public void SendRequestForIntradayTick(ApiTaskHistoricalData argvTask)
{
//Generate correlation ID
long tUniqueId = this.GenerateCorrelationId();
CorrelationID tCorrelationId = new CorrelationID(tUniqueId);
mIntradayTickRequestByCorrelationId.Add(tUniqueId, argvTask);
//mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "Sending request for intraday tick..."));
// Create the Request object to represent the data request
Request tRequest = mReferenceService.CreateRequest("IntradayTickRequest");
// Specify the security we are interested in
tRequest.Set("security", argvTask.mBbgTicker);
// Add fields to request
Element eventTypes = tRequest.GetElement("eventTypes");
string[] tFields = argvTask.GetFieldList();
foreach (string tField in tFields)
{
eventTypes.AppendValue(tField);
}
tRequest.Set("includeConditionCodes", false);
tRequest.Set("includeNonPlottableEvents", true);
tRequest.Set("includeExchangeCodes", false);
tRequest.Set("returnEids", true);
tRequest.Set("includeBrokerCodes", false);
tRequest.Set("includeRpsCodes", false);
tRequest.Set("includeBicMicCodes", false);
tRequest.Set("includeSpreadPrice", false);
tRequest.Set("includeYield", false);
tRequest.Set("includeActionCodes", false);
tRequest.Set("includeIndicatorCodes", false);
tRequest.Set("includeTradeTime", false);
tRequest.Set("includeUpfrontPrice", false);
tRequest.Set("includeTradeId", false);
// Set the start and ending dates and the max number of data points
tRequest.Set("startDateTime", argvTask.mStartTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss"));
tRequest.Set("endDateTime", argvTask.mEndTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss"));
tRequest.Set("maxDataPoints", 100000);
mLastIntradayTickTicker = argvTask.mBbgTicker;
// Submit the request
mSession.SendRequest(tRequest, tCorrelationId);
mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "IntradayTickRequest: " + argvTask.mTicker + " for fields " + argvTask.mFields
+ " from " + argvTask.mStartTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss") + " to " + argvTask.mEndTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss")));
}
public void SendRequestForHistoricalData(ApiTaskHistoricalData argvTask)
{
//Generate correlation ID
long tUniqueId = this.GenerateCorrelationId();
CorrelationID tCorrelationId = new CorrelationID(tUniqueId);
mHistoricalDataRequestByCorrelationId.Add(tUniqueId, argvTask);
// Create the Request object to represent the data request
Request tRequest = mReferenceService.CreateRequest("HistoricalDataRequest");
// Specify the security we are interested in
string[] tBbgTickers = argvTask.GetBbgTickerList();
foreach (string tBbgTicker in tBbgTickers)
{
tRequest.Append("securities", tBbgTicker);
}
// Specify the fields we are interested in
string[] tFields = argvTask.GetFieldList();
foreach (string tField in tFields)
{
tRequest.Append("fields", tField);
}
// Set the start and ending dates and the max number of data points
tRequest.Set("startDate", argvTask.mStartTime.ToString("yyyyMMdd"));
tRequest.Set("endDate", argvTask.mEndTime.ToString("yyyyMMdd"));
tRequest.Set("periodicitySelection", "DAILY");
tRequest.Set("periodicityAdjustment", "ACTUAL");
tRequest.Set("nonTradingDayFillOption", "ACTIVE_DAYS_ONLY");
tRequest.Set("nonTradingDayFillMethod", "PREVIOUS_VALUE");
tRequest.Set("pricingOption", "PRICING_OPTION_PRICE");
tRequest.Set("overrideOption", "OVERRIDE_OPTION_CLOSE");
tRequest.Set("maxDataPoints", Convert.ToInt32((argvTask.mEndTime - argvTask.mStartTime).TotalDays) + 1);
tRequest.Set("adjustmentNormal", false);
tRequest.Set("adjustmentAbnormal", false);
tRequest.Set("adjustmentSplit", false);
tRequest.Set("adjustmentFollowDPDF", true);
// Submit the request
mSession.SendRequest(tRequest, tCorrelationId);
//mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "HistoricalDataRequest: " + argvTask.mTicker + " for fields " + argvTask.mFields
// + " from " + argvTask.mStartTime.ToString("yyyyMMdd") + " to " + argvTask.mEndTime.ToString("yyyyMMdd")));
}
