public static void Run([TimerTrigger("0 0 18 * * *")] TimerInfo myTimer, ILogger log)
{
var str = Environment.GetEnvironmentVariable("bloombergsql");
var securities = new List <SecurityModel>();
using (SqlConnection conn = new SqlConnection(str))
{
conn.Open();
log.LogInformation("connection success");
StringBuilder sb = new StringBuilder();
sb.Append("SELECT * ");
sb.Append("FROM [dbo].[Securities];");
String sql = sb.ToString();
log.LogInformation("query string creation success");
using (SqlCommand cmd = new SqlCommand(sql, conn))
{
using (SqlDataReader reader = cmd.ExecuteReader())
{
log.LogInformation("reader success");
while (reader.Read())
{
var security = new SecurityModel(reader.GetInt32(0), reader.GetString(1));
securities.Add(security);
}
}
}
}
BloombergNormalization.getBloombergData(securities, log);
}
private static void getBloombergData(List <SecurityModel> securities, ILogger log)
{
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
Session session = new Session(sessionOptions);
if (session.Start() && session.OpenService("//blp/refdata"))
{
Service refDataSvc = session.GetService("//blp/refdata");
if (refDataSvc == null)
{
log.LogInformation("Cannot get service");
}
else
{
CorrelationID requestID = new CorrelationID(1);
Request request = refDataSvc.CreateRequest("ReferenceDataRequest");
foreach (SecurityModel security in securities)
{
log.LogInformation("appending " + security.Name);
request.Append("securities", security.Name);
}
{ //append regular fields
//include the following simple fields in the result
//request.Append("fields", "ZPX_LAST"); //the code treats a field that starts with a "Z" as a bad field
request.Append("fields", "PX_LAST");
request.Append("fields", "BID");
request.Append("fields", "ASK");
request.Append("fields", "TICKER");
request.Append("fields", "TRADEABLE_DT"); //hard-coded to be treated as a datetime to illustrated datetimes
request.Append("fields", "OPT_EXPIRE_DT"); //only stock options have this field
request["fields"].AppendValue("TICKER"); //This is another way to append a field
}
{ //append an overridable field
//request a field that can be overriden and returns bulk data
request.Append("fields", "CHAIN_TICKERS"); //only stocks have this field
Element overrides = request["overrides"];
//request only puts
Element ovrdPutCall = overrides.AppendElement();
ovrdPutCall.SetElement("fieldId", "CHAIN_PUT_CALL_TYPE_OVRD");
ovrdPutCall.SetElement("value", "P"); //accepts either "C" for calls or "P" for puts
//request 5 options in the result
Element ovrdNumStrikes = overrides.AppendElement();
ovrdNumStrikes.SetElement("fieldId", "CHAIN_POINTS_OVRD");
ovrdNumStrikes.SetElement("value", 5); //accepts a positive integer
//request options that expire on Dec. 20, 2014
Element ovrdDtExps = overrides.AppendElement();
ovrdDtExps.SetElement("fieldId", "CHAIN_EXP_DT_OVRD");
ovrdDtExps.SetElement("value", "20141220"); //accepts dates in the format yyyyMMdd (this is Dec. 20, 2014)
}
session.SendRequest(request, requestID);
bool continueToLoop = true;
while (continueToLoop)
{
Event eventObj = session.NextEvent();
switch (eventObj.Type)
{
case Event.EventType.RESPONSE: // final event
continueToLoop = false;
BloombergNormalization.handleResponseEvent(eventObj, securities, log);
break;
case Event.EventType.PARTIAL_RESPONSE:
BloombergNormalization.handleResponseEvent(eventObj, securities, log);
break;
default:
BloombergNormalization.handleOtherEvent(eventObj, log);
break;
}
}
}
}
else
{
log.LogInformation("Cannot connect to server. Check that the server host is \"localhost\" or \"127.0.0.1\" and that the server port is 8194.");
}
}
