private void DataReceivedCallback(DataChunk chunk)
{
foreach (IBarData bar in chunk.Records.ToBarRecords())
{
if (bar.Open.HasValue && bar.High.HasValue && bar.Low.HasValue && bar.Close.HasValue && bar.Timestamp.HasValue)
{
Console.WriteLine(
"{0}: EUR= OHLC {1} {2} {3} {4}",
bar.Timestamp.Value.ToShortDateString(),
bar.Open.Value.ToString("##.0000"),
bar.High.Value.ToString("##.0000"),
bar.Low.Value.ToString("##.0000"),
bar.Close.Value.ToString("##.0000")
);
}
;
}
if (!chunk.IsLast)
{
return;
}
request = null;
SgtTrQuerier.StopMessagePump();
}
private void RunButton_OnClick(object sender, RoutedEventArgs e)
{
// Ensure call .Dispose() on no more used subscriptions
if (this.dataSubscription != null)
{
this.dataSubscription.Dispose();
}
this.Records.Clear();
this.requestTime = DateTime.Now;
this.HistoricalDataCount = 0;
this.IsLoading = true;
GetCommonMeta(this.Ric);
//GetCurrency(this.Ric);
//GetHolidaysForRIC();
/*
* this.dataSubscription = DataServices.Instance.TimeSeries.SetupDataSubscription(this.Ric)
* .WithInterval(CommonInterval.Daily)
* .OnDataReceived(this.OnSubscriptionDataReceived)
* .OnDataUpdated(this.OnSubscriptionDataUpdated)
* .OnStatusUpdated(status => this.Title = string.Format("Status: {0} Error: {1}", status.State, status.Error))
* .CreateAndStart();
*/
dataRequest = DataServices.Instance.TimeSeries.SetupDataRequest(this.Ric)
.From(DateTime.Today.AddYears(-1))
.WithInterval(CommonInterval.Daily)
.OnDataReceived(this.OnSubscriptionDataReceived)
.WithView("BID")
.CreateAndSend();
}
private void get_data_eikon_nav(string str_ricname, string v_view_type, char chr_interval, string par_from_date, string par_to_date)
{
string format = "yyyyMMdd";
DateTime dt_from = DateTime.ParseExact(par_from_date, format, System.Globalization.CultureInfo.InvariantCulture);
DateTime dt_to = DateTime.ParseExact(par_to_date, format, System.Globalization.CultureInfo.InvariantCulture);
CommonInterval interval = CommonInterval.Daily;
if (chr_interval == 'd')
{
interval = CommonInterval.Daily;
}
else if (chr_interval == 'w')
{
interval = CommonInterval.Weekly;
}
else if (chr_interval == 'm')
{
interval = CommonInterval.Monthly;
}
else if (chr_interval == 'q')
{
interval = CommonInterval.Quarterly;
}
else if (chr_interval == 'y')
{
interval = CommonInterval.Yearly;
}
/* select the view depend on the type of security
* equity or etf - TRCPRC_1
* fund - NAV, TRCPRC_1
* bond - BID, DAILY_RETURN
*/
//default
/* this.view_type = "TRDPRC_1";
*
* if (chr_type == 'e')
* this.view_type = "TRDPRC_1";
* else if (chr_type == 'f')
* this.view_type = "NAV";
* else if (chr_type == 'b')
* this.view_type = "BID"; */
/* try NAV, BID then TRDPRC_1 */
dataRequest = DataServices.Instance.TimeSeries.SetupDataRequest(str_ricname)
.From(dt_from).To(dt_to)
.WithView(v_view_type)
.WithInterval(interval)
.OnDataReceived(this.OnRestSubscriptionNavDataReceived)
.OnStatusUpdated(this.SubscriptionStatusChanged)
.CreateAndSend();
}
public void Launch()
{
Console.WriteLine("[2] Time series request example");
Console.WriteLine("");
request = timeSeries.SetupDataRequest("EUR=")
.WithView("BID")
.WithAllFields()
.WithInterval(CommonInterval.Daily)
.WithNumberOfPoints(10)
.OnDataReceived(DataReceivedCallback)
.CreateAndSend();
}
