public void run(PerSecurityWS ps)
{
try
{
// Setting header for the request
GetFundamentalsHeaders getFundHeaders = new GetFundamentalsHeaders();
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.derived = true;
// Setting instruments for the request
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.type = InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
Instrument[] instr = new Instrument[] { ticker, bbUniqueId };
String[] field = new String[] { "TOP_ANALYST_PERFORM_RANK_TRR" };
// Sending submit get data request
SubmitGetDataRequest sbmtGetDtReq = new SubmitGetDataRequest();
sbmtGetDtReq.headers = getDataHeaders;
sbmtGetDtReq.fields = field;
Instruments instrmnts = new Instruments();
instrmnts.instrument = instr;
sbmtGetDtReq.instruments = instrmnts;
Console.WriteLine("Sending submit get bulk data request");
SubmitGetDataResponse sbmtGetDtResp = ps
.submitGetDataRequest(sbmtGetDtReq);
Console.WriteLine("Submit get data request status: "
+ sbmtGetDtResp.statusCode.description
+ " response ID: " + sbmtGetDtResp.responseId);
// Sending retrieve get data request
RetrieveGetDataRequest rtvGetDtReq = new RetrieveGetDataRequest();
rtvGetDtReq.responseId = sbmtGetDtResp.responseId;
RetrieveGetDataResponse rtvGetDtResp = new RetrieveGetDataResponse();
Console.WriteLine("Sending retrieve get data request");
// Keep polling for response till the data is available
do {
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtvGetDtResp = ps.retrieveGetDataResponse(rtvGetDtReq);
} while (rtvGetDtResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rtvGetDtResp.statusCode.code == PerSecurity.SUCCESS) {
Console.WriteLine("Retrieve get data request successful. Response ID: "
+ rtvGetDtResp.responseId);
for (int i = 0; i < rtvGetDtResp.instrumentDatas.Length; i++) {
InstrumentData data = rtvGetDtResp.instrumentDatas[i];
Console.WriteLine(data.instrument.id);
Data[] datas = data.data;
for (int j = 0; j < datas.Length; j++) {
//Displaying bulk data
if (datas[j].isArray) {
for (int k = 0; k < datas[j].bulkarray.Length; k++)
for (int l = 0; l < datas[j].bulkarray[k].data.Length; l++) {
Console.WriteLine(datas[j].bulkarray[k].data[l].type
+ ": "
+ datas[j].bulkarray[k].data[l].value);
}
}
//Displaying non-bulk data
else
Console.WriteLine(datas[j].value);
}
}
} else if (rtvGetDtResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public void run(PerSecurityWS ps)
{
//Set request header
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
//Defining the instruments for the bulk request
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
Console.WriteLine("Submit get Data request");
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = new string[]{"TOP_ANALYST_PERFORM_RANK_TRR"};//Bulk field
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
sbmtGtDtreq.instruments = instrs;
try
{
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("Request ID = " + sbmtGtDtresp.requestId + " " + sbmtGtDtresp.responseId);
System.Console.WriteLine("status of Get Data request : " + sbmtGtDtresp.statusCode.description);
Console.WriteLine("Retrieve get data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while(rtrvGtDrResp.statusCode.code==PerSecurity.DATA_NOT_AVAILABLE);
if(rtrvGtDrResp.statusCode.code==PerSecurity.SUCCESS){
Console.WriteLine("Response ID " + rtrvGtDrResp.responseId);
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].
data[j].bulkarray[k].data[l].value);
}
}
else
System.Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch(Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
//Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.exclusive_pricing_srcSpecified = true;
getDataHeaders.exclusive_pricing_src = true;
//Setting Instrument information
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.typeSpecified = true;
//Setting the get data request parameter
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "TICKER", "PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker, bbUniqueId };
sbmtGtDtreq.instruments = new Instruments();
sbmtGtDtreq.instruments = instrs;
try
{
Console.WriteLine("Submit Get Data Request");
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("status " + sbmtGtDtresp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
Console.WriteLine("Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request if status is 100
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while (rtrvGtDrResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
if (rtrvGtDrResp.statusCode.code == PerSecurity.SUCCESS)
{
//Displaying the RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
else
Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " + rtrvGtDrResp.
instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in the submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public bool Run(int jobKeyCode, string yellowkey, PerSecurityWS ps, DataTable dtKickouts, string[] fields, ref XmlDocument xdocNewInvestmentData, ref XmlDocument xdocNewInvestmentDataNoBbg, string InvestmentField)
{
#region prepare request
Instruments instrs = new Instruments();
List<Instrument> instrsList = new List<Instrument>();
Dictionary<string, string> assetTypes = new Dictionary<string, string>();
Dictionary<string, string> sourceInvestments = new Dictionary<string, string>();
Hashtable htInvType2AssetType = InitAssetTypeMap();
Hashtable htIntlOptions = new Hashtable();
GetDataHeaders getDataHeaders = new GetDataHeaders();
try
{
//Setting request header information
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
foreach (DataRow dr in dtKickouts.Rows)
{
assetTypes[dr["Investment"].ToString()] = htInvType2AssetType[dr["SourceInvestmentType"].ToString()].ToString();
sourceInvestments[dr["Investment"].ToString()] = dr["SourceInvestment"].ToString();
if (SuppressBloombergQuery(dr) == false)
{
Instrument istr = new Instrument();
//istr.id = dr["Investment"].ToString();
istr.id = dr[InvestmentField].ToString();
switch (dr["SourceInvestmentType"].ToString())
{
case "FIGOVI":
istr.type = InstrumentType.ISIN;
break;
default:
istr.type = InstrumentType.TICKER;
break;
}
istr.typeSpecified = true;
AssignYellowKey(dr, ref istr, ref htIntlOptions);
instrsList.Add(istr);
}
else
{
XmlNode xnodeInvestmentWoBbg = null;
XmlNode nodeInvestmentAttributeWoBbg = null;
xnodeInvestmentWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("Investment");
nodeInvestmentAttributeWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("Investment");
//nodeInvestmentAttributeWoBbg.InnerXml = dr["Investment"].ToString();
nodeInvestmentAttributeWoBbg.InnerXml = dr[InvestmentField].ToString();
xnodeInvestmentWoBbg.AppendChild(nodeInvestmentAttributeWoBbg);
nodeInvestmentAttributeWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("SourceInvestment");
if (sourceInvestments.ContainsKey(dr["Investment"].ToString()))
nodeInvestmentAttributeWoBbg.InnerXml = sourceInvestments[dr["Investment"].ToString()];
else
nodeInvestmentAttributeWoBbg.InnerXml = dr["Investment"].ToString();
xnodeInvestmentWoBbg.AppendChild(nodeInvestmentAttributeWoBbg);
XmlNode sourceInvestmentTypeNode = xdocNewInvestmentDataNoBbg.CreateElement("SourceInvestmentType");
DataRow[] drKickoutRows = dtKickouts.Select("SourceInvestment='" + nodeInvestmentAttributeWoBbg.InnerXml + "'");
if (drKickoutRows.Length > 0)
sourceInvestmentTypeNode.InnerXml = drKickoutRows[0]["SourceInvestmentType"].ToString();
xnodeInvestmentWoBbg.AppendChild(sourceInvestmentTypeNode);
//foreach(DataColumn dc in dr.Table.Columns)
// if (dc.ColumnName != "Investment")
// {
// xnodeInvestmentWoBbg = xdocNewInvestmentData.CreateElement(dc.ColumnName);
// xnodeInvestmentWoBbg.InnerXml = dr[dc.ColumnName].ToString();
// xnodeInvestmentWoBbg.AppendChild(xnodeInvestmentWoBbg);
// }
//set up investment node(s) for GV load
BuildGenevaInvestment(jobKeyCode, dtKickouts, xdocNewInvestmentDataNoBbg, ref xnodeInvestmentWoBbg, assetTypes, htIntlOptions);
//add to list of new investments
xdocNewInvestmentDataNoBbg.SelectSingleNode("//InvestmentRecords").AppendChild(xnodeInvestmentWoBbg);
}
}
instrs.instrument = instrsList.ToArray();
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode,"{0}", ex);
log.ErrorFormat(jobKeyCode,"{0}", ex.StackTrace);
}
#endregion
#region submit request
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = fields;
sbmtGtDtreq.instruments = instrs;
#region unused
//Instrument bbUniqueId = new Instrument();
//bbUniqueId.id = "GB0003252318";
//bbUniqueId.type = InstrumentType.ISIN;
//bbUniqueId.typeSpecified = true;
//Setting the get data request parameter
// SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
// sbmtGtDtreq.headers = getDataHeaders;
// sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "TICKER", "PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
// sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "PX_LAST"};
// Instruments instrs = new Instruments();
// System.Collections.Generic.List<Instrument> instrsList = new System.Collections.Generic.List<Instrument>();
// instrsList.Add(ticker);
// instrsList.Add(bbUniqueId);
//instrs.instrument = new Instrument[] { ticker, bbUniqueId };
// instrs.instrument = new Instrument[] {bbUniqueId };
// sbmtGtDtreq.instruments = new Instruments();
// sbmtGtDtreq.instruments = instrs;
#endregion
XmlNode xnodeInvestment = null;
XmlNode nodeInvestmentAttribute = null;
try
{
log.Info(jobKeyCode, "Submit Get Data Request");
