/// <remarks/>
public void getBloombergDataAsync(getDataRequest getBloombergDataRequest, object userState) {
if ((this.getBloombergDataOperationCompleted == null)) {
this.getBloombergDataOperationCompleted = new System.Threading.SendOrPostCallback(this.OngetBloombergDataOperationCompleted);
}
this.InvokeAsync("getBloombergData", new object[] {
getBloombergDataRequest}, this.getBloombergDataOperationCompleted, userState);
}
private void BloombergSoapCall(int jobKeyCode, GetDataService service, DataTable dtKickouts, ref XmlDocument xdocBbData,
ref XmlDocument xdocBbDataPartialResponse, ref XmlDocument xdocBbDataFailedResponse,
int countTotal, ref int countSuccess, ref int countFailed)
{
int SUCCESS = 0;
int PARTIAL_RESPONSE = 107;
int NOT_PRIVILEGED_FOR_ALL_DATA = 115;
int chunkCounter = 1;
htIntlOptions = new Hashtable();
Dictionary<string, string> symbolsProcessed = new Dictionary<string, string>();
Hashtable htAssetTypes = new Hashtable();
XmlNode investments = xdocBbData.SelectSingleNode("/Investments");
XmlNode investmentsPartialResponse = xdocBbDataPartialResponse.SelectSingleNode("/Investments");
XmlNode investmentsFailedResponse = xdocBbDataFailedResponse.SelectSingleNode("/Investments");
dtKickouts.DefaultView.RowFilter = "Type='Investment'";
log.InfoFormat(jobKeyCode, "Preparing Bloomberg call for {0} record in chunks of {1} records.", dtKickouts.DefaultView.Count, BB_CHUNK_SIZE);
for (int recordCounter = 0; recordCounter < dtKickouts.Rows.Count; recordCounter++)
{
try
{
log.InfoFormat(jobKeyCode, "Chunking request {0} .", chunkCounter++);
int chunkIndex = 0;
Instrument[] instruments = new Instrument[BB_CHUNK_SIZE];
while (chunkIndex < BB_CHUNK_SIZE && recordCounter < dtKickouts.Rows.Count)
{
DataRow dr = dtKickouts.Rows[recordCounter++];
if (!dr["Investment"].ToString().Equals(String.Empty) &&
!symbolsProcessed.ContainsKey(dr["Investment"].ToString()))
{
if (dr["Type"].ToString().ToUpper() == "INVESTMENT") // && (dr["SourceInvestmentType"].ToString().ToUpper() == "EQUITY" || dr["SourceInvestmentType"].ToString().ToUpper() == "OPTION"))
{
string sourceInvestment = dr["SourceInvestment"].ToString();
string investmentType = dr["SourceInvestmentType"].ToString();
string investmentSymbol = dr["Investment"].ToString();
//common
Instrument bbInstrumentRequest = new Instrument();
bbInstrumentRequest.id = investmentSymbol.Trim();
bbInstrumentRequest.marketSectorSpecified = true;
bbInstrumentRequest.idType = InstrumentIdType.TICKER;
bbInstrumentRequest.idTypeSpecified = true;
//This is the combined asset class designations from BOSS/BRAIN and Eze
// BOSS-BRAIN: Cash,CashPR,Equity,Fixed Income,Forward,Future,FX,Index,NA,Option,Other
// Eze: CASH,CONV ,EQ ,EQB,EQI,ETFOPT,FI,FIGOV,FUT,FUTIDX,FXUS,IDX,
// OPT,OPTFUT,OPTI,OPTIDX,PFD,SWAP,SWAPI,SWAPUS,WRNT,WRNTI
switch (investmentType)
{
case "Bond":
case "FI":
case "Fixed Income":
bbInstrumentRequest.marketSector = MarketSector.Corp;
break;
case "FIGOV":
case "FIGOVI":
case "FISOV":
bbInstrumentRequest.marketSector = MarketSector.Govt;
break;
case "FII":
case "FICONV":
case "FI144A":
bbInstrumentRequest.marketSector = MarketSector.Corp;
break;
case "Index":
case "FUTIDX":
bbInstrumentRequest.marketSector = MarketSector.Index;
break;
case "Commodity":
