//public TinyTime6Sec GetNextValidDateTime()
//{
// val.
// return tt;
//}
public static DateTime GetNextValidDateTime(DateTime t)
{
TinyTime6Sec tt = new TinyTime6Sec(t.Ticks);
tt++;
return(tt);
}
/// <summary>Let create a byteArray for DB storage. We need brfID so we can fill the headers with time and other date related data.</summary>
public byte[] GetAsBinary(uint briefID)
{
MemoryStream ms = new MemoryStream();
BinaryWriter bw = new BinaryWriter(ms);
DateTime curTime = new TinyTime6Sec(briefID);
TimeSpan sinceStart = curTime.TimeOfDay - (new TimeSpan(TinyTime6Sec.START_HOUR, 0, 0));
TimeSpan timeRemaining = (new TimeSpan(TinyTime6Sec.END_HOUR, 0, 0)) - curTime.TimeOfDay;
////////////// fill-in header information ///////////////////////
bw.Write(briefID); // free_BrfID 0 // BrfID stored in UINT format to aid in debugging
//bw.Write((float)0.0 ); // free_slot0 1 // can be filled in by the client with tstNo to aid in debugging
//bw.Write((float)curTime.Year ); // cur_yearrr 2 // Removed because is usually the same
//bw.Write((float)curTime.Month ); // cur_Monthh 3 // Removed because is usually the same
bw.Write((float)curTime.Day); // cur_DayNum 4
bw.Write((float)curTime.Hour); // cur_Hourrr 5
bw.Write((float)curTime.Minute); // cur_Minute 6
bw.Write((float)curTime.Second); // cur_Second 7
//bw.Write((float)curTime.Millisecond ); // cur_MilliS 8 // Removed because always zero
bw.Write((float)curTime.DayOfWeek); // Day_OfWeek 9
//bw.Write((float)curTime.DayOfYear ); // Day_OfYear 10 // Removed - Not really useful for less then a years of data
bw.Write((float)curTime.TimeOfDay.TotalMinutes); // Total_Mins 11
bw.Write((float)curTime.TimeOfDay.TotalSeconds); // Total_Secs 12
bw.Write((float)sinceStart.Hours); // Hours_Open 13
bw.Write((float)timeRemaining.Hours); // Hours_Rema 14
//bw.Write((float)sinceStart.Minutes ); // Secon_Open 15 // Removed - Same as curTime.minute
bw.Write((float)timeRemaining.Minutes); // Secon_Rema 16 // note: when changing set 17/*nonInxHdrCt*/
bw.Write(indexes[0].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[2].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[2].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[3].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
// Reset the headers by filling them with zero.
while (bw.BaseStream.Length < 32 * 4)
{
bw.Write((float)0.0);
}
////////////// fill-in symbol information ///////////////////////
for (int s = 0; s < symbCt; s++)
{
bw.Write(symbols[s].volume_day); // 0 |float volume_day|carried |days total volume
bw.Write(symbols[s].volume_ths); // 1 |float volume_ths|reset+running |volume for this time period (calculated)
bw.Write(symbols[s].largTrdPrc); // 2 |float largTrdPrc|reset+running |price at when largest trade
bw.Write(symbols[s].price_high); // 3 |float price_high|reset+running |highest price in period
bw.Write(symbols[s].price_loww); // 4 |float price_loww|reset+running |lowest price in period
bw.Write(symbols[s].price_last); // 5 |float price_last|carried |last trade price
bw.Write(symbols[s].price_bidd); // 6 |float price_bidd|carried |last bid price
bw.Write(symbols[s].price_askk); // 7 |float price_askk|carried |last ask price
bw.Write(symbols[s].volume_bid); // 8 |float volume_bid|carried |last bid size
bw.Write(symbols[s].volume_ask); // 9 |float volume_ask|carried |last ask size
bw.Write(symbols[s].price_medn); // 10|float price_medn|overwritten |Statistics median for price
bw.Write(symbols[s].price_mean); // 11|float price_mean|overwritten |Statistics mean for price
bw.Write(symbols[s].price_mode); // 12|float price_mode|overwritten |Statistics mode for price
bw.Write(symbols[s].buyy_price); // 13|float buyy_price|carried |A guess at what the buy price might be.
bw.Write(symbols[s].sell_price); // 14|float sell_price|carried |A guess at what the sell price might be.
bw.Write(symbols[s].largTrdVol); // 15|float largTrdVol|reset+running |The Size of largest trade
bw.Write(symbols[s].prcModeCnt); // 16|float prcModeCnt|overwritten |Statistics mode price count
bw.Write(symbols[s].vol_at_ask); // 17|float vol_at_ask|reset+running |Volume at ask price
bw.Write(symbols[s].vol_no_chg); // 18|float vol_no_chg|reset+running |Volume with no last change in last size.
bw.Write(symbols[s].vol_at_bid); // 19|float vol_at_bid|reset+running |Volume at bid price
bw.Write(symbols[s].BidUpTicks); // 20|float BidUpTicks|reset+running |How many times the bid went up.
bw.Write(symbols[s].BidDnTicks); // 21|float BidDnTicks|reset+running |How many times the bid went down.
bw.Write(symbols[s].sale_count); // 22|float sale_count|reset+running |How many trades did we see.
