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()); }