public void run(PerSecurityWS ps)
{
try
{
//Setting header information
QuotesHeaders headers = new QuotesHeaders();
DateTime start = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 10, 10, 0);
DateTime end = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 10, 11, 0);
if (new DateTime().DayOfWeek == DayOfWeek.Saturday)
{
TimeSpan ts1 = new TimeSpan(1, 0, 0, 0);
start= start.Subtract(ts1);
end= end.Subtract(ts1);
}
else if (new DateTime().DayOfWeek == DayOfWeek.Sunday)
{
start.AddDays(-2);
end.AddDays(-2);
}
DateTimeRange dtr = new DateTimeRange();
dtr.startDateTime = start;
dtr.endDateTime = end;
dtr.region = "NY";
headers.datetimerange = dtr;
//Setting instruments
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.typeSpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.type = InstrumentType.TICKER;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
SubmitGetAllQuotesRequest req = new SubmitGetAllQuotesRequest();
req.headers = headers;
req.instruments = instrs;
Console.WriteLine("Sending submit get all quotes request");
SubmitGetAllQuotesResponse resp = ps.submitGetAllQuotesRequest(req);
String responseId = resp.responseId;
Console.WriteLine("Submit get all quotes request status: " + resp.statusCode.description +
" responseId: " + resp.responseId);
RetrieveGetAllQuotesRequest rreq = new RetrieveGetAllQuotesRequest();
rreq.responseId = responseId;
RetrieveGetAllQuotesResponse rresp = ps.retrieveGetAllQuotesResponse(rreq);
Console.WriteLine("Sending retrieve get all quotes request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rresp = ps.retrieveGetAllQuotesResponse(rreq);
} while (rresp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rresp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get all quotes request successful. Response ID:" + rresp.responseId);
for (int i = 0; i < rresp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rresp.instrumentDatas[i].instrument.id + " "
+ rresp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rresp.instrumentDatas[i].quotes.Length; j++)
{
for (int k = 0; k < rresp.instrumentDatas[i].quotes[j].matchedQuote.Length; k++)
{
Console.WriteLine(" type = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].type +
", price = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].price
+ ", volume = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].volume
);
}
}
}
}
else if (rresp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
