/// <summary>
/// Data event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processEvent(Event eventObj, Session session)
{
if (InvokeRequired)
{
Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
}
else
{
try
{
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
// process final respose for request
processRequestDataEvent(eventObj, session);
setControlStates();
toolStripStatusLabel1.Text = "Completed";
break;
case Event.EventType.PARTIAL_RESPONSE:
// process partial response
processRequestDataEvent(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
toolStripStatusLabel1.Text = e.Message.ToString();
}
}
}
public void processEvent(Event evt, Session session)
{
try
{
switch (evt.Type)
{
case Event.EventType.SESSION_STATUS:
processSessionEvent(evt, session);
break;
case Event.EventType.SERVICE_STATUS:
processServiceEvent(evt, session);
break;
case Event.EventType.RESPONSE:
processResponseEvent(evt, session);
break;
default:
processMiscEvents(evt, session);
break;
}
}
catch (Exception e)
{
System.Console.Error.WriteLine(e);
}
}
public void processEvent(Event evt, Session session)
{
switch (evt.Type)
{
case EventType.ADMIN:
processAdminEvent(evt, session);
break;
case EventType.SESSION_STATUS:
processSessionEvent(evt, session);
break;
case EventType.SERVICE_STATUS:
processServiceEvent(evt, session);
break;
case EventType.SUBSCRIPTION_DATA:
processSubscriptionDataEvent(evt, session);
break;
case EventType.SUBSCRIPTION_STATUS:
processSubscriptionStatus(evt, session);
break;
default:
processMiscEvents(evt, session);
break;
}
}
private void initialise()
{
fields = new SubscriptionFields(this);
securities = new Securities(this);
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = this.host;
sessionOptions.ServerPort = this.port;
this.session = new Session(sessionOptions, new EventHandler(processEvent));
try
{
this.session.StartAsync();
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
while (!this.ready)
{
;
}
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestStatusEvent(Event eventObj, Session session)
{
List <string> dataList = new List <string>();
// process status message
foreach (Message msg in eventObj)
{
ListViewGroup group = (ListViewGroup)msg.CorrelationID.Object;
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionStarted")))
{
// set waiting for subscription to start color
setGroupColor(group, Color.Yellow);
}
else
{
// check for subscription failure
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionFailure")))
{
// set exception color
setGroupColor(group, Color.Red);
if (msg.HasElement(REASON))
{
Element reason = msg.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
group.Items[0].SubItems[1].Text = message;
}
}
}
}
}
private void sendIntradayTickRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", d_security);
// Add fields to request
Element eventTypes = request.GetElement("eventTypes");
for (int i = 0; i < d_events.Count; ++i)
{
eventTypes.AppendValue((string)d_events[i]);
}
// All times are in GMT
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_conditionCodes)
{
request.Set("includeConditionCodes", true);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
public void Run(String[] args)
{
if (!ParseCommandLine(args))
{
return;
}
session = CreateSession();
try
{
if (!session.Start())
{
System.Console.WriteLine("Failed to start session.");
return;
}
// Authenticate user using Generate Token Request
if (!GenerateToken())
{
return;
}
}
finally
{
session.Stop();
}
}
private void processSessionEvent(Event evt, Session session)
{
Log.LogMessage(LogLevels.BASIC, "Processing " + evt.Type.ToString());
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SESSION_STARTED))
{
Log.LogMessage(LogLevels.BASIC, "Session started...");
session.OpenServiceAsync(MKTDATA_SERVICE);
}
else if (msg.MessageType.Equals(SESSION_STARTUP_FAILURE))
{
Log.LogMessage(LogLevels.BASIC, "Error: Session startup failed");
}
else if (msg.MessageType.Equals(SESSION_TERMINATED))
{
Log.LogMessage(LogLevels.BASIC, "Session has been terminated");
}
else if (msg.MessageType.Equals(SESSION_CONNECTION_UP))
{
Log.LogMessage(LogLevels.BASIC, "Session connection is up");
}
else if (msg.MessageType.Equals(SESSION_CONNECTION_DOWN))
{
Log.LogMessage(LogLevels.BASIC, "Session connection is down");
