// Create Technical Analysis Historical EOD - BOLL Study Request
Request createBOLLStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "AAPL US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("historical");
// set historical price data
Element historical = dataRange.GetElement("historical");
historical.SetElement("startDate", "20100701"); // set study start date
historical.SetElement("endDate", "20100716"); // set study start date
// BOLL study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("bollStudyAttributes");
Element bollStudy = studyAttributes.GetElement("bollStudyAttributes");
bollStudy.SetElement("period", 30); // BOLL study interval
bollStudy.SetElement("lowerBand", 2);
bollStudy.SetElement("priceSourceClose", "PX_LAST");
bollStudy.SetElement("upperBand", 4);
return(request);
}
void initBloomberg()
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.Error.WriteLine("Connecting to " + serverHost +
":" + serverPort);
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
refDataService = session.GetService("//blp/refdata");
}
// Create Technical Analysis Historical EOD - DMI Study Request
Request createDMIStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "IBM US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("historical");
// set historical price data
Element historical = dataRange.GetElement("historical");
historical.SetElement("startDate", "20100501"); // set study start date
historical.SetElement("endDate", "20100528"); // set study start date
// DMI study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("dmiStudyAttributes");
Element dmiStudy = studyAttributes.GetElement("dmiStudyAttributes");
dmiStudy.SetElement("period", 14); // DMI study interval
dmiStudy.SetElement("priceSourceHigh", "PX_HIGH");
dmiStudy.SetElement("priceSourceClose", "PX_LAST");
dmiStudy.SetElement("priceSourceLow", "PX_LOW");
return(request);
}
// Create Technical Analysis Intraday - SMAVG Study Request
Request createSMAVGStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "IBM US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("intraday");
// set intraday price data
Element intraday = dataRange.GetElement("intraday");
intraday.SetElement("eventType", "TRADE"); // intraday event type
intraday.SetElement("interval", 60); // intraday interval
intraday.SetElement("startDate", "2010-05-26T13:30:00"); // set study start date
intraday.SetElement("endDate", "2010-05-27T13:30:00"); // set study start date
// SMAVG study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("smavgStudyAttributes");
Element smavgStudy = studyAttributes.GetElement("smavgStudyAttributes");
// set intraday data price sources for study
smavgStudy.SetElement("period", 14); // SMAVG study interval
smavgStudy.SetElement("priceSourceClose", "close");
return(request);
}
private void sendIntradayTickRequest()
{
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", d_security);
// Add fields to request
Element eventTypes = request.GetElement("eventTypes");
for (int i = 0; i < d_events.Count; ++i)
{
eventTypes.AppendValue((string)d_events[i]);
}
// All times are in GMT
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_conditionCodes)
{
request.Set("includeConditionCodes", true);
}
System.Console.WriteLine("Sending Request: " + request);
d_session.SendRequest(request, d_identity, null);
}
/// <summary>
/// Get service
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void buttonGetService_Click(object sender, EventArgs e)
{
Service service = null;
string serviceName = textBoxService.Text.Trim();
int itemIndex = -1;
if (serviceName.Length > 0)
{
// check if service exist
if (!d_serviceDictionary.ContainsKey(serviceName))
{
// open services
if (d_session.OpenService(serviceName))
{
service = d_session.GetService(serviceName);
// add service to dictionary
d_serviceDictionary.Add(serviceName, service);
// create item for service
int index = listBoxServices.Items.Add(serviceName);
listBoxServices.SelectedIndex = index;
}
else
{
// unable to open service
MessageBox.Show("Unable to open service " + serviceName + ".", "Invalid Service");
}
}
else
{
// select service
itemIndex = listBoxServices.Items.IndexOf(serviceName.ToLower());
listBoxServices.SelectedIndex = itemIndex;
}
}
}
public string startSession()
{
string retval = "";
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
return(retval);
}
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
return(retval);
}
service = session.GetService(d_service);
retval += "\nService opened!\n";
return(retval);
}
private Request getBBRequest(ITickDataQuery query)
{
Service refDataService = Session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", query.Security);
Element eventTypes = request.GetElement("eventTypes");
foreach (string field in query.Fields)
{
eventTypes.AppendValue(field);
}
request.Set("includeConditionCodes", query.IncludeConditionCode);
request.Set("includeExchangeCodes", query.IncludeExchangeCode);
request.Set("startDateTime",
new BDateTime(query.StartDate));
request.Set("endDateTime",
new BDateTime(query.EndDate));
return(request);
}
/// <summary>
/// Function to create and send PortfolioDataRequest
/// </summary>
/// <param name="session"></param>
private void sendPortfolioDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("PortfolioDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
// If specified, use REFERENCE_DATE override field
// to get portfolio information historically.
