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Re: Broker API - Options Questions [Re: AndrewAMD] #470083
12/21/17 16:16
12/21/17 16:16
Joined: Feb 2017
Posts: 1,806
Chicago
AndrewAMD Online OP
Serious User
AndrewAMD  Online OP
Serious User

Joined: Feb 2017
Posts: 1,806
Chicago
I came up with a workaround. It assumes that the trading class string will show up in the char* Asset string (the IB Asset code). I will document it here.

Basically, I encode a 32-bit unsigned int into a readable char string. This string gets copied into the CONTRACT struct.

"__abcde\0"

So my plan is to parse the IB code for the first instance of the double underscore "__".

Then the five characters ("abcde") can have up to 86 values each, giving me 86^5 possible values, which is greater than 2^32. I have some rules:
* The characters must be readable by a human.
* The characters must be able to be typed by an ordinary keyboard.
* The characters must be nonzero (not a null character).

Finally, there is a null character to terminate the string.

I will be testing this soon.

Re: Broker API - Options Questions [Re: AndrewAMD] #470093
12/22/17 08:43
12/22/17 08:43
Joined: Jul 2000
Posts: 28,024
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,024
Frankfurt
How about using the Zorro code also for your plugin? It is relatively easily to generate from the strike, expiration, etc. The class is stored at the begin of the CONTRACT struct and the exchange is converted to a number and stored in the Type field. That's all data you need. I can give you some code for the conversion.

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