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TwsRtdServerMktDataTicks.cs
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TwsRtdServerMktDataTicks.cs
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/* Copyright (C) 2018 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
using System;
using System.Collections.Generic;
using IBApi;
namespace TwsRtdServer
{
public class TwsRtdServerMktDataTicks
{
// latest ticks (we should save ticks in case of non-streaming market data)
private double m_lastPrice = 0.0;
private double m_bidPrice = 0.0;
private double m_askPrice = 0.0;
private int m_lastSize = 0;
private int m_bidSize = 0;
private int m_askSize = 0;
private double m_high = 0.0;
private double m_low = 0.0;
private int m_volume = 0;
private double m_close = 0.0;
private double m_open = 0.0;
private string m_lastExch = "";
private string m_bidExch = "";
private string m_askExch = "";
private string m_lastTime = "";
private double m_halted = 0.0;
// option ticks
private TwsRtdServerData.OptionComputationData m_bidOptionComputation = new TwsRtdServerData.OptionComputationData();
private TwsRtdServerData.OptionComputationData m_askOptionComputation = new TwsRtdServerData.OptionComputationData();
private TwsRtdServerData.OptionComputationData m_lastOptionComputation = new TwsRtdServerData.OptionComputationData();
private TwsRtdServerData.OptionComputationData m_modelOptionComputation = new TwsRtdServerData.OptionComputationData();
// delayed option ticks
private TwsRtdServerData.OptionComputationData m_delayedBidOptionComputation = new TwsRtdServerData.OptionComputationData(); // add June 5
private TwsRtdServerData.OptionComputationData m_delayedModelOptionComputation = new TwsRtdServerData.OptionComputationData();
// add generic ticks values
private int m_genTickAuctionVolume = 0;
private int m_genTickAuctionImbalance = 0;
private double m_genTickAuctionPrice = 0.0;
private int m_genTickRegulatoryImbalance = 0;
private double m_genTickPlPrice = 0.0;
private double m_genTickCreditmanMarkPrice = 0.0;
private double m_genTickCreditmanSlowMarkPrice = 0.0;
private int m_genTickCallOptionVolume = 0;
private int m_genTickPutOptionVolume = 0;
private int m_genTickCallOptionOpenInterest = 0;
private int m_genTickPutOptionOpenInterest = 0;
private double m_genTickOptionHistoricalVol = 0.0;
private double m_genTickRTHistoricalVol = 0.0;
private double m_genTickIndexFuturePremium = 0.0;
private double m_genTickShortable = 0.0;
private string m_genTickFundamentals = "";
private double m_genTickTradeCount = 0.0;
private double m_genTickTradeRate = 0.0;
private double m_genTickVolumeRate = 0.0;
private double m_genTickLastRTHTrade = 0.0;
private string m_genTickIBDividends = "";
private double m_genTickBondMultiplier = 0.0;
private int m_genTickAverageVolume = 0;
private double m_genTickWeek13Hi = 0.0;
private double m_genTickWeek13Lo = 0.0;
private double m_genTickWeek26Hi = 0.0;
private double m_genTickWeek26Lo = 0.0;
private double m_genTickWeek52Hi = 0.0;
private double m_genTickWeek52Lo = 0.0;
private int m_genTickShortTermVolume3Min = 0;
private int m_genTickShortTermVolume5Min = 0;
private int m_genTickShortTermVolume10Min = 0;
