/// <summary>
/// Provides a convenience method for creating a future Symbol.
/// </summary>
/// <param name="ticker">The ticker</param>
/// <param name="market">The market the future resides in</param>
/// <param name="expiry">The future expiry date</param>
/// <param name="alias">An alias to be used for the symbol cache. Required when
/// adding the same security from different markets</param>
/// <returns>A new Symbol object for the specified future contract</returns>
public static Symbol CreateFuture(string ticker, string market, DateTime expiry, string alias = null)
{
var sid = SecurityIdentifier.GenerateFuture(expiry, ticker, market);
if (expiry == SecurityIdentifier.DefaultDate)
{
alias = alias ?? "/" + ticker.ToUpper();
}
else
{
var sym = sid.Symbol;
alias = alias ?? SymbolRepresentation.GenerateFutureTicker(sym, sid.Date);
}
return(new Symbol(sid, alias));
}
#pragma warning restore 1591
#endregion
/// <summary>
/// Centralized helper method to resolve alias for a symbol
/// </summary>
public static string GetAlias(SecurityIdentifier securityIdentifier, Symbol underlying = null)
{
string sym;
switch (securityIdentifier.SecurityType)
{
case SecurityType.FutureOption:
case SecurityType.Option:
case SecurityType.IndexOption:
if (securityIdentifier.Date == SecurityIdentifier.DefaultDate)
{
return($"?{underlying.Value.LazyToUpper()}");
}
sym = underlying.Value;
if (securityIdentifier.Symbol != underlying.ID.Symbol)
{
// If we have changed the SID and it does not match the underlying,
// we've mapped a future into another Symbol. We want to have a value
// representing the mapped ticker, not of the underlying.
// e.g. we want:
// OG C3200...|GC18Z20
// NOT
// GC C3200...|GC18Z20
sym = securityIdentifier.Symbol;
}
if (sym.Length > 5)
{
sym += " ";
}
return(SymbolRepresentation.GenerateOptionTickerOSI(sym, securityIdentifier.OptionRight, securityIdentifier.StrikePrice, securityIdentifier.Date));
case SecurityType.Future:
sym = securityIdentifier.Symbol;
if (securityIdentifier.Date == SecurityIdentifier.DefaultDate)
{
return($"/{sym}");
}
return(SymbolRepresentation.GenerateFutureTicker(sym, securityIdentifier.Date));
default:
return(null);
}
}
/// <summary>
/// Provides a convenience method for creating a futures Symbol.
/// </summary>
/// <param name="underlying">The underlying ticker</param>
/// <param name="market">The market the underlying resides in</param>
/// <param name="expiry">The option expiry date</param>
/// <param name="alias">An alias to be used for the symbol cache. Required when
/// adding the same security from different markets</param>
/// <returns>A new Symbol object for the specified option contract</returns>
public static Symbol CreateFuture(string underlying, string market, DateTime expiry, string alias = null)
{
var underlyingSid = SecurityIdentifier.GenerateBase(underlying, market);
var sid = SecurityIdentifier.GenerateFuture(expiry, underlyingSid, market);
var underlyingSymbol = new Symbol(underlyingSid, underlying);
if (expiry == SecurityIdentifier.DefaultDate)
{
alias = alias ?? "/" + underlying.ToUpper();
}
else
{
var sym = sid.Symbol;
alias = alias ?? SymbolRepresentation.GenerateFutureTicker(sym, sid.Date);
}
return(new Symbol(sid, alias, underlyingSymbol));
}