict[tck.Id];
}
if (xml == null)
{
return(null);
}
// create options array list
ArrayList options_list = new ArrayList();
options_list.Clear();
for (int i = 1; ; i++)
{
XmlNode nd, row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR(" + i.ToString() + ")");
if (row_nd == null)
{
break;
}
try
{
// get title
string title = null;
foreach (XmlAttribute attr in row_nd.Attributes)
{
if (attr.Name.ToUpper() == "TITLE")
{
title = attr.Value;
break;
}
}
if (title == null)
{
continue;
}
string[] split = title.Split('-');
if (split.Length == 1 || (!split[1].Contains("CALL OPTION") && !split[1].Contains("PUT OPTION")))
{
continue;
}
Option option = new Option();
// set option stock
option.stock = tck.Symbol;
// set option symbol
option.symbol = "." + split[0].Trim();
// get option type by parsing the option symbol
string stmp = option.symbol.TrimEnd(new char[] { '0', '1', '2', '3', '4', '5', '6', '7', '8', '9' }).ToUpper();
char ctmp = stmp[stmp.Length - 1];
if (ctmp >= 'A' && ctmp <= 'L')
{
option.type = "Call";
}
else if (ctmp >= 'M' && ctmp <= 'X')
{
option.type = "Put";
}
else
{
continue;
}
// get expiration date
nd = prs.GetXmlNodeByPath(row_nd, @"TD(2)");
if (nd == null || nd.InnerText.Trim() == "")
{
continue;
}
split = nd.InnerText.Trim().Split(new char[] { '.', '-' });
option.expiration = Convert.ToDateTime(split[1] + "/" + split[2] + "/" + split[0], ci).AddDays(1);
// get strike price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(11)");
if (nd == null || nd.InnerText.Trim() == "")
{
continue;
}
option.strike = Convert.ToDouble(nd.InnerText);
// get stocks per contract
nd = prs.GetXmlNodeByPath(row_nd, @"TD(10)");
try { option.stocks_per_contract = (int)Convert.ToDecimal(nd.InnerText); }
catch { option.stocks_per_contract = 100; }
// get bid price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(3)");
if (nd == null || nd.InnerText == "")
{
option.price.bid = double.NaN;
}
else
{
try { option.price.bid = Convert.ToDouble(nd.InnerText); }
catch { option.price.bid = double.NaN; }
}
// get ask price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(4)");
if (nd == null || nd.InnerText == "")
{
option.price.ask = double.NaN;
}
else
{
try { option.price.ask = Convert.ToDouble(nd.InnerText); }
catch { option.price.ask = double.NaN; }
}
// get last price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(5)");
if (nd == null || nd.InnerText == "")
{
option.price.last = double.NaN;
}
else
{
try { option.price.last = Convert.ToDouble(nd.InnerText); }
catch { option.price.last = double.NaN; }
}
// set price change
option.price.change = double.NaN;
// get option open-int
nd = prs.GetXmlNodeByPath(row_nd, @"TD(8)");
if (nd == null || nd.InnerText == "")
{
option.open_int = 0;
}
else
{
try { option.open_int = (int)Convert.ToDecimal(nd.InnerText); }
catch { option.open_int = 0; }
}
// get option volume
nd = prs.GetXmlNodeByPath(row_nd, @"TD(9)");
if (nd == null || nd.InnerText == "")
{
option.volume.total = 0;
}
else
{
try { option.volume.total = (int)Convert.ToDecimal(nd.InnerText); }
catch { option.volume.total = 0; }
}
// update time stamp
option.update_timestamp = DateTime.Now;
// add option to list
options_list.Add(option);
}
catch { }
}
return(options_list);
}
// get stock latest quote
public Quote GetQuote(string ticker)
{
XmlDocument xml = null;
System.Windows.Forms.HtmlElement elem = null;
// correct symbol
SymbolSet.SymbolTableRow tck = CorrectSymbolRow(ticker);
if (tck == null)
{
return(null);
}
// is index ?
bool is_index = tck.Symbol.StartsWith("^");
// clear global cache
cache_dict.Clear();
XmlNode nd, row_nd = null;
System.Windows.Forms.HtmlDocument doc = null;
// @"http://www.nasdaqomxnordic.com/shares/optionsandfutures/?Instrument={0}"
// @"http://www.nasdaqomxnordic.com/optionsandfutures/microsite?Instrument={0}"
// get url to quote+option-chain page
string url = string.Format(@"http://www.nasdaqomxnordic.com/shares/optionsandfutures/?Instrument={0}", is_index ? tck.Isin : tck.Id);
// read first page (try twice before giving up)
doc = wbf.GetHtmlDocumentWithWebBrowser(url, null, "optionsAndFuturesTable", "TABLE", 60);
if (doc == null || doc.Body == null || string.IsNullOrEmpty(doc.Body.InnerText))
{
return(null);
}
// get quote table
elem = doc.GetElementById("avistaTable");
if (elem == null)
{
return(null);
}
xml = cap.ConvertHtmlToXml(elem.OuterHtml);
if (xml == null)
{
return(null);
}
row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR");
if (row_nd == null)
{
return(null);
}
// create quote
Quote quote = new Quote();
// get stock symbol / name
quote.stock = tck.Symbol;
// get name
quote.name = quote.stock;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(1)");
if (nd != null && nd.InnerText != "")
{
try { quote.name = nd.InnerText.Trim(); }
catch { }
}
// get last price
quote.price.last = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(2)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.last = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get price change
quote.price.change = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(3)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.change = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get open price
quote.price.open = quote.price.last - quote.price.change;
// get bid price
quote.price.bid = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(5)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.bid = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get ask price
quote.price.ask = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(6)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.ask = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get high price
quote.price.high = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(7)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.high = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get low price
quote.price.low = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(8)");
if (nd != null && nd.InnerText != "")
{
try { quote.price.low = Convert.ToDouble(nd.InnerText); }
catch { }
}
// get total volume
quote.volume.total = double.NaN;
elem = doc.GetElementById("tradingInformationTable");
if (elem != null)
{
xml = cap.ConvertHtmlToXml(elem.OuterHtml);
if (xml != null)
{
nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR(3)\TD(2)");
if (nd != null && nd.InnerText != "")
{
try
{
quote.volume.total = Convert.ToDouble(nd.InnerText) * quote.price.last;
}
catch { }
}
}
}
// time-stamp
quote.update_timestamp = DateTime.Now;
// get and cache option table
elem = doc.GetElementById("optionsAndFuturesTable");
if (elem != null)
{
xml = cap.ConvertHtmlToXml(elem.OuterHtml);
if (xml != null)
{
cache_dict.Add(tck.Id, xml);
}
}
return(quote);
}
