internal MarketMessageSubscriptionData(Subscription sub, Dictionary <string, object> fields) : base(new Name("MarketDataEvents"), sub.CorrelationID, null)
{
this._fields = new Dictionary <string, Element>();
foreach (var item in fields)
{
Element elm = null;
if (item.Value is double)
{
elm = new MarketElementDouble(item.Key, (double)item.Value);
}
else if (item.Value is Datetime)
{
Datetime temp = (Datetime)item.Value;
bool isDate = temp.HasParts(Datetime.DATE);
bool isTime = temp.HasParts(Datetime.TIME);
bool isDatetime = isDate && isTime;
if (isDatetime)
{
elm = new MarketElementDatetime(item.Key, temp.ToSystemDateTime());
}
else if (isDate)
{
elm = new MarketElementDate(item.Key, temp.ToSystemDateTime());
}
else if (isTime)
{
elm = new MarketElementTime(item.Key, temp.ToSystemDateTime());
}
}
else if (item.Value is int)
{
elm = new MarketElementInt(item.Key, (int)item.Value);
}
else if (item.Value is string)
{
elm = new MarketElementString(item.Key, (string)item.Value);
}
else if (item.Value is bool)
{
elm = new MarketElementBool(item.Key, (bool)item.Value);
}
if (elm != null)
{
this._fields.Add(item.Key, elm);
}
}
this._security = sub.Security;
}
internal MessageMarketSubscriptionData(Subscription sub, Dictionary <string, object> fields) : base(new Name("MarketDataEvents"), sub.CorrelationID, null)
{
this._fields = new Dictionary <string, Element>();
foreach (var item in fields)
{
Element elm = null;
if (item.Value is double)
{
elm = new ElementMarketDouble(item.Key, (double)item.Value);
}
else if (item.Value is Datetime)
{
Datetime temp = (Datetime)item.Value;
switch (temp.DateTimeType)
{
case Datetime.DateTimeTypeEnum.date:
elm = new ElementMarketDate(item.Key, temp.ToSystemDateTime());
break;
case Datetime.DateTimeTypeEnum.time:
elm = new ElementMarketTime(item.Key, temp.ToSystemDateTime());
break;
case Datetime.DateTimeTypeEnum.both:
elm = new ElementMarketDatetime(item.Key, temp.ToSystemDateTime());
break;
}
}
else if (item.Value is int)
{
elm = new ElementMarketInt(item.Key, (int)item.Value);
}
else if (item.Value is string)
{
elm = new ElementMarketString(item.Key, (string)item.Value);
}
else if (item.Value is bool)
{
elm = new ElementMarketBool(item.Key, (bool)item.Value);
}
if (elm != null)
{
this._fields.Add(item.Key.ToUpper(), elm);
}
}
this._security = sub.Security;
}
internal RequestIntradayBarElementTime(string elementName, Datetime date)
: this(elementName, date.ToSystemDateTime())
{
this._instance = date.ToSystemDateTime();
}
internal RequestHistoricElementDate(string elementName, Datetime date) : this(elementName, date.ToSystemDateTime())
{
this._instance = date.ToSystemDateTime();
}
internal RequestIntradayBarElementTime(string elementName, Datetime date)
: this(elementName, date.ToSystemDateTime())
{
this._instance = date.ToSystemDateTime();
}
internal static string FormatDatetime(Datetime datetime)
{
return(datetime.ToSystemDateTime().ToString("yyyy-MM-ddTHH:mm:ss.fff"));
}
internal static string FormatDate(Datetime date)
{
return(date.ToSystemDateTime().ToString("yyyy-MM-dd"));
}
internal static string FormatDateZone(Datetime date) //default date
{
return(date.ToSystemDateTime().ToString("yyyy-MM-dd%K")); //mkt data has time zone information, but the other requests don't
}