private int m_futuresOpenInterest = 0;
private int m_genTickAvgOptVolume = 0;
// delayed ticks
private double m_delayed_lastPrice = 0.0;
private double m_delayed_bidPrice = 0.0;
private double m_delayed_askPrice = 0.0;
private int m_delayed_lastSize = 0;
private int m_delayed_bidSize = 0;
private int m_delayed_askSize = 0;
private double m_delayed_high = 0.0;
private double m_delayed_low = 0.0;
private int m_delayed_volume = 0;
private double m_delayed_close = 0.0;
private double m_delayed_open = 0.0;
private string m_delayed_lastTimestamp = "";
// constructor
public TwsRtdServerMktDataTicks(){
}
public void SetValue(string tickType, object value)
{
// save latest values
switch (tickType)
{
case TwsRtdServerData.LAST:
m_lastPrice = (double)value;
break;
case TwsRtdServerData.ASK:
m_askPrice = (double)value;
break;
case TwsRtdServerData.BID:
m_bidPrice = (double)value;
break;
case TwsRtdServerData.LASTSIZE:
m_lastSize = (int)value;
break;
case TwsRtdServerData.ASKSIZE:
m_askSize = (int)value;
break;
case TwsRtdServerData.BIDSIZE:
m_bidSize = (int)value;
break;
case TwsRtdServerData.HIGH:
m_high = (double)value;
break;
case TwsRtdServerData.LOW:
m_low = (double)value;
break;
case TwsRtdServerData.OPEN:
m_open = (double)value;
break;
case TwsRtdServerData.CLOSE:
m_close = (double)value;
break;
case TwsRtdServerData.HALTED:
m_halted = (double)value;
break;
case TwsRtdServerData.VOLUME:
m_volume = (int)value;
break;
case TwsRtdServerData.BIDEXCH:
m_bidExch = (string)value;
break;
case TwsRtdServerData.ASKEXCH:
m_askExch = (string)value;
break;
case TwsRtdServerData.LASTEXCH:
m_lastExch = (string)value;
break;
case TwsRtdServerData.LASTTIME:
m_lastTime = (string)value;
break;
case TwsRtdServerData.BID_OPTION_COMPUTATION:
m_bidOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
case TwsRtdServerData.ASK_OPTION_COMPUTATION:
m_askOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
case TwsRtdServerData.LAST_OPTION_COMPUTATION:
m_lastOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
case TwsRtdServerData.MODEL_OPTION_COMPUTATION:
m_modelOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
// generic ticks
case TwsRtdServerData.GEN_TICK_AUCTION_VOLUME:
m_genTickAuctionVolume = (int)value;
break;
case TwsRtdServerData.GEN_TICK_AUCTION_IMBALANCE:
m_genTickAuctionImbalance = (int)value;
break;
case TwsRtdServerData.GEN_TICK_AUCTION_PRICE:
m_genTickAuctionPrice = (double)value;
break;
case TwsRtdServerData.GEN_TICK_REGULATORY_IMBALANCE:
m_genTickRegulatoryImbalance = (int)value;
break;
case TwsRtdServerData.GEN_TICK_PL_PRICE:
m_genTickPlPrice = (double)value;
break;
case TwsRtdServerData.GEN_TICK_CREDITMAN_MARK_PRICE:
m_genTickCreditmanMarkPrice = (double)value;
break;
case TwsRtdServerData.GEN_TICK_CREDITMAN_SLOW_MARK_PRICE:
m_genTickCreditmanSlowMarkPrice = (double)value;
break;
case TwsRtdServerData.GEN_TICK_CALL_OPTION_VOLUME:
m_genTickCallOptionVolume = (int)value;
break;
case TwsRtdServerData.GEN_TICK_PUT_OPTION_VOLUME:
m_genTickPutOptionVolume = (int)value;
break;
case TwsRtdServerData.GEN_TICK_CALL_OPTION_OPEN_INTEREST:
m_genTickCallOptionOpenInterest = (int)value;
break;
case TwsRtdServerData.GEN_TICK_PUT_OPTION_OPEN_INTEREST:
m_genTickPutOptionOpenInterest = (int)value;