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
d_data.BeginLoadData();
// process message
foreach (Message msg in eventObj)
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("IntradayBarResponse")))
{
if (msg.HasElement(RESPONSE_ERROR))
{
// process error
Element error = msg.GetElement(RESPONSE_ERROR);
if (msg.NumElements == 1)
{
d_data.Rows.Add(new object[] { d_requestSecurity, error.GetElementAsString(MESSAGE) });
return;
}
}
// process bar data
Element barDataArray = msg.GetElement("barData");
int numberOfBars = barDataArray.NumValues;
foreach (Element barData in barDataArray.Elements)
{
if (barData.Name.ToString() == "barTickData")
{
for (int pointIndex = 0; pointIndex < barData.NumValues; pointIndex++)
{
int fieldIndex = 0;
object[] dataValues = new object[d_data.Columns.Count];
Element fields = barData.GetValueAsElement(pointIndex);
foreach (DataColumn col in d_data.Columns)
{
if (fields.HasElement(col.ColumnName))
{
// process field data
Element item = fields.GetElement(col.ColumnName);
dataValues[fieldIndex] = item.GetValueAsString();
}
else
{
if (col.ColumnName == "security")
{
dataValues[fieldIndex] = d_requestSecurity;
}
else
{
dataValues[fieldIndex] = DBNull.Value;
}
}
fieldIndex++;
} // end foreach
// save bar data
d_data.Rows.Add(dataValues);
} // end for loop
} // end if
} // end foreach
} // end if
} // end foreach
d_data.EndLoadData();
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
if (msg.CorrelationID == requestID)
{
System.Console.WriteLine(msg.MessageType + ">>" + msg.ToString());
if (msg.MessageType.Equals("handle"))
{
String val = msg.GetElementAsString("value");
System.Console.WriteLine("Response: Value=" + val);
}
else
{
System.Console.WriteLine("Unexpected message...");
System.Console.WriteLine(msg.ToString());
}
quit = true;
}
}
}
public void processEvent(Event eventObj, Session session)
{
try
{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
processSubscriptionDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
lock (d_lock)
{
processSubscriptionStatus(eventObj, session);
}
break;
case Event.EventType.ADMIN:
lock (d_lock)
{
processAdminEvent(eventObj, session);
}
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
System.Console.WriteLine(e.ToString());
}
}
/// <summary>
/// Process miscellaneous events
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
foreach (Message msg in eventObj)
{
switch (msg.MessageType.ToString())
{
case "SessionStarted":
// "Session Started"
break;
case "SessionTerminated":
case "SessionStopped":
// "Session Terminated"
break;
case "ServiceOpened":
// "Reference Service Opened"
break;
case "RequestFailure":
Element reason = msg.GetElement(REASON);
string message = string.Concat("Error: Source-", reason.GetElementAsString(SOURCE),
", Code-", reason.GetElementAsString(ERROR_CODE), ", category-", reason.GetElementAsString(CATEGORY),
", desc-", reason.GetElementAsString(DESCRIPTION));
toolStripStatusLabel1.Text = message;
break;
default:
toolStripStatusLabel1.Text = msg.MessageType.ToString();
break;
}
}
}
/// <summary>
/// Data Event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processEvent(Event eventObj, Session session)
{
if (InvokeRequired)
{
Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
}
else
{
try
{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
// process subscription data
processRequestDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
// process subscription status
processRequestStatusEvent(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
toolStripStatusLabel1.Text = e.Message.ToString();
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("GetBrokerSpecForUuid");
request.Set("uuid", 8049857);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
void sendMSG1RecoverRequest(Session session)
{
Service service = session.GetService(MSG1_SERVICE);
Identity id = session.CreateIdentity();
Request request = service.CreateRequest(REPLAY);
request.GetElement(START).SetChoice(d_startType);
if (d_startType == TIME)
{
request.GetElement(START).SetChoice(TIME).SetValue(d_startTime);
}
else if (d_startType == SERIAL)
{
request.GetElement(START).SetChoice(SERIAL).SetValue(d_startSerial);
}
if (d_endType == TIME)
{
request.GetElement(END).SetChoice(TIME).SetValue(d_endTime);
}
else if (d_endType == SERIAL)
{