bbInstrumentRequest.marketSector = MarketSector.Comdty;
break;
case "FUT":
case "Future":
if (dr["FeedSymbol"].ToString().Contains("Index") ||
dr["Investment"].ToString().Contains("Index") ||
dr["SourceInvestment"].ToString().Contains("Index"))
bbInstrumentRequest.marketSector = MarketSector.Index;
else if (dr["FeedSymbol"].ToString().Contains("Comdty") ||
dr["Investment"].ToString().Contains("Comdty") ||
dr["SourceInvestment"].ToString().Contains("Comdty"))
bbInstrumentRequest.marketSector = MarketSector.Comdty;
else if (dr["FeedSymbol"].ToString().Contains("Curncy") ||
dr["Investment"].ToString().Contains("Curncy") ||
dr["SourceInvestment"].ToString().Contains("Curncy"))
bbInstrumentRequest.marketSector = MarketSector.Curncy;
break;
case "Option":
case "OPT":
case "OPTI":
bbInstrumentRequest.marketSector = MarketSector.Equity;
if (investmentSymbol.EndsWith("-OPTO"))
{
string[] keys = investmentSymbol.Split(' ');
string key = String.Empty;
for (int i = 0; i < keys.Length - 1; i++)
{
key += keys[i] + " ";
}
key = key.Trim();
htIntlOptions[key] = investmentSymbol;
bbInstrumentRequest.id = key;
//if (!keys[3].EndsWith(("-OPTO")))
//{
// key = String.Format("{0} {1} {2} {3}", keys[0], keys[1], keys[2], keys[3]);
// htIntlOptions[key] = investmentSymbol;
// bbInstrumentRequest.id = key;
//}
}
break;
case "SWAP":
case "SWAPI":
case "SWAPUS":
bbInstrumentRequest.marketSector = MarketSector.Equity;
break;
case "FX":
case "FXUS":
case "Forward":
bbInstrumentRequest.marketSector = MarketSector.Index;
break;
case "Equity":
case "EQ":
case "EQB":
case "EQI":
bbInstrumentRequest.marketSector = MarketSector.Equity;
break;
case "Other":
case "NA":
case "Cash":
case "CASH":
case "CashPR":
case "CONV":
case "ETFOPT":
case "IDX":
case "OPTFUT":
case "OPTIDX":
case "PFD":
case "WRNT":
case "WRNTI":
log.WarnFormat(jobKeyCode, "Asset type {0} not handled in automated build", dr["SourceInvestmentType"]);
break;
}
try
{
if (!symbolsProcessed.ContainsKey(sourceInvestment) && htInvestmentType2AssetType.ContainsKey(investmentType))
{
symbolsProcessed.Add(sourceInvestment, bbInstrumentRequest.id);
instruments[chunkIndex++] = bbInstrumentRequest;
htAssetTypes[investmentSymbol.ToUpper()] = htInvestmentType2AssetType[investmentType].ToString();
}
}
catch (Exception ex)
{
log.Error(ex);
}
}
}
}
getDataRequest request = new getDataRequest();
request.instruments = instruments;
request.view = "BamGenevaView";
getDataResponse dataResponse = service.getData(request);
string responseString = "GetData Status Description: " + dataResponse.statusCode.description + "\n";
responseString += "GetData RequestId: " + dataResponse.dlwsHeader.dlwsRequestId + "\n";
responseString += "Cummulative Status : " + dataResponse.statusCode.externalCode + "\n";
if (SUCCESS.Equals(dataResponse.statusCode.externalCode) ||
PARTIAL_RESPONSE.Equals(dataResponse.statusCode.externalCode))
{
//Process responses for every security, one at a time
for (int i = 0; i < dataResponse.instrumentData.Length; i++)
{
responseString += "\tInstrument : " + dataResponse.instrumentData[i].instrument.id +
" " + dataResponse.instrumentData[i].instrument.marketSector + "\n";
int sc1 = -999;
Int32.TryParse(dataResponse.instrumentData[i].statusCode.externalCode.ToString(), out sc1);
string rs = sc1 != -999 ?
