public override object GetField(Main.Common.Enums.Fields field)
{
MarketDataFields mdField = (MarketDataFields)field;
if (mdField == MarketDataFields.Error)
{
return(Error);
}
else if (mdField == MarketDataFields.Symbol)
{
return(Symbol);
}
return(MarketDataFields.NULL);
}
public override object GetField(Main.Common.Enums.Fields field)
{
MarketDataFields mdField = (MarketDataFields)field;
if (Trade == null)
{
return(MarketDataFields.NULL);
}
if (mdField == MarketDataFields.Symbol)
{
return(Trade.symbol);
}
else if (mdField == MarketDataFields.Trade)
{
return(Trade.price);
}
else if (mdField == MarketDataFields.MDTradeSize)
{
return(Trade.size);
}
else if (mdField == MarketDataFields.Timestamp)
{
TimeSpan elapsed = Trade.timestamp - new DateTime(1970, 1, 1);
return(Convert.ToInt64(elapsed.TotalMilliseconds));
}
else if (mdField == MarketDataFields.TradeId)
{
return(Trade.trdMatchID);
}
else if (mdField == MarketDataFields.Side)
{
return(GetSide());
}
else if (mdField == MarketDataFields.MyTrade)
{
return(Trade.trdMatchID != "00000000-0000-0000-0000-000000000000");
}
else if (mdField == MarketDataFields.LastTrade)
{
return(LastTrade);
}
else
{
return(MarketDataOrderBookEntryFields.NULL);
}
}
public override object GetField(Main.Common.Enums.Fields field)
{
MarketDataFields mdField = (MarketDataFields)field;
if (Security == null)
{
return(MarketDataFields.NULL);
}
if (mdField == MarketDataFields.Symbol)
{
return(Security.Symbol);
}
else if (mdField == MarketDataFields.SecurityType)
{
return(Security.SecType);
}
else if (mdField == MarketDataFields.Currency)
{
return(Security.Currency);
}
else if (mdField == MarketDataFields.MDMkt)
{
return(Security.Exchange);
}
if (Security == null || Security.MarketData == null)
{
return(MarketDataFields.NULL);
}
if (mdField == MarketDataFields.OpeningPrice)
{
return(Security.MarketData.OpeningPrice);
}
else if (mdField == MarketDataFields.ClosingPrice)
{
return(Security.MarketData.ClosingPrice);
}
else if (mdField == MarketDataFields.TradingSessionHighPrice)
{
return(Security.MarketData.TradingSessionHighPrice);
}
else if (mdField == MarketDataFields.TradingSessionLowPrice)
{
return(Security.MarketData.TradingSessionLowPrice);
}
else if (mdField == MarketDataFields.TradingSessionLowPrice)
{
return(Security.MarketData.TradingSessionLowPrice);
}
else if (mdField == MarketDataFields.TradeVolume)
{
return(Security.MarketData.TradeVolume);
}
else if (mdField == MarketDataFields.OpenInterest)
{
return(Security.MarketData.OpenInterest);
}
else if (mdField == MarketDataFields.SettlType)
{
return(Security.MarketData.SettlType);
}
else if (mdField == MarketDataFields.CompositeUnderlyingPrice)
{
return(Security.MarketData.CompositeUnderlyingPrice);
}
else if (mdField == MarketDataFields.MidPrice)
{
return(Security.MarketData.MidPrice);
}
else if (mdField == MarketDataFields.SessionHighBid)
{
return(Security.MarketData.SessionHighBid);
}
else if (mdField == MarketDataFields.SessionLowOffer)
{
return(Security.MarketData.SessionLowOffer);
}
else if (mdField == MarketDataFields.EarlyPrices)
{
return(Security.MarketData.EarlyPrices);
}
else if (mdField == MarketDataFields.Trade)
{
return(Security.MarketData.Trade);
}
else if (mdField == MarketDataFields.MDTradeSize)
{
return(Security.MarketData.MDTradeSize);
}
else if (mdField == MarketDataFields.BestBidPrice)
{
return(Security.MarketData.BestBidPrice);
}
else if (mdField == MarketDataFields.BestAskPrice)
{
return(Security.MarketData.BestAskPrice);
}
else if (mdField == MarketDataFields.BestBidSize)
{
return(Security.MarketData.BestBidSize);
}
else if (mdField == MarketDataFields.BestBidCashSize)
{
return(Security.MarketData.BestBidCashSize);
}
else if (mdField == MarketDataFields.BestAskSize)
{
return(Security.MarketData.BestAskSize);
}
else if (mdField == MarketDataFields.BestAskCashSize)
{
return(Security.MarketData.BestAskCashSize);
}
else if (mdField == MarketDataFields.BestBidExch)
{
return(Security.MarketData.BestBidExch);
}
else if (mdField == MarketDataFields.BestAskExch)
{
return(Security.MarketData.BestAskExch);
}
else if (mdField == MarketDataFields.MDEntryDate)
{
return(Security.MarketData.MDEntryDate);
}
else if (mdField == MarketDataFields.MDEntryTime)
{
return(Security.MarketData.MDLocalEntryDate);
}
else if (mdField == MarketDataFields.MDLocalEntryDate)
{
return(Security.MarketData.MDLocalEntryDate);
}
else if (mdField == MarketDataFields.ReverseMarketData)
{
return(Security.ReverseMarketData);
}
else if (mdField == MarketDataFields.LastTradeDateTime)
{
return(Security.MarketData.LastTradeDateTime);
}
else if (mdField == MarketDataFields.PercentageChange)
{
return(Security.MarketData.PercentageChange);
}
return(MarketDataFields.NULL);
}