request.GetElement(END).SetChoice(SERIAL).SetValue(d_endSerial);
}
if (d_eidProvided)
{
request.GetElement(EID).SetValue(d_eid);
}
request.GetElement(FILTER).SetValue(Enum.GetName(d_filter.GetType(), d_filter));
System.Console.WriteLine("Sending request: " + request.ToString());
// request data with identity object
session.SendRequest(request, d_identity, null);
}
/// <summary>
/// Function to create subscription list and subscribe to pagedata
/// </summary>
/// <param name="session"></param>
private void subscribe(Session session)
{
System.Collections.Generic.List <Subscription> subscriptions
= new System.Collections.Generic.List <Subscription>();
d_topicTable.Clear();
List <string> fields = new List <string>();
fields.Add("6-23");
// Following commented code shows some of the sample values
// that can be used for field other than above
// e.g. fields.Add("1");
// fields.Add("1,2,3");
// fields.Add("1,6-10,15,16");
foreach (string topic in d_topics)
{
subscriptions.Add(new Subscription(PAGEDATA_SVC + "/" + topic,
fields,
null,
new CorrelationID(topic)));
d_topicTable.Add(topic, new ArrayList());
}
if (d_authOption == "NONE")
{
session.Subscribe(subscriptions);
}
else
{
session.Subscribe(subscriptions, d_identity);
}
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
System.Console.WriteLine("MESSAGE: " + msg.ToString());
System.Console.WriteLine("CORRELATION ID: " + msg.CorrelationID);
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
System.Console.WriteLine("Message Type: " + msg.MessageType);
if (msg.MessageType.Equals(ERROR_INFO))
{
int errorCode = msg.GetElementAsInt32("ERROR_CODE");
String errorMessage = msg.GetElementAsString("ERROR_MESSAGE");
System.Console.WriteLine("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
}
else if (msg.MessageType.Equals(DELETE_ORDER))
{
int status = msg.GetElementAsInt32("STATUS");
String message = msg.GetElementAsString("MESSAGE");
System.Console.WriteLine("STATUS: " + status + "\tMESSAGE: " + message);
}
quit = true;
session.Stop();
}
}
}
// return true if processing is completed, false otherwise
private void processResponseEvent(Event eventObj, Session session)
{
foreach (Message msg in eventObj)
{
processMessage(msg);
}
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
System.Console.WriteLine("MESSAGE: " + msg.ToString());
System.Console.WriteLine("CORRELATION ID: " + msg.CorrelationID);
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
System.Console.WriteLine("Message Type: " + msg.MessageType);
if (msg.MessageType.Equals(ERROR_INFO))
{
int errorCode = msg.GetElementAsInt32("ERROR_CODE");
String errorMessage = msg.GetElementAsString("ERROR_MESSAGE");
System.Console.WriteLine("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
}
else if (msg.MessageType.Equals(ROUTE_WITH_STRAT))
{
int emsx_sequence = msg.GetElementAsInt32("EMSX_SEQUENCE");
int emsx_route_id = msg.GetElementAsInt32("EMSX_ROUTE_ID");
String message = msg.GetElementAsString("MESSAGE");
System.Console.WriteLine("EMSX_SEQUENCE: " + emsx_sequence + "\tEMSX_ROUTE_ID: " + emsx_route_id + "\tMESSAGE: " + message);
}
quit = true;
session.Stop();
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
String serviceName = msg.AsElement.GetElementAsString("serviceName");
System.Console.WriteLine("Service opened [" + serviceName + "]...");
if (serviceName == d_auth)
{
System.Console.WriteLine("Auth Service opened... Opening EMSX service...");
session.OpenServiceAsync(d_emsx);
}
else if (serviceName == d_emsx)
{
System.Console.WriteLine("EMSX Service opened... Sending Authorization requests");
sendAuthRequest(session, d_user, d_ip);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
public string startSession()
{
string retval = "";
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
return(retval);
}
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
return(retval);
}
service = session.GetService(d_service);
retval += "\nService opened!\n";
return(retval);
}
/// <summary>
/// Function to create and send PortfolioDataRequest
/// </summary>
/// <param name="session"></param>
private void sendPortfolioDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("PortfolioDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
// If specified, use REFERENCE_DATE override field
// to get portfolio information historically.