bw.Write(symbols[s].extIndex00); // 23|float extIndex00|calculated |6 sec. calculated ATR
bw.Write(symbols[s].extIndex01); // 24|float extIndex01|reset+calculated|6 sec. calculated CCI
bw.Write(symbols[s].extIndex02); // 25|float extIndex02|reset+calculated|6 sec. calculated EMA
bw.Write(symbols[s].extIndex03); // 26|float extIndex03|reset+calculated|6 sec. calculated Kama
bw.Write(symbols[s].extIndex04); // 27|float extIndex04|reset+calculated|6 sec. calculated RSI
bw.Write(symbols[s].extIndex05); // 28|float extIndex05|reset+calculated|6 sec. calculated SMA
bw.Write(symbols[s].extIndex06); // 29|float extIndex06|reset+calculated|6 sec. calculated SarExt
bw.Write(symbols[s].extIndex07); // 30|float extIndex07|reset+calculated|6 sec. calculated MACD
bw.Write(symbols[s].extIndex08); // 31|float extIndex08|reset+calculated|6 sec. calculated Bollinger bands
}
byte[] ret = ms.ToArray();
ms.Dispose();
//bw.Dispose();
return(ret);
}
/// <summary>Let create a byteArray for DB storage. We need brfID so we can fill the headers with time and other date related data.</summary>
public byte[] GetAsBinary(uint briefID)
{
MemoryStream ms = new MemoryStream();
BinaryWriter bw = new BinaryWriter(ms);
DateTime curTime = new TinyTime6Sec(briefID);
TimeSpan sinceStart = curTime.TimeOfDay - (new TimeSpan(TinyTime6Sec.START_HOUR, 0, 0));
TimeSpan timeRemaining = (new TimeSpan(TinyTime6Sec.END_HOUR, 0, 0)) - curTime.TimeOfDay;
////////////// fill-in header information ///////////////////////
bw.Write(briefID); // free_BrfID 0 // BrfID stored in UINT format to aid in debugging
//bw.Write((float)0.0 ); // free_slot0 1 // can be filled in by the client with tstNo to aid in debugging
//bw.Write((float)curTime.Year ); // cur_yearrr 2 // Removed because is usually the same
//bw.Write((float)curTime.Month ); // cur_Monthh 3 // Removed because is usually the same
bw.Write((float)curTime.Day); // cur_DayNum 4
bw.Write((float)curTime.Hour); // cur_Hourrr 5
bw.Write((float)curTime.Minute); // cur_Minute 6
bw.Write((float)curTime.Second); // cur_Second 7
//bw.Write((float)curTime.Millisecond ); // cur_MilliS 8 // Removed because always zero
bw.Write((float)curTime.DayOfWeek); // Day_OfWeek 9
//bw.Write((float)curTime.DayOfYear ); // Day_OfYear 10 // Removed - Not really useful for less then a years of data
bw.Write((float)curTime.TimeOfDay.TotalMinutes); // Total_Mins 11
bw.Write((float)curTime.TimeOfDay.TotalSeconds); // Total_Secs 12
bw.Write((float)sinceStart.Hours); // Hours_Open 13
bw.Write((float)timeRemaining.Hours); // Hours_Rema 14
//bw.Write((float)sinceStart.Minutes ); // Secon_Open 15 // Removed - Same as curTime.minute
bw.Write((float)timeRemaining.Minutes); // Secon_Rema 16 // note: when changing set 17/*nonInxHdrCt*/
bw.Write(indexes[0].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[1].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[2].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[2].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[3].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[4].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.bidSz__0].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[5].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.bidPc__1].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.askPc__2].last);
bw.Write(indexes[6].tickTypeAttrib[(int)IB_TickType.lastPc_4].last);
// Reset the headers by filling them with zero.
while (bw.BaseStream.Length < 32 * 4)
{
bw.Write((float)0.0);
}
////////////// fill-in symbol information ///////////////////////
for (int s = 0; s < symbCt; s++)
{
bw.Write(symbols[s].volume_day);
bw.Write(symbols[s].volume_ths);
bw.Write(symbols[s].largTrdPrc);
bw.Write(symbols[s].price_high);
bw.Write(symbols[s].price_loww);
bw.Write(symbols[s].price_last);
bw.Write(symbols[s].price_bidd);
bw.Write(symbols[s].price_askk);
bw.Write(symbols[s].volume_bid);
bw.Write(symbols[s].volume_ask);
bw.Write(symbols[s].price_medn);
bw.Write(symbols[s].price_mean);
bw.Write(symbols[s].price_mode);
bw.Write(symbols[s].buyy_price);
bw.Write(symbols[s].sell_price);
bw.Write(symbols[s].largTrdVol);
bw.Write(symbols[s].prcModeCnt);
bw.Write(symbols[s].vol_at_ask);
bw.Write(symbols[s].vol_no_chg);
bw.Write(symbols[s].vol_at_bid);
bw.Write(symbols[s].BidUpTicks);
bw.Write(symbols[s].BidDnTicks);
bw.Write(symbols[s].sale_count);
bw.Write(symbols[s].extIndex00);
bw.Write(symbols[s].extIndex01);
bw.Write(symbols[s].extIndex02);
bw.Write(symbols[s].extIndex03);
bw.Write(symbols[s].extIndex04);
bw.Write(symbols[s].extIndex05);
bw.Write(symbols[s].extIndex06);
bw.Write(symbols[s].extIndex07);
bw.Write(symbols[s].extIndex08);
}
byte[] ret = ms.ToArray();
ms.Dispose();
//bw.Dispose();
return(ret);
}
public static TinyTime6Sec GetNextValidDateTime(TinyTime6Sec tt)
{
tt++;
return(tt);
}
public long Ticks()
{
DateTime dt = new TinyTime6Sec(val);
return(dt.Ticks);
}