break;
case TwsRtdServerData.GEN_TICK_OPTION_HISTORICAL_VOL:
m_genTickOptionHistoricalVol = (double)value;
break;
case TwsRtdServerData.GEN_TICK_RT_HISTORICAL_VOL:
m_genTickRTHistoricalVol = (double)value;
break;
case TwsRtdServerData.GEN_TICK_INDEX_FUTURE_PREMIUM:
m_genTickIndexFuturePremium = (double)value;
break;
case TwsRtdServerData.GEN_TICK_SHORTABLE:
m_genTickShortable = (double)value;
break;
case TwsRtdServerData.GEN_TICK_FUNDAMENTALS:
m_genTickFundamentals = (string)value;
break;
case TwsRtdServerData.GEN_TICK_TRADE_COUNT:
m_genTickTradeCount = (double)value;
break;
case TwsRtdServerData.GEN_TICK_TRADE_RATE:
m_genTickTradeRate = (double)value;
break;
case TwsRtdServerData.GEN_TICK_VOLUME_RATE:
m_genTickVolumeRate = (double)value;
break;
case TwsRtdServerData.GEN_TICK_LAST_RTH_TRADE:
m_genTickLastRTHTrade = (double)value;
break;
case TwsRtdServerData.GEN_TICK_IB_DIVIDENDS:
m_genTickIBDividends = (string)value;
break;
case TwsRtdServerData.GEN_TICK_BOND_MULTIPLIER:
m_genTickBondMultiplier = (double)value;
break;
case TwsRtdServerData.GEN_TICK_AVERAGE_VOLUME:
m_genTickAverageVolume = (int)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_13_HI:
m_genTickWeek13Hi = (double)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_13_LO:
m_genTickWeek13Lo = (double)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_26_HI:
m_genTickWeek26Hi = (double)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_26_LO:
m_genTickWeek26Lo = (double)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_52_HI:
m_genTickWeek52Hi = (double)value;
break;
case TwsRtdServerData.GEN_TICK_WEEK_52_LO:
m_genTickWeek52Lo = (double)value;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_3_MIN:
m_genTickShortTermVolume3Min = (int)value;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_5_MIN:
m_genTickShortTermVolume5Min = (int)value;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_10_MIN:
m_genTickShortTermVolume10Min = (int)value;
break;
case TwsRtdServerData.FUTURES_OPEN_INTEREST:
m_futuresOpenInterest = (int)value;
break;
case TwsRtdServerData.GEN_TICK_AVG_OPT_VOLUME:
m_genTickAvgOptVolume = (int)value;
break;
// delayed ticks
case TwsRtdServerData.DELAYED_LAST:
m_delayed_lastPrice = (double)value;
break;
case TwsRtdServerData.DELAYED_BID:
m_delayed_bidPrice = (double)value;
break;
case TwsRtdServerData.DELAYED_ASK:
m_delayed_askPrice = (double)value;
break;
case TwsRtdServerData.DELAYED_LAST_SIZE:
m_delayed_lastSize = (int)value;
break;
case TwsRtdServerData.DELAYED_BID_SIZE:
m_delayed_bidSize = (int)value;
break;
case TwsRtdServerData.DELAYED_ASK_SIZE:
m_delayed_askSize = (int)value;
break;
case TwsRtdServerData.DELAYED_HIGH:
m_delayed_high = (double)value;
break;
case TwsRtdServerData.DELAYED_LOW:
m_delayed_low = (double)value;
break;
case TwsRtdServerData.DELAYED_VOLUME:
m_delayed_volume = (int)value;
break;
case TwsRtdServerData.DELAYED_CLOSE:
m_delayed_close = (double)value;
break;
case TwsRtdServerData.DELAYED_OPEN:
m_delayed_open = (double)value;
break;
case TwsRtdServerData.DELAYED_LAST_TIMESTAMP:
m_delayed_lastTimestamp = (string)value;
break;
//delayed option ticks
case TwsRtdServerData.DELAYED_BID_OPTION_COMPUTATION: // add June 5
