private void ProcessHistoricalDataResponse(Bloomberglp.Blpapi.Message argvMessage)
{
Bloomberglp.Blpapi.Element tElementMsg = argvMessage.AsElement;
string[] tTargetAttributes = mHistoricalDataResponseDefaultAttributes;
if (mHistoricalDataRequestByCorrelationId.ContainsKey(argvMessage.CorrelationID.Value))
{
tTargetAttributes = mHistoricalDataRequestByCorrelationId[argvMessage.CorrelationID.Value].GetFieldList();
}
else
{
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error);
tArgs.mMsg = "Unknown historical data response. Correlation ID: " + argvMessage.CorrelationID.Value + ". Will use default attributes to parse the message.";
mBbgMsgEvent(this, tArgs);
}
string[] tFullAttributes = new string[tTargetAttributes.Length + 2];
tFullAttributes[0] = "security";
tFullAttributes[1] = "date";
Array.Copy(tTargetAttributes, 0, tFullAttributes, 2, tTargetAttributes.Length);
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, tFullAttributes);
mOutput.PrintDataTable(tExtractedValues);
InterfaceEventArgs tEventArgvs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.HistoricalDataResponse);
tEventArgvs.mData = tExtractedValues;
mBbgMsgEvent(this, tEventArgvs);
}
/// <summary>
/// Process a list of curves in a response from the BLP API.
/// Not fully implemented yet - does not collect results
/// </summary>
/// <param name="msg"></param>
private void ProcessCurveListResponse(Message msg)
{
Element results = msg.GetElement(RESULTS_ELEMENT);
int numResults = results.NumValues;
Console.WriteLine("Processing " + numResults + " results:");
for (int i = 0; i < numResults; ++i)
{
Element result = results.GetValueAsElement(i);
StringBuilder sb = new StringBuilder();
foreach (Name n in CURVE_RESPONSE_ELEMENTS)
{
if (sb.Length != 0)
{
sb.Append(" ");
}
sb.Append(n).Append("=").Append(result.GetElementAsString(n));
}
Console.WriteLine(
"\t{0} {1} - {2} '{3}'",
i + 1,
result.GetElementAsString(CURVE_ELEMENT),
result.GetElementAsString(DESCRIPTION_ELEMENT),
sb.ToString());
}
}
/// <summary>
/// Appends message.
/// </summary>
/// <param name="message">The message.</param>
internal void AddMessage(Bloomberglp.Blpapi.Message message)
{
if (message != null)
{
CheckExceptions(message);
Messages.Add(message);
}
}
/// <summary>
/// Process a list of instruments in a response from the BLP API.
/// </summary>
/// <param name="msg"></param>
private void ProcessInstrumentListResponse(Message msg)
{
Element results = msg.GetElement(RESULTS_ELEMENT);
for (int i = 0; i < results.NumValues; i++)
{
instrument_results.Add(results.GetValueAsElement(i).GetElementAsString(SECURITY_ELEMENT));
}
}
/*****************************************************************************
* Function : CheckAspectFields
* Description : Processes any field that can be contained within the market
* bar message.
* Arguments : Message
* Returns : void
*****************************************************************************/
private void CheckAspectFields(Message msg)
{
// extract data for each specific element
// it's anticipated that an application will require this data
// in the correct format. this is retrieved for demonstration
// but is not used later in the code.
if (msg.HasElement(TIME))
{
Datetime time = msg.GetElementAsDatetime(TIME);
String time_str = msg.GetElementAsString(TIME);
System.Console.WriteLine("Time : " + time_str);
}
if (msg.HasElement(OPEN))
{
double open = msg.GetElementAsFloat64(OPEN);
String open_str = msg.GetElementAsString(OPEN);
System.Console.WriteLine("Open : " + open_str);
}
if (msg.HasElement(HIGH))
{
double high = msg.GetElementAsFloat64(HIGH);
String high_str = msg.GetElementAsString(HIGH);
System.Console.WriteLine("High : " + high_str);
}
if (msg.HasElement(LOW))
{
double low = msg.GetElementAsFloat64(LOW);
String low_str = msg.GetElementAsString(LOW);
System.Console.WriteLine("Low : " + low_str);
}
if (msg.HasElement(CLOSE))
{
double close = msg.GetElementAsFloat64(CLOSE);
String close_str = msg.GetElementAsString(CLOSE);
System.Console.WriteLine("Close : " + close_str);
}
if (msg.HasElement(NUMBER_OF_TICKS))
{
int number_of_ticks = msg.GetElementAsInt32(NUMBER_OF_TICKS);
String number_of_ticks_str = msg.GetElementAsString(NUMBER_OF_TICKS);
System.Console.WriteLine("Number of Ticks : " + number_of_ticks_str);
}
if (msg.HasElement(VOLUME))
{
long volume = msg.GetElementAsInt64(VOLUME);
String volume_str = msg.GetElementAsString(VOLUME);
System.Console.WriteLine("Volume : " + volume_str);
}
System.Console.WriteLine("\n");
}
private void ProcessReferenceDataResponse(Bloomberglp.Blpapi.Message argvMessage)
{
Bloomberglp.Blpapi.Element tElementMsg = argvMessage.AsElement;
string[] tTargetAttributes = mOtherRequestByCorrelationId[argvMessage.CorrelationID.Value].GetFieldList();
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, tTargetAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = mOtherRequestByCorrelationId[argvMessage.CorrelationID.Value].mTicker;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
InterfaceEventArgs tRetData = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.ReferenceDataResponse);
tRetData.mData = tExtractedValues;
mBbgMsgEvent(this, tRetData);
}
/// <summary>
/// Process a list of Govt instances in a response from the BLP API.
/// Not fully implemented yet - does not collect results
/// </summary>
/// <param name="msg"></param>
private void ProcessGovtListResponse(Message msg)
{
Element results = msg.GetElement(RESULTS_ELEMENT);
int numResults = results.NumValues;
Console.WriteLine("Processing " + numResults + " results:");
for (int i = 0; i < numResults; ++i)
{
Element result = results.GetValueAsElement(i);
Console.WriteLine(
"\t{0} {1}, {2} - {3}",
i + 1,
result.GetElementAsString(PARSEKY_ELEMENT),
result.GetElementAsString(NAME_ELEMENT),
result.GetElementAsString(TICKER_ELEMENT));
}
}
private void ProcessIntradayBarResponse(Bloomberglp.Blpapi.Message argvMessage)
{
if (mIntradayBarRequestByCorrelationId.ContainsKey(argvMessage.CorrelationID.Value))
{
string tTicker = mIntradayBarRequestByCorrelationId[argvMessage.CorrelationID.Value].mTicker;
Bloomberglp.Blpapi.Element tElementMsg = argvMessage.AsElement;
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, mIntradayBarResponseDefaultAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = tTicker;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
mOutput.PrintDataTable(tExtractedValues);
InterfaceEventArgs tEventArgvs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.IntradayBarResponse);
tEventArgvs.mData = tExtractedValues;
mBbgMsgEvent(this, tEventArgvs);
}
else
{
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error);
tArgs.mMsg = "Unknown intraday bar response. Correlation ID: " + argvMessage.CorrelationID.Value + ". Won't parse the message.";
mBbgMsgEvent(this, tArgs);
}
}