}//TryConvert()
//
//
//
public static bool TryCreateInstrumentKey(string keyString, out TradingTechnologies.TTAPI.InstrumentKey key)
{
key = new TradingTechnologies.TTAPI.InstrumentKey();
// Assume key has form: "XXXX PP PPPPP (TYPE) SSSSSSS"
// Where:
// exchange name "XXXX" has NO embedded spaces;
// product name "PP PPPPP" CAN have embedded spaces (like "IPE e-Gas Oil");
// there are NO extra parentheses, apart from those wrapping the instrument "TYPE"
string[] parts = keyString.Split(new char[] { ')', '(' }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length != 3)
{
return(false);
}
// Now we should have something like: ["ICE_IPE IPE e-Gas Oil ","FUTURE"," 198755"]
// Extract instrument type and series name from the last two terms.
string typeStr = parts[1].Trim();
string seriesName = parts[2].Trim();
// Extract product and exchange.
int n = parts[0].IndexOf(' '); // locate the FIRST space, assumed to be after the exchange name.
if (n < 0 || n >= parts[0].Length)
{
return(false);
}
string exchange = parts[0].Substring(0, n).Trim();
string productName = parts[0].Substring(n + 1, parts[0].Length - (n + 1)).Trim();
key = new TradingTechnologies.TTAPI.InstrumentKey(exchange, typeStr, productName, seriesName);
return(true);
}//TryCreateInstrumentKey()
public void FindInstrument(TT.InstrumentKey key)
{
IList <TT.InstrumentKey> keys = new List <TT.InstrumentKey> {
key
};
FindInstrument(keys);
}
}//TryCreateInstrumentKey()
//
//
//
public static string ToString(TradingTechnologies.TTAPI.InstrumentKey ttKey)
{
return(string.Format("{0} ({1}) {2}", ttKey.ProductKey.Name, ttKey.ProductKey.Type, ttKey.SeriesKey));
}