public void run(PerSecurityWS ps)
{
try
{
// Setting header for the request
GetFundamentalsHeaders getFundHeaders = new GetFundamentalsHeaders();
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.derived = true;
// Setting instruments for the request
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.type = InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
Instrument[] instr = new Instrument[] { ticker, bbUniqueId };
String[] field = new String[] { "TOP_ANALYST_PERFORM_RANK_TRR" };
// Sending submit get data request
SubmitGetDataRequest sbmtGetDtReq = new SubmitGetDataRequest();
sbmtGetDtReq.headers = getDataHeaders;
sbmtGetDtReq.fields = field;
Instruments instrmnts = new Instruments();
instrmnts.instrument = instr;
sbmtGetDtReq.instruments = instrmnts;
Console.WriteLine("Sending submit get bulk data request");
SubmitGetDataResponse sbmtGetDtResp = ps
.submitGetDataRequest(sbmtGetDtReq);
Console.WriteLine("Submit get data request status: "
+ sbmtGetDtResp.statusCode.description
+ " response ID: " + sbmtGetDtResp.responseId);
// Sending retrieve get data request
RetrieveGetDataRequest rtvGetDtReq = new RetrieveGetDataRequest();
rtvGetDtReq.responseId = sbmtGetDtResp.responseId;
RetrieveGetDataResponse rtvGetDtResp = new RetrieveGetDataResponse();
Console.WriteLine("Sending retrieve get data request");
// Keep polling for response till the data is available
do {
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtvGetDtResp = ps.retrieveGetDataResponse(rtvGetDtReq);
} while (rtvGetDtResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rtvGetDtResp.statusCode.code == PerSecurity.SUCCESS) {
Console.WriteLine("Retrieve get data request successful. Response ID: "
+ rtvGetDtResp.responseId);
for (int i = 0; i < rtvGetDtResp.instrumentDatas.Length; i++) {
InstrumentData data = rtvGetDtResp.instrumentDatas[i];
Console.WriteLine(data.instrument.id);
Data[] datas = data.data;
for (int j = 0; j < datas.Length; j++) {
//Displaying bulk data
if (datas[j].isArray) {
for (int k = 0; k < datas[j].bulkarray.Length; k++)
for (int l = 0; l < datas[j].bulkarray[k].data.Length; l++) {
Console.WriteLine(datas[j].bulkarray[k].data[l].type
+ ": "
+ datas[j].bulkarray[k].data[l].value);
}
}
//Displaying non-bulk data
else
Console.WriteLine(datas[j].value);
}
}
} else if (rtvGetDtResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public void run(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 = "CONVERTS";
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 = "F";
//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 get history 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 Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps.submitGetHistoryRequest(sbmtGtHistReq);
System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtHistResp.responseId);
Console.WriteLine("Retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
}
while (rtrvGtHistResp.statusCode.code== PerSecurity.DATA_NOT_AVAILABLE );
//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.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
try{
//Setting headers
GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
getHistHeaders.display_pricing_srcSpecified = true;
getHistHeaders.display_pricing_src = true;
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.typeSpecified = true;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument[] instr = new Instrument[] { ticker };
Instruments instrs = new Instruments();
instrs.instrument = instr;
String[] fields = new String[] { "PX_LAST" };
//Sending Request
SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();
sbmtGtHistReq.headers = getHistHeaders;
sbmtGtHistReq.instruments = instrs;
sbmtGtHistReq.fields = fields;
Console.WriteLine("Submit Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps
.submitGetHistoryRequest(sbmtGtHistReq);
Console.WriteLine("Submit Get Data request - Status: "
+ sbmtGtHistResp.statusCode.description + " response ID = "
+ sbmtGtHistResp.responseId);
Console.WriteLine("Sending retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId=sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
// Keep polling for response till the data is available
do {
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
} while (rtrvGtHistResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Displaying data
if (rtrvGtHistResp.statusCode.code == PerSecurity.SUCCESS) {
Console.WriteLine("Retrieve get data request successful Response ID: " + rtrvGtHistResp.responseId);
for (int i = 0; i < rtrvGtHistResp.instrumentDatas.Length; i++) {
Console.WriteLine("Data for :"
+ rtrvGtHistResp.instrumentDatas[i].instrument.id
+ " "
+ rtrvGtHistResp.instrumentDatas[i].instrument.yellowkey);
Console.WriteLine("Time: " + rtrvGtHistResp.instrumentDatas[i].date.Hour.ToString() + ":" + rtrvGtHistResp.instrumentDatas[i].date.Minute.ToString() + ":" + rtrvGtHistResp.instrumentDatas[i].date.Second.ToString());
Console.WriteLine("Pricing Source: " + rtrvGtHistResp.instrumentDatas[i].pricingSource);