// The date must be in 'YYYYMMDD' format
if (d_override != null && d_override.Length != 0)
{
Element overrides = request["overrides"];
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", "REFERENCE_DATE");
override1.SetElement("value", d_override);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
private void run(string[] args)
{
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
System.Console.WriteLine("Connecting to " + d_host + ":" + d_port);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
sendIntradayBarRequest(session);
// wait for events from session.
eventLoop(session);
session.Stop();
}
/// <summary>
/// Polls for an event or a message in an event loop
/// & Processes the event generated
/// </summary>
/// <param name="session"></param>
private void eventLoop(Session session)
{
while (true)
{
Event eventObj = session.NextEvent();
try
{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
processSubscriptionDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
processSubscriptionStatus(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
System.Console.WriteLine(e.ToString());
}
}
}
private void initialise()
{
Log.logPrefix = "EasyIOI";
this.iois = new IOIs(this);
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = this.host;
sessionOptions.ServerPort = this.port;
this.session = new Session(sessionOptions, new EventHandler(processEvent));
try
{
this.session.StartAsync();
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
while (!this.ready)
{
;
}
}
/// <summary>
/// Process SubscriptionStatus event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processSubscriptionStatus(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_STATUS");
foreach (Message msg in eventObj.GetMessages())
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + " - " + msg.MessageType);
if (msg.HasElement(REASON))
{
// This can occur on SubscriptionFailure.
Element reason = msg.GetElement(REASON);
System.Console.WriteLine("\t" +
reason.GetElement(CATEGORY).GetValueAsString() +
": " + reason.GetElement(DESCRIPTION).GetValueAsString());
}
if (msg.HasElement(EXCEPTIONS))
{
// This can occur on SubscriptionStarted if at least
// one field is good while the rest are bad.
Element exceptions = msg.GetElement(EXCEPTIONS);
for (int i = 0; i < exceptions.NumValues; ++i)
{
Element exInfo = exceptions.GetValueAsElement(i);
Element fieldId = exInfo.GetElement(FIELD_ID);
Element reason = exInfo.GetElement(REASON);
System.Console.WriteLine("\t" + fieldId.GetValueAsString() +
": " + reason.GetElement(CATEGORY).GetValueAsString());
}
}
System.Console.WriteLine("");
}
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
System.Console.WriteLine("MESSAGE: " + msg.ToString());
System.Console.WriteLine("CORRELATION ID: " + msg.CorrelationID);
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
System.Console.WriteLine("Message Type: " + msg.MessageType);
if (msg.MessageType.Equals(ERROR_INFO))
{
int errorCode = msg.GetElementAsInt32("ERROR_CODE");
String errorMessage = msg.GetElementAsString("ERROR_MESSAGE");
System.Console.WriteLine("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
}
else if (msg.MessageType.Equals(MODIFY_ROUTE_EX))
{
// The response has fields for EMSX_SEQUENCE and EMSX_ROUTE_ID, but these will always be zero
String message = msg.GetElementAsString("MESSAGE");
System.Console.WriteLine("MESSAGE: " + message);
}
quit = true;
session.Stop();
}
}
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestStatusEvent(Event eventObj, Session session)
{
List <string> dataList = new List <string>();
// process status message
foreach (Message msg in eventObj)
{
DataGridViewRow dataRow = (DataGridViewRow)msg.CorrelationID.Object;
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionStarted")))
{
// set subscribed color
foreach (DataGridViewCell cell in dataRow.Cells)
{
cell.Style.BackColor = Color.LightGreen;
}
try
{
// check for error
if (msg.HasElement("exceptions"))
{
// subscription has error
Element error = msg.GetElement("exceptions");
int searchIndex = 0;
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element reason = errorException.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
for (; searchIndex < dataGridViewData.ColumnCount - 1; searchIndex++)
{
if (field == dataGridViewData.Columns[searchIndex].Name)
{
dataRow.Cells[searchIndex].Value = message;
break;
}
}
}
}
}
catch (Exception e)
{
toolStripStatusLabel1.Text = e.Message;
