public DerivativeSymbolTick GetTick(bool getSpread, out BrokerErrorCode code)
{
DerivativeSymbolQuote Q = null;
DerivativeSymbolSpread S = null;
DerivativeSymbolTick T = new DerivativeSymbolTick();
StringBuilder sb = new StringBuilder();
code = _broker.GetDerivativeQuote(Instrument.Symbol, Instrument.InstrumentType, Instrument.ExpiryDate, Instrument.StrikePrice, out Q);
// Check for exchange closed or contract disabled code
if (code == BrokerErrorCode.Success)
{
T.Q = Q;
sb.Append(Q.ToTickString());
}
if (getSpread)
{
code = _broker.GetDerivativeSpread(Instrument.Symbol, Instrument.InstrumentType, Instrument.ExpiryDate, Instrument.StrikePrice, out S);
if (code == BrokerErrorCode.Success)
{
T.S = S;
sb.Append(";" + S.ToString());
}
}
if (code.Equals(BrokerErrorCode.Success) && (_writeTicks || MarketUtils.IsTimeTodayAfter915(Q.QuoteTime)))
{
_writeTicks = true;
_ticksw.WriteLine(sb.ToString());
}
return(T);
}
public SymbolTick(bool allocateD)
{
if (allocateD)
{
D = new DerivativeSymbolTick();
}
else
{
E = new EquitySymbolTick();
}
}