public static string ToFormattedString(this TickField field)
{
int yyyy = field.Date / 10000;
int MM = field.Date % 10000 / 100;
int dd = field.Date % 100;
int hh = field.Time / 10000;
int mm = field.Time % 10000 / 100;
int ss = field.Time % 100;
string date = string.Format("{0}-{1:D2}-{2:D2} {3:D2}:{4:D2}:{5:D2}.{6:D3}", yyyy, MM, dd, hh, mm, ss, field.Millisecond);
return(string.Format("{0},{1},{2},{3},{4},{5},{6},{7}",
date, field.LastPrice, field.Volume, field.OpenInterest,
field.BidPrice1, field.BidSize1, field.AskPrice1, field.AskSize1));
}
public static string ToFormattedHeader(this TickField field)
{
return("DateTime,Price,Size,OpenInt,Bid,BidSize,Ask,AskSize");
}
