public void Get_Timeseries_Quotes() { var startDate = new DateTimeOffset(2019, 4, 15, 0, 0, 0, TimeSpan.Zero); var dateRange = Enumerable.Range(0, 30).Select(offset => startDate.AddDays(offset)); var quoteSeriesId = new QuoteSeriesId( provider: "Client", instrumentId: "BBG000DMBXR2", instrumentIdType: QuoteSeriesId.InstrumentIdTypeEnum.Figi, quoteType: QuoteSeriesId.QuoteTypeEnum.Price, field: "mid"); // Get the quotes for each day in the date range var quoteResponses = dateRange .Select(d => _quotesApi.GetQuotes( TestDataUtilities.MarketDataScope, effectiveAt: d.ToString("o"), requestBody: new Dictionary <string, QuoteSeriesId> { { "correlationId", quoteSeriesId } })) .SelectMany(q => q.Values) .ToList(); Assert.That(quoteResponses, Has.Count.EqualTo(30)); }
public void Get_Quote_For_Instrument_For_Single_Day() { var quoteSeriesId = new QuoteSeriesId( provider: "DataScope", priceSource: "BankA", instrumentId: "BBG000B9XRY4", instrumentIdType: QuoteSeriesId.InstrumentIdTypeEnum.Figi, quoteType: QuoteSeriesId.QuoteTypeEnum.Price, field: "mid"); var effectiveDate = new DateTimeOffset(2019, 4, 15, 0, 0, 0, TimeSpan.Zero); // Get the close quote for AAPL on 15-Apr-19 var quoteResponse = _quotesApi.GetQuotes( TestDataUtilities.TutorialScope, effectiveAt: effectiveDate.ToString("o"), requestBody: new Dictionary <string, QuoteSeriesId> { { "correlationId", quoteSeriesId } }); Assert.That(quoteResponse.Values.Count, Is.EqualTo(1)); Quote quote = quoteResponse.Values.First().Value; Assert.That(quote.MetricValue.Value, Is.EqualTo(199.23)); }