// The date must be in 'YYYYMMDD' format
if (d_override != null && d_override.Length != 0)
{
Element overrides = request["overrides"];
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", "REFERENCE_DATE");
override1.SetElement("value", d_override);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
void sendMSG1RecoverRequest(Session session)
{
Service service = session.GetService(MSG1_SERVICE);
Identity id = session.CreateIdentity();
Request request = service.CreateRequest(REPLAY);
request.GetElement(START).SetChoice(d_startType);
if (d_startType == TIME)
{
request.GetElement(START).SetChoice(TIME).SetValue(d_startTime);
}
else if (d_startType == SERIAL)
{
request.GetElement(START).SetChoice(SERIAL).SetValue(d_startSerial);
}
if (d_endType == TIME)
{
request.GetElement(END).SetChoice(TIME).SetValue(d_endTime);
}
else if (d_endType == SERIAL)
{
request.GetElement(END).SetChoice(SERIAL).SetValue(d_endSerial);
}
if (d_eidProvided)
{
request.GetElement(EID).SetValue(d_eid);
}
request.GetElement(FILTER).SetValue(Enum.GetName(d_filter.GetType(), d_filter));
System.Console.WriteLine("Sending request: " + request.ToString());
// request data with identity object
session.SendRequest(request, d_identity, null);
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("GetBrokerSpecForUuid");
request.Set("uuid", 8049857);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void sendIntradayBarRequest()
{
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("IntradayBarRequest");
// only one security/eventType per request
request.Set("security", d_security);
request.Set("eventType", d_eventType);
request.Set("interval", d_barInterval);
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_gapFillInitialBar)
{
request.Set("gapFillInitialBar", d_gapFillInitialBar);
}
System.Console.WriteLine("Sending Request: " + request);
d_session.SendRequest(request, d_identity, null);
}
private void sendIntradayTickRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", d_security);
// Add fields to request
Element eventTypes = request.GetElement("eventTypes");
for (int i = 0; i < d_events.Count; ++i)
{
eventTypes.AppendValue((string)d_events[i]);
}
// All times are in GMT
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_conditionCodes)
{
request.Set("includeConditionCodes", true);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
/// <summary>
/// Get override field informations
/// </summary>
/// <param name="ids"></param>
private void getFieldInformation(List <string> ids)
{
// get auth service
if (d_service == null)
{
if (d_session.OpenService(@"//blp/apiflds"))
{
d_service = d_session.GetService(@"//blp/apiflds");
}
}
Request request = d_service.CreateRequest("FieldInfoRequest");
request.Set("returnFieldDocumentation", true);
foreach (string id in ids)
{
request.Append("id", id);
}
// set field info request correlationID to 3000
CorrelationID cId = new CorrelationID(3000);
// cancel previous pending request
d_session.Cancel(cId);
d_session.SendRequest(request, cId);
}
/// <summary>
/// Function to create and send ReferenceDataRequest
/// </summary>
/// <param name="session"></param>
private void sendRefDataRequest(Session session)
{
Service refDataService = session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("ReferenceDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption == "NONE")
{
session.SendRequest(request, null);
}
else
{
// request data with identity object
session.SendRequest(request, d_identity, null);
}
}
private void sendRefDataRequest()
{
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue("IBM US Equity");
securities.AppendValue("/cusip/912828GM6@BGN");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("PX_DT_1D");
fields.AppendValue("DS002");
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption == "NONE")
{
d_session.SendRequest(request, null);
}
else
{
// send request with Identity
d_session.SendRequest(request, d_identity, null);
}
}
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost +
":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("HistoricalDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue(".DSSTEST3 Index");
//securities.AppendValue("MSFT US Equity");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("OPEN");
request.Set("periodicityAdjustment", "ACTUAL");
request.Set("periodicitySelection", "DAILY");
request.Set("startDate", "20090421");
//request.Set("endDate", "20061231");
//request.Set("maxDataPoints", 100);
