internal ReqParamsTick(ResponseReader r) { RequestId = r.ReadInt(); MinTick = r.ReadDouble(); BboExchange = r.ReadString(); SnapshotPermissions = r.ReadInt(); }
internal HistoricalLastTicks(ResponseReader r) { RequestId = r.ReadInt(); int n = r.ReadInt(); Ticks = Enumerable.Repeat(new HistoricalLastTick(r), n).ToList(); Done = r.ReadBool(); }
internal SymbolSamples(ResponseReader r) { RequestId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Descriptions.Add(new ContractDescription(r)); } }
internal SoftDollarTiers(ResponseReader r) { RequestId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Tiers.Add(new SoftDollarTier(r)); } }
internal MarketRule(ResponseReader r) { MarketRuleId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { PriceIncrements.Add(new PriceIncrement(r)); } }
internal HistogramItems(ResponseReader r) { RequestId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Items.Add(new HistogramItem(r)); } }
internal HistoricalTicks(ResponseReader r) { RequestId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Ticks.Add(new HistoricalTick(r)); } Done = r.ReadBool(); }
internal ScannerData(ResponseReader r) { r.RequireVersion(3); RequestId = r.ReadInt(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Items.Add(new ScannerDataItem(r)); } }
internal HistoricalDataUpdate(ResponseReader r) { RequestId = r.ReadInt(); BarCount = r.ReadInt(); Date = r.ReadString(); Open = r.ReadDouble(); Close = r.ReadDouble(); High = r.ReadDouble(); Low = r.ReadDouble(); WAP = r.ReadDouble(); Volume = r.ReadLong(); }
internal RealtimeBar(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo)); Open = r.ReadDouble(); High = r.ReadDouble(); Low = r.ReadDouble(); Close = r.ReadDouble(); Volume = r.ReadLong(); Wap = r.ReadDouble(); Count = r.ReadInt(); }
internal ExchangeForPhysicalTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = r.ReadEnum <TickType>(); BasisPoints = r.ReadDouble(); FormattedBasisPoints = r.ReadString(); ImpliedFuturesPrice = r.ReadDouble(); HoldDays = r.ReadInt(); FutureLastTradeDate = r.ReadString(); DividendImpact = r.ReadDouble(); DividendsToLastTradeDate = r.ReadDouble(); }
internal static Alert Create(ResponseReader r) { r.RequireVersion(2); int id = r.ReadInt(); int code = r.ReadInt(); string msg = r.ReadString(); if (r.Builder.SupportsServerVersion(ServerVersion.ENCODE_MSG_ASCII7)) { msg = Regex.Unescape(msg); } return(new Alert(id, code, msg, IsFatalCode(id, code))); }
internal MarketDepth(ResponseReader r, bool isLevel2) { r.IgnoreVersion(); RequestId = r.ReadInt(); Position = r.ReadInt(); MarketMaker = isLevel2 ? r.ReadString() : string.Empty; Operation = r.ReadEnum <MarketDepthOperation>(); Side = r.ReadEnum <MarketDepthSide>(); Price = r.ReadDouble(); Size = r.ReadLong(); if (isLevel2 && r.Builder.SupportsServerVersion(ServerVersion.SMART_DEPTH)) { IsSmartDepth = r.ReadBool(); } }
internal PnLSingle(ResponseReader r) { RequestId = r.ReadInt(); Pos = r.ReadInt(); DailyPnL = r.ReadDouble(); if (r.Builder.SupportsServerVersion(ServerVersion.UNREALIZED_PNL)) { UnrealizedPnL = r.ReadDouble(); } if (r.Builder.SupportsServerVersion(ServerVersion.REALIZED_PNL)) { RealizedPnL = r.ReadDouble(); } Value = r.ReadDouble(); }
internal HistoricalTick(ResponseReader r) { Time = r.ReadLong(); r.ReadInt(); // ? Price = r.ReadDouble(); Size = r.ReadLong(); }
internal SizeTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = r.ReadEnum <TickType>(); Size = r.ReadLong(); }
internal MarketDataTypeTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = TickType.MarketDataType; MarketDataType = r.ReadEnum <MarketDataType>(); }
internal NewsBulletin(ResponseReader r) { r.IgnoreVersion(); MessageId = r.ReadInt(); Type = r.ReadEnum <NewsBulletinType>(); Message = r.ReadString(); Origin = r.ReadString(); }
internal HistoricalNews(ResponseReader r) { RequestId = r.ReadInt(); Time = r.ReadString(); ProviderCode = r.ReadString(); ArticleId = r.ReadString(); Headline = r.ReadString(); }
internal HistoricalData(ResponseReader r) // a one-shot deal { if (!r.Builder.SupportsServerVersion(ServerVersion.SYNT_REALTIME_BARS)) { r.RequireVersion(3); } RequestId = r.ReadInt(); Start = r.ReadLocalDateTime(DateTimePattern); End = r.ReadLocalDateTime(DateTimePattern); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Bars.Add(new HistoricalDataBar(r)); } }
internal AccountSummary(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Account = r.ReadString(); Tag = r.ReadString(); Value = r.ReadString(); Currency = r.ReadString(); }
internal MarketDepthExchanges(ResponseReader r) { int n = r.ReadInt(); for (int i = 0; i < n; i++) { Exchanges.Add(new MarketDepthExchange(r)); } }
internal PriceTick(ResponseReader r) { r.RequireVersion(3); RequestId = r.ReadInt(); TickType = r.ReadEnum <TickType>(); Price = r.ReadDouble(); Size = r.ReadLong(); TickAttrib = new TickAttrib(r); }
internal NewsProviders(ResponseReader r) { int n = r.ReadInt(); for (int i = 0; i < n; i++) { Providers.Add(new NewsProvider(r)); } }
internal TickNews(ResponseReader r) { RequestId = r.ReadInt(); TimeStamp = r.ReadLong(); ProviderCode = r.ReadString(); ArticleId = r.ReadString(); Headline = r.ReadString(); ExtraData = r.ReadString(); }
internal HistoricalBidAskTick(ResponseReader r) { Time = r.ReadLong(); TickAttribBidAsk.Set(r.ReadInt()); PriceBid = r.ReadDouble(); PriceAsk = r.ReadDouble(); SizeBid = r.ReadLong(); SizeAsk = r.ReadLong(); }
internal ScannerDataItem(ResponseReader r) { Rank = r.ReadInt(); ContractDetails = new ContractDetails(r, ContractDetailsType.ScannerContractType); Distance = r.ReadString(); Benchmark = r.ReadString(); Projection = r.ReadString(); ComboLegs = r.ReadString(); }
internal FamilyCodes(ResponseReader r) { int n = r.ReadInt(); for (int i = 0; i < n; i++) { Codes.Add(new FamilyCode(r)); } }
internal SecurityDefinitionOptionParameter(ResponseReader r) { RequestId = r.ReadInt(); Exchange = r.ReadString(); UnderlyingContractId = r.ReadInt(); TradingClass = r.ReadString(); Multiplier = r.ReadString(); int n = r.ReadInt(); for (int i = 0; i < n; i++) { Expirations.Add(r.ReadString()); } n = r.ReadInt(); for (int i = 0; i < n; i++) { Strikes.Add(r.ReadDouble()); } }
internal AccountUpdateMulti(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Account = r.ReadString(); ModelCode = r.ReadString(); Key = r.ReadString(); Value = r.ReadString(); Currency = r.ReadString(); }