m_delayedBidOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
case TwsRtdServerData.DELAYED_MODEL_OPTION_COMPUTATION:
m_delayedModelOptionComputation = (TwsRtdServerData.OptionComputationData)value;
break;
}
}
public Object GetValue(string topicStr)
{
Object value = null;
switch (topicStr)
{
case TwsRtdServerData.LAST:
value = m_lastPrice;
break;
case TwsRtdServerData.BID:
value = m_bidPrice;
break;
case TwsRtdServerData.ASK:
value = m_askPrice;
break;
case TwsRtdServerData.LASTSIZE:
value = m_lastSize;
break;
case TwsRtdServerData.ASKSIZE:
value = m_askSize;
break;
case TwsRtdServerData.BIDSIZE:
value = m_bidSize;
break;
case TwsRtdServerData.HIGH:
value = m_high;
break;
case TwsRtdServerData.LOW:
value = m_low;
break;
case TwsRtdServerData.OPEN:
value = m_open;
break;
case TwsRtdServerData.CLOSE:
value = m_close;
break;
case TwsRtdServerData.HALTED:
value = m_halted;
break;
case TwsRtdServerData.VOLUME:
value = m_volume;
break;
case TwsRtdServerData.BIDEXCH:
value = m_bidExch;
break;
case TwsRtdServerData.ASKEXCH:
value = m_askExch;
break;
case TwsRtdServerData.LASTEXCH:
value = m_lastExch;
break;
case TwsRtdServerData.LASTTIME:
value = m_lastTime;
break;
case TwsRtdServerData.BID_IMPLIED_VOL:
value = m_bidOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.BID_DELTA:
value = m_bidOptionComputation.getDelta();
break;
case TwsRtdServerData.BID_OPT_PRICE:
value = m_bidOptionComputation.getOptPrice();
break;
case TwsRtdServerData.BID_PV_DIVIDEND:
value = m_bidOptionComputation.getPvDividend();
break;
case TwsRtdServerData.BID_GAMMA:
value = m_bidOptionComputation.getGamma();
break;
case TwsRtdServerData.BID_VEGA:
value = m_bidOptionComputation.getVega();
break;
case TwsRtdServerData.BID_THETA:
value = m_bidOptionComputation.getTheta();
break;
case TwsRtdServerData.BID_UND_PRICE:
value = m_bidOptionComputation.getUndPrice();
break;
case TwsRtdServerData.ASK_IMPLIED_VOL:
value = m_askOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.ASK_DELTA:
value = m_askOptionComputation.getDelta();
break;
case TwsRtdServerData.ASK_OPT_PRICE:
value = m_askOptionComputation.getOptPrice();
break;
case TwsRtdServerData.ASK_PV_DIVIDEND:
value = m_askOptionComputation.getPvDividend();
break;
case TwsRtdServerData.ASK_GAMMA:
value = m_askOptionComputation.getGamma();
break;
case TwsRtdServerData.ASK_VEGA:
value = m_askOptionComputation.getVega();
break;
case TwsRtdServerData.ASK_THETA:
value = m_askOptionComputation.getTheta();
break;
case TwsRtdServerData.ASK_UND_PRICE:
value = m_askOptionComputation.getUndPrice();
break;
case TwsRtdServerData.LAST_IMPLIED_VOL:
value = m_lastOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.LAST_DELTA:
value = m_lastOptionComputation.getDelta();
break;
case TwsRtdServerData.LAST_OPT_PRICE:
value = m_lastOptionComputation.getOptPrice();
break;
case TwsRtdServerData.LAST_PV_DIVIDEND:
value = m_lastOptionComputation.getPvDividend();
break;
case TwsRtdServerData.LAST_GAMMA:
value = m_lastOptionComputation.getGamma();
break;
case TwsRtdServerData.LAST_VEGA:
value = m_lastOptionComputation.getVega();
break;
case TwsRtdServerData.LAST_THETA:
value = m_lastOptionComputation.getTheta();
break;