for (int j = 0; j < rtrvGtHistResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(fields[j]
+ " : "
+ rtrvGtHistResp.instrumentDatas[i].data[j].value);
}
}
} else if (rtrvGtHistResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine(" Error in the submitted request" );
}catch(Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public void run(PerSecurityWS ps)
{
//Set request header
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
//Defining the instruments for the bulk request
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
Console.WriteLine("Submit get Data request");
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = new string[]{"TOP_ANALYST_PERFORM_RANK_TRR"};//Bulk field
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
sbmtGtDtreq.instruments = instrs;
try
{
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("Request ID = " + sbmtGtDtresp.requestId + " " + sbmtGtDtresp.responseId);
System.Console.WriteLine("status of Get Data request : " + sbmtGtDtresp.statusCode.description);
Console.WriteLine("Retrieve get data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while(rtrvGtDrResp.statusCode.code==PerSecurity.DATA_NOT_AVAILABLE);
if(rtrvGtDrResp.statusCode.code==PerSecurity.SUCCESS){
Console.WriteLine("Response ID " + rtrvGtDrResp.responseId);
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].
data[j].bulkarray[k].data[l].value);
}
}
else
System.Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch(Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting header information
QuotesHeaders headers = new QuotesHeaders();
DateTime start = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 10, 10, 0);
DateTime end = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, 10, 11, 0);
if (new DateTime().DayOfWeek == DayOfWeek.Saturday)
{
TimeSpan ts1 = new TimeSpan(1, 0, 0, 0);
start= start.Subtract(ts1);
end= end.Subtract(ts1);
}
else if (new DateTime().DayOfWeek == DayOfWeek.Sunday)
{
start.AddDays(-2);
end.AddDays(-2);
}
DateTimeRange dtr = new DateTimeRange();
dtr.startDateTime = start;
dtr.endDateTime = end;
dtr.region = "NY";
headers.datetimerange = dtr;
//Setting instruments
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.typeSpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.type = InstrumentType.TICKER;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
SubmitGetAllQuotesRequest req = new SubmitGetAllQuotesRequest();
req.headers = headers;
req.instruments = instrs;
Console.WriteLine("Sending submit get all quotes request");
SubmitGetAllQuotesResponse resp = ps.submitGetAllQuotesRequest(req);
String responseId = resp.responseId;
Console.WriteLine("Submit get all quotes request status: " + resp.statusCode.description +
" responseId: " + resp.responseId);
RetrieveGetAllQuotesRequest rreq = new RetrieveGetAllQuotesRequest();
rreq.responseId = responseId;
RetrieveGetAllQuotesResponse rresp = ps.retrieveGetAllQuotesResponse(rreq);
Console.WriteLine("Sending retrieve get all quotes request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rresp = ps.retrieveGetAllQuotesResponse(rreq);
} while (rresp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rresp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get all quotes request successful. Response ID:" + rresp.responseId);
for (int i = 0; i < rresp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rresp.instrumentDatas[i].instrument.id + " "
+ rresp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rresp.instrumentDatas[i].quotes.Length; j++)
{
for (int k = 0; k < rresp.instrumentDatas[i].quotes[j].matchedQuote.Length; k++)
{
Console.WriteLine(" type = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].type +
", price = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].price
+ ", volume = "
+ rresp.instrumentDatas[i].quotes[j].matchedQuote[k].volume
);
}
}
}
}
else if (rresp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
//Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.exclusive_pricing_srcSpecified = true;
getDataHeaders.exclusive_pricing_src = true;
//Setting Instrument information
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.typeSpecified = true;
//Setting the get data request parameter
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "TICKER", "PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker, bbUniqueId };
sbmtGtDtreq.instruments = new Instruments();
sbmtGtDtreq.instruments = instrs;
try
{
Console.WriteLine("Submit Get Data Request");
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("status " + sbmtGtDtresp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
Console.WriteLine("Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request if status is 100
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while (rtrvGtDrResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
if (rtrvGtDrResp.statusCode.code == PerSecurity.SUCCESS)
{
//Displaying the RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
else
Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " + rtrvGtDrResp.
instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in the submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting overrides
Override[] ovride = new Override[4];
ovride[0] = new Override();
ovride[0].field = "VWAP_START_DT";
DateTime start = DateTime.Today;
ovride[0].value = start.ToString();// "20080227";
ovride[1] = new Override();
ovride[1].field = "VWAP_END_DT";
DateTime end = DateTime.Today.Subtract(TimeSpan.FromDays(5));
ovride[1].value = end.ToString();//"20080227";
ovride[2] = new Override();
ovride[2].field = "VWAP_START_TIME";
ovride[2].value = "1000";
ovride[3] = new Override();
ovride[3].field = "VWAP_END_TIME";
ovride[3].value = "1100";
//Setting the instruments for request
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.yellowkeySpecified = false;
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
bbUniqueId.overrides = ovride;
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
ticker.overrides = ovride;
//Setting request header
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.programflag = ProgramFlag.daily;
getDataHeaders.rundate = DateTime.Today.ToString();
getDataHeaders.time = "1430";
getDataHeaders.derived = true;
//Submit get data request
Console.WriteLine("Submit get data request");
SubmitGetDataRequest sbmtGtDrReq = new SubmitGetDataRequest();
sbmtGtDrReq.headers = getDataHeaders;
sbmtGtDrReq.fields = new string[]{"ID_BB_UNIQUE","TICKER","PX_LAST","PX_ASK","PX_BID","VWAP_DT"};
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] {ticker, bbUniqueId};
sbmtGtDrReq.instruments = instrs;
SubmitGetDataResponse sbmtGetDtResp= ps.submitGetDataRequest(sbmtGtDrReq);
System.Console.WriteLine("Submit get data response Id = " + sbmtGetDtResp.responseId + "\n");
System.Threading.Thread.Sleep(100000);
//Submit scheduled request for the get data request sent above
Console.WriteLine("Submit scheduled request");
SubmitScheduledRequest sbmtSchReq = new SubmitScheduledRequest();
SubmitScheduledResponse sbmtSchResp = ps.submitScheduledRequest(sbmtSchReq);
Console.WriteLine("Submit Schedule request responseID : " + sbmtSchResp.responseId + "\n");
//Submit retrieve scheduled request to display all the scheduled files and check to see
//if the daily job requested was addeds
Console.WriteLine("Retrieve scheduled request");
RetrieveScheduledRequest schReq = new RetrieveScheduledRequest();
schReq.responseId = sbmtSchResp.responseId;
RetrieveScheduledResponse schResp = new RetrieveScheduledResponse();
//Keep sending the request until the entire response is received
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
schResp = ps.retrieveScheduledResponse(schReq);
}
while(schResp.statusCode.code==PerSecurity.DATA_NOT_AVAILABLE);
Console.WriteLine(schResp.responseId);
for(int i=0;i<schResp.fileDatas.Length;i++)
{
if (schResp.fileDatas[i].responseId == sbmtGetDtResp.responseId)
Console.WriteLine("Response ID requested by submit get data request: " +
schResp.fileDatas[i].responseId);
else
Console.WriteLine("Response ID: " + schResp.fileDatas[i].responseId + "\n");
Console.WriteLine("Response Header for retrieve schedule request");
Console.WriteLine("Date: " + schResp.fileDatas[i].headers.getdataHeaders.rundate +
" Time: " + schResp.fileDatas[i].headers.getdataHeaders.time + " Scheduled: " +
schResp.fileDatas[i].headers.getdataHeaders.programflag);
Console.WriteLine("Fields");
for(int j=0;j<schResp.fileDatas[i].fields.Length;j++)
{
Console.WriteLine(schResp.fileDatas[i].fields[j]);
}
Console.WriteLine("Instruments");
for(int j=0;j<schResp.fileDatas[i].instruments.instrument.Length;j++)
{
Console.WriteLine("ID: " + schResp.fileDatas[i].instruments.instrument[j].id +
"Type: " + schResp.fileDatas[i].instruments.instrument[j].type);
}
}
//Sending a request to cancel the request for the daily job
Console.WriteLine("Submit Cancel request");
CancelHeaders cancelHeaders = new CancelHeaders();
cancelHeaders.programflag = ProgramFlag.daily;
SubmitCancelRequest sbCancelReq = new SubmitCancelRequest();
sbCancelReq.responseId[0] = sbmtGetDtResp.responseId;
sbCancelReq.headers = cancelHeaders;
Boolean flag = true;
SubmitCancelResponse sbCancelResp = ps.submitCancelRequest(sbCancelReq);
if(sbCancelResp.statusCode.code==0)
{
Console.WriteLine("Submit Cancel request response ID: " + sbCancelResp.responseId);
}
//Checked the scheduled request to check if the daily job has been removed
