public void Request(string securityId, string[] fields, Action <Dictionary <string, object> > parseResultTableAction, List <Override> overrideList)
{
if (string.IsNullOrWhiteSpace(securityId) || fields == null || !fields.Any())
{
return;
}
var response =
_marketDataProvider.GetData(
new StaticDataRequest(SecurityIdentifier.CreateBatchFromBloombergTickers(securityId),
Field.CreateBatch(fields), overrideList, allowFallbackToDelayedData: true));
if (response == null ||
response.Result == null ||
!response.Result.Rows.Any())
{
throw new InvalidDataException(
string.Format("Failed to get data from Bloomberg for '{0}'. The result is empty.",
securityId));
}
if (response.Status == ResponseStatus.Failed)
{
throw new BPipeException("Response failed.", response.Exception);
}
var dataRow = response.Result.Rows.FirstOrDefault();
parseResultTableAction(GetResult(dataRow, fields.ToList()));
}
public void RequestHist(string[] securityIds,
string[] fields,
DateTime requestStartDate,
DateTime requestEndDate,
Action <IReadOnlyList <Dictionary <string, object> > > parseResultTableAction)
{
var response =
_marketDataProvider.GetData(
new HistoryStaticDataRequest(SecurityIdentifier.CreateBatchFromBloombergTickers(securityIds),
Field.CreateBatch(fields),
allowFallbackToDelayedData: true,
optionalParameters:
new[]
{
BloombergOptionalParameters.PeriodicitySelectionParameter(PeriodicitySelection.Daily),
BloombergOptionalParameters.PeriodicityAdjustmentParameter(PeriodicityAdjustment.Actual),
BloombergOptionalParameters.StartDateParameter(requestStartDate),
BloombergOptionalParameters.EndDateParameter(requestEndDate)
}
));
if (response == null ||
response.Result == null ||
!response.Result.Rows.Any())
{
throw new InvalidDataException(
string.Format("Failed to get data from Bloomberg for '{0}'. The result dataset is empty.",
string.Join(",", securityIds)));
}
if (response.Status == ResponseStatus.Failed)
{
throw new BPipeException("Response failed.", response.Exception);
}
var dataList = GetResultList(response.Result.Rows, fields.ToList());
parseResultTableAction(dataList);
}
public void Request(string[] securityIds, string[] fields, Action <IReadOnlyList <Dictionary <string, object> > > parseResultTableAction)
{
var response =
_marketDataProvider.GetData(
new StaticDataRequest(SecurityIdentifier.CreateBatchFromBloombergTickers(securityIds),
Field.CreateBatch(fields),
allowFallbackToDelayedData: true));
if (response == null ||
response.Result == null ||
!response.Result.Rows.Any())
{
throw new InvalidDataException(
string.Format("Failed to get data from Bloomberg for '{0}'. The result dataset is empty.",
string.Join(",", securityIds)));
}
if (response.Status == ResponseStatus.Failed)
{
throw new BPipeException("Response failed.", response.Exception);
}
parseResultTableAction(GetResultList(response.Result.Rows, fields.ToList()));
}