dataResponse.instrumentData[i].statusCode.externalCode.ToString() : "No status available";
responseString += "\tStatus : " + rs + "\n";
//set up nodes for GV load
XmlNode investmentNode = xdocBbData.CreateNode(XmlNodeType.Element, "Investment", "");
XmlNode assetTypeNode = xdocBbData.CreateElement("AssetType");
if (SUCCESS.Equals(dataResponse.instrumentData[i].statusCode.externalCode))
{
if (htAssetTypes.ContainsKey(dataResponse.instrumentData[i].instrument.id.ToString().ToUpper()))
assetTypeNode.InnerXml = htAssetTypes[dataResponse.instrumentData[i].instrument.id].ToString();
for (int j = 0; j < dataResponse.instrumentData[i].data.Length; j++)
{
try
{
XmlNode investmentDetailNode = xdocBbData.CreateElement(dataResponse.instrumentData[i].data[j].field);
investmentDetailNode.InnerXml = dataResponse.instrumentData[i].data[j].value.ToString().Replace("&", "");
investmentNode.AppendChild(investmentDetailNode);
//if (investmentDetailNode.Name.Equals("OPT_PUT_CALL") && investmentDetailNode.InnerXml.Trim().Equals(String.Empty))
// assetTypeNode.InnerXml = "Equity";
//else if (investmentDetailNode.Name.Equals("OPT_PUT_CALL") && !investmentDetailNode.InnerXml.Trim().Equals(String.Empty))
// assetTypeNode.InnerXml = "Option";
//else
// if (htInvestmentType2AssetType.ContainsKey(dataResponse.instrumentData[i].instrument.marketSector.ToString()))
// assetTypeNode.InnerXml = htInvestmentType2AssetType[dataResponse.instrumentData[i].instrument.marketSector.ToString()].ToString();
responseString += "\t\t" + dataResponse.instrumentData[i].data[j].field + " : "
+ dataResponse.instrumentData[i].data[j].value + "\n";
}
catch (Exception ex1)
{
log.WarnFormat(jobKeyCode, "Failed to get security attribute {0} from {1}", dataResponse.instrumentData[i].data[j].field, investmentNode.Name);
log.Error(jobKeyCode, ex1);
}
}
XmlNode sourceInvestmentCodeNode = xdocBbData.CreateElement("SourceInvestment");
foreach (KeyValuePair<string, string> kvp in symbolsProcessed)
if (kvp.Value.Equals(dataResponse.instrumentData[i].instrument.id.Trim()))
{
sourceInvestmentCodeNode.InnerXml = kvp.Key;
investmentNode.AppendChild(sourceInvestmentCodeNode);
break;
}
XmlNode sourceInvestmentTypeNode = xdocBbData.CreateElement("SourceInvestmentType");
DataRow[] drKickoutRows = dtKickouts.Select("SourceInvestment='" + sourceInvestmentCodeNode.InnerXml + "'");
if (drKickoutRows.Length > 0)
sourceInvestmentTypeNode.InnerXml = drKickoutRows[0]["SourceInvestmentType"].ToString();
XmlNode investmentCodeNode = xdocBbData.CreateElement("Investment");
if (htIntlOptions.ContainsKey(dataResponse.instrumentData[i].instrument.id.Trim()))
investmentCodeNode.InnerXml = htIntlOptions[dataResponse.instrumentData[i].instrument.id.Trim()].ToString();
else
investmentCodeNode.InnerXml = dataResponse.instrumentData[i].instrument.id.Trim();
investmentNode.AppendChild(investmentCodeNode);
investmentNode.AppendChild(assetTypeNode);
BuildGenevaInvestment(jobKeyCode, ref investmentNode, htAssetTypes, xdocBbData);
investments.AppendChild(investmentNode);
countSuccess++;
}
else
{
investmentNode = xdocBbDataPartialResponse.CreateNode(XmlNodeType.Element, "Investment", "");
XmlNode tickerNode = xdocBbDataPartialResponse.CreateElement("Ticker");
tickerNode.InnerXml = dataResponse.instrumentData[i].instrument.id;
investmentNode.AppendChild(tickerNode);
assetTypeNode = xdocBbDataPartialResponse.CreateElement("AssetType");
if (htInvestmentType2AssetType.ContainsKey(dataResponse.instrumentData[i].instrument.marketSector.ToString()))
assetTypeNode.InnerXml = htInvestmentType2AssetType[dataResponse.instrumentData[i].instrument.marketSector.ToString()].ToString();
investmentNode.AppendChild(assetTypeNode);
investmentsPartialResponse.AppendChild(investmentNode);
responseString += "\t\tPartial Response\n";
}
}
}
else if (NOT_PRIVILEGED_FOR_ALL_DATA.Equals(dataResponse.statusCode))
{
log.Warn(jobKeyCode, "The user is not privileged to access the Bloomberg data");
}
log.Info(jobKeyCode, responseString + "\n");
countFailed = countTotal - countSuccess;
}
catch (Exception ex)
{
log.Error(jobKeyCode, ex);
}
}
return;
}
/// <remarks/>
public void getBloombergDataAsync(getDataRequest getBloombergDataRequest) {
this.getBloombergDataAsync(getBloombergDataRequest, null);
