}//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)); }