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
log.Info(jobKeyCode, "status " + sbmtGtDtresp.statusCode.description);
log.Info(jobKeyCode, "Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
log.Info(jobKeyCode, "Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request if status is 100, up to 10 mins
DateTime dtStart = DateTime.Now;
do
{
System.Threading.Thread.Sleep(Bits.ModulesNS.SecMasterDataRetrieveHeavy.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
if (dtStart.AddMinutes(10) < DateTime.Now)
throw new Exception("Timeout exceeded. Bloomberg DLWS unavailable.");
}
while (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.DATA_NOT_AVAILABLE);
#endregion
#region process response
if (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.SUCCESS)
{
//BAMSym back conversion
if (dtKickouts.Columns.Contains("Symbol") && dtKickouts.Select("Symbol<>Investment").Length > 0)
{
foreach(DataRow drBamSym in dtKickouts.Select("Symbol<>Investment"))
{
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
if (rtrvGtDrResp.instrumentDatas[i].instrument.id.ToString().ToUpper() == drBamSym["Symbol"].ToString().ToUpper()
&& rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey.ToString().ToUpper() == drBamSym["FeedSymbol"].ToString().ToUpper())
{
rtrvGtDrResp.instrumentDatas[i].instrument.id =drBamSym["Investment"].ToString();
}
}
}
}
//Displaying and building the output for RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
//prepare new investment
xnodeInvestment = xdocNewInvestmentData.CreateElement("Investment");
log.Info(jobKeyCode, "Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
//add all request fields to investment node
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement("Investment");
nodeInvestmentAttribute.InnerXml = rtrvGtDrResp.instrumentDatas[i].instrument.id;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement("SourceInvestment");
if (sourceInvestments.ContainsKey(rtrvGtDrResp.instrumentDatas[i].instrument.id))
nodeInvestmentAttribute.InnerXml = sourceInvestments[rtrvGtDrResp.instrumentDatas[i].instrument.id];
else
nodeInvestmentAttribute.InnerXml = rtrvGtDrResp.instrumentDatas[i].instrument.id;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
XmlNode sourceInvestmentTypeNode = xdocNewInvestmentData.CreateElement("SourceInvestmentType");
DataRow[] drKickoutRows = dtKickouts.Select("SourceInvestment='" + nodeInvestmentAttribute.InnerXml + "'");
if (drKickoutRows.Length > 0)
sourceInvestmentTypeNode.InnerXml = drKickoutRows[0]["SourceInvestmentType"].ToString();
xnodeInvestment.AppendChild(sourceInvestmentTypeNode);
//accumulate bbg response data for investment
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
log.Info(jobKeyCode, "-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
log.Info(jobKeyCode, rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
else
{
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement(sbmtGtDtreq.fields[j]);
nodeInvestmentAttribute.InnerText = rtrvGtDrResp.instrumentDatas[i].data[j].value;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
log.Info(jobKeyCode, " " + sbmtGtDtreq.fields[j] + " : " + rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
//set up investment node(s) for GV load
BuildGenevaInvestment(jobKeyCode, dtKickouts, xdocNewInvestmentData, ref xnodeInvestment, assetTypes, htIntlOptions);
//add to list of new investments
xdocNewInvestmentData.SelectSingleNode("//InvestmentRecords").AppendChild(xnodeInvestment);
}
}
else if (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.REQUEST_ERROR)
log.Info(jobKeyCode, "Error in the submitted request");
#endregion
}
catch (Exception e)
{
log.Info(jobKeyCode, e.Message + " " + e.StackTrace);
return false;
}
return true;
}
public void run(PerSecurityWS ps)
{
try
{
//Setting request header information
GetDataHeaders getDataHdrs = new GetDataHeaders();
getDataHdrs.secmasterSpecified = true;
getDataHdrs.secmaster = true;
//Setting instruments for request
Instruments instrs = new Instruments();
instrs.macro = new Macro[2];
instrs.macro[0] = new Macro();
instrs.macro[0].primaryQualifier = new PrimaryQualifier();
instrs.macro[0].primaryQualifier.primaryQualifierType = MacroType.SECTYP;
instrs.macro[0].primaryQualifier.primaryQualifierValue = "OPT_CHAIN";
instrs.macro[0].secondaryQualifier = new SecondaryQualifier[1];
instrs.macro[0].secondaryQualifier[0] = new SecondaryQualifier();
instrs.macro[0].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierType = SecondaryQualifierType.SECURITY_DES;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierValue = "SPX Index";
instrs.macro[0].overrides = new Override[1];
//A sample of incorrect macro
instrs.macro[1] = new Macro();