}
}
else
{
// check for subscription failure
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionFailure")))
{
if (msg.HasElement(REASON))
{
Element reason = msg.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
dataRow.Cells[1].Value = message;
}
}
}
}
}
private void eventLoop(Session session)
{
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
System.Console.WriteLine("Processing Partial Response");
processResponseEvent(eventObj);
}
else if (eventObj.Type == Event.EventType.RESPONSE)
{
System.Console.WriteLine("Processing Response");
processResponseEvent(eventObj);
done = true;
}
else
{
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
if (eventObj.Type == Event.EventType.SESSION_STATUS)
{
if (msg.MessageType.Equals("SessionTerminated"))
{
done = true;
}
}
}
}
}
}
void initBloomberg()
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.Error.WriteLine("Connecting to " + serverHost +
":" + serverPort);
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
refDataService = session.GetService("//blp/refdata");
}
public bool Connect(string user = "", string dataType = "//blp/refdata")
{
if (connected)
goto finish;
while (!connected)
{
reconnectAttempts++;
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
Trace.WriteLine("Connecting to Bloomberg " + dataType + ". Attempt " + reconnectAttempts + "/" + maxReconnectAttempts +".");
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
try
{
session.OpenService(dataType);
refDataService = session.GetService(dataType);
Trace.WriteLine("Connected to Bloomberg");
connected = true;
reconnectAttempts = 0;
}
catch
{
Trace.WriteLine("Failed to connect. ");
connected = false;
if (reconnectAttempts >= maxReconnectAttempts)
{
Trace.WriteLine("Tried to connect to Bloomberg " + reconnectAttempts + " times.");
Trace.WriteLine("Exiting");
Environment.Exit(0);
}
Trace.WriteLine("Waiting for " + reconnectionInterval + "s before retrying to connect.");
Thread.Sleep(reconnectionInterval * 1000);
}
}
finish:
return connected;
}
// Event handler for the session
public void processBBEvent(Event eventObject, Session session)
{
// We are only interested in market data events related to
// our subscription
if (eventObject.Type == Event.EventType.SUBSCRIPTION_DATA)
{
// Each event may have multiple messages. So loop
// through all of the messages
foreach (Message msg in eventObject)
{
// For Debugging use the display all of the fields:
System.Console.WriteLine(msg);
// If we have both LAST_TRADE and SIZE_LAST_TRADE elements then
// assign the values to the text boxes
if (msg.HasElement("LAST_TRADE") &&
msg.HasElement("SIZE_LAST_TRADE"))
{
// Obtain the topic of the message
string topic = (string)msg.CorrelationID.Object;
try
{
tbPrice.Invoke(new MethodInvoker(delegate
{
tbPrice.Text = (string)msg.GetElementAsString("LAST_TRADE");
}));
tbVolume.Invoke(new MethodInvoker(delegate
{
tbVolume.Text = (string)msg.GetElementAsString("SIZE_LAST_TRADE");
}));
}
catch (Exception e)
{
// Send an error message to console
System.Console.WriteLine("Error: " + e.ToString());
}
} // end if msg has both last trade and size
} // end loop over Messages in the eventObject
} // end if event type is subscription data
}
public Result startSession()
{
string retval = "";
bool succ = true;
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
succ = false;
}
else
{
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
succ = false;
}
else
{
service = session.GetService(d_service);
retval += "\nService opened!\n";
}
}
Result result = new Result
{
retval = retval, success = succ
};
return result;
}
private void btnStart_Click(object sender, EventArgs e)
{
bool result;
// Create 2 string variables for the security and fields
String security = tbSymbol.Text;
String fields = "LAST_PRICE";
//Initialize lists used
prices = new List<double>();
prices.Add(0);
tickTestsResults = new List<double>();
tickTestsResults.Add(0);
// Create an instance of the SessionOptions object to hold the session parameters
sessionOptions = new SessionOptions();
// Set the session parameters in the SessionOptions object
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
// Create an instance of the Session object, passing the options and processBBEvent to it
session = new Session(sessionOptions,
new Bloomberglp.Blpapi.EventHandler(processBBEvent));
// Start the Session
try
{
result = session.Start();
//Display successful connection
