コード例 #1
0
ファイル: GetHistoryMacro.cs プロジェクト: sandykola/BBG
        public void run(PerSecurity_Dotnet.PerSecurityWSDL.PerSecurityWS ps)
        {
            // Setting request headers
            GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
            DateRange         dtRange        = new DateRange();
            Duration          duration       = new Duration();

            duration.days            = 3;
            dtRange.duration         = duration;
            getHistHeaders.daterange = dtRange;

            // Setting instruments
            Instruments instrs = new Instruments();

            instrs.macro    = new Macro[2];
            instrs.macro[0] = new Macro();
            instrs.macro[0].primaryQualifier = new PrimaryQualifier();
            instrs.macro[0].primaryQualifier.primaryQualifierType  = MacroType.SECTYP;
            instrs.macro[0].primaryQualifier.primaryQualifierValue = "OPT_CHAIN";

            instrs.macro[0].secondaryQualifier    = new SecondaryQualifier[1];
            instrs.macro[0].secondaryQualifier[0] = new SecondaryQualifier();
            instrs.macro[0].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
            instrs.macro[0].secondaryQualifier[0].secondaryQualifierType     = SecondaryQualifierType.TICKER;
            instrs.macro[0].secondaryQualifier[0].secondaryQualifierValue    = "AMZN US Equity";

            // A sample of incorrect macro
            instrs.macro[1] = new Macro();
            instrs.macro[1].primaryQualifier = new PrimaryQualifier();
            instrs.macro[1].primaryQualifier.primaryQualifierType  = MacroType.SECTYP;
            instrs.macro[1].primaryQualifier.primaryQualifierValue = "converts_err";

            instrs.macro[1].secondaryQualifier    = new SecondaryQualifier[1];
            instrs.macro[1].secondaryQualifier[0] = new SecondaryQualifier();
            instrs.macro[1].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
            instrs.macro[1].secondaryQualifier[0].secondaryQualifierType     = SecondaryQualifierType.TICKER;
            instrs.macro[1].secondaryQualifier[0].secondaryQualifierValue    = "F";

            // Setting GetHistory request parameters
            string[] fields = new string[] { "PX_LAST" };
            SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();

            sbmtGtHistReq.headers     = getHistHeaders;
            sbmtGtHistReq.instruments = instrs;
            sbmtGtHistReq.fields      = fields;

            try
            {
                Console.WriteLine("Submit gethistory request");

                submitGetHistoryRequestRequest  sbmtGtHistReqReq   = new submitGetHistoryRequestRequest(sbmtGtHistReq);
                submitGetHistoryRequestResponse sbmtGtHistRespResp = ps.submitGetHistoryRequest(sbmtGtHistReqReq);
                SubmitGetHistoryResponse        sbmtGtHistResp     = sbmtGtHistRespResp.submitGetHistoryResponse;

                System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
                System.Console.WriteLine("Submit gethistory request -  response ID = " + sbmtGtHistResp.responseId);

                Console.WriteLine("Retrieve gethistory request");
                RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
                rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;

                retrieveGetHistoryResponseRequest  rtrvGtHistRespReq = new retrieveGetHistoryResponseRequest(rtrvGtHistReq);
                retrieveGetHistoryResponseResponse rtrvGtHistRespResp;

                RetrieveGetHistoryResponse rtrvGtHistResp;

                // keep polling until data becomes available
                do
                {
                    System.Threading.Thread.Sleep(PerSecurity.PollInterval);

                    rtrvGtHistRespResp = ps.retrieveGetHistoryResponse(rtrvGtHistRespReq);
                    rtrvGtHistResp     = rtrvGtHistRespResp.retrieveGetHistoryResponse;
                }while (rtrvGtHistResp.statusCode.code == PerSecurity.DataNotAvailable);

                // Displaying data
                if (rtrvGtHistResp.statusCode.code == PerSecurity.Success)
                {
                    for (int i = 0; i < rtrvGtHistResp.instrumentDatas.Length; i++)
                    {
                        if (rtrvGtHistResp.instrumentDatas[i].code.Equals("0"))
                        {
                            System.Console.WriteLine("Data for :" + rtrvGtHistResp.instrumentDatas[i].instrument.id +
                                                     "  " + rtrvGtHistResp.instrumentDatas[i].instrument.yellowkey);
                            Console.WriteLine(rtrvGtHistResp.instrumentDatas[i].date.ToString());
                            for (int j = 0; j < rtrvGtHistResp.instrumentDatas[i].data.Length; j++)
                            {
                                Console.WriteLine(sbmtGtHistReq.fields[j] + " : " + rtrvGtHistResp.
                                                  instrumentDatas[i].data[j].value);
                            }
                        }
                        else
                        {
                            System.Console.WriteLine("\nError Code " + rtrvGtHistResp.instrumentDatas[i].code + ": incorrect macro. The Macro object is as follows:");
                            Console.WriteLine("Primary Qualifier - ");
                            Console.WriteLine("Primary Qualifier type:" + rtrvGtHistResp.instrumentDatas[i].
                                              macro.primaryQualifier.primaryQualifierType);
                            Console.WriteLine("Primary Qualifier value:" + rtrvGtHistResp.instrumentDatas[i].
                                              macro.primaryQualifier.primaryQualifierValue);
                            Console.WriteLine("Secondary Qualifier -");
                            for (int l = 0; l < rtrvGtHistResp.instrumentDatas[i].macro.secondaryQualifier.
                                 Length; l++)
                            {
                                Console.WriteLine("Secondary Qualifier type :" + rtrvGtHistResp.instrumentDatas[i].
                                                  macro.secondaryQualifier[l].secondaryQualifierType);
                                Console.WriteLine("Secondary Qualifier Value :" + rtrvGtHistResp.instrumentDatas[i]
                                                  .macro.secondaryQualifier[l].secondaryQualifierValue);
                                Console.WriteLine("Secondary Qualifier Operator :" + rtrvGtHistResp.instrumentDatas[i]
                                                  .macro.secondaryQualifier[l].secondaryQualifierOperator);
                            }
                        }
                    }
                }
                else if (rtrvGtHistResp.statusCode.code == PerSecurity.RequestError)
                {
                    Console.WriteLine("Error in the submitted request");
                }
            }

