public void ReadRecordB(string record)
{
m_SequenceNumberB.ExtractValueFromRecord(record);
m_AccountNumberB.ExtractValueFromRecord(record);
m_CusipB.ExtractValueFromRecord(record);
m_UnderlyingCusipB.ExtractValueFromRecord(record);
m_InvestmentProfessionalB.ExtractValueFromRecord(record);
m_IntroductingBrokerB.ExtractValueFromRecord(record);
m_FullyPaidLendingQuantity.ExtractValueFromRecord(record);
m_FullyPaidLendingQuantityCollateralAmount.ExtractValueFromRecord(record);
m_OptionRoot.ExtractValueFromRecord(record);
if (IsOption)
{
m_ExpirationDateB.ExtractValueFromRecord(record);
m_CallPutIndicator.ExtractValueFromRecord(record);
m_StrikePriceB.ExtractValueFromRecord(record);
}
m_TDRepoQuantity.ExtractValueFromRecord(record);
m_SDRepoQuantity.ExtractValueFromRecord(record);
m_TDReverseRepoQuantity.ExtractValueFromRecord(record);
m_SDReverseRepoQuantity.ExtractValueFromRecord(record);
m_CollateralPledgeQuantity.ExtractValueFromRecord(record);
m_CorporateExecutiveServicesCollateralPledgeQuantity.ExtractValueFromRecord(record);
m_TDRepoLiquidatingValue.ExtractValueFromRecord(record);
m_SDRepoLiquidatingValue.ExtractValueFromRecord(record);
m_TDReverseRepoLiquidatingValue.ExtractValueFromRecord(record);
m_SDReverseRepoLiquidatingValue.ExtractValueFromRecord(record);
m_CollateralPledgeLiquidatingValue.ExtractValueFromRecord(record);
m_CorporateExecutiveServicesCollateralPledgeLiquidatingValue.ExtractValueFromRecord(record);
m_SDRepoLoanAmount.ExtractValueFromRecord(record);
m_TDReverseRepoLoanAmount.ExtractValueFromRecord(record);
m_SDReverseRepoLoanAmount.ExtractValueFromRecord(record);
m_AccruedInterestValue.ExtractValueFromRecord(record);
m_DividendorCouponRate.ExtractValueFromRecord(record);
}
public void ReadRecordA(string record)
{
m_SequenceNumber.ExtractValueFromRecord(record);
m_AccountNumber.ExtractValueFromRecord(record);
m_PortfolioAccountType.ExtractValueFromRecord(record);
m_Cusip.ExtractValueFromRecord(record);
m_IntroductingBroker.ExtractValueFromRecord(record);
m_InvestmentProfessional.ExtractValueFromRecord(record);
m_ProcessDate.ExtractValueFromRecord(record);
m_ReconciliationBreakIndicator.ExtractValueFromRecord(record);
m_Quantity.ExtractValueFromRecord(record);
m_CostBasis.ExtractValueFromRecord(record);
m_SecuritySymbol.ExtractValueFromRecord(record);
m_OptionRoot.ExtractValueFromRecord(record);
if (IsOption)
{
m_ExpirationDate.ExtractValueFromRecord(record);
m_CallPutIndicator.ExtractValueFromRecord(record);
m_StrikePrice.ExtractValueFromRecord(record);
}
m_DateOfData.ExtractValueFromRecord(record);
}
public void ReadRecordA(string record)
{
m_SequenceNumberA.ExtractValueFromRecord(record);
m_AccountNumberA.ExtractValueFromRecord(record);
m_CusipA.ExtractValueFromRecord(record);
m_UnderlyingCusipA.ExtractValueFromRecord(record);
m_InvestmentProfessionalA.ExtractValueFromRecord(record);
m_IntroductingBrokerA.ExtractValueFromRecord(record);
m_CurrencySecurityIndicator.ExtractValueFromRecord(record);
m_IssueCurrency.ExtractValueFromRecord(record);
m_TDQuantityUpdateDate.ExtractValueFromRecord(record);
m_SDQuantityUpdateDate.ExtractValueFromRecord(record);
m_TDQuantity.ExtractValueFromRecord(record);
m_SDQuantity.ExtractValueFromRecord(record);
m_SEGQuantity.ExtractValueFromRecord(record);
m_SafekeepingQuantity.ExtractValueFromRecord(record);;
m_TransferQuantity.ExtractValueFromRecord(record);
m_PendingTransferQuantity.ExtractValueFromRecord(record);
m_LegalTransferQuantity.ExtractValueFromRecord(record);
m_TenderedQuantity.ExtractValueFromRecord(record);
m_PendingPapersQuantity.ExtractValueFromRecord(record);
m_ShortAgainstBoxQuantity.ExtractValueFromRecord(record);
m_NetworkedQuantity.ExtractValueFromRecord(record);