if (result)
lblAppStatus.Text = "Connection Successful!";
// Open up the Market data Service
result = session.OpenService("//blp/mktdata");
// Create an instance of the new list of subscriptions
subscriptions = new List<Subscription>();
// Add a subscription. Create a new CorrelationID on the fly
subscriptions.Add(new Subscription(security, fields, "",
new Bloomberglp.Blpapi.CorrelationID(security)));
// Send out the subscriptions
session.Subscribe(subscriptions);
}
catch (Exception ex)
{
System.Console.WriteLine("An error has occurred starting the service!");
lblAppStatus.Text = ("An error has occurred starting the service!");
}
}
/// <summary>
/// Data Event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void ProcessEvent(Event eventObj, Session session)
{
//if (InvokeRequired)
//{
// try
// {
// Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
// }
// catch (Exception)
// {
// Console.WriteLine("Invoke failed");
// }
//}
//else
//{
//try
//{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
// process subscription data
ProcessRequestDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
// process subscription status
ProcessRequestStatusEvent(eventObj, session);
break;
default:
ProcessMiscEvents(eventObj, session);
break;
}
//}
//catch (System.Exception e)
//{
// //toolStripStatusLabel1.Text = e.Message.ToString();
//}
//}
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private static void ProcessRequestStatusEvent(Event eventObj, Session session)
{
List<string> dataList = new List<string>();
// process status message
foreach (Message msg in eventObj)
{
var securityObj = (BloombergSecurity)msg.CorrelationID.Object;
DataGridViewRow dataRow = securityObj.DataGridRow;
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionStarted")))
{
// set subscribed color
foreach (DataGridViewCell cell in dataRow.Cells)
{
cell.Style.BackColor = Color.LightGreen;
}
//try
//{
// check for error
if (msg.HasElement("exceptions"))
{
// subscription has error
Element error = msg.GetElement("exceptions");
int searchIndex = 0;
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element reason = errorException.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
//for (; searchIndex < dataGridViewData.ColumnCount - 1; searchIndex++)
//{
// if (field == dataGridViewData.Columns[searchIndex].Name)
// {
// dataRow.Cells[searchIndex].Value = message;
// break;
// }
//}
}
}
//}
//catch (Exception e)
//{
// //toolStripStatusLabel1.Text = e.Message;
//}
}
else
{
// check for subscription failure
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionFailure")))
{
if (msg.HasElement(REASON))
{
Element reason = msg.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
dataRow.Cells[1].Value = message;
}
}
}
}
}
public string startSession()
{
string retval = "";
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
return retval;
}
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
return retval;
}
service = session.GetService(d_service);
retval += "\nService opened!\n";
return retval;
}
// Event handler for the session
public void processBBEvent(Event eventObject, Session session)
{
//Only use the data coming in related to our subscription data
if (eventObject.Type == Event.EventType.SUBSCRIPTION_DATA)
{
//Loop through the messages in the eventObject
foreach (Message msg in eventObject)
{
// Get only the messages that have the last trade price and size of last trade
if (msg.HasElement("LAST_TRADE") &&
msg.HasElement("SIZE_LAST_TRADE"))
{
// Obtain the topic of the message
string topic = (string)msg.CorrelationID.Object;
try
{
//Creates a new thread for getting the price of last trade
tbPrice.Invoke(new MethodInvoker(delegate
{
tbPrice.Text = (string)msg.GetElementAsString("LAST_TRADE");
}));
//Creates a new thread for getting volume or size of trade
tbVolume.Invoke(new MethodInvoker(delegate
{
tbVolume.Text = (string)msg.GetElementAsString("SIZE_LAST_TRADE");
})); // end of tvVolume.Invoke()
tbVWAP.Invoke(new MethodInvoker(delegate
{
String VWAP = calculateVWAP(Convert.ToDouble(msg.GetElementAsString("LAST_TRADE")),
Convert.ToDouble(msg.GetElementAsString("SIZE_LAST_TRADE")));
tbVWAP.Text = VWAP;
chtPrices.Series[1].Points.AddY(Convert.ToDouble(VWAP));
})); // end of tbVWAP.invoke()
chtPrices.Invoke(new MethodInvoker(delegate
{
double lastTradePrice = Convert.ToDouble(msg.GetElementAsString("LAST_TRADE"));
double myVolume = Convert.ToDouble(msg.GetElementAsString("SIZE_LAST_TRADE"));