request.Set("returnEids", true);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void run(string[] args)
{
// if only -h was entered for usage return without starting session
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
System.Console.WriteLine("Connecting to " + d_host + ":" + d_port);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service fieldInfoService = session.GetService(REFDATA_SVC);
Request request = fieldInfoService.CreateRequest("HistoricalDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
request.Set("startDate", d_startDate);
request.Set("endDate", d_endDate);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
eventLoop(session);
session.Stop();
}//end run
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost + ":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", "VOD LN Equity");
request["eventTypes"].AppendValue("TRADE");
request["eventTypes"].AppendValue("AT_TRADE");
DateTime tradedOn = getPreviousTradingDate();
request.Set("startDateTime", new Datetime(tradedOn.Year,
tradedOn.Month,
tradedOn.Day,
10, 30, 0, 0));
request.Set("endDateTime", new Datetime(tradedOn.Year,
tradedOn.Month,
tradedOn.Day,
10, 35, 0, 0));
request.Set("includeConditionCodes", true);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost + ":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue("IBM US Equity");
securities.AppendValue("/cusip/912828GM6@BGN");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("PX_DT_1D");
fields.AppendValue("DS002");
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
if (msg.HasElement("securityData"))
{
System.Console.WriteLine(msg.GetElement("securityData").GetValueAsElement(0).GetElement("fieldData").GetElementAsDatetime("PX_DT_1D").ToSystemDateTime().ToString());
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void initializeService()
{
if (!session.OpenService(emsxServiceName))
{
session.Stop();
throw new System.Exception("Unable to open EMSX service");
}
emsxService = session.GetService(emsxServiceName);
}
private void sendEqsDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("BeqsRequest");
request.Set("screenName", d_screenName);
request.Set("screenType", new Name(d_screenType));
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
private bool IsBPipeAuthorized(string token, out Identity identity)
{
bool isAuthorized = false;
bool isRunning = true;
identity = null;
if (!d_session.OpenService(AUTH_SVC))
{
System.Console.Error.WriteLine("Failed to open " + AUTH_SVC);
return(isAuthorized = false);
}
Service authService = d_session.GetService(AUTH_SVC);
Request authRequest = authService.CreateAuthorizationRequest();
authRequest.Set("token", token);
identity = d_session.CreateIdentity();
EventQueue authEventQueue = new EventQueue();
d_session.SendAuthorizationRequest(authRequest, identity, authEventQueue, new CorrelationID(1));
while (isRunning)
{
Event eventObj = authEventQueue.NextEvent();
System.Console.WriteLine("processEvent");
if (eventObj.Type == Event.EventType.RESPONSE || eventObj.Type == Event.EventType.REQUEST_STATUS)
{
foreach (Message msg in eventObj)
{
if (msg.MessageType == AUTHORIZATION_SUCCESS)
{
System.Console.WriteLine("Authorization SUCCESS");
isAuthorized = true;
isRunning = false;
break;
}
else if (msg.MessageType == AUTHORIZATION_FAILURE)
{
System.Console.WriteLine("Authorization FAILED");
System.Console.WriteLine(msg);
isRunning = false;
}
else
{
System.Console.WriteLine(msg);
}
}
}
}
return(isAuthorized);
}
private void distributeMessage(Message msg)
{
Service service = msg.Service;
List <int> failedEntitlements = new List <int>();
Element securities = msg.GetElement(SECURITY_DATA);
int numSecurities = securities.NumValues;
System.Console.WriteLine("Processing " + numSecurities + " securities:");
for (int i = 0; i < numSecurities; ++i)
{
Element security = securities.GetValueAsElement(i);
String ticker = security.GetElementAsString(SECURITY);
Element entitlements = ((security.HasElement(EID_DATA) ?
security.GetElement(EID_DATA) : null));
int numUsers = d_identities.Count;
if (entitlements != null)
{
// Entitlements are required to access this data
for (int j = 0; j < numUsers; ++j)
{
failedEntitlements.Clear();
Identity identity = (Identity)d_identities[j];
if (identity.HasEntitlements(entitlements, service,
failedEntitlements))
{
System.Console.WriteLine("User: "******" is entitled to get data for: " + ticker);
// Now Distribute message to the user.