m_PendingSplitQuantity.ExtractValueFromRecord(record);
m_CoveredQuantity.ExtractValueFromRecord(record);
m_TDQuantityBought.ExtractValueFromRecord(record);
m_TDQuantitySold.ExtractValueFromRecord(record);
m_RegTRequirement.ExtractValueFromRecord(record);
m_HouseMarginRequirement.ExtractValueFromRecord(record);
m_ExchangeRequirement.ExtractValueFromRecord(record);
m_EquityRequirement.ExtractValueFromRecord(record);
m_SecuritySymbol.ExtractValueFromRecord(record);
m_SecurityType.ExtractValueFromRecord(record);
m_SecurityMod.ExtractValueFromRecord(record);
m_SecurityCalc.ExtractValueFromRecord(record);
m_MinorProductCode.ExtractValueFromRecord(record);
m_NetworkEligibilityIndicator.ExtractValueFromRecord(record);
if (IsOption)
{
m_StrikePriceA.ExtractValueFromRecord(record);
m_ExpirationDateA.ExtractValueFromRecord(record);
}
m_ContractSize.ExtractValueFromRecord(record);
m_ConversionRatio.ExtractValueFromRecord(record);
m_AccountShortName.ExtractValueFromRecord(record);
m_StateCode.ExtractValueFromRecord(record);
m_CountryCode.ExtractValueFromRecord(record);
m_NumberofDescriptionLines.ExtractValueFromRecord(record);
m_DescriptionLine1.ExtractValueFromRecord(record);
m_DescriptionLine2.ExtractValueFromRecord(record);
m_DescriptionLine3.ExtractValueFromRecord(record);
m_DescriptionLine4.ExtractValueFromRecord(record);
m_DescriptionLine5.ExtractValueFromRecord(record);
m_DescriptionLine6.ExtractValueFromRecord(record);
m_DividendOption.ExtractValueFromRecord(record);
m_LTCapialGainsOption.ExtractValueFromRecord(record);
m_STCapialGainsOption.ExtractValueFromRecord(record);
m_FirmTradingIndicator.ExtractValueFromRecord(record);
m_PositionCurrency.ExtractValueFromRecord(record);
m_TDLiquidatingValue.ExtractValueFromRecord(record);
m_PoolFactor.ExtractValueFromRecord(record);
m_ExchangeRate.ExtractValueFromRecord(record);
m_SDLiquidatingValue.ExtractValueFromRecord(record);
m_AlternateSecurityIdType.ExtractValueFromRecord(record);
m_AlternateSecurityId.ExtractValueFromRecord(record);;
m_StructureProductIndicator.ExtractValueFromRecord(record);
}
protected T[] FillRecords(StreamReader reader)
{
List <T> abRecordList = new List <T>();
T abRecord = default(T);
string currentLine = "";
bool reachedEOF = false;
try
{
while (currentLine != null)
{
// read next line
currentLine = reader.ReadLine();
// on eof, save current record and exit loop
if ((currentLine == null) || reachedEOF)
{
if (abRecord != null)
{
abRecordList.Add(abRecord);
}
break;
}
// otherwise, process this line
else
{
switch (m_transactionCode.ExtractValueFromRecord(currentLine))
{
case "BOF": // beginning of file
m_headerDate.ExtractValueFromRecord(currentLine);
if (m_headerDate.FieldValue < Utilities.PreviousDate)
{
throw new ReconciliationImportException("Header record has an invalid date: " + m_headerDate.FieldValue.ToShortDateString());
}
break;
case "EOF": // end of file
reachedEOF = true;
break;
default:
// if we have a current record and sequence numbers do not match, save that record
if (abRecord != null)
{
if (abRecord.SequenceNumber != m_sequenceNumber.ExtractValueFromRecord(currentLine))
{
abRecordList.Add(abRecord);
abRecord = new T();
}
}
else
{
abRecord = new T();
}
// read data from current line
switch (m_recordIndicator.ExtractValueFromRecord(currentLine))
{
case "A":
abRecord.ReadRecordA(currentLine);
break;
case "B":
abRecord.ReadRecordB(currentLine);
break;
default:
throw new ReconciliationImportException("Record has an unidentified record indicator: " + m_recordIndicator.FieldValue);
}
break;
}
}
}
}
catch (Exception e)
{
Utilities.Error("Error reading record: " + abRecord ?? "", e);
abRecordList.Clear();
}
return(abRecordList.ToArray());
}
