private string SetRic(DEXSRPTemplate dex) { string result = string.Empty; string monthCode = string.Empty; string yearCode = string.Empty; if (callOrPut.Equals("C")) { if (dicCall.ContainsKey(expireMonthMMM)) { monthCode = dicCall[expireMonthMMM]; } } else if (callOrPut.Equals("P")) { if (dicPut.ContainsKey(expireMonthMMM)) { monthCode = dicPut[expireMonthMMM]; } } yearCode = expireYearYY; result = string.Format("S50{0}{1}{2}.FX", StrikePrice, monthCode, yearCode); return(result); }
public TFEXBulkFileTemplate(DEXSRPTemplate dex) { callOrPut = GetCallOrPut(dex.NewTIShortName); AddDic(); Tag = "47512"; Type = "DERIVATIVE"; Category = "EIO"; CallPutOption = SetCallPutOption(callOrPut); DerivativesQuoteUnderlyingAsset = ".SET50"; ExpiryDate = SetExpiryDate(dex.ExpiredDate); DerivativesLastTradingDay = DateTimeConvert(dex.LastTradeDate.Replace("/", "-"), "yyyy-MM-dd", "dd-MMM-yyyy"); RetireDate = SetRetireDate(DerivativesLastTradingDay); DerivativesLotSize = dex.ContractSize; StrikePrice = dex.StrikePrice.Replace(".000000", ""); DerivativesLotUnit = "INDEX"; Exchange = "TFX"; Currency = "THB"; DerivativesMethodOfDelivery = "CASH"; OptionsExerciseStyle = "E"; TickerSymbol = "S50"; DerivativesTickValue = "20"; RcsAssetClass = "OPT"; DerivativesTradingStyle = "E"; DerivativesContractType = "7"; DerivativesPeriodicity = "Q"; DerivativesSeriesDescription = "Thailand Futures Exchange SET 50 Index Option"; TradingSymbol = dex.NewTIShortName; DerivativesFirstTradingDay = DateTimeConvert(dex.FirstTradeDate.Replace("/", "-"), "yyyy-MM-dd", "dd-MMM-yyyy"); OptionStub = "S50.FX"; Ric = SetRic(dex); AssetCommonName = string.Format("S50 {0}{1} {2}{3}", expireMonthMMM, expireYearYY, StrikePrice, callOrPut).ToUpper(); AssetShortName = AssetCommonName; }