}
else
{
System.Console.WriteLine("User: "******" is NOT entitled to get data for: " + ticker +
" - Failed eids: ");
printFailedEntitlements(failedEntitlements);
}
}
}
else
{
// No Entitlements are required to access this data.
for (int j = 0; j < numUsers; ++j)
{
System.Console.WriteLine("User: "******" is entitled to get data for: " + ticker);
// Now Distribute message to the user.
}
}
}
}
/// <summary>
/// Subscribe to securities
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void buttonSendRequest_Click(object sender, EventArgs e)
{
clearData();
// create session
if (!createSession())
{
toolStripStatusLabel1.Text = "Failed to start session.";
return;
}
// open market data service
if (!d_session.OpenService("//blp/mktdata"))
{
toolStripStatusLabel1.Text = "Failed to open //blp/mktdata";
return;
}
toolStripStatusLabel1.Text = "Connected sucessfully";
Service refDataService = d_session.GetService("//blp/mktdata");
List <string> fields = new List <string>();
List <string> options = new List <string>();
d_subscriptions = new List <Subscription>();
// populate fields
for (int fieldIndex = 1; fieldIndex < dataGridViewData.Columns.Count; fieldIndex++)
{
fields.Add(dataGridViewData.Columns[fieldIndex].Name);
}
// create subscription and add to list
foreach (DataGridViewRow secRow in dataGridViewData.Rows)
{
options.Clear();
if (textBoxInterval.Text.Length > 0 && int.Parse(textBoxInterval.Text) > 0)
{
options.Add("interval=" + textBoxInterval.Text);
}
string security = secRow.Cells["security"].Value.ToString();
// check for delay subscription
if (security.Contains("[FD]"))
{
options.Add("delayed");
security = security.Replace("[FD]", "").Trim();
}
d_subscriptions.Add(new Subscription(security, fields, options, new CorrelationID(secRow)));
}
// open output file
openOutputFile();
// subscribe to securities
d_session.Subscribe(d_subscriptions);
d_isSubscribed = true;
setControlStates();
toolStripStatusLabel1.Text = "Subscribed to securities.";
}
private void run(string[] args)
{
d_host = "localhost";
d_port = 8194;
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
System.Console.WriteLine("Connecting to " + d_host + ":" + d_port);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/tasvc"))
{
System.Console.Error.WriteLine("Failed to open //blp/tasvc");
return;
}
Service tasvcService = session.GetService("//blp/tasvc");
//System.Console.WriteLine(tasvcService.ToString());
// Create DMI Study Request
Request dmiStudyRequest = createDMIStudyRequest(tasvcService);
System.Console.WriteLine("Sending Request: " + dmiStudyRequest);
session.SendRequest(dmiStudyRequest, null);
// wait for events from session.
eventLoop(session);
// Create BOLL Study Request
Request bollStudyRequest = createBOLLStudyRequest(tasvcService);
System.Console.WriteLine("Sending Request: " + bollStudyRequest);
session.SendRequest(bollStudyRequest, null);
// wait for events from session.