Console.WriteLine("Submit scheduled request");
SubmitScheduledRequest sbmtSchReqCheck = new SubmitScheduledRequest();
SubmitScheduledResponse sbmtSchRespCheck = ps.submitScheduledRequest(sbmtSchReqCheck);
Console.WriteLine("Submit Schedule request responseID : " + sbmtSchRespCheck.responseId + "\n");
Console.WriteLine("Retrieve scheduled request");
RetrieveScheduledRequest schReqCheck = new RetrieveScheduledRequest();
schReqCheck.responseId = sbmtSchRespCheck.responseId;
RetrieveScheduledResponse schRespCheck = new RetrieveScheduledResponse();
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
schRespCheck = ps.retrieveScheduledResponse(schReqCheck);
}
while(schRespCheck.fileDatas==null);
Console.WriteLine("response ID for retrieveSchedule respone: " + schResp.responseId);
String dispRespId = null;
for(int i=0;i<schRespCheck.fileDatas.Length;i++)
{
if(schRespCheck.fileDatas[i].responseId==sbmtGetDtResp.responseId)
{
flag= true;
dispRespId = schRespCheck.fileDatas[i].responseId;
}
else
flag=false;
}
if(flag)
Console.WriteLine("The daily job with response ID: " + dispRespId +
"wasnt cancelled successfully");
else
Console.WriteLine("The daily job was cancelled successfully");
}
catch(Exception e)
{
Console.WriteLine(e.Message + e.StackTrace);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting headers
GetActionsHeaders getActionHeaders = new GetActionsHeaders();
getActionHeaders.actions_date = ActionsDate.entry;
String[] actions = new String[] { "DVD_CASH", "DISTRIBUTIONS" };
getActionHeaders.actions = actions;
//Setting Instruments
Instruments instruments = new Instruments();
Instrument instr = new Instrument();
instr.id = "COP US";
instr.yellowkeySpecified = true;
instr.typeSpecified = true;
instr.yellowkey = MarketSector.Equity;
instr.type = InstrumentType.TICKER;
instruments.instrument = new Instrument[] { instr };
//Submitting request
SubmitGetActionsRequest req = new SubmitGetActionsRequest();
req.headers = getActionHeaders;
req.instruments = instruments;
SubmitGetActionsResponse resp = null;
resp = ps.submitGetActionsRequest(req);
String responseId = resp.responseId;
Console.WriteLine("Submit get actions request status: " + resp.statusCode.description +
" responseId: " + responseId);
//Submit retrieve request
RetrieveGetActionsRequest rtrvReq = new RetrieveGetActionsRequest();
rtrvReq.responseId = responseId;
Console.WriteLine("Sending retrieve get actions request");
RetrieveGetActionsResponse rtrvResp = new RetrieveGetActionsResponse();
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvResp = ps.retrieveGetActionsResponse(rtrvReq);
} while (rtrvResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
//Display data
if (rtrvResp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get quotes request successful. Response ID:" + rtrvResp.responseId);
for (int i = 0; i < rtrvResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rtrvResp.instrumentDatas[i].instrument.id + " "
+ rtrvResp.instrumentDatas[i].instrument.yellowkey
);
Console.WriteLine(", Company id = " + rtrvResp.instrumentDatas[i].standardFields.companyId.ToString());
Console.WriteLine(", Security id = " + rtrvResp.instrumentDatas[i].standardFields.securityId.ToString());
if (rtrvResp.instrumentDatas[i].data != null)
{
for (int j = 0; j < rtrvResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(": field = "
+ rtrvResp.instrumentDatas[i].data[j].field
+ ", value = "
+ rtrvResp.instrumentDatas[i].data[j].value);
}
}
}
}
else if (rtrvResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public bool Run(int jobKeyCode, string yellowkey, PerSecurityWS ps, DataTable dtKickouts, string[] fields, ref XmlDocument xdocNewInvestmentData, ref XmlDocument xdocNewInvestmentDataNoBbg, string InvestmentField)
{
#region prepare request
Instruments instrs = new Instruments();
List<Instrument> instrsList = new List<Instrument>();
Dictionary<string, string> assetTypes = new Dictionary<string, string>();
Dictionary<string, string> sourceInvestments = new Dictionary<string, string>();
Hashtable htInvType2AssetType = InitAssetTypeMap();
Hashtable htIntlOptions = new Hashtable();
GetDataHeaders getDataHeaders = new GetDataHeaders();
try
{
//Setting request header information
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
foreach (DataRow dr in dtKickouts.Rows)
{
assetTypes[dr["Investment"].ToString()] = htInvType2AssetType[dr["SourceInvestmentType"].ToString()].ToString();
