Example #1
0
        public void EnsureStrikeParsing()
        {
            {
                var message = new ContractDataMessage
                {
                    RequestId = ConnectionHelper.RequestId,
                    Symbol = "MSFT",
                    SecurityType = "OPT",
                    Strike = 0.0
                };

                var contract = Contract.FromContractDataMessage(message);

                Assert.AreEqual(null, contract.Strike);
            }

            {
                var message = new ContractDataMessage
                {
                    RequestId = ConnectionHelper.RequestId,
                    Symbol = "MSFT",
                    SecurityType = "OPT",
                    Strike = 0.01
                };

                var contract = Contract.FromContractDataMessage(message);

                Assert.AreEqual(message.Strike, contract.Strike);
            }
        }
Example #2
0
 private void OnContractDataMessage(ContractDataMessage message)
 {
     this.result.Add(Contract.FromContractDataMessage(message));
     this.resultsToRetireve--;
     if (this.resultsToRetireve == 0)
     {
         this.Finish();
     }
 }
Example #3
0
        public void EnsurePutCallStringParsing()
        {
            {
                var message = new ContractDataMessage
                {
                    RequestId = ConnectionHelper.RequestId,
                    Symbol = "MSFT",
                    SecurityType = "OPT",
                    Right = "P"
                };

                var contract = Contract.FromContractDataMessage(message);

                Assert.AreEqual(false, contract.Call);    
            }

            {
                var message = new ContractDataMessage
                {
                    RequestId = ConnectionHelper.RequestId,
                    Symbol = "MSFT",
                    SecurityType = "OPT",
                    Right = "C"
                };

                var contract = Contract.FromContractDataMessage(message);

                Assert.AreEqual(true, contract.Call);
            }

            {
                var message = new ContractDataMessage
                {
                    RequestId = ConnectionHelper.RequestId,
                    Symbol = "MSFT",
                    SecurityType = "OPT",
                };

                var contract = Contract.FromContractDataMessage(message);

                Assert.AreEqual(null, contract.Call);
            }
        }
Example #4
0
        public void EnsureExpirationParsing()
        {
            var message = new ContractDataMessage
            {
                RequestId = ConnectionHelper.RequestId,
                Symbol = "MSFT",
                SecurityType = "OPT",
                
            };

            {
                message.ContractMonth = "201401";
                var contract = Contract.FromContractDataMessage(message);
                Assert.AreEqual(new DateTime(2014, 1, 1), contract.AdditionalContractInfo.ContractMonth);
            }

            {
                message.ContractMonth = "";
                var contract = Contract.FromContractDataMessage(message);
                Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
            }

            {
                message.ContractMonth = "201436";
                var contract = Contract.FromContractDataMessage(message);
                Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
            }

            {
                message.ContractMonth = "20140A";
                var contract = Contract.FromContractDataMessage(message);
                Assert.AreEqual(null, contract.AdditionalContractInfo.ContractMonth);
            }
        }