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);
}
private void ProcessAdminMessage(Bloomberglp.Blpapi.Event argvEvent)
{
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error);
// Loop over all of the messages in this Event
foreach (Bloomberglp.Blpapi.Message msg in argvEvent)
{
tArgs.mMsg += msg.ToString();
}
mBbgMsgEvent(this, tArgs);
}
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);
}
private void ProcessRequestResponse(Bloomberglp.Blpapi.Event argvEvent)
{
// Loop over all of the messages in this Event
foreach (Bloomberglp.Blpapi.Message tMsg in argvEvent)
{
Bloomberglp.Blpapi.Element tElementMsg = tMsg.AsElement;
System.Data.DataTable tResponseErrorTable = this.ExtractValueByName(tElementMsg, mRequestResponseErrorAttributes);
if (tResponseErrorTable.Rows.Count > 0)
{
string tErrorMsg = "Message Type: " + tMsg.MessageType.ToString() + Environment.NewLine;
for (int i = 0; i < tResponseErrorTable.Rows.Count; i++)
{
tErrorMsg += "Error Message: " + tResponseErrorTable.Rows[i]["MESSAGE"] + ", Category: " + tResponseErrorTable.Rows[i]["SUBCATEGORY"] + Environment.NewLine;
}
InterfaceEventArgs tEventArgvs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error, tErrorMsg);
mBbgMsgEvent(this, tEventArgvs);
}
if (tMsg.MessageType.Equals(new Bloomberglp.Blpapi.Name("HistoricalDataResponse")))
{
this.ProcessHistoricalDataResponse(tMsg);
}
else if (tMsg.MessageType.Equals(new Bloomberglp.Blpapi.Name("IntradayTickResponse")))
{
this.ProcessIntradayTickResponse(tMsg);
}
else if (tMsg.MessageType.Equals(new Bloomberglp.Blpapi.Name("IntradayBarResponse")))
{
this.ProcessIntradayBarResponse(tMsg);
}
else if (tMsg.MessageType.Equals(new Bloomberglp.Blpapi.Name("ReferenceDataResponse")))
{
this.ProcessReferenceDataResponse(tMsg);
}
else
{
mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, tMsg.ToString()));
}
}
}
private void ProcessSubscriptionStatus(Bloomberglp.Blpapi.Event argEvent)
{
foreach (Bloomberglp.Blpapi.Message tMsg in argEvent)
{
foreach (CorrelationID tId in tMsg.CorrelationIDs)
{
if (tMsg.MessageType.ToString() == "SubscriptionFailure")
{
string tTicker = string.Empty;
if (mSubscriptionByCorrelationId.ContainsKey(tId.Value))
{
tTicker = mSubscriptionByCorrelationId[tId.Value].mTicker;
}
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error);
tArgs.mMsg = "SubscriptionFailure: Ticker '" + tTicker + "'";
mBbgMsgEvent(this, tArgs);
}
}
}
}
private void ProcessSubscriptionData(Bloomberglp.Blpapi.Event argEvent)
{
foreach (Bloomberglp.Blpapi.Message tMsg in argEvent)
{
Bloomberglp.Blpapi.Element tElementMsg = tMsg.AsElement;
string[] tTargetAttributes = mSubscriptionByCorrelationId[tMsg.CorrelationID.Value].GetFieldList();
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, tTargetAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = tMsg.TopicName;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
//mOutput.PrintDataTable(tExtractedValues);
if (tExtractedValues.Rows.Count == 1)
{
mMarketData[tMsg.CorrelationID.Value].UpdateMarketData(tExtractedValues);
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.SubscriptionResponse);
tArgs.mCorrelationId = tMsg.CorrelationID.Value;
tArgs.mData = tExtractedValues;
mBbgMsgEvent(this, tArgs);
}
}
}
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);
}
}