sourceInvestments[dr["Investment"].ToString()] = dr["SourceInvestment"].ToString();
if (SuppressBloombergQuery(dr) == false)
{
Instrument istr = new Instrument();
//istr.id = dr["Investment"].ToString();
istr.id = dr[InvestmentField].ToString();
switch (dr["SourceInvestmentType"].ToString())
{
case "FIGOVI":
istr.type = InstrumentType.ISIN;
break;
default:
istr.type = InstrumentType.TICKER;
break;
}
istr.typeSpecified = true;
AssignYellowKey(dr, ref istr, ref htIntlOptions);
instrsList.Add(istr);
}
else
{
XmlNode xnodeInvestmentWoBbg = null;
XmlNode nodeInvestmentAttributeWoBbg = null;
xnodeInvestmentWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("Investment");
nodeInvestmentAttributeWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("Investment");
//nodeInvestmentAttributeWoBbg.InnerXml = dr["Investment"].ToString();
nodeInvestmentAttributeWoBbg.InnerXml = dr[InvestmentField].ToString();
xnodeInvestmentWoBbg.AppendChild(nodeInvestmentAttributeWoBbg);
nodeInvestmentAttributeWoBbg = xdocNewInvestmentDataNoBbg.CreateElement("SourceInvestment");
if (sourceInvestments.ContainsKey(dr["Investment"].ToString()))
nodeInvestmentAttributeWoBbg.InnerXml = sourceInvestments[dr["Investment"].ToString()];
else
nodeInvestmentAttributeWoBbg.InnerXml = dr["Investment"].ToString();
xnodeInvestmentWoBbg.AppendChild(nodeInvestmentAttributeWoBbg);
XmlNode sourceInvestmentTypeNode = xdocNewInvestmentDataNoBbg.CreateElement("SourceInvestmentType");
DataRow[] drKickoutRows = dtKickouts.Select("SourceInvestment='" + nodeInvestmentAttributeWoBbg.InnerXml + "'");
if (drKickoutRows.Length > 0)
sourceInvestmentTypeNode.InnerXml = drKickoutRows[0]["SourceInvestmentType"].ToString();
xnodeInvestmentWoBbg.AppendChild(sourceInvestmentTypeNode);
//foreach(DataColumn dc in dr.Table.Columns)
// if (dc.ColumnName != "Investment")
// {
// xnodeInvestmentWoBbg = xdocNewInvestmentData.CreateElement(dc.ColumnName);
// xnodeInvestmentWoBbg.InnerXml = dr[dc.ColumnName].ToString();
// xnodeInvestmentWoBbg.AppendChild(xnodeInvestmentWoBbg);
// }
//set up investment node(s) for GV load
BuildGenevaInvestment(jobKeyCode, dtKickouts, xdocNewInvestmentDataNoBbg, ref xnodeInvestmentWoBbg, assetTypes, htIntlOptions);
//add to list of new investments
xdocNewInvestmentDataNoBbg.SelectSingleNode("//InvestmentRecords").AppendChild(xnodeInvestmentWoBbg);
}
}
instrs.instrument = instrsList.ToArray();
}
catch (Exception ex)
{
log.ErrorFormat(jobKeyCode,"{0}", ex);
log.ErrorFormat(jobKeyCode,"{0}", ex.StackTrace);
}
#endregion
#region submit request
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = fields;
sbmtGtDtreq.instruments = instrs;
#region unused
//Instrument bbUniqueId = new Instrument();
//bbUniqueId.id = "GB0003252318";
//bbUniqueId.type = InstrumentType.ISIN;
//bbUniqueId.typeSpecified = true;
//Setting the get data request parameter
// SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
// sbmtGtDtreq.headers = getDataHeaders;
// sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "TICKER", "PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
// sbmtGtDtreq.fields = new string[] { "ID_BB_UNIQUE", "PX_LAST"};
// Instruments instrs = new Instruments();
// System.Collections.Generic.List<Instrument> instrsList = new System.Collections.Generic.List<Instrument>();
// instrsList.Add(ticker);
// instrsList.Add(bbUniqueId);
//instrs.instrument = new Instrument[] { ticker, bbUniqueId };
// instrs.instrument = new Instrument[] {bbUniqueId };
// sbmtGtDtreq.instruments = new Instruments();
// sbmtGtDtreq.instruments = instrs;
#endregion
XmlNode xnodeInvestment = null;
XmlNode nodeInvestmentAttribute = null;
try
{
log.Info(jobKeyCode, "Submit Get Data Request");
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
log.Info(jobKeyCode, "status " + sbmtGtDtresp.statusCode.description);
log.Info(jobKeyCode, "Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
log.Info(jobKeyCode, "Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request if status is 100, up to 10 mins
DateTime dtStart = DateTime.Now;
do
{
System.Threading.Thread.Sleep(Bits.ModulesNS.SecMasterDataRetrieveHeavy.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
if (dtStart.AddMinutes(10) < DateTime.Now)
throw new Exception("Timeout exceeded. Bloomberg DLWS unavailable.");
}
while (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.DATA_NOT_AVAILABLE);