}
private void GetDataFromBloomberg(int jobKeyCode, GetDataService service, DataTable dt, ref XmlDocument xdocBbData,
ref XmlDocument xdocBbDataPartialResponse, ref XmlDocument xdocBbDataFailedResponse,
int countTotal, ref int countSuccess, ref int countFailed)
{
int SUCCESS = 0;
int PARTIAL_RESPONSE = 107;
int NOT_PRIVILEGED_FOR_ALL_DATA = 115;
Hashtable htInstrumentTypes = new Hashtable();
XmlNode investments = null;
XmlNode investmentsPartialResponse = null;
XmlNode investmentsFailedResponse = null;
if (xdocBbData.SelectSingleNode("/Investments") == null)
{
investments = xdocBbData.CreateNode(XmlNodeType.Element, "Investments", "");
xdocBbData.AppendChild(investments);
}
else
investments = xdocBbData.SelectSingleNode("/Investments");
if (xdocBbDataPartialResponse.SelectSingleNode("/Investments") == null)
{
investmentsPartialResponse = xdocBbDataPartialResponse.CreateNode(XmlNodeType.Element, "Investments", "");
xdocBbDataPartialResponse.AppendChild(investmentsPartialResponse);
}
else
investmentsPartialResponse = xdocBbDataPartialResponse.SelectSingleNode("/Investments");
if (xdocBbDataFailedResponse.SelectSingleNode("/Investments") == null)
{
investmentsFailedResponse = xdocBbDataFailedResponse.CreateNode(XmlNodeType.Element, "Investments", "");
xdocBbDataFailedResponse.AppendChild(investmentsFailedResponse);
}
else
investmentsFailedResponse = xdocBbDataFailedResponse.SelectSingleNode("/Investments");
log.InfoFormat(jobKeyCode, "Preparing Bloomberg call for {0} record in chunks of {1} records.", dt.Rows.Count, BB_CHUNK_SIZE);
int chunkCounter = 1;
htIntlOptions = new Hashtable();
Dictionary<string, string> symbolsProcessed = new Dictionary<string,string> ();
for (int recordCounter = 0; recordCounter < dt.Rows.Count; recordCounter++)
{
try
{
log.InfoFormat(jobKeyCode, "Chunking request {0} .", chunkCounter++);
int chunkIndex = 0;
Instrument[] instruments = new Instrument[BB_CHUNK_SIZE];
while (chunkIndex < BB_CHUNK_SIZE && recordCounter < dt.Rows.Count)
{
DataRow dr = dt.Rows[recordCounter++];
if (!symbolsProcessed.ContainsKey(dr["EzeInvestment"].ToString()))
{
if (dr["Type"].ToString().ToUpper() == "INVESTMENT") // && (dr["Investment_Type"].ToString().ToUpper() == "EQUITY" || dr["Investment_Type"].ToString().ToUpper() == "OPTION"))
{
Instrument ticker = new Instrument();
if (dr["Investment"].ToString().IndexOf("-OPTO") > -1)
{
string[] keys = dr["Investment"].ToString().Split(' ');
if (dr["Investment"].ToString().EndsWith("-OPTO"))
{
string key = String.Empty;
if (!keys[3].EndsWith(("-OPTO")))
{
key = String.Format("{0} {1} {2} {3}", keys[0], keys[1], keys[2], keys[3]);
htIntlOptions[key] = dr["Investment"].ToString();
ticker.id = key;
}
else
{
// FUTURE OPTION CASE
break;
}
}
}
else
ticker.id = dr["Investment"].ToString();
ticker.marketSector = dr["Investment_Type"].ToString().Equals("Bond") || dr["Investment_Type"].ToString().Equals("FI") ?
MarketSector.Corp : MarketSector.Equity;
ticker.marketSectorSpecified = true;
ticker.idType = InstrumentIdType.TICKER;
ticker.idTypeSpecified = true;
instruments[chunkIndex++] = ticker;
htInstrumentTypes[dr["Investment"].ToString()] = dr["Investment_Type"].ToString();
symbolsProcessed.Add(dr["EzeInvestment"].ToString(), ticker.id);
}
}
}
getDataRequest request = new getDataRequest();
request.instruments = instruments;
request.view = "BamGenevaView";
getDataResponse dataResponse = service.getData(request);
string responseString = "GetData Status Description: " + dataResponse.statusCode.description + "\n";
responseString += "GetData RequestId: " + dataResponse.dlwsHeader.dlwsRequestId + "\n";
responseString += "Cummulative Status : " + dataResponse.statusCode.externalCode + "\n";
if (SUCCESS.Equals(dataResponse.statusCode.externalCode) ||
PARTIAL_RESPONSE.Equals(dataResponse.statusCode.externalCode))
{
//Process responses for every security, one at a time
for (int i = 0; i < dataResponse.instrumentData.Length; i++)
{
responseString += "\tInstrument : " + dataResponse.instrumentData[i].instrument.id +
" " + dataResponse.instrumentData[i].instrument.marketSector + "\n";
int sc1 = -999;
Int32.TryParse(dataResponse.instrumentData[i].statusCode.externalCode.ToString(), out sc1);
string rs = sc1 != -999 ?