if (firstPointY)
{
//Set the Y axis range to the lastTradePrice-1 to lastTradePrice+1
chtPrices.ChartAreas[0].AxisY.Minimum = lastTradePrice - 1;
chtPrices.ChartAreas[0].AxisY.Maximum = lastTradePrice + 1;
//It is no longer the first plotted point from here on out
firstPointY = false;
}
//This will change the primary y axis scale if price is smaller than the minimum y axis
else if(lastTradePrice < chtPrices.ChartAreas[0].AxisY.Minimum)
chtPrices.ChartAreas[0].AxisY.Minimum = lastTradePrice-0.01;
//This will change the primary y axis scale if price is smaller than the minimum y axis
else if(lastTradePrice > chtPrices.ChartAreas[0].AxisY.Maximum)
chtPrices.ChartAreas[0].AxisY.Maximum = lastTradePrice+0.01;
// Get previous tickTest and price
double prevTick = tickTestsResults[tickTestsResults.Count - 1];
double prevPrice = prices[prices.Count - 1];
// Calculate the new sum of money flow with tickTest()
tickTest(lastTradePrice, myVolume, prevPrice, prevTick);
// Plot the money flow first to get the previous trade price
chtPrices.Series[2].Points.AddY(sumMF);
//Add the lastTradePrice to our prices list
prices.Add(lastTradePrice);
// Plot the last trade price
chtPrices.Series[0].Points.AddY(lastTradePrice);
})); //end of chtPrices.Invoke()
}
catch (Exception e)
{
// Send an error message to console
System.Console.WriteLine("Error: " + e.ToString());
}
} // end if msg has both last trade and size
} // end loop over Messages in the eventObject
} // end if event type is subscription data
}
private bool OpenSession()
{
if (_session == null)
{
//toolStripStatusLabel1.Text = "Connecting...";
// create new session
_session = new Session(_sessionOptions, new EventHandler(ProcessEvent));
}
return _session.Start();
}
/// <summary>
/// Bloomberg data event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processEvent(Event eventObj, Session session)
{
if (InvokeRequired)
{
Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
}
else
{
try
{
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
// process data
processRequestDataEvent(eventObj, session);
break;
case Event.EventType.PARTIAL_RESPONSE:
// process partial data
processRequestDataEvent(eventObj, session);
break;
default:
// process misc events
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
logger.Info(e.Message.ToString());
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("ReferenceDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(String.Format("{0}, {1}", kKospiIndex, error.GetElementAsString(MESSAGE)));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
logger.Warn("{0} has field error.", kKospiIndex);
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
Element secData = secDataArray.GetValueAsElement(index);
Element fieldData = secData.GetElement("fieldData");
if (fieldData.HasElement(kIndexWeight))
{
Element weightField = fieldData.GetElement(kIndexWeight);
for (int i = 0; i < weightField.NumValues; ++i)
{
String memberTicker = "";
double weight = 0.0;
Element row = weightField.GetValueAsElement(i);
if (row.HasElement("Member Ticker and Exchange Code"))
{
Element item = row.GetElement("Member Ticker and Exchange Code");
memberTicker = item.GetValueAsString();
}
else
{
continue;
}
if (row.HasElement("Percentage Weight"))
{
Element item = row.GetElement("Percentage Weight");
weight = item.GetValueAsFloat64();
}
else
{
continue;
}
_resultDict.Add(memberTicker + " Equity", weight);
}
// logger.Info(fieldStr);
}
} // end for
} // end else
} // end if
} // end foreach
}
private bool createSession()
{
if (d_session != null)
{
d_session.Stop();
}
// create synchronous session
d_session = new Session(new SessionOptions());
return d_session.Start();
}
private static void ProcessRequestDataEvent(Event eventObj, Session session)
{
// process message
foreach (Message msg in eventObj)
{
// get correlation id
var securityObj = (BloombergSecurity)msg.CorrelationID.Object;
// process market data
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("MarketDataEvents")))
{
// check for initial paint
if (msg.HasElement("SES_START"))
{
if (msg.GetElementAsBool("IS_DELAYED_STREAM"))
{
securityObj.SetDelayedStream();
}
}
// process tick data
for (int fieldIndex = 1; fieldIndex < securityObj.SecurityFields.Count; fieldIndex++)
{
string field = securityObj.SecurityFields[fieldIndex].ToUpper();
if (msg.HasElement(field))
{
//msg.GetElementAsDatetime(Element.)
