GetExpirationDate
(
string strDate
)
{
// Method members
string monthCode;
int monthIndex;
int yearCode;
DateTime date;
// Set the asset symbol to not valid
Valid = false;
try
{
// Are there only numbers in the date string?
if (!Regex.IsMatch(strDate, @"^[A-Za-z]"))
{
// YES: Parse of date time value good?
if (DateTime.TryParse($"{strDate.Substring(0, 4)}-{strDate.Substring(4, 2)}-{strDate.Substring(6, 2)}", out date))
{
// YES: Save the date
if (AssetType == "OPT")
{
option.ExpirationDate = date;
}
else
{
futures.ExpirationDate = date;
}
// Set validity of option based on exp. date?
Valid = date > DateTime.UtcNow;
// Nothing more to process
return;
}
}
else
{
// NO: An alphanumeric expiration date string should be in form
// of SSSSXN, where SSS is the symbol of the asset, X is the
// month character and N is the last digit of the year.
//
// Does expiration date string have the asset symbol in it?
if (strDate.StartsWith(Symbol))
{
// YES: Eliminate the asset symbol
strDate = strDate.Replace(Symbol, "");
// The date string should now be only two characters
if (strDate.Length == 2)
{
// YES: Correct length. Get the month code and the year
monthCode = strDate[0].ToString();
yearCode = Convert.ToInt32(strDate.Substring(1, 1));
// Is this a FUT or an FUTX?
if (AssetType.StartsWith("FUT"))
{
// YES: Expiration date for FUTURES. Third Fri.
// of every third month.
//
// Get the month index for the FUTURE expiration
monthIndex = FutureCodes.IndexOf(monthCode) + 1;
// Get the FUTURES expiration date
futures.ExpirationDate = GetDateFromCode(yearCode, monthIndex);
}
else
{
// NO: For OPTIONS. For CALL?
if (CallCodes.Contains(monthCode))
{
// YES: For a CALL
option.PutCallType = "C";
// Get the month index for the CALL expiration
monthIndex = CallCodes.IndexOf(monthCode) + 1;
}
else
{
// NO: For a PUT
option.PutCallType = "P";
// Get the month index for the PUT expiration
monthIndex = PutCodes.IndexOf(monthCode) + 1;
}
// Get and save the option expiration date
option.ExpirationDate = GetDateFromCode(yearCode, monthIndex);
}
}
}
}
}
catch (Exception e)
{
}
// Return the asset symbol
return;
}
