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);
        }
Esempio n. 2
0
        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);
            }
        }
Esempio n. 3
0
        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);
        }