eventLoop(session);
session.Stop();
}
public bool Connect(string user = "", string dataType = "//blp/refdata")
{
if (connected)
{
goto finish;
}
while (!connected)
{
reconnectAttempts++;
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
Trace.WriteLine("Connecting to Bloomberg " + dataType + ". Attempt " + reconnectAttempts + "/" + maxReconnectAttempts + ".");
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
try
{
session.OpenService(dataType);
refDataService = session.GetService(dataType);
Trace.WriteLine("Connected to Bloomberg");
connected = true;
reconnectAttempts = 0;
}
catch
{
Trace.WriteLine("Failed to connect. ");
connected = false;
if (reconnectAttempts >= maxReconnectAttempts)
{
Trace.WriteLine("Tried to connect to Bloomberg " + reconnectAttempts + " times.");
Trace.WriteLine("Exiting");
Environment.Exit(0);
}
Trace.WriteLine("Waiting for " + reconnectionInterval + "s before retrying to connect.");
Thread.Sleep(reconnectionInterval * 1000);
}
}
finish:
return(connected);
}
public bool Connect(string user = "", string dataType = "//blp/refdata")
{
if (connected)
goto finish;
while (!connected)
{
reconnectAttempts++;
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
Trace.WriteLine("Connecting to Bloomberg " + dataType + ". Attempt " + reconnectAttempts + "/" + maxReconnectAttempts +".");
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
try
{
session.OpenService(dataType);
refDataService = session.GetService(dataType);
Trace.WriteLine("Connected to Bloomberg");
connected = true;
reconnectAttempts = 0;
}
catch
{
Trace.WriteLine("Failed to connect. ");
connected = false;
if (reconnectAttempts >= maxReconnectAttempts)
{
Trace.WriteLine("Tried to connect to Bloomberg " + reconnectAttempts + " times.");
Trace.WriteLine("Exiting");
Environment.Exit(0);
}
Trace.WriteLine("Waiting for " + reconnectionInterval + "s before retrying to connect.");
Thread.Sleep(reconnectionInterval * 1000);
}
}
finish:
return connected;
}
void sendMSG1StatusRequest(Session session)
{
Service service = session.GetService(MSG1_SERVICE);
Identity id = session.CreateIdentity();
Request request = service.CreateRequest(STATUS_INFO);
if (d_eidProvided)
{
request.GetElement(EID).SetValue(d_eid);
}
System.Console.WriteLine("Sending request: " + request.ToString());
// request data with identity object
session.SendRequest(request, d_identity, null);
}
private void OpenServices()
{
if (!d_session.OpenService(API_AUTH_SVC_NAME))
{
System.Console.WriteLine("Failed to open service: " + API_AUTH_SVC_NAME);
System.Environment.Exit(-1);
}
if (!d_session.OpenService(MKT_DATA_SVC_NAME))
{
System.Console.WriteLine("Failed to open service: " + MKT_DATA_SVC_NAME);
System.Environment.Exit(-2);
}
d_apiAuthSvc = d_session.GetService(API_AUTH_SVC_NAME);
d_blpMktDataSvc = d_session.GetService(MKT_DATA_SVC_NAME);
}
}//end run
private void sendRequest()
{
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service fieldInfoService = d_session.GetService(REFDATA_SVC);
Request request = fieldInfoService.CreateRequest("HistoricalDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
request.Set("startDate", d_startDate);
request.Set("endDate", d_endDate);
request.Set("returnEids", true);
request.Set("currency", "USD");
request.Set("periodicityAdjustment", "CALENDAR");
request.Set("periodicitySelection", "MONTHLY");
request.Set("nonTradingDayFillOption", "NON_TRADING_WEEKDAYS");
request.Set("nonTradingDayFillMethod", "PREVIOUS_VALUE");
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption != "NONE")
{
d_session.SendRequest(request, d_identity, null);
}
else
{
d_session.SendRequest(request, null);
}
}
public string startSession()
{
string retval = "";
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
return retval;
}
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
return retval;
}
service = session.GetService(d_service);
retval += "\nService opened!\n";
return retval;
}
public Result startSession()
{
string retval = "";
bool succ = true;
retval += "\nStarting session...\n";
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.ServerHost = d_host;
d_sessionOptions.ServerPort = d_port;
session = new Session(d_sessionOptions);
if (!session.Start())
{
retval += "\nError: failed to start session.\n";
succ = false;
}
else
{
retval += "\nSession started!\n";
if (!session.OpenService(d_service))
{
session.Stop();
retval += "\nError: failed to open service.\n";
succ = false;
}
else
{
service = session.GetService(d_service);
retval += "\nService opened!\n";
}
}
Result result = new Result
{
retval = retval, success = succ
};
return result;
}
