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();
}
private static void ProcessEvent(Event evt, Session session)
{
switch (evt.Type)
{
case Event.EventType.SESSION_STATUS: //use this to open the service
foreach (Message message in evt.GetMessages())
{
if (message.MessageType.Equals("SessionStarted"))
{
try
{
session.OpenServiceAsync("//blp/mktdata", new CorrelationID(-9999));
}
catch (Exception)
{
Console.Error.WriteLine("Could not open //blp/mktdata for async");
}
}
}
break;
case Event.EventType.SERVICE_STATUS: //use this to subscribe to ticker feeds
List <Subscription> slist = new List <Subscription>();
//Conflate the data to show every two seconds.
// Please note that the Bloomberg API Emulator code does not treat this exactly correct: individual subscriptions should each have their own interval setting.
// I have not coded that in the emulator.
List <string> options = new string[] { "interval=2", "start_time=16:22", "end_time=16:23" }.ToList(); //2 seconds. //Comment this line to receive a subscription data event whenever it happens in the market.
//uncomment the following line to see what a request for a nonexistent security looks like
//slist.Add(new Subscription("ZYZZ US EQUITY", MarketDataRequest._fields, options));
// My code treats all securities that start with a 'Z' as a nonexistent security
slist.Add(new Subscription("SPY US EQUITY", MarketDataRequest._fields, options));
slist.Add(new Subscription("AAPL 150117C00600000 EQUITY", MarketDataRequest._fields, options));
session.Subscribe(slist);
break;
case Event.EventType.SUBSCRIPTION_DATA:
case Event.EventType.RESPONSE:
case Event.EventType.PARTIAL_RESPONSE:
MarketDataRequest.ProcessEvent(evt);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
foreach (var msg in evt.GetMessages())
{
bool fieldExceptionsExist = msg.MessageType.ToString() == "SubscriptionStarted" && msg.HasElement("exceptions", true);
bool securityError = msg.MessageType.ToString() == "SubscriptionFailure" && msg.HasElement("reason", true);
if (fieldExceptionsExist)
{
Element elmExceptions = msg["exceptions"];
for (int i = 0; i < elmExceptions.NumValues; i++)
{
Element elmException = elmExceptions.GetValueAsElement(i);
string fieldId = elmException.GetElementAsString("fieldId");
Element elmReason = elmException["reason"];
string source = elmReason.GetElementAsString("source");
//int errorCode = elmReason.GetElementAsInt32("errorCode");
string category = elmReason.GetElementAsString("category");
string description = elmReason.GetElementAsString("description");
Console.Error.WriteLine("field error: ");
Console.Error.WriteLine(string.Format("\tfieldId = {0}", fieldId));
Console.Error.WriteLine(string.Format("\tsource = {0}", source));
//Console.Error.WriteLine(string.Format("\terrorCode = {0}", errorCode));
Console.Error.WriteLine(string.Format("\tcategory = {0}", category));
Console.Error.WriteLine(string.Format("\tdescription = {0}", description));
}
}
else if (securityError)
{
string security = msg.TopicName;
Element elmReason = msg["reason"];
string source = elmReason.GetElementAsString("source");
int errorCode = elmReason.GetElementAsInt32("errorCode");
string category = elmReason.GetElementAsString("category");
string description = elmReason.GetElementAsString("description");
Console.Error.WriteLine("security not found: ");
Console.Error.WriteLine(string.Format("\tsecurity = {0}", security));
Console.Error.WriteLine(string.Format("\tsource = {0}", source));
Console.Error.WriteLine(string.Format("\terrorCode = {0}", errorCode));
Console.Error.WriteLine(string.Format("\tcategory = {0}", category));
Console.Error.WriteLine(string.Format("\tdescription = {0}", description));
}
}
break;
default:
foreach (var msg in evt.GetMessages())
{
Console.WriteLine(msg.ToString());
}
break;
}
}