#endregion
#region process response
if (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.SUCCESS)
{
//BAMSym back conversion
if (dtKickouts.Columns.Contains("Symbol") && dtKickouts.Select("Symbol<>Investment").Length > 0)
{
foreach(DataRow drBamSym in dtKickouts.Select("Symbol<>Investment"))
{
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
if (rtrvGtDrResp.instrumentDatas[i].instrument.id.ToString().ToUpper() == drBamSym["Symbol"].ToString().ToUpper()
&& rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey.ToString().ToUpper() == drBamSym["FeedSymbol"].ToString().ToUpper())
{
rtrvGtDrResp.instrumentDatas[i].instrument.id =drBamSym["Investment"].ToString();
}
}
}
}
//Displaying and building the output for RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
//prepare new investment
xnodeInvestment = xdocNewInvestmentData.CreateElement("Investment");
log.Info(jobKeyCode, "Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
//add all request fields to investment node
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement("Investment");
nodeInvestmentAttribute.InnerXml = rtrvGtDrResp.instrumentDatas[i].instrument.id;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement("SourceInvestment");
if (sourceInvestments.ContainsKey(rtrvGtDrResp.instrumentDatas[i].instrument.id))
nodeInvestmentAttribute.InnerXml = sourceInvestments[rtrvGtDrResp.instrumentDatas[i].instrument.id];
else
nodeInvestmentAttribute.InnerXml = rtrvGtDrResp.instrumentDatas[i].instrument.id;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
XmlNode sourceInvestmentTypeNode = xdocNewInvestmentData.CreateElement("SourceInvestmentType");
DataRow[] drKickoutRows = dtKickouts.Select("SourceInvestment='" + nodeInvestmentAttribute.InnerXml + "'");
if (drKickoutRows.Length > 0)
sourceInvestmentTypeNode.InnerXml = drKickoutRows[0]["SourceInvestmentType"].ToString();
xnodeInvestment.AppendChild(sourceInvestmentTypeNode);
//accumulate bbg response data for investment
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
log.Info(jobKeyCode, "-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
log.Info(jobKeyCode, rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
else
{
nodeInvestmentAttribute = xdocNewInvestmentData.CreateElement(sbmtGtDtreq.fields[j]);
nodeInvestmentAttribute.InnerText = rtrvGtDrResp.instrumentDatas[i].data[j].value;
xnodeInvestment.AppendChild(nodeInvestmentAttribute);
log.Info(jobKeyCode, " " + sbmtGtDtreq.fields[j] + " : " + rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
//set up investment node(s) for GV load
BuildGenevaInvestment(jobKeyCode, dtKickouts, xdocNewInvestmentData, ref xnodeInvestment, assetTypes, htIntlOptions);
//add to list of new investments
xdocNewInvestmentData.SelectSingleNode("//InvestmentRecords").AppendChild(xnodeInvestment);
}
}
else if (rtrvGtDrResp.statusCode.code == Bits.ModulesNS.SecMasterDataRetrieveHeavy.REQUEST_ERROR)
log.Info(jobKeyCode, "Error in the submitted request");
#endregion
}
catch (Exception e)
{
log.Info(jobKeyCode, e.Message + " " + e.StackTrace);
return false;
}
return true;
}
public void run(PerSecurityWS ps)
{
//Setting request header information
GetCompanyHeaders gtCompHdrs = new GetCompanyHeaders();
gtCompHdrs.creditrisk = true;
//Setting instruments
Instrument ticker = new Instrument();
ticker.id = "AAPL US";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
//Setting the get Company request parameter
SubmitGetCompanyRequest sbmtGtCompReq = new SubmitGetCompanyRequest();
sbmtGtCompReq.headers = gtCompHdrs;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
sbmtGtCompReq.instruments = instrs;
//Setting fields for the request
FieldSet fieldSet = new FieldSet();
fieldSet.fieldmacro = FieldMacro.BO_CREDIT_RISK_COMPANY;
sbmtGtCompReq.fieldset = fieldSet;
try
{
Console.WriteLine("Submit Get Company Request");
SubmitGetCompanyResponse sbmtGtCompResp = ps.submitGetCompanyRequest(sbmtGtCompReq);
System.Console.WriteLine("status " + sbmtGtCompResp.statusCode.description);
System.Console.WriteLine("Submit Get Company request - response ID = " + sbmtGtCompResp.responseId);
//retrieve get company request. The response ID sent for the request is the response ID
//received from SubmitGetCompanyRequest()
Console.WriteLine("Retrieve Company request");
RetrieveGetCompanyRequest rtvGrCompReq = new RetrieveGetCompanyRequest();
