public void subContractType(ADM_Input_Data admObject, String PSUBTY) { if (PSUBTY.Trim().Length == 0) { admObject.isFuture = true; admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.FUTURE; } else { admObject.isFuture = false; if (PSUBTY.CompareTo("C") == 0) { admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.CALL; } else { admObject.callPutOrFuture = OPTION_SPREAD_CONTRACT_TYPE.PUT; } } }
public String generateOptionCQGSymbol(ADM_Input_Data admSummaryImport, String PSUBTY, DateTime PCTYM, Instrument instrument) { StringBuilder cqgSymbol = new StringBuilder(); #if DEBUG try #endif { //String typeSymbol = admSummaryImport.PSUBTY; if (admSummaryImport.isFuture) { cqgSymbol.Append("F"); cqgSymbol.Append("."); cqgSymbol.Append(instrument.CQGsymbol); //int year = (Convert.ToInt16(admSummaryImport.PCTYM.Substring(0, 4)) - 2000) % 10; //********** //String dateFormat = "yyyyMM"; //DateTime admSummaryYearMonth = DateTime.ParseExact(PCTYM, dateFormat, CultureInfo.InvariantCulture); int year = PCTYM.Year % 100; //********** String monthChar = optionMonthTypesArray.GetValue(PCTYM.Month - 1).ToString(); cqgSymbol.Append(monthChar); cqgSymbol.Append(year); } else { cqgSymbol.Append(PSUBTY); cqgSymbol.Append("."); cqgSymbol.Append(instrument.CQGsymbol); //int year = (Convert.ToInt16(admSummaryImport.PCTYM.Substring(0, 4)) - 2000) % 10; //********** //String dateFormat = "yyyyMM"; //DateTime admSummaryYearMonth = DateTime.ParseExact(PCTYM, dateFormat, CultureInfo.InvariantCulture); int year = PCTYM.Year % 10; //********** String monthChar = optionMonthTypesArray.GetValue(PCTYM.Month - 1).ToString(); cqgSymbol.Append(monthChar); cqgSymbol.Append(year); cqgSymbol.Append(admSummaryImport.strike); } //TSErrorCatch.debugWriteOut(cqgSymbol.ToString()); //cqgSymbol.Append(optionBuilderSpreadStructure[spreadCounter] // .optionBuildLegStructureArray[legCounter] // .optionBuildLegDataAtRollDateList[legRollListCounter] // .optionExpirationRollInto.optionMonth.ToString()); //cqgSymbol.Append((optionBuilderSpreadStructure[spreadCounter] // .optionBuildLegStructureArray[legCounter] // .optionBuildLegDataAtRollDateList[legRollListCounter] // .optionExpirationRollInto.optionYear % 10)); //cqgSymbol.Append(ConversionAndFormatting.convertToTickMovesString( // optionBuilderSpreadStructure[spreadCounter] // .optionBuildLegStructureArray[legCounter] // .optionBuildLegDataAtRollDateList[legRollListCounter].optionStrikePrice, // optionBuilderSpreadStructure[spreadCounter].instrument.optionStrikeIncrement, // optionBuilderSpreadStructure[spreadCounter].instrument.optionStrikeDisplay)); } #if DEBUG catch (Exception ex) { TSErrorCatch.errorCatchOut(Convert.ToString(this), ex); } #endif return(cqgSymbol.ToString()); }