private string SetRic(DEXSRPTemplate dex)
{
string result = string.Empty;
string monthCode = string.Empty;
string yearCode = string.Empty;
if (callOrPut.Equals("C"))
{
if (dicCall.ContainsKey(expireMonthMMM))
{
monthCode = dicCall[expireMonthMMM];
}
}
else if (callOrPut.Equals("P"))
{
if (dicPut.ContainsKey(expireMonthMMM))
{
monthCode = dicPut[expireMonthMMM];
}
}
yearCode = expireYearYY;
result = string.Format("S50{0}{1}{2}.FX", StrikePrice, monthCode, yearCode);
return(result);
}
public TFEXBulkFileTemplate(DEXSRPTemplate dex)
{
callOrPut = GetCallOrPut(dex.NewTIShortName);
AddDic();
Tag = "47512";
Type = "DERIVATIVE";
Category = "EIO";
CallPutOption = SetCallPutOption(callOrPut);
DerivativesQuoteUnderlyingAsset = ".SET50";
ExpiryDate = SetExpiryDate(dex.ExpiredDate);
DerivativesLastTradingDay = DateTimeConvert(dex.LastTradeDate.Replace("/", "-"), "yyyy-MM-dd", "dd-MMM-yyyy");
RetireDate = SetRetireDate(DerivativesLastTradingDay);
DerivativesLotSize = dex.ContractSize;
StrikePrice = dex.StrikePrice.Replace(".000000", "");
DerivativesLotUnit = "INDEX";
Exchange = "TFX";
Currency = "THB";
DerivativesMethodOfDelivery = "CASH";
OptionsExerciseStyle = "E";
TickerSymbol = "S50";
DerivativesTickValue = "20";
RcsAssetClass = "OPT";
DerivativesTradingStyle = "E";
DerivativesContractType = "7";
DerivativesPeriodicity = "Q";
DerivativesSeriesDescription = "Thailand Futures Exchange SET 50 Index Option";
TradingSymbol = dex.NewTIShortName;
DerivativesFirstTradingDay = DateTimeConvert(dex.FirstTradeDate.Replace("/", "-"), "yyyy-MM-dd", "dd-MMM-yyyy");
OptionStub = "S50.FX";
Ric = SetRic(dex);
AssetCommonName = string.Format("S50 {0}{1} {2}{3}", expireMonthMMM, expireYearYY, StrikePrice, callOrPut).ToUpper();
AssetShortName = AssetCommonName;
}