rtvGrCompReq.responseId = sbmtGtCompResp.responseId;
RetrieveGetCompanyResponse rtrvGtCompResp = new RetrieveGetCompanyResponse();
//Keep sending the request if status is 100
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtCompResp = ps.retrieveGetCompanyResponse(rtvGrCompReq);
}
while (rtrvGtCompResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
if (rtrvGtCompResp.statusCode.code == PerSecurity.SUCCESS)
{
//Displaying the rtrvGtCompResp
for (int i = 0; i < rtrvGtCompResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :" + rtrvGtCompResp.instrumentDatas[i].instrument.id +
" " + rtrvGtCompResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtCompResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtCompResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtCompResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------_");
for (int l = 0; l < rtrvGtCompResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtCompResp.instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
else
Console.WriteLine(" " + rtrvGtCompResp.fields[j] + " : " + rtrvGtCompResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtCompResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in the submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(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 = SecMasterDataRetrieveHeavy.BbgDlwsHeavyWS.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 get history 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;
try
{
Console.WriteLine("Submit Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps.submitGetHistoryRequest(sbmtGtHistReq);
System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtHistResp.responseId);
Console.WriteLine("Retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
}
while (rtrvGtHistResp.statusCode.code== PerSecurity.DATA_NOT_AVAILABLE );
//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.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting headers
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.programflag = ProgramFlag.daily;
getDataHeaders.secmaster = true;
getDataHeaders.derived = true;
//Setting Instrument information
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.typeSpecified = true;
Instruments instrs1 = new Instruments();
instrs1.instrument = new Instrument[] { ticker };
Instruments instrs2 = new Instruments();
instrs2.instrument = new Instrument[] { bbUniqueId };
SubmitGetDataRequest sbmtGtDtReq1 = new SubmitGetDataRequest();
sbmtGtDtReq1.headers = getDataHeaders;
sbmtGtDtReq1.fields = new string[] { "PX_LAST" };
sbmtGtDtReq1.instruments = instrs1;
SubmitGetDataRequest sbmtGtDtReq2 = new SubmitGetDataRequest();
sbmtGtDtReq2.headers = getDataHeaders;
sbmtGtDtReq2.fields = new string[] { "PX_LAST" };
sbmtGtDtReq2.instruments = instrs2;
SubmitGetDataResponse sbmtGtDtResp1 = ps.submitGetDataRequest(sbmtGtDtReq1);
SubmitGetDataResponse sbmtGtDtResp2 = ps.submitGetDataRequest(sbmtGtDtReq1);
Console.WriteLine("Scheduled Req 1 GetData --> " + sbmtGtDtResp1.responseId);
Console.WriteLine("Scheduled Req 2 GetData --> " + sbmtGtDtResp2.responseId);
System.Threading.Thread.Sleep(30000);
SubmitCancelRequest submitCancelRequest = new SubmitCancelRequest();
Console.WriteLine("Sending submit cancel request");
CancelHeaders cancelHeaders = new CancelHeaders();
cancelHeaders.programflag = ProgramFlag.monthly;
submitCancelRequest.headers = cancelHeaders;
String[] responseIds = { sbmtGtDtResp1.responseId, sbmtGtDtResp2.responseId, "dummy_id.out" };
submitCancelRequest.responseId = responseIds;
SubmitCancelResponse submitCancelResponse = ps.submitCancelRequest(submitCancelRequest);
Console.WriteLine("Submit cancel request status: " + submitCancelResponse.statusCode.description +
" responseId: " + submitCancelResponse.responseId);
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
submitCancelResponse = ps.submitCancelRequest(submitCancelRequest);
} while (submitCancelResponse.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
RetrieveCancelRequest rreq = new RetrieveCancelRequest();
rreq.responseId = submitCancelResponse.responseId;
RetrieveCancelResponse retrieveCancelResponse = ps.retrieveCancelResponse(rreq);
Console.WriteLine("Sending retrieve cancel request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
retrieveCancelResponse = ps.retrieveCancelResponse(rreq);