case TwsRtdServerData.LAST_UND_PRICE:
value = m_lastOptionComputation.getUndPrice();
break;
case TwsRtdServerData.MODEL_IMPLIED_VOL:
value = m_modelOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.MODEL_DELTA:
value = m_modelOptionComputation.getDelta();
break;
case TwsRtdServerData.MODEL_OPT_PRICE:
value = m_modelOptionComputation.getOptPrice();
break;
case TwsRtdServerData.MODEL_PV_DIVIDEND:
value = m_modelOptionComputation.getPvDividend();
break;
case TwsRtdServerData.MODEL_GAMMA:
value = m_modelOptionComputation.getGamma();
break;
case TwsRtdServerData.MODEL_VEGA:
value = m_modelOptionComputation.getVega();
break;
case TwsRtdServerData.MODEL_THETA:
value = m_modelOptionComputation.getTheta();
break;
case TwsRtdServerData.MODEL_UND_PRICE:
value = m_modelOptionComputation.getUndPrice();
break;
// generic ticks
case TwsRtdServerData.GEN_TICK_AUCTION_VOLUME:
value = m_genTickAuctionVolume;
break;
case TwsRtdServerData.GEN_TICK_AUCTION_IMBALANCE:
value = m_genTickAuctionImbalance;
break;
case TwsRtdServerData.GEN_TICK_AUCTION_PRICE:
value = m_genTickAuctionPrice;
break;
case TwsRtdServerData.GEN_TICK_REGULATORY_IMBALANCE:
value = m_genTickRegulatoryImbalance;
break;
case TwsRtdServerData.GEN_TICK_PL_PRICE:
value = m_genTickPlPrice;
break;
case TwsRtdServerData.GEN_TICK_CREDITMAN_MARK_PRICE:
value = m_genTickCreditmanMarkPrice;
break;
case TwsRtdServerData.GEN_TICK_CREDITMAN_SLOW_MARK_PRICE:
value = m_genTickCreditmanSlowMarkPrice;
break;
case TwsRtdServerData.GEN_TICK_CALL_OPTION_VOLUME:
value = m_genTickCallOptionVolume;
break;
case TwsRtdServerData.GEN_TICK_PUT_OPTION_VOLUME:
value = m_genTickPutOptionVolume;
break;
case TwsRtdServerData.GEN_TICK_CALL_OPTION_OPEN_INTEREST:
value = m_genTickCallOptionOpenInterest;
break;
case TwsRtdServerData.GEN_TICK_PUT_OPTION_OPEN_INTEREST:
value = m_genTickPutOptionOpenInterest;
break;
case TwsRtdServerData.GEN_TICK_OPTION_HISTORICAL_VOL:
value = m_genTickOptionHistoricalVol;
break;
case TwsRtdServerData.GEN_TICK_RT_HISTORICAL_VOL:
value = m_genTickRTHistoricalVol;
break;
case TwsRtdServerData.GEN_TICK_INDEX_FUTURE_PREMIUM:
value = m_genTickIndexFuturePremium;
break;
case TwsRtdServerData.GEN_TICK_SHORTABLE:
value = m_genTickShortable;
break;
case TwsRtdServerData.GEN_TICK_FUNDAMENTALS:
value = m_genTickFundamentals;
break;
case TwsRtdServerData.GEN_TICK_TRADE_COUNT:
value = m_genTickTradeCount;
break;
case TwsRtdServerData.GEN_TICK_TRADE_RATE:
value = m_genTickTradeRate;
break;
case TwsRtdServerData.GEN_TICK_VOLUME_RATE:
value = m_genTickVolumeRate;
break;
case TwsRtdServerData.GEN_TICK_LAST_RTH_TRADE:
value = m_genTickLastRTHTrade;
break;
case TwsRtdServerData.GEN_TICK_IB_DIVIDENDS:
value = m_genTickIBDividends;
break;
case TwsRtdServerData.GEN_TICK_BOND_MULTIPLIER:
value = m_genTickBondMultiplier;
break;
case TwsRtdServerData.GEN_TICK_AVERAGE_VOLUME:
value = m_genTickAverageVolume;
break;
case TwsRtdServerData.GEN_TICK_WEEK_13_HI:
value = m_genTickWeek13Hi;
break;
case TwsRtdServerData.GEN_TICK_WEEK_13_LO:
value = m_genTickWeek13Lo;
break;
case TwsRtdServerData.GEN_TICK_WEEK_26_HI:
value = m_genTickWeek26Hi;
break;
case TwsRtdServerData.GEN_TICK_WEEK_26_LO:
value = m_genTickWeek26Lo;
break;
