/// <summary>
/// Send a request to the BLP API. Called by Query().
/// </summary>
/// <param name="session"></param>
/// <param name="identity"></param>
private void SendRequest(Session session, Identity identity)
{
Console.WriteLine("Sending Request: {0}", d_requestType.ToString());
Service instrumentService = session.GetService(INSTRUMENT_SERVICE);
Request request;
try
{
request = instrumentService.CreateRequest(d_requestType.ToString());
}
catch (NotFoundException e)
{
throw new Exception(
string.Format("Request Type not found: {0}", d_requestType),
e);
}
request.Set(QUERY_ELEMENT, d_queryString);
request.Set(MAX_RESULTS_ELEMENT, d_maxResults);
foreach (KeyValuePair <string, string> entry in d_filters)
{
try
{
request.Set(entry.Key, entry.Value);
}
catch (NotFoundException e)
{
throw new Exception(string.Format("Filter not found: {0}", entry.Key), e);
}
catch (InvalidConversionException e)
{
throw new Exception(
string.Format(
"Invalid value: {0} for filter: {1}",
entry.Value,
entry.Key),
e);
}
}
request.Print(Console.Out);
Console.WriteLine();
session.SendRequest(request, identity, null);
}
/// <summary>
/// Gets the Bloomberg data via the specified request type
/// </summary>
/// <param name="instruments">The list of instruments to retrieve data for</param>
/// <param name="dataFromDate">The start date of the data being requested</param>
/// <param name="dataToDate">The end date of the data being requested</param>
/// <param name="requestType">The type of request i.e. Reference/Historical</param>
private void GetBloombergData(List <BloombergDataInstrument> instruments, DateTime dataFromDate, DateTime dataToDate, string requestType)
{
try {
sentLimitEmail = false;
Initialise(BLP_REF, instruments.Count);
BB.Service service = session.GetService(BLP_REF);
guids = new List <Guid>();
sentToBB = instruments; // new List<BloombergDataInstrument>();
ShowCompletionPercentage(0, instruments.Count);
foreach (BloombergDataInstrument bbdi in instruments)
{
BB.Request request = service.CreateRequest(requestType);
if (requestType == BLP_HISTORICAL_REQUEST)
{
request.Set("startDate", dataFromDate.ToString("yyyyMMdd"));
request.Set("endDate", dataToDate.ToString("yyyyMMdd"));
}
BB.Element securities = request.GetElement(BLP_SECURITIES);
// check for sedol ticker which must be in the correct format
string ticker = bbdi.Ticker;
if (ticker.EndsWith("SEDOL1"))
{
ticker = @"/SEDOL1/" + ticker.Replace(" SEDOL1", string.Empty);
}
// set all the securities to fetch
securities.AppendValue(ticker);
// set all the fields
BB.Element fields = request.GetElement(BLP_FIELDS);
foreach (string field in bbdi.BBFields.Keys)
{
fields.AppendValue(field);
// now do the overrides - if they exist
if (bbdi.BBFields[field].FieldOverrides != null)
{
BB.Element requestOverrides = request.GetElement(BLP_OVERRIDES);
foreach (string oField in bbdi.BBFields[field].FieldOverrides.Keys)
{
object oValue = bbdi.BBFields[field].FieldOverrides[oField];
// now add in the override oField and oValue
BB.Element ovr = requestOverrides.AppendElement();
ovr.SetElement(FIELD_ID, oField);
ovr.SetElement(VALUE, oValue.ToString());
}
}
}
session.SendRequest(request, new BB.CorrelationID(bbdi.GUID));
}
UpdateStatus(string.Format("Sent {0} instruments\\requests to Bloomberg", sentToBB.Count));
} catch (Exception ex) {
UpdateStatus(ex.Message);
throw new Exception("An error occurred whilst sending requests to Bloomberg - " + ex.Message, ex);
}
}