            catch (Exception e)
            {
                Console.WriteLine(e.Message);
            }
        }
コード例 #2
0
        public void run(PerSecurity_Dotnet.PerSecurityWSDL.PerSecurityWS ps)
        {
            // Setting request headers
            GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
            DateRange         dtRange        = new DateRange();

            dtRange.period           = new Period();
            dtRange.period.start     = DateTime.Today.Subtract(TimeSpan.FromDays(7));
            dtRange.period.end       = DateTime.Today;
            getHistHeaders.daterange = dtRange;
            getHistHeaders.version   = PerSecurity_Dotnet.PerSecurityWSDL.Version.@new;

            // Setting instruments
            Instrument ticker = new Instrument();

            ticker                    = new Instrument();
            ticker.id                 = "IBM US";
            ticker.yellowkey          = MarketSector.Equity;
            ticker.yellowkeySpecified = true;

            Instrument bbUniqueId = new Instrument();

            bbUniqueId.id = "EQ0086119600001000";
            bbUniqueId.yellowkeySpecified = true;
            bbUniqueId.yellowkey          = MarketSector.Equity;
            bbUniqueId.type          = InstrumentType.BB_UNIQUE;
            bbUniqueId.typeSpecified = true;

            Instrument[] instr  = new Instrument[] { ticker, bbUniqueId };
            Instruments  instrs = new Instruments();

            instrs.instrument = instr;

            // Setting GetHistory request parameters
            string[] fields = new string[] { "PX_LAST", "PX_HIGH", "PX_LOW" };
            SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();

            sbmtGtHistReq.headers     = getHistHeaders;
            sbmtGtHistReq.instruments = instrs;
            sbmtGtHistReq.fields      = fields;
            submitGetHistoryRequestRequest sbmtGtHistReqReq = new submitGetHistoryRequestRequest(sbmtGtHistReq);

            try
            {
                Console.WriteLine("Submit gethistory request");
                submitGetHistoryRequestResponse sbmtGtHistReqResp = ps.submitGetHistoryRequest(sbmtGtHistReqReq);
                SubmitGetHistoryResponse        sbmtGtHistResp    = sbmtGtHistReqResp.submitGetHistoryResponse;

                System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
                System.Console.WriteLine("Submit getdata request -  response ID = " + sbmtGtHistResp.responseId);

                Console.WriteLine("Retrieve getdata request");
                RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
                rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;

                retrieveGetHistoryResponseRequest  rtrvGtHistRespReq  = new retrieveGetHistoryResponseRequest(rtrvGtHistReq);
                retrieveGetHistoryResponseResponse rtrvGtHistRespResp = new retrieveGetHistoryResponseResponse();

                RetrieveGetHistoryResponse rtrvGtHistResp;

                // Keep polling until data becomes available
                do
                {
                    System.Threading.Thread.Sleep(PerSecurity.PollInterval);
                    rtrvGtHistRespResp = ps.retrieveGetHistoryResponse(rtrvGtHistRespReq);
                    rtrvGtHistResp     = rtrvGtHistRespResp.retrieveGetHistoryResponse;
                }while (rtrvGtHistResp.statusCode.code == PerSecurity.DataNotAvailable);

                // Displaying data
                if (rtrvGtHistResp.statusCode.code == PerSecurity.Success)
                {
                    for (int i = 0; i < rtrvGtHistResp.instrumentDatas.Length; i++)
                    {
                        System.Console.WriteLine("Data for :" + rtrvGtHistResp.instrumentDatas[i].instrument.id +
                                                 "  " + rtrvGtHistResp.instrumentDatas[i].instrument.yellowkey);
                        Console.WriteLine(rtrvGtHistResp.instrumentDatas[i].date.ToString());
                        for (int j = 0; j < rtrvGtHistResp.instrumentDatas[i].data.Length; j++)
                        {
                            Console.WriteLine(sbmtGtHistReq.fields[j] + " : " + rtrvGtHistResp.instrumentDatas[i].data[j].value);
                        }
                    }
                }
                else if (rtrvGtHistResp.statusCode.code == PerSecurity.RequestError)
                {
                    Console.WriteLine("Error in the submitted request");
                }
            }

            catch (Exception e)
            {
                Console.WriteLine(e.Message);
            }
        }