void m_messageUtilities_OnQuote(object sender, QuoteEventArgs e)
{
try
{
DataSet1.StockQuotesRow row = e.ClientObject as DataSet1.StockQuotesRow;
OnQuote(e.Quote, row);
}
catch (Exception ex)
{
OnError("Error reading QuoteEventArgs", ex);
}
}
private void buttonAddIndex_Click(object sender, EventArgs e)
{
DataSet1.StockQuotesRow row = dataSet1.StockQuotes.NewStockQuotesRow();
row.Symbol = textBoxIndex.Text;
dataSet1.StockQuotes.AddStockQuotesRow(row);
IndexSubscriptionId subscription = new IndexSubscriptionId(row.Symbol, (object)row);
m_subscriptions.Add(subscription);
if (m_nativeUtilities.IsConnected)
{
m_nativeUtilities.Subscribe(new IndexSubscriptionId[] { subscription });
}
else if (m_messageUtilities.IsSubscriberStarted)
{
m_messageUtilities.Subscribe(subscription.Symbol, QuoteType.Index, subscription.QuoteObject);
}
}
private void OnQuote(QuoteMessage quote, DataSet1.StockQuotesRow row)
{
Action a = delegate
{
try
{
if (checkBoxLog.Checked)
{
m_log.Info(quote.ToXml());
}
bool bUpdated = false;
row.Subscribed = (quote.SubscriptionStatus == SubscriptionStatus.Subscribed);
if (quote.HasOpen)
{
row.Open = quote.Open;
bUpdated = true;
}
if (quote.HasPrevClose)
{
row.PrevClose = quote.PrevClose;
bUpdated = true;
}
if (quote.HasLast)
{
if (!row.Closed)
{
row.LastPrice = quote.Last;
bUpdated = true;
}
}
if (quote.HasBid)
{
if (!row.Closed)
{
row.Bid = quote.Bid;
bUpdated = true;
}
}
if (quote.HasAsk)
{
if (!row.Closed)
{
row.Ask = quote.Ask;
bUpdated = true;
}
}
if (quote.HasDelta)
{
if (!row.Closed)
{
row.Delta = quote.Delta;
bUpdated = true;
}
}
if (quote.HasGamma)
{
if (!row.Closed)
{
row.Gamma = quote.Gamma;
bUpdated = true;
}
}
if (quote.HasTheta)
{
if (!row.Closed)
{
row.Theta = quote.Theta;
bUpdated = true;
}
}
if (quote.HasVega)
{
if (!row.Closed)
{
row.Vega = quote.Vega;
bUpdated = true;
}
}
if (quote.HasImpliedVol)
{
if (!row.Closed)
{
row.ImpliedVol = quote.ImpliedVol;
bUpdated = true;
}
}
if (quote.HasClose)
{
row.ClosingPrice = quote.Close;
bUpdated = true;
}
if (quote.OpenStatus == OpenStatus.Closed)
{
row.Closed = true;
bUpdated = true;
}
if (quote.OpenStatus == OpenStatus.Open)
{
row.Closed = false;
bUpdated = true;
}
if (bUpdated)
{
row.Time = DateTime.Now - DateTime.Today;
}
}
catch (Exception ex)
{
OnError("Error in quote handler", ex);
}
};
if (InvokeRequired)
{
BeginInvoke(a);
}
else
{
a.Invoke();
}
}
void m_nativeUtilities_OnMessage(object sender, EventArgs e)
{
Action a = delegate
{
try
{
BloombergMessageEventArgs args = e as BloombergMessageEventArgs;
ISubscriptionId subscription = args.SubscriptionId;
DataSet1.StockQuotesRow row = subscription.QuoteObject as DataSet1.StockQuotesRow;
if (checkBoxLog.Checked)
{
m_log.Info(args.MessageToXml());
}
bool bUpdated = false;
switch (args.Message.MessageType.ToString())
{
case "SubscriptionStarted":
row.Subscribed = true;
break;
case "SubscriptionTerminated":
case "SubscriptionFailure":
row.Subscribed = false;
break;
case "MarketDataEvents":
if (args.Message.HasElement("OPEN"))
{
row.Open = (double)args.Message.GetElementAsFloat64("OPEN");
bUpdated = true;
}
if (args.Message.HasElement("PREV_CLOSE_VALUE_REALTIME"))
{
row.PrevClose = (double)args.Message.GetElementAsFloat64("PREV_CLOSE_VALUE_REALTIME");
bUpdated = true;
}
if (args.Message.HasElement("LAST_PRICE"))
{
if (!row.Closed)
{
row.LastPrice = (double)args.Message.GetElementAsFloat64("LAST_PRICE");
bUpdated = true;
}
}
if (args.Message.HasElement("BID"))
{
if (!row.Closed)
{
row.Bid = (double)args.Message.GetElementAsFloat64("BID");
bUpdated = true;
}
}
if (args.Message.HasElement("ASK"))
{
if (!row.Closed)
{
row.Ask = (double)args.Message.GetElementAsFloat64("ASK");
bUpdated = true;
}
}
if (args.Message.HasElement("MID"))
{
if (!row.Closed)
{
row.Mid = (double)args.Message.GetElementAsFloat64("MID");
bUpdated = true;
}
}
if (args.Message.HasElement("DELTA_MID_RT"))
{
if (!row.Closed)
{
row.Delta = (double)args.Message.GetElementAsFloat64("DELTA_MID_RT");
bUpdated = true;
}
}
if (args.Message.HasElement("GAMMA_MID_RT"))
{
if (!row.Closed)
{
row.Gamma = (double)args.Message.GetElementAsFloat64("GAMMA_MID_RT");
bUpdated = true;
}
}
if (args.Message.HasElement("THETA_MID_RT"))
{
if (!row.Closed)
{
row.Theta = (double)args.Message.GetElementAsFloat64("THETA_MID_RT");
bUpdated = true;
}
}
if (args.Message.HasElement("VEGA_MID_RT"))
{
if (!row.Closed)
{
row.Vega = (double)args.Message.GetElementAsFloat64("VEGA_MID_RT");
bUpdated = true;
}
}
if (args.Message.HasElement("IVOL_MID_RT"))
{
if (!row.Closed)
{
row.ImpliedVol = (double)args.Message.GetElementAsFloat64("IVOL_MID_RT");
bUpdated = true;
}
}
if (args.Message.HasElement("OFFICIAL_CLOSE_TODAY_RT"))
{
double closingPrice = (double)args.Message.GetElementAsFloat64("OFFICIAL_CLOSE_TODAY_RT");
row.ClosingPrice = closingPrice;
bUpdated = true;
}
if (args.Message.HasElement("RT_SIMP_SEC_STATUS"))
{
switch (args.Message.GetElementAsString("RT_SIMP_SEC_STATUS"))
{
case "CLOS":
case "POST":
case "OUT":
if (!row.Closed)
{
row.Closed = true;
bUpdated = true;
}
break;
default:
if (row.Closed)
{
row.Closed = false;
bUpdated = true;
}
break;
}
}
break;
}
if (bUpdated)
{
row.Time = DateTime.Now - DateTime.Today;
}
}
catch (Exception ex)
{
OnError("Error in message handler", ex);
}
};
if (InvokeRequired)
{
BeginInvoke(a);
}
else
{
a.Invoke();
}
}