case TwsRtdServerData.GEN_TICK_WEEK_52_HI:
value = m_genTickWeek52Hi;
break;
case TwsRtdServerData.GEN_TICK_WEEK_52_LO:
value = m_genTickWeek52Lo;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_3_MIN:
value = m_genTickShortTermVolume3Min;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_5_MIN:
value = m_genTickShortTermVolume5Min;
break;
case TwsRtdServerData.GEN_TICK_SHORT_TERM_VOLUME_10_MIN:
value = m_genTickShortTermVolume10Min;
break;
case TwsRtdServerData.FUTURES_OPEN_INTEREST:
value = m_futuresOpenInterest;
break;
case TwsRtdServerData.GEN_TICK_AVG_OPT_VOLUME:
value = m_genTickAvgOptVolume;
break;
// delayed ticks
case TwsRtdServerData.DELAYED_LAST:
value = m_delayed_lastPrice;
break;
case TwsRtdServerData.DELAYED_BID:
value = m_delayed_bidPrice;
break;
case TwsRtdServerData.DELAYED_ASK:
value = m_delayed_askPrice;
break;
case TwsRtdServerData.DELAYED_LAST_SIZE:
value = m_delayed_lastSize;
break;
case TwsRtdServerData.DELAYED_BID_SIZE:
value = m_delayed_bidSize;
break;
case TwsRtdServerData.DELAYED_ASK_SIZE:
value = m_delayed_askSize;
break;
case TwsRtdServerData.DELAYED_HIGH:
value = m_delayed_high;
break;
case TwsRtdServerData.DELAYED_LOW:
value = m_delayed_low;
break;
case TwsRtdServerData.DELAYED_VOLUME:
value = m_delayed_volume;
break;
case TwsRtdServerData.DELAYED_CLOSE:
value = m_delayed_close;
break;
case TwsRtdServerData.DELAYED_OPEN:
value = m_delayed_open;
break;
case TwsRtdServerData.DELAYED_LAST_TIMESTAMP:
value = m_delayed_lastTimestamp;
break;
// delayed option ticks
case TwsRtdServerData.DELAYED_BID_IMPLIED_VOL: // add June 5
value = m_delayedBidOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.DELAYED_BID_DELTA:
value = m_delayedBidOptionComputation.getDelta();
break;
case TwsRtdServerData.DELAYED_BID_OPT_PRICE:
value = m_delayedBidOptionComputation.getOptPrice();
break;
case TwsRtdServerData.DELAYED_BID_PV_DIVIDEND:
value = m_delayedBidOptionComputation.getPvDividend();
break;
case TwsRtdServerData.DELAYED_BID_GAMMA:
value = m_delayedBidOptionComputation.getGamma();
break;
case TwsRtdServerData.DELAYED_BID_VEGA:
value = m_delayedBidOptionComputation.getVega();
break;
case TwsRtdServerData.DELAYED_BID_THETA:
value = m_delayedBidOptionComputation.getTheta();
break;
case TwsRtdServerData.DELAYED_BID_UND_PRICE:
value = m_delayedBidOptionComputation.getUndPrice();
break;
case TwsRtdServerData.DELAYED_MODEL_IMPLIED_VOL:
value = m_delayedModelOptionComputation.getImpliedVolatility();
break;
case TwsRtdServerData.DELAYED_MODEL_DELTA:
value = m_delayedModelOptionComputation.getDelta();
break;
case TwsRtdServerData.DELAYED_MODEL_OPT_PRICE:
value = m_delayedModelOptionComputation.getOptPrice();
break;
case TwsRtdServerData.DELAYED_MODEL_PV_DIVIDEND:
value = m_delayedModelOptionComputation.getPvDividend();
break;
case TwsRtdServerData.DELAYED_MODEL_GAMMA:
value = m_delayedModelOptionComputation.getGamma();
break;
case TwsRtdServerData.DELAYED_MODEL_VEGA:
value = m_delayedModelOptionComputation.getVega();
break;
case TwsRtdServerData.DELAYED_MODEL_THETA:
value = m_delayedModelOptionComputation.getTheta();
break;
case TwsRtdServerData.DELAYED_MODEL_UND_PRICE:
value = m_delayedModelOptionComputation.getUndPrice();
break;
}
return value;
}
}
}