} while (retrieveCancelResponse.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (retrieveCancelResponse.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve cancel request successful.");
CancelResponseStatus[] ls = retrieveCancelResponse.cancelResponseStatus;
for (int i = 0; i < ls.Length; i++)
{
Console.WriteLine("The cancel status for response id :"
+ ls[i].responseId + " is " + ls[i].cancelStatus.ToString());
}
}
else if (retrieveCancelResponse.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting request headers
GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
getHistHeaders.display_pricing_srcSpecified = true;
getHistHeaders.display_pricing_src = true;
Instrument ticker = new Instrument();
ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
Instrument[] instr = new Instrument[] { ticker };
Instruments instrs = new Instruments();
instrs.instrument = instr;
string[] fields = new string[] { "PX_LAST" };
SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();
sbmtGtHistReq.headers = getHistHeaders;
sbmtGtHistReq.instruments = instrs;
sbmtGtHistReq.fields = fields;
Console.WriteLine("Submit Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps.submitGetHistoryRequest(sbmtGtHistReq);
System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtHistResp.responseId);
Console.WriteLine("Retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
}
while (rtrvGtHistResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
//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("Date: " + rtrvGtHistResp.instrumentDatas[i].date.ToString());
Console.WriteLine("Pricing Source: " + rtrvGtHistResp.instrumentDatas[i].pricingSource);
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.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + e.StackTrace);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting request header information
GetDataHeaders getDataHdrs = new GetDataHeaders();
getDataHdrs.secmasterSpecified = true;
getDataHdrs.secmaster = true;
//Setting instruments for request
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.SECURITY_DES;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierValue = "SPX Index";
instrs.macro[0].overrides = new Override[1];
//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 = "OPTCHAIN";
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.SECURITY_DES;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierValue = "SPX Index";
//Setting fields for the request
string[] field = new string[] { "NAME", "TICKER", "PX_LAST" };
//Submit get data request
Console.WriteLine("Sending submit get data request");
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHdrs;
sbmtGtDtreq.fields = field;
sbmtGtDtreq.instruments = instrs;
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
System.Console.WriteLine("status " + sbmtGtDtresp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtDtresp.responseId);
//retrieve get data request. The response ID sent for the request is the response ID
//received from SubmitGetDataRequest()
Console.WriteLine("Retrieve data request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtresp.responseId;
RetrieveGetDataResponse rtrvGtDrResp = new RetrieveGetDataResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtDrResp = ps.retrieveGetDataResponse(rtrvGtDrReq);
}
while (rtrvGtDrResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
if (rtrvGtDrResp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get data request successful");
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
if (rtrvGtDrResp.instrumentDatas[i].code.Equals("0"))
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
//In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].data[j]
.bulkarray[k].data[l].value);
}
}
else
System.Console.WriteLine(" " + sbmtGtDtreq.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
//If an incorrect macro was passed in the request, display the error code and the incorrect macro
else
{
System.Console.WriteLine("\n Error Code " + rtrvGtDrResp.instrumentDatas[i].code +
": incorrect macro. The Macro object is as follows:");
Console.WriteLine("Primary Qualifier -");
Console.WriteLine("Primary Qualifier type:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierType);
Console.WriteLine("Primary Qualifier value:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierValue);
Console.WriteLine("Secondary Qualifier -");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].macro.