static void Main(string[] args)
{
Console.WriteLine("Bloomberg API Emulator Examples");
Console.WriteLine("http://bemu.codeplex.com/");
Console.WriteLine("By: Robinson664");
Console.WriteLine();
Console.WriteLine("To send a historical data request, push 1");
Console.WriteLine("To send a intraday bar data request, push 2");
Console.WriteLine("To send a intraday tick data request, push 3");
Console.WriteLine("To send a market data request, push 4");
Console.WriteLine("To send a reference data request, push 5");
string input = Console.ReadLine();
Console.WriteLine();
Console.WriteLine();
bool informationReturned = true;
switch (input)
{
case "1":
HistoricalDataRequest.RunExample();
break;
case "2":
IntradayBarDataRequest.RunExample();
break;
case "3":
IntradayTickDataRequest.RunExample();
break;
case "4":
MarketDataRequest.RunExample();
break;
case "5":
ReferenceDataRequest.RunExample();
break;
default:
informationReturned = false;
break;
}
if (informationReturned)
{
Console.WriteLine();
Console.WriteLine("Please note that the data in this request is completely random: it is not real data.");
Console.WriteLine("Do not make any trading or investment decisions using the data shown here.");
}
Console.WriteLine();
Console.WriteLine("Push enter to quit the application.");
Console.ReadLine();
}
/// <summary>
/// This example Bloomberg request starts a session meant for Reference Requests and requests a few fields for several securities.
/// I pulled this example code almost line-for-line from section C.1 of the Bloomberg API Developer's Guide
/// </summary>
public static void RunExample()
{
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = "127.0.0.1";
sessionOptions.ServerPort = 8194;
Session session = new Session(sessionOptions);
if (session.Start() && session.OpenService("//blp/refdata"))
{
Service refDataService = session.GetService("//blp/refdata");
if (refDataService == null)
{
Console.WriteLine("Cannot get service");
}
else
{
Request request = refDataService.CreateRequest("IntradayTickRequest");
string security = "SPY US Equity";
//security = "ZYZZ US EQUITY"; //the code treats securities that start with a "Z" as non-existent
request.Set("security", security);
request.Append("eventTypes", "TRADE"); //One of TRADE (default), BID, ASK, BID_BEST, ASK_BEST, MID_PRICE, AT_TRADE, BEST_BID, BEST_ASK (see documentation A.2.6 for explanations)
request.Append("eventTypes", "BID"); //A request can have multiple eventTypes
//Note 1) refDataService.ToString() using the Bloomberg API indicates an additional eventType called "SETTLE". "SETTLE" doesn't seem to produce any results.
//Note 2) If you request an eventType that isn't supported, the API will throw a KeyNotSupportedException at the "request.Append("eventType", "XXX")" line
//Note 3) eventType values are case-sensitive. Requesting "bid" instead of "BID" will throw a KeyNotSupportedException at the "request.Append("eventType", "bid")" line
DateTime dtYesterday = DateTime.Today.AddDays(-1);
while (dtYesterday.DayOfWeek == DayOfWeek.Saturday || dtYesterday.DayOfWeek == DayOfWeek.Sunday)
{
dtYesterday = dtYesterday.AddDays(-1);
}
request.Set("startDateTime", new Datetime(dtYesterday.AddHours(9.5).ToUniversalTime()));
request.Set("endDateTime", new Datetime(dtYesterday.AddHours(11).ToUniversalTime())); //goes back at most 140 days (documentation section 7.2.3)
//A comma delimited list of exchange condition codes associated with the event. Review QR<GO> for more information on each code returned.
request.Set("includeConditionCodes", false); //Optional bool. Valid values are true and false (default = false)
//Returns all ticks, including those with condition codes.
request.Set("includeNonPlottableEvents", false); //Optional bool. Valid values are true and false (default = false)
//The exchange code where this tick originated. Review QR<GO> for more information.
request.Set("includeExchangeCodes", false); //Optional bool. Valid values are true and false (default = false)
//Option on whether to return EIDs for the security.
request.Set("returnEids", false); //Optional bool. Valid values are true and false (default = false)
//The broker code for Canadian, Finnish, Mexican, Philippine, and Swedish equities only.
// The Market Maker Lookup screen, MMTK<GO>, displays further information on market makers and their corresponding codes.
request.Set("includeBrokerCodes", false); //Optional bool. Valid values are true and false (default = false)
//The Reporting Party Side. The following values appear:
// -B: A customer transaction where the dealer purchases securities from the customer.
// -S: A customer transaction where the dealer sells securities to the customer.
// -D: An inter-dealer transaction (always from the sell side).
request.Set("includeRpsCodes", false); //Optional bool. Valid values are true and false (default = false)
//The BIC, or Bank Identifier Code, as a 4-character unique identifier for each bank that executed and reported the OTC trade, as required by MiFID.
// BICs are assigned and maintained by SWIFT (Society for Worldwide Interbank Financial Telecommunication).
// The MIC is the Market Identifier Code, and this indicates the venue on which the trade was executed.
request.Set("includeBicMicCodes", false); //Optional bool. Valid values are true and false (default = false)
CorrelationID corr = new CorrelationID(17);
session.SendRequest(request, corr);
bool continueToLoop = true;
while (continueToLoop)
{
Event evt = session.NextEvent();
switch (evt.Type)
{
case Event.EventType.RESPONSE:
IntradayTickDataRequest.ProcessResponse(evt, security);
continueToLoop = false;
break;
case Event.EventType.PARTIAL_RESPONSE:
IntradayTickDataRequest.ProcessResponse(evt, security);
break;
}
}
}
}
else
{
Console.WriteLine("Cannot connect to server. Check that the server host is \"localhost\" or \"127.0.0.1\" and that the server port is 8194.");
}
}