public static object ReferenceDataFromFieldName(string fieldName, string security, bool isOption, ReferenceDataRequest.RequestReference rreq)
{
string upper = fieldName.ToUpper();
object result;
if (upper == "CHAIN_TICKERS")
{
if (isOption)
{
result = null;
}
else
{
uint numPoints = 1;
string dtExp = null;
var optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.call;
if (rreq.HasElement("overrides"))
{
var overrides = rreq["overrides"];
for (int i = 0; i < overrides.NumValues; i++)
{
var element = overrides.GetValueAsElement(i);
var fieldId = element["fieldId"].GetValueAsString();
var value = element["value"].GetValueAsString();
switch (fieldId.ToUpper())
{
case "CHAIN_POINTS_OVRD":
numPoints = uint.Parse(value);
break;
case "CHAIN_EXP_DT_OVRD":
dtExp = value;
break;
case "CHAIN_PUT_CALL_TYPE_OVRD":
if (value.ToUpper() == "P")
optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.put;
break;
}
}
}
ReferenceDataRequest.ElementReferenceArrayChainTickers chain = new ReferenceDataRequest.ElementReferenceArrayChainTickers(security, numPoints, dtExp, optionality);
result = chain;
}
}
else if (upper.Contains("TICKER"))
{
result = security.Substring(0, security.IndexOf(' '));
}
else if (upper.Contains("OPT_EXPIRE_DT"))
{
if (security.EndsWith("COMDTY") || security.EndsWith("INDEX"))
{
result = DateTime.Today.AddMonths(3);
}
else if (isOption)
{
string strDate = security.Substring(security.LastIndexOf(' ') - 15, 6);
result = DateTime.ParseExact(strDate, "yyMMdd", null);
}
else
result = null;
}
else if (upper.Contains("TRADEABLE_DT"))
{
result = DateTime.Today.AddMonths(3);
}
else
{
result = RandomDataGenerator.RandomDouble();
}
return result;
}
public static object ReferenceDataFromFieldName(string fieldName, string security, bool isOption, ReferenceDataRequest.RequestReference rreq)
{
string upper = fieldName.ToUpper();
object result;
if (upper == "CHAIN_TICKERS")
{
if (isOption)
{
result = null;
}
else
{
uint numPoints = 1;
string dtExp = null;
var optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.call;
if (rreq.HasElement("overrides"))
{
var overrides = rreq["overrides"];
for (int i = 0; i < overrides.NumValues; i++)
{
var element = overrides.GetValueAsElement(i);
var fieldId = element["fieldId"].GetValueAsString();
var value = element["value"].GetValueAsString();
switch (fieldId.ToUpper())
{
case "CHAIN_POINTS_OVRD":
numPoints = uint.Parse(value);
break;
case "CHAIN_EXP_DT_OVRD":
dtExp = value;
break;
case "CHAIN_PUT_CALL_TYPE_OVRD":
if (value.ToUpper() == "P")
{
optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.put;
}
break;
}
}
}
ReferenceDataRequest.ElementReferenceArrayChainTickers chain = new ReferenceDataRequest.ElementReferenceArrayChainTickers(security, numPoints, dtExp, optionality);
result = chain;
}
}
else if (upper.Contains("TICKER"))
{
result = security.Substring(0, security.IndexOf(' '));
}
else if (upper.Contains("OPT_EXPIRE_DT"))
{
if (security.EndsWith("COMDTY") || security.EndsWith("INDEX"))
{
result = DateTime.Today.AddMonths(3);
}
else if (isOption)
{
string strDate = security.Substring(security.LastIndexOf(' ') - 15, 6);
result = DateTime.ParseExact(strDate, "yyMMdd", null);
}
else
{
result = null;
}
}
else if (upper.Contains("TRADEABLE_DT"))
{
result = DateTime.Today.AddMonths(3);
}
else
{
result = RandomDataGenerator.RandomDouble();
}
return(result);
}
