private ArrayList GetOptionChainFromDocument(HtmlDocument doc, SymbolSet.SymbolTableRow tck, DateTime expdate)
{
// locate table of "Open Int" element
HtmlElement table_elem = WebForm.LocateParentElement(doc, "Open Int", 0, "TABLE");
if (table_elem == null)
{
return(null);
}
// get quote table
XmlDocument xml = cap.ConvertHtmlToXml(table_elem.OuterHtml);
if (xml == null)
{
return(null);
}
// create options array list
ArrayList options_list = new ArrayList();
for (int i = 2; ; i++)
{
XmlNode nd, row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR(" + i.ToString() + ")");
if (row_nd == null)
{
break;
}
// get strike
nd = prs.GetXmlNodeByPath(row_nd, @"TD(9)");
double strike = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
strike = Convert.ToDouble(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim(), ci);
}
catch { }
}
if (double.IsNaN(strike))
{
continue;
}
for (int j = 0; j <= 9; j += 9)
{
// create new option
Option option = new Option();
// type
option.type = (j == 0) ? "Call" : "Put";
// strike
option.strike = strike;
// underlying
option.stock = tck.Symbol;
// update time stamp
option.update_timestamp = DateTime.Now;
// exipration date
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 1).ToString() + ")");
if (nd == null || string.IsNullOrEmpty(nd.InnerText))
{
break;
}
string[] split = nd.InnerText.Replace(",", "").Split(' ');
option.expiration = expdate;
DateTime.TryParse(split[1] + "-" + split[0] + "-" + split[2], ci, DateTimeStyles.None, out option.expiration);
// symbol
option.symbol = string.Format(".{0}{1:yyMMdd}{2}{3:00000000}", tck.Symbol.TrimStart(new char[] { '^' }), option.expiration, option.type[0], option.strike * 1000);
// get last price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 2).ToString() + ")");
option.price.last = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.price.last = Convert.ToDouble(stmp, ci);
}
}
catch { }
}
// get price change
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 3).ToString() + ")");
option.price.change = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.price.change = Convert.ToDouble(stmp, ci);
}
}
catch { }
}
// get bid price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 4).ToString() + ")");
option.price.bid = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.price.bid = Convert.ToDouble(stmp, ci);
}
}
catch { }
}
// get ask price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 5).ToString() + ")");
option.price.ask = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.price.ask = Convert.ToDouble(stmp, ci);
}
}
catch { }
}
// get volume
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 6).ToString() + ")");
option.volume.total = 0;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.volume.total = Convert.ToInt32(stmp, ci);
}
}
catch { }
}
// get open interest
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + (j + 7).ToString() + ")");
option.open_int = 0;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
string stmp = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim();
if (!string.IsNullOrEmpty(stmp))
{
option.open_int = Convert.ToInt32(stmp, ci);
}
}
catch { }
}
// add option to option-list
options_list.Add(option);
}
}
return(options_list);
}
private Quote GetQuoteFromDocument(HtmlDocument doc, SymbolSet.SymbolTableRow tck)
{
// locate table of "Last Sale" element
HtmlElement table_elem = WebForm.LocateParentElement(doc, "Last Sale", 0, "TABLE");
if (table_elem == null)
{
return(null);
}
// get quote table
XmlDocument xml = cap.ConvertHtmlToXml(table_elem.OuterHtml);
if (xml == null)
{
return(null);
}
XmlNode nd, row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR(2)");
if (row_nd == null)
{
return(null);
}
// create qutote
Quote quote = new Quote();
// get date and time
quote.update_timestamp = DateTime.Now;
// get underlying symbol
quote.stock = tck.Symbol;
// get underlying name
nd = prs.GetXmlNodeByPath(row_nd, @"TD(1)");
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
quote.name = System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim().Trim();
}
else
{
quote.name = tck.Name;
}
// get underlying last price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(4)");
quote.price.last = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
quote.price.last = Convert.ToDouble(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim(), ci);
}
catch { }
}
// get underlying price change
nd = prs.GetXmlNodeByPath(row_nd, @"TD(5)\SPAN\#text");
quote.price.change = double.NaN;
if (nd != null && !string.IsNullOrEmpty(nd.InnerText))
{
try
{
quote.price.change = Convert.ToDouble(System.Web.HttpUtility.HtmlDecode(nd.InnerText).Trim(), ci);
}
catch { }
}
// get open price
quote.price.open = quote.price.last - quote.price.change;
// set unsupported data to NaN
quote.price.low = double.NaN;
quote.price.high = double.NaN;
quote.price.bid = double.NaN;
quote.price.ask = double.NaN;
quote.volume.total = double.NaN;
return(quote);
}
