public void CreateIOISubscription()
{
Log.LogMessage(LogLevels.DETAILED, "Create IOI Subscription");
CorrelationID cID = new CorrelationID();
Subscription newSubscription = new Subscription(IOISUBDATA_SERVICE + "/ioi", cID);
Log.LogMessage(LogLevels.DETAILED, "Topic string: " + newSubscription.SubscriptionString);
List <Subscription> newSubList = new List <Subscription>();
newSubList.Add(newSubscription);
subscriptionMessageHandlers.Add(cID, this.iois);
Log.LogMessage(LogLevels.DETAILED, "Added new IOIs message handler: " + cID.ToString());
try
{
Log.LogMessage(LogLevels.DETAILED, "Subscribing...");
this.session.Subscribe(newSubList);
Log.LogMessage(LogLevels.DETAILED, "Subscription request sent...");
}
catch (Exception ex)
{
Log.LogMessage(LogLevels.BASIC, "Failed to subscribe: " + newSubList.ToString());
Console.WriteLine(ex.ToString());
}
}
public void AddSubscription(Security security)
{
Log.LogMessage(LogLevels.DETAILED, "Adding subscription for security: " + security.GetName());
CorrelationID cID = new CorrelationID(security.GetName());
Subscription newSubscription = new Subscription(security.GetName(), fields.GetFieldList(), "", cID);
Log.LogMessage(LogLevels.DETAILED, "Topic string: " + newSubscription.SubscriptionString);
List <Subscription> newSubList = new List <Subscription>();
newSubList.Add(newSubscription);
messageHandlers.Add(cID, security);
try {
Log.LogMessage(LogLevels.DETAILED, "Subscribing...");
this.session.Subscribe(newSubList);
Log.LogMessage(LogLevels.DETAILED, "Subscription request sent...");
}
catch (Exception ex) {
Log.LogMessage(LogLevels.BASIC, "Failed to subscribe: " + newSubList.ToString());
Console.WriteLine(ex.ToString());
}
}
private void createIOISubscription(Session session)
{
System.Console.WriteLine("Create IOI subscription");
// Create the topic string for the ioi subscription.
String ioiTopic = d_service + "/ioi";
ioiSubscription = new Subscription(ioiTopic);
System.Console.WriteLine("IOI Topic: " + ioiTopic);
List <Subscription> subscriptions = new List <Subscription>();
subscriptions.Add(ioiSubscription);
try
{
session.Subscribe(subscriptions);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to create IOI subscription");
}
}
internal void subscribe(String topic, MessageHandler handler)
{
CorrelationID newCID = new CorrelationID();
subscriptionMessageHandlers.Add(newCID, handler);
Log.LogMessage(LogLevels.BASIC, "Added Subscription message handler: " + newCID.ToString());
try
{
Subscription sub = new Subscription(topic, newCID);
List <Subscription> subs = new List <Subscription>();
subs.Add(sub);
session.Subscribe(subs);
}
catch (Exception e)
{
System.Console.Error.WriteLine(e.StackTrace);
}
}
private void run(String[] args)
{
if (!parseCommandLine(args))
{
return;
}
// create session
if (!createSession())
{
System.Console.WriteLine("Fail to open session");
return;
}
if (d_authOption != "NONE")
{
// Authenticate user using Generate Token Request
if (!GenerateToken(out d_token))
{
return;
}
//Authorization : pass Token into authorization request. Returns User handle with user's entitlements info set by server.
