public void subContractType(ADM_Input_Data admObject,
String PSUBTY)
{
if (PSUBTY.Trim().Length == 0)
{
admObject.isFuture = true;
admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.FUTURE;
}
else
{
admObject.isFuture = false;
if (PSUBTY.CompareTo("C") == 0)
{
admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.CALL;
}
else
{
admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.PUT;
}
}
}
public String generateOptionCQGSymbol(ADM_Input_Data admSummaryImport,
String PSUBTY, DateTime PCTYM,
Instrument instrument)
{
StringBuilder cqgSymbol = new StringBuilder();
#if DEBUG
try
#endif
{
//String typeSymbol = admSummaryImport.PSUBTY;
if (admSummaryImport.isFuture)
{
cqgSymbol.Append("F");
cqgSymbol.Append(".");
cqgSymbol.Append(instrument.CQGsymbol);
//int year = (Convert.ToInt16(admSummaryImport.PCTYM.Substring(0, 4)) - 2000) % 10;
//**********
//String dateFormat = "yyyyMM";
//DateTime admSummaryYearMonth = DateTime.ParseExact(PCTYM, dateFormat, CultureInfo.InvariantCulture);
int year = PCTYM.Year % 100;
//**********
String monthChar = optionMonthTypesArray.GetValue(PCTYM.Month - 1).ToString();
cqgSymbol.Append(monthChar);
cqgSymbol.Append(year);
}
else
{
cqgSymbol.Append(PSUBTY);
cqgSymbol.Append(".");
cqgSymbol.Append(instrument.CQGsymbol);
//int year = (Convert.ToInt16(admSummaryImport.PCTYM.Substring(0, 4)) - 2000) % 10;
//**********
//String dateFormat = "yyyyMM";
//DateTime admSummaryYearMonth = DateTime.ParseExact(PCTYM, dateFormat, CultureInfo.InvariantCulture);
int year = PCTYM.Year % 10;
//**********
String monthChar = optionMonthTypesArray.GetValue(PCTYM.Month - 1).ToString();
cqgSymbol.Append(monthChar);
cqgSymbol.Append(year);
cqgSymbol.Append(admSummaryImport.strike);
}
//TSErrorCatch.debugWriteOut(cqgSymbol.ToString());
//cqgSymbol.Append(optionBuilderSpreadStructure[spreadCounter]
// .optionBuildLegStructureArray[legCounter]
// .optionBuildLegDataAtRollDateList[legRollListCounter]
// .optionExpirationRollInto.optionMonth.ToString());
//cqgSymbol.Append((optionBuilderSpreadStructure[spreadCounter]
// .optionBuildLegStructureArray[legCounter]
// .optionBuildLegDataAtRollDateList[legRollListCounter]
// .optionExpirationRollInto.optionYear % 10));
//cqgSymbol.Append(ConversionAndFormatting.convertToTickMovesString(
// optionBuilderSpreadStructure[spreadCounter]
// .optionBuildLegStructureArray[legCounter]
// .optionBuildLegDataAtRollDateList[legRollListCounter].optionStrikePrice,
// optionBuilderSpreadStructure[spreadCounter].instrument.optionStrikeIncrement,
// optionBuilderSpreadStructure[spreadCounter].instrument.optionStrikeDisplay));
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
return(cqgSymbol.ToString());
}
