void SetOptionComputationTopicsValues(int tickerId, int field, TwsRtdServerData.OptionComputationData value)
{
TwsRtdServerMktDataRequest mktDataRequest = m_connection.GetMktDataRequest(tickerId);
string tickTypeStr = TwsRtdServerData.GetTickTypeStrByTickId(field);
if (mktDataRequest != null && tickTypeStr != null)
{
switch (tickTypeStr)
{
// assigning implied vol, delta, opt price, pv dividend, gamma, vega, theta and und price
case TwsRtdServerData.BID_OPTION_COMPUTATION:
GetTopicAndAddUpdate(TwsRtdServerData.BID_TICK_ATTRIB, mktDataRequest, value.getTickAttrib());
GetTopicAndAddUpdate(TwsRtdServerData.BID_IMPLIED_VOL, mktDataRequest, value.getImpliedVolatility());
GetTopicAndAddUpdate(TwsRtdServerData.BID_DELTA, mktDataRequest, value.getDelta());
GetTopicAndAddUpdate(TwsRtdServerData.BID_OPT_PRICE, mktDataRequest, value.getOptPrice());
GetTopicAndAddUpdate(TwsRtdServerData.BID_PV_DIVIDEND, mktDataRequest, value.getPvDividend());
GetTopicAndAddUpdate(TwsRtdServerData.BID_GAMMA, mktDataRequest, value.getGamma());
GetTopicAndAddUpdate(TwsRtdServerData.BID_VEGA, mktDataRequest, value.getVega());
GetTopicAndAddUpdate(TwsRtdServerData.BID_THETA, mktDataRequest, value.getTheta());
GetTopicAndAddUpdate(TwsRtdServerData.BID_UND_PRICE, mktDataRequest, value.getUndPrice());
break;
case TwsRtdServerData.ASK_OPTION_COMPUTATION:
GetTopicAndAddUpdate(TwsRtdServerData.ASK_TICK_ATTRIB, mktDataRequest, value.getTickAttrib());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_IMPLIED_VOL, mktDataRequest, value.getImpliedVolatility());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_DELTA, mktDataRequest, value.getDelta());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_OPT_PRICE, mktDataRequest, value.getOptPrice());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_PV_DIVIDEND, mktDataRequest, value.getPvDividend());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_GAMMA, mktDataRequest, value.getGamma());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_VEGA, mktDataRequest, value.getVega());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_THETA, mktDataRequest, value.getTheta());
GetTopicAndAddUpdate(TwsRtdServerData.ASK_UND_PRICE, mktDataRequest, value.getUndPrice());
break;
case TwsRtdServerData.LAST_OPTION_COMPUTATION:
GetTopicAndAddUpdate(TwsRtdServerData.LAST_TICK_ATTRIB, mktDataRequest, value.getTickAttrib());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_IMPLIED_VOL, mktDataRequest, value.getImpliedVolatility());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_DELTA, mktDataRequest, value.getDelta());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_OPT_PRICE, mktDataRequest, value.getOptPrice());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_PV_DIVIDEND, mktDataRequest, value.getPvDividend());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_GAMMA, mktDataRequest, value.getGamma());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_VEGA, mktDataRequest, value.getVega());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_THETA, mktDataRequest, value.getTheta());
GetTopicAndAddUpdate(TwsRtdServerData.LAST_UND_PRICE, mktDataRequest, value.getUndPrice());
break;
case TwsRtdServerData.MODEL_OPTION_COMPUTATION:
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_TICK_ATTRIB, mktDataRequest, value.getTickAttrib());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_IMPLIED_VOL, mktDataRequest, value.getImpliedVolatility());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_DELTA, mktDataRequest, value.getDelta());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_OPT_PRICE, mktDataRequest, value.getOptPrice());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_PV_DIVIDEND, mktDataRequest, value.getPvDividend());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_GAMMA, mktDataRequest, value.getGamma());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_VEGA, mktDataRequest, value.getVega());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_THETA, mktDataRequest, value.getTheta());
GetTopicAndAddUpdate(TwsRtdServerData.MODEL_UND_PRICE, mktDataRequest, value.getUndPrice());
break;
}
}
}
void SetTopicValue(int tickerId, int field, object value)
{
TwsRtdServerMktDataRequest mktDataRequest = m_connection.GetMktDataRequest(tickerId);
string tickTypeStr = TwsRtdServerData.GetTickTypeStrByTickId(field);
if (mktDataRequest != null && tickTypeStr != null)
{
GetTopicAndAddUpdate(tickTypeStr, mktDataRequest, value);
}
}
