public static ttapiTicker ConvertFromDbTicker2ttapiTicker(string dbTicker, string productType) { ttapiTicker ttapiTickerOut = new ttapiTicker(); string ProductType = productType.ToUpper(); string exchangeName; if (ProductType == "FUTURE") { ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(dbTicker); ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead); ttapiTickerOut.productType = "FUTURE"; exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead); ttapiTickerOut.SeriesKey = ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } else if (ProductType == "SPREAD") { string[] TickerList = dbTicker.Split(new char[] { '-' }); ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[0]); ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead); ttapiTickerOut.productType = "SPREAD"; string SeriesKey; exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead); if (exchangeName == "CME") { SeriesKey = "Calendar: 1x" + ttapiTickerOut.productName + " " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); for (int i = 1; i < TickerList.Length; i++) { contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]); SeriesKey = SeriesKey + ":-1x" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } } else if (exchangeName == "ICE") { SeriesKey = ttapiTickerOut.productName + " Spread " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); for (int i = 1; i < TickerList.Length; i++) { contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]); SeriesKey = SeriesKey + "/" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } } else { SeriesKey = ""; } ttapiTickerOut.SeriesKey = SeriesKey; } else { return(ttapiTickerOut); } ttapiTickerOut.marketKey = ""; if (exchangeName == "ICE") { ttapiTickerOut.marketKey = "ICE_IPE"; } else if (exchangeName == "CME") { ttapiTickerOut.marketKey = "CME"; } ttapiTickerOut.instrumentName = ttapiTickerOut.marketKey + " " + ttapiTickerOut.productName + " " + ttapiTickerOut.SeriesKey; return(ttapiTickerOut); }
public static ttapiTicker ConvertFromDbTicker2ttapiTicker(string dbTicker, string productType) { ttapiTicker ttapiTickerOut = new ttapiTicker(); string ProductType = productType.ToUpper(); string exchangeName; if (ProductType=="FUTURE") { ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(dbTicker); ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead); ttapiTickerOut.productType = "FUTURE"; exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead); ttapiTickerOut.SeriesKey = ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } else if (ProductType=="SPREAD") { string[] TickerList = dbTicker.Split(new char[] {'-'}); ContractUtilities.ContractSpecs contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[0]); ttapiTickerOut.productName = TA.TickerheadConverters.ConvertFromDB2TT(contractSpecsOut.tickerHead); ttapiTickerOut.productType = "SPREAD"; string SeriesKey; exchangeName = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(contractSpecsOut.tickerHead); if (exchangeName == "CME") { SeriesKey = "Calendar: 1x" + ttapiTickerOut.productName + " " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); for (int i = 1; i < TickerList.Length; i++) { contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]); SeriesKey = SeriesKey + ":-1x" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } } else if (exchangeName == "ICE") { SeriesKey = ttapiTickerOut.productName + " Spread " + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); for (int i = 1; i < TickerList.Length; i++) { contractSpecsOut = ContractUtilities.ContractMetaInfo.GetContractSpecs(TickerList[i]); SeriesKey = SeriesKey + "/" + ConvertMonthFromDB2TT(contractSpecsOut.tickerMonthStr) + (contractSpecsOut.tickerYear % 100).ToString(); } } else { SeriesKey = ""; } ttapiTickerOut.SeriesKey = SeriesKey; } else { return ttapiTickerOut; } ttapiTickerOut.marketKey = ""; if (exchangeName == "ICE") ttapiTickerOut.marketKey = "ICE_IPE"; else if (exchangeName == "CME") ttapiTickerOut.marketKey = "CME"; ttapiTickerOut.instrumentName = ttapiTickerOut.marketKey + " " + ttapiTickerOut.productName + " " + ttapiTickerOut.SeriesKey; return ttapiTickerOut; }