dataResponse.instrumentData[i].statusCode.externalCode.ToString() : "No status available";
responseString += "\tStatus : " + rs + "\n";
//set up nodes for GV load
XmlNode investmentNode = xdocBbData.CreateNode(XmlNodeType.Element, "Investment", "");
XmlNode assetTypeNode = xdocBbData.CreateElement("AssetType");
if (SUCCESS.Equals(dataResponse.instrumentData[i].statusCode.externalCode))
{
for (int j = 0; j < dataResponse.instrumentData[i].data.Length; j++)
{
try
{
XmlNode investmentDetailNode = xdocBbData.CreateElement(dataResponse.instrumentData[i].data[j].field);
investmentDetailNode.InnerXml = dataResponse.instrumentData[i].data[j].value.ToString().Replace("&", "");
investmentNode.AppendChild(investmentDetailNode);
if (investmentDetailNode.Name.Equals("OPT_PUT_CALL") && investmentDetailNode.InnerXml.Trim().Equals(String.Empty))
assetTypeNode.InnerXml = "Equity";
else if (investmentDetailNode.Name.Equals("OPT_PUT_CALL") && !investmentDetailNode.InnerXml.Trim().Equals(String.Empty))
assetTypeNode.InnerXml = "Option";
else if (htInstrumentTypes.ContainsKey(dataResponse.instrumentData[i].instrument.id) &&
htInstrumentTypes[dataResponse.instrumentData[i].instrument.id].Equals("FI"))
assetTypeNode.InnerXml = "Bond";
responseString += "\t\t" + dataResponse.instrumentData[i].data[j].field + " : "
+ dataResponse.instrumentData[i].data[j].value + "\n";
}
catch (Exception ex1)
{
log.WarnFormat(jobKeyCode, "Failed to get security attribute {0} from {1}", dataResponse.instrumentData[i].data[j].field, investmentNode.Name);
log.Error(jobKeyCode, ex1);
}
}
XmlNode ezeInvestmentCodeNode = xdocBbData.CreateElement("EzeInvestment");
foreach(KeyValuePair <string,string> kvp in symbolsProcessed)
if (kvp.Value.Equals(dataResponse.instrumentData[i].instrument.id.Trim()))
{
ezeInvestmentCodeNode.InnerXml = kvp.Key;
investmentNode.AppendChild(ezeInvestmentCodeNode);
break;
}
XmlNode investmentCodeNode = xdocBbData.CreateElement("Investment");
if (htIntlOptions.ContainsKey(dataResponse.instrumentData[i].instrument.id.Trim()))
investmentCodeNode.InnerXml = htIntlOptions[dataResponse.instrumentData[i].instrument.id.Trim()].ToString();
else
investmentCodeNode.InnerXml = dataResponse.instrumentData[i].instrument.id.Trim();
investmentNode.AppendChild(investmentCodeNode);
investmentNode.AppendChild(assetTypeNode);
DecorateInvestment(jobKeyCode, ref investmentNode, htInstrumentTypes, xdocBbData);
investments.AppendChild(investmentNode);
countSuccess++;
}
else
{
investmentNode = xdocBbDataPartialResponse.CreateNode(XmlNodeType.Element, "Investment", "");
XmlNode tickerNode = xdocBbDataPartialResponse.CreateElement("Ticker");
tickerNode.InnerXml = dataResponse.instrumentData[i].instrument.id;
investmentNode.AppendChild(tickerNode);
assetTypeNode = xdocBbDataPartialResponse.CreateElement("AssetType");
assetTypeNode.InnerXml = dataResponse.instrumentData[i].instrument.marketSector.ToString();
investmentNode.AppendChild(assetTypeNode);
investmentsPartialResponse.AppendChild(investmentNode);
responseString += "\t\tPartial Response\n";
}
}
}
else if (NOT_PRIVILEGED_FOR_ALL_DATA.Equals(dataResponse.statusCode))
{
log.Warn(jobKeyCode, "The user is not privileged to access the Bloomberg data");
}
log.Info(jobKeyCode, responseString + "\n");
countFailed = countTotal - countSuccess;
}
catch (Exception ex)
{
log.Error(jobKeyCode, ex);
}
}
return;
}