// check element to see if it has null value
if (!msg.GetElement(field).IsNull)
{
string value = msg.GetElementAsString(field);
securityObj.Setfield(securityObj.SecurityFields[fieldIndex], value);
}
}
}
// allow application to update UI
Application.DoEvents();
}
}
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
foreach (Message msg in eventObj.GetMessages())
{
switch (msg.MessageType.ToString())
{
case "SessionStarted":
// "Session Started"
break;
case "SessionTerminated":
case "SessionStopped":
// "Session Terminated"
break;
case "ServiceOpened":
// "Reference Service Opened"
break;
case "RequestFailure":
Element reason = msg.GetElement(REASON);
string message = string.Concat("Error: Source-", reason.GetElementAsString(SOURCE),
", Code-", reason.GetElementAsString(ERROR_CODE), ", category-", reason.GetElementAsString(CATEGORY),
", desc-", reason.GetElementAsString(DESCRIPTION));
logger.Info(message);
break;
default:
logger.Info(msg.MessageType.ToString());
break;
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
Boolean hasFieldError = false;
// clear column tag of field error message.
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
col.Tag = null;
}
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("HistoricalDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(error.GetElementAsString(MESSAGE));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
dataGridViewData.Columns[field].Tag = message;
hasFieldError = true;
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
foreach (Element secData in secDataArray.Elements)
{
switch (secData.Name.ToString())
{
case "eidsData":
// process security eid data here
break;
case "security":
// security name
securityName = secData.GetValueAsString();
break;
case "fieldData":
if (hasFieldError && secData.NumValues == 0)
{
// no data but have field error
object[] dataValues = new object[dataGridViewData.ColumnCount];
dataValues[0] = securityName;
int fieldIndex = 0;
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
if (col.Tag != null)
{
dataValues[fieldIndex] = col.Tag.ToString();
}
fieldIndex++;
}
d_data.Rows.Add(dataValues);
}
else
{
// get field data
d_data.BeginLoadData();
for (int pointIndex = 0; pointIndex < secData.NumValues; pointIndex++)
{
int fieldIndex = 0;
object[] dataValues = new object[dataGridViewData.ColumnCount];
Element fields = secData.GetValueAsElement(pointIndex);
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
try
{
if (col.Name == "security")
dataValues[fieldIndex] = securityName;
else
{
if (fields.HasElement(col.Name))
{
Element item = fields.GetElement(col.Name);
if (item.IsArray)
{
// bulk field data
dataValues[fieldIndex] = "Bulk Data";
}
else
{
// field data
dataValues[fieldIndex] = item.GetValueAsString();
}
}
else
{
// no field value
if (col.Tag.ToString().Length > 0)
{
// field has error
dataValues[fieldIndex] = col.Tag.ToString();
}
else
dataValues[fieldIndex] = DBNull.Value;
}
} // end if
}
catch (Exception ex)
{
// display error
dataValues[fieldIndex] = ex.Message;
}
finally
{
fieldIndex++;
}
} // end foreach
// add data to data table
d_data.Rows.Add(dataValues);
} // end for
d_data.EndLoadData();
}
break;
} // end switch
} // end foreach
} // end for
} // end else
} // end if
} // end foreach
}
/// <summary>
/// Create session
/// </summary>
/// <returns></returns>
private bool createSession()
{
if (d_session != null)
d_session.Stop();
Write("Connecting...");
// create synchronous session
d_session = new Session(new SessionOptions());
return d_session.Start();
}
private void btnStart_Click(object sender, EventArgs e)
{
bool result;
// Define two string constants for the security and the fields
// to be read.
String security = "IBM US Equity";
String fields = "LAST_PRICE";
// Instantiate the SessionOptions object to hold the session parameters
// Note that this was defined at the Form level scope.
sessionOptions = new SessionOptions();
// Since this program will run on the same PC as the Bloomberg software,
// we use “localhost” as the host name and port 8194 as the default port.
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
// Instantiate the Session object using the sessionOptions and
// a reference to the event handler named processBBEvent
session = new Session(sessionOptions,
new Bloomberglp.Blpapi.EventHandler(processBBEvent));
// Start the Session
result = session.Start();
// Open up the Market data Service
result = session.OpenService("//blp/mktdata");
// Instantiate the new list of subscriptions
subscriptions = new List<Subscription>();
// Get the symbol from tbSymbol text box
security = tbSymbol.Text;
// Add a subscription. Create a new CorrelationID on the fly
subscriptions.Add(new Subscription(security, fields, "",
new Bloomberglp.Blpapi.CorrelationID(security)));
// Kick off the subscriptions
session.Subscribe(subscriptions);
}
