private void SessionOnStiGreeksUpdate(ref structSTIGreeksUpdate structGreeksUpdate) { var message = new Level1ChangeMessage { SecurityId = new SecurityId { SecurityCode = structGreeksUpdate.bstrSymbol, BoardCode = AssociatedBoardCode, }, ServerTime = CurrentTime, }; message.TryAdd(Level1Fields.Delta, (decimal)structGreeksUpdate.fDelta); message.TryAdd(Level1Fields.Gamma, (decimal)structGreeksUpdate.fGamma); message.TryAdd(Level1Fields.Theta, (decimal)structGreeksUpdate.fTheta); message.TryAdd(Level1Fields.Vega, (decimal)structGreeksUpdate.fVega); message.TryAdd(Level1Fields.Rho, (decimal)structGreeksUpdate.fRho); message.TryAdd(Level1Fields.TheorPrice, (decimal)structGreeksUpdate.fTheoPrice); message.TryAdd(Level1Fields.ImpliedVolatility, (decimal)structGreeksUpdate.fImpVol); SendOutMessage(message); }
private void SessionOnStiGreeksUpdate(ref structSTIGreeksUpdate structGreeksUpdate) { var message = new Level1ChangeMessage { SecurityId = new SecurityId { SecurityCode = structGreeksUpdate.bstrSymbol, BoardCode = AssociatedBoardCode, }, ServerTime = CurrentTime, }; message.TryAdd(Level1Fields.Delta, (decimal)structGreeksUpdate.fDelta); message.TryAdd(Level1Fields.Gamma, (decimal)structGreeksUpdate.fGamma); message.TryAdd(Level1Fields.Theta, (decimal)structGreeksUpdate.fTheta); message.TryAdd(Level1Fields.Vega, (decimal)structGreeksUpdate.fVega); message.TryAdd(Level1Fields.Rho, (decimal)structGreeksUpdate.fRho); message.TryAdd(Level1Fields.TheorPrice, (decimal)structGreeksUpdate.fTheoPrice); message.TryAdd(Level1Fields.ImpliedVolatility, (decimal)structGreeksUpdate.fImpVol); SendOutMessage(message); }