instrs.macro[1].primaryQualifier = new PrimaryQualifier();
instrs.macro[1].primaryQualifier.primaryQualifierType = MacroType.SECTYP;
instrs.macro[1].primaryQualifier.primaryQualifierValue = "OPTCHAIN";
instrs.macro[1].secondaryQualifier = new SecondaryQualifier[1];
instrs.macro[1].secondaryQualifier[0] = new SecondaryQualifier();
instrs.macro[1].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierType = SecondaryQualifierType.SECURITY_DES;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierValue = "SPX Index";
//Setting fields for the request
string[] field = new string[] { "NAME", "TICKER", "PX_LAST" };
//Submit get data request
Console.WriteLine("Sending submit get data request");
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHdrs;
sbmtGtDtreq.fields = field;
sbmtGtDtreq.instruments = instrs;
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("status " + sbmtGtDtresp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
Console.WriteLine("Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while (rtrvGtDrResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
if (rtrvGtDrResp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get data request successful");
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
if (rtrvGtDrResp.instrumentDatas[i].code.Equals("0"))
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].data[j]
.bulkarray[k].data[l].value);
}
}
else
System.Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
//If an incorrect macro was passed in the request, display the error code and the incorrect macro
else
{
System.Console.WriteLine("\n Error Code " + rtrvGtDrResp.instrumentDatas[i].code +
": incorrect macro. The Macro object is as follows:");
Console.WriteLine("Primary Qualifier -");
Console.WriteLine("Primary Qualifier type:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierType);
Console.WriteLine("Primary Qualifier value:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierValue);
Console.WriteLine("Secondary Qualifier -");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].macro.secondaryQualifier.Length; l++)
{
Console.WriteLine("Secondary Qualifier type :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierType);
Console.WriteLine("Secondary Qualifier Value :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierValue);
Console.WriteLine("Secondary Qualifier Operator :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierOperator);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in the submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurityWS ps)
{
try{
// Setting headers for the request
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.derived = true;
// Setting list of instruments for data request
Instrument ticker = new Instrument();
ticker = new Instrument();
ticker.id = "IBM US";
ticker.type= InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument[] instr = new Instrument[] { ticker };
String[] field = new String[] { "ID_BB_UNIQUE", "TICKER",
"PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
BvalFieldSet fieldset = new BvalFieldSet();
fieldset.fieldmacro = BvalFieldMacro.BVAL_BOND;
// Submit get data request
SubmitGetDataRequest sbmtGetDtReq = new SubmitGetDataRequest();
sbmtGetDtReq.headers = getDataHeaders;
sbmtGetDtReq.fields = field;
sbmtGetDtReq.fieldsets = new BvalFieldSet[] { fieldset };
Instruments instrmnts = new Instruments();
instrmnts.instrument = instr;
sbmtGetDtReq.instruments = instrmnts ;
Console.WriteLine("Sending submit get data request");
SubmitGetDataResponse sbmtGetDtResp = ps
.submitGetDataRequest(sbmtGetDtReq);
Console.WriteLine("Submit get data request status: " + sbmtGetDtResp.statusCode.description +
" responseId: " + sbmtGetDtResp.responseId);
// Submit retrieve data
RetrieveGetDataRequest rtvGetDtReq = new RetrieveGetDataRequest();
rtvGetDtReq.responseId = sbmtGetDtResp.responseId;
RetrieveGetDataResponse rtvGetDtResp = new RetrieveGetDataResponse();
Console.WriteLine("Sending retrieve get data request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtvGetDtResp = ps.retrieveGetDataResponse(rtvGetDtReq);
} while (rtvGetDtResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rtvGetDtResp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get data request successful. Response ID:" + rtvGetDtResp.responseId);
for (int i = 0; i < rtvGetDtResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rtvGetDtResp.instrumentDatas[i].instrument.id + " "
+ rtvGetDtResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtvGetDtResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(" "
+ rtvGetDtResp.fields[j]
+ ": "
+ rtvGetDtResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtvGetDtResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