internal static string FormatDatetimeZone(Datetime datetime) //default datetime
{
return(datetime.ToSystemDateTime().ToString("yyyy-MM-dd HH:mm:ss.fff%K"));
}
internal static string FormatTimeZone(Datetime time) //default time
{
return(time.ToSystemDateTime().ToString("HH:mm:ss.fff%K"));
}
/// <summary>
/// Processes data received from Blg
/// </summary>
/// <param name="eventObj">Blg Event</param>
private void processResponseEvent(Event eventObj)
{
foreach (Message msg in eventObj)
{
if (msg.HasElement(RESPONSE_ERROR))
{
printErrorInfo("REQUEST FAILED: ", msg.GetElement(RESPONSE_ERROR));
continue;
}
if (options.reqType == BlgRequests.reference)
{
Element security = msg.GetElement(SECURITY_DATA);
for (int j = 0; j < security.NumValues; ++j)
{
string ticker = "";
Element temp;
if (!CheckBBRunning())
{
temp = ((Element)security.Elements.ElementAt(j));
}
else
{
temp = ((Element)security[j]);
}
ticker = temp.GetElementAsString(SECURITY);
Element fieldDataArray = temp.GetElement(FIELD_DATA);
foreach (string s in options.fields)
{
string tempres;
try
{
tempres = fieldDataArray.GetElementAsString(s);
counter++;
}
catch (NotFoundException)
{
continue;
}
catch (Exception)
{
tempres = fieldDataArray.GetElementAsFloat64(s).ToString();
}
res1.Add(new string[2] {
s, ticker
}, tempres);
}
}
}
else
{
Element security = msg.GetElement(SECURITY_DATA);
string ticker = "";
System.Console.WriteLine("Processing securities:");
try
{
ticker = security.GetElementAsString(SECURITY);
}
catch (Exception)
{
security = (Element)security[0];
ticker = security.GetElementAsString(SECURITY).Remove(0, 6);
}
System.Console.WriteLine("\nTicker: " + ticker);
if (security.HasElement(SECURITY_ERROR))
{
printErrorInfo("\tSECURITY FAILED: ",
security.GetElement(SECURITY_ERROR));
errors.Add(ticker, security.GetElement(SECURITY_ERROR).GetElementAsString(MESSAGE));
continue;
}
try
{
Element fieldexc = ((Element)security.GetElement(FIELD_EXCEPTIONS)[0]);
printErrorInfo("\tFIELD EXCEPTION: ",
fieldexc.GetElement(HISTORY_RESPONSE_ERROR));
errors.Add(ticker, fieldexc.GetElement(HISTORY_RESPONSE_ERROR).GetElementAsString(MESSAGE));
continue;
}
catch (Exception) { }
Element fieldDataArray = security.GetElement(FIELD_DATA);
DateTime date = new DateTime();
double value = 0;
System.Console.WriteLine("FIELD\t\tVALUE");
System.Console.WriteLine("-----\t\t-----");
for (int j = 0; j < fieldDataArray.NumValues; ++j)
{
Element fieldData = fieldDataArray.GetValueAsElement(j);
Datetime temp = fieldData.GetElementAsDatetime("date");
counter++;
datecounter++;
double valtemp = 0;
foreach (string s in options.fields)
{
string tempres;
counter++;
try
{
tempres = fieldData.GetElementAsString(s);
}
catch (NotFoundException)
{
continue;
}
if (!Double.TryParse(tempres, out valtemp))
{
break;
}
else
{
date = temp.ToSystemDateTime();
value = valtemp;
if (date != null && value != 0)
{
res2.Add(new string[2] {
s, ticker
}, new HistoData(date, value));
}
}
}
}
System.Console.WriteLine(date.ToString() + "\t\t" +
value.ToString());
}
}
}
internal HistoricRequestElementDate(string elementName, Datetime date)
{
this._instance = date.ToSystemDateTime();
this._elementName = elementName;
}
internal RequestHistoricElementDate(string elementName, Datetime date)
: this(elementName, date.ToSystemDateTime())
{
this._instance = date.ToSystemDateTime();
}