if (!IsBPipeAuthorized(d_token, out d_identity))
{
return;
}
}
if (!d_session.OpenService(MKTDATA_SVC))
{
System.Console.Error.WriteLine("Failed to open " + MKTDATA_SVC);
return;
}
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.Error.WriteLine("Failed to open " + REFDATA_SVC);
return;
}
Subscription s = new Subscription("IBM US Equity", "LAST_PRICE", "");
List <Subscription> subscriptions = new List <Subscription>();
subscriptions.Add(s);
if (d_authOption != "NONE")
{
System.Console.WriteLine("Subscribing to IBM US Equity with Identity object");
d_session.Subscribe(subscriptions, d_identity);
}
else
{
System.Console.WriteLine("Subscribing to IBM US Equity");
d_session.Subscribe(subscriptions);
}
Service refDataService = d_session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
request.GetElement("securities").AppendValue("IBM US Equity");
request.GetElement("fields").AppendValue("DS002");
EventQueue eventQueue = new EventQueue();
if (d_authOption != "NONE")
{
System.Console.WriteLine("Requesting reference data IBM US Equity with Identity object");
d_session.SendRequest(request, d_identity, eventQueue, null);
}
else
{
System.Console.WriteLine("Requesting reference data IBM US Equity");
d_session.SendRequest(request, eventQueue, null);
}
while (true)
{
Event eventObj = eventQueue.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
/// <summary>
/// Subscribe to securities
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void buttonSendRequest_Click(object sender, EventArgs e)
{
double interval;
List <string> options = new List <string>();
List <Subscription> tempSubscriptions = new List <Subscription>();
clearData();
// create session
if (!createSession())
{
toolStripStatusLabel1.Text = "Failed to start session.";
return;
}
// open market data service
if (!d_session.OpenService(MKTBAR_SERVICE))
{
toolStripStatusLabel1.Text = "Failed to open " + MKTBAR_SERVICE;
return;
}
toolStripStatusLabel1.Text = "Connected sucessfully";
if (numericUpDownIntervalSize.Value > 0)
{
List <string> securities = new List <string>();
string sec;
foreach (ListViewGroup row in listViewRTIBData.Groups)
{
// check for unsubscribed securities
if (row.Items.Count > 0 && (row.Items[0].BackColor.IsEmpty ||
(row.Items[0].BackColor != Color.LightGreen &&
row.Items[0].BackColor != Color.Yellow &&
row.Items[0].BackColor != Color.Red)))
{
sec = string.Empty;
if (row.Header.StartsWith("/"))
{
if (!row.Header.StartsWith(MKTBAR_SERVICE))
{
// add //blp/mktbar in front of security identifier
sec = MKTBAR_SERVICE + row.Header;
}
}
else
{
// add //blp/mktbar/ticker/ in front of security identifier
sec = MKTBAR_SERVICE + "/ticker/" + row.Header;
}
// set main bar field
List <string> fields = new List <string>();
fields.Add("LAST_PRICE");
// get bar interval
interval = (double)numericUpDownIntervalSize.Value;
// set bar interval, start time and end time
options.Clear();
interval = (double)numericUpDownIntervalSize.Value;
options.Add("interval=" + interval.ToString());
if (dateTimePickerStartTime.Checked)
{
// start time format HH:mm in GMT
options.Add("start_time=" + dateTimePickerStartTime.Value.ToString("HH:mm"));
}
if (dateTimePickerEndTime.Checked)
{
// end time format HH:mm in GMT
options.Add("end_time=" + dateTimePickerEndTime.Value.ToString("HH:mm"));
}
// create subscription object
Subscription subscription = new Subscription(sec, fields, options, new CorrelationID(row));
// add subscription to temp subscription list
tempSubscriptions.Add(subscription);
// add to application subscription list
d_subscriptions.Add(subscription);
// store subscription string
row.Tag = subscription.SubscriptionString;
}
}
}
if (tempSubscriptions.Count > 0)
{
// open output file
openOutputFile();
// subscribe to securities
d_session.Subscribe(tempSubscriptions);
d_isSubscribed = true;
setControlStates();
toolStripStatusLabel1.Text = "Subscribed to securities.";
}
}
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,
new EventHandler(processEvent));
if (!session.Start())
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/mktdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/mktdata");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
System.Console.WriteLine("Subscribing to IBM US Equity");
Subscription s = new Subscription("IBM US Equity", "LAST_PRICE", "");
List <Subscription> subscriptions = new List <Subscription>();
subscriptions.Add(s);
session.Subscribe(subscriptions);
System.Console.WriteLine("Requesting reference data IBM US Equity");
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
request.GetElement("securities").AppendValue("IBM US Equity");
request.GetElement("fields").AppendValue("DS002");
EventQueue eventQueue = new EventQueue();
session.SendRequest(request, eventQueue, null);
while (true)
{
Event eventObj = eventQueue.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
