public static Instrument ContractDetailsToInstrument(ContractDetails contract)
{
var instrument = new Instrument
{
Symbol = contract.Summary.LocalSymbol,
UnderlyingSymbol = contract.Summary.Symbol,
Name = contract.LongName,
OptionType = RightTypeToOptionType(contract.Summary.Right),
Type = InstrumentTypeConverter(contract.Summary.SecurityType),
Multiplier = contract.Summary.Multiplier == null ? 1 : int.Parse(contract.Summary.Multiplier),
Expiration = string.IsNullOrEmpty(contract.Summary.Expiry) ? (DateTime?)null : DateTime.ParseExact(contract.Summary.Expiry, "yyyyMMdd", CultureInfo.InvariantCulture),
Strike = (decimal)contract.Summary.Strike,
Currency = contract.Summary.Currency,
MinTick = (decimal)contract.MinTick,
Industry = contract.Industry,
Category = contract.Category,
Subcategory = contract.Subcategory,
IsContinuousFuture = false,
ValidExchanges = contract.ValidExchanges
};
if (!string.IsNullOrEmpty(contract.Summary.PrimaryExchange))
instrument.PrimaryExchange = new Exchange { Name = contract.Summary.PrimaryExchange };
return instrument;
}
private IB.ContractDetails GetContractDetails(IB.Contract contract)
{
IB.ContractDetails details = null;
var requestID = GetNextRequestID();
var manualResetEvent = new ManualResetEvent(false);
// define our event handlers
EventHandler <IB.ContractDetailsEventArgs> clientOnContractDetails = (sender, args) =>
{
// ignore other requests
if (args.RequestId != requestID)
{
return;
}
details = args.ContractDetails;
_contractDetails.TryAdd(contract.Symbol, details);
manualResetEvent.Set();
};
_client.ContractDetails += clientOnContractDetails;
// make the request for data
_client.RequestContractDetails(requestID, contract);
// we'll wait a second, but it may not exist so just pass through
manualResetEvent.WaitOne(1000);
// be sure to remove our event handlers
_client.ContractDetails -= clientOnContractDetails;
return(details);
}
/// <summary>
/// Full Constructor
/// </summary>
/// <param name="requestId">The ticker ID of the request to which this row is responding.</param>
/// <param name="rank">The ranking within the response of this bar.</param>
/// <param name="contractDetails">This structure contains a full description of the contract that was executed.</param>
/// <param name="distance">Meaning varies based on query.</param>
/// <param name="benchmark">Meaning varies based on query.</param>
/// <param name="projection">Meaning varies based on query.</param>
/// <param name="legsStr">Describes combo legs when scan is returning EFP.</param>
public ScannerDataEventArgs(int requestId, int rank, ContractDetails contractDetails, string distance,
string benchmark, string projection, string legsStr)
{
this.requestId = requestId;
this.legsStr = legsStr;
this.projection = projection;
this.benchmark = benchmark;
this.distance = distance;
this.contractDetails = contractDetails;
this.rank = rank;
}
/// <summary>
/// Full Constructor
/// </summary>
/// <param name="requestId">The ticker ID of the request to which this row is responding.</param>
/// <param name="rank">The ranking within the response of this bar.</param>
/// <param name="contractDetails">This structure contains a full description of the contract that was executed.</param>
/// <param name="distance">Meaning varies based on query.</param>
/// <param name="benchmark">Meaning varies based on query.</param>
/// <param name="projection">Meaning varies based on query.</param>
/// <param name="legsStr">Describes combo legs when scan is returning EFP.</param>
public ScannerDataEventArgs(int requestId, int rank, ContractDetails contractDetails, string distance,
string benchmark, string projection, string legsStr)
{
this.requestId = requestId;
this.legsStr = legsStr;
this.projection = projection;
this.benchmark = benchmark;
this.distance = distance;
this.contractDetails = contractDetails;
this.rank = rank;
}
/// <summary>
/// Full Constructor
/// </summary>
/// <param name="requestId">Request Id</param>
/// <param name="contractDetails">This structure contains a full description of the contract being looked up.</param>
public ContractDetailsEventArgs(int requestId, ContractDetails contractDetails)
{
this.requestId = requestId;
this.contractDetails = contractDetails;
}
/// <summary>
/// Full Constructor
/// </summary>
/// <param name="requestId">Request Id</param>
/// <param name="contractDetails">This structure contains a full description of the contract being looked up.</param>
public ContractDetailsEventArgs(int requestId, ContractDetails contractDetails)
{
this.requestId = requestId;
this.contractDetails = contractDetails;
}
/// <summary>
/// Full Constructor
/// </summary>
/// <param name="requestId">Request Id</param>
/// <param name="contractDetails">This structure contains a full description of the bond contract being looked up.</param>
public BondContractDetailsEventArgs(int requestId, ContractDetails contractDetails)
{
this.RequestId = requestId;
this.ContractDetails = contractDetails;
}