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));
}
