static void Main(string[] args)
{
Console.WriteLine("Bloomberg API Emulator Examples");
Console.WriteLine("http://bemu.codeplex.com/");
Console.WriteLine("By: Robinson664");
Console.WriteLine();
Console.WriteLine("To send a historical data request, push 1");
Console.WriteLine("To send a intraday bar data request, push 2");
Console.WriteLine("To send a intraday tick data request, push 3");
Console.WriteLine("To send a market data request, push 4");
Console.WriteLine("To send a reference data request, push 5");
string input = Console.ReadLine();
Console.WriteLine();
Console.WriteLine();
bool informationReturned = true;
switch (input)
{
case "1":
HistoricalDataRequest.RunExample();
break;
case "2":
IntradayBarDataRequest.RunExample();
break;
case "3":
IntradayTickDataRequest.RunExample();
break;
case "4":
MarketDataRequest.RunExample();
break;
case "5":
ReferenceDataRequest.RunExample();
break;
default:
informationReturned = false;
break;
}
if (informationReturned)
{
Console.WriteLine();
Console.WriteLine("Please note that the data in this request is completely random: it is not real data.");
Console.WriteLine("Do not make any trading or investment decisions using the data shown here.");
}
Console.WriteLine();
Console.WriteLine("Push enter to quit the application.");
Console.ReadLine();
}
public static void RunExample()
{
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = "127.0.0.1";
sessionOptions.ServerPort = 8194;
Session session = new Session(sessionOptions);
if (session.Start() && session.OpenService("//blp/refdata"))
{
Service service = session.GetService("//blp/refdata");
if (service == null)
{
Console.WriteLine("Service is null");
}
else
{
Request request = service.CreateRequest("HistoricalDataRequest");
//request information for the following securities
request.Append(HistoricalDataRequest._nSecurities, "MSFT US EQUITY");
request.Append("securities", "C A COMDTY");
request.Append("securities", "AAPL 150117C00600000 EQUITY"); //this is a stock option: TICKER yyMMdd[C/P]\d{8} EQUITY
//uncomment the following line to see what a request for a nonexistent security looks like
//request.Append("securities", "ZIBM US EQUITY");
// My code treats all securities that start with a 'Z' as a nonexistent security
//include the following simple fields in the result
request.Append("fields", "BID"); //Note that the API will not allow you to use the HistoricalDataRequest._nBid name as a value here. It expects a string.
request.Append("fields", "ASK"); //ditto
//uncomment the following line to see what a request for an invalid field looks like
//request.Append("fields", "ZBID");
// My code treats all fields that start with a 'Z' as an invalid field
//Historical requests allow a few overrides. See the developer's guide A.2.4 for more information.
request.Set("startDate", DateTime.Today.AddMonths(-1).ToString("yyyyMMdd")); //Request that the information start three months ago from today. This override is required.
request.Set("endDate", DateTime.Today.AddDays(10).ToString("yyyyMMdd")); //Request that the information end three days before today. This is an optional override. The default is today.
//Determine the frequency and calendar type of the output. To be used in conjunction with Period Selection.
request.Set("periodicityAdjustment", "CALENDAR"); //Optional string. Valid values are ACTUAL (default), CALENDAR, and FISCAL.
//Determine the frequency of the output. To be used in conjunction with Period Adjustment.
request.Set("periodicitySelection", "DAILY"); //Optional string. Valid values are DAILY (default), WEEKLY, MONTHLY, QUARTERLY, SEMI_ANNUALLY, and YEARLY
//Sets quote to Price or Yield for a debt instrument whose default value is quoted in yield (depending on pricing source).
request.Set("pricingOption", "PRICING_OPTION_PRICE"); //Optional string. Valid values are PRICING_OPTION_PRICE (default) and PRICING_OPTION_YIELD
//Adjust for "change on day"
request.Set("adjustmentNormal", true); //Optional bool. Valid values are true and false (default = false)
//Adjusts for Anormal Cash Dividends
request.Set("adjustmentAbnormal", false); //Optional bool. Valid values are true and false (default = false)
//Capital Changes Defaults
request.Set("adjustmentSplit", true); //Optional bool. Valid values are true and false (default = false)
//The maximum number of data points to return, starting from the startDate
//request.Set("maxDataPoints", 5); //Optional integer. Valid values are positive integers. The default is unspecified in which case the response will have all data points between startDate and endDate
//Indicates whether to use the average or the closing price in quote calculation.
request.Set("overrideOption", "OVERRIDE_OPTION_CLOSE"); //Optional string. Valid values are OVERRIDE_OPTION_GPA for an average and OVERRIDE_OPTION_CLOSE (default) for the closing price
CorrelationID requestID = new CorrelationID(1);
session.SendRequest(request, requestID);
bool continueToLoop = true;
while (continueToLoop)
{
Event eventObj = session.NextEvent();
switch (eventObj.Type)
{
case Event.EventType.RESPONSE: // final event
continueToLoop = false;
HistoricalDataRequest.handleResponseEvent(eventObj);
break;
case Event.EventType.PARTIAL_RESPONSE:
HistoricalDataRequest.handleResponseEvent(eventObj);
break;
default:
HistoricalDataRequest.handleOtherEvent(eventObj);
break;
}
}
}
}
else
{
Console.WriteLine("Cannot connect to server. Check that the server host is \"localhost\" or \"127.0.0.1\" and that the server port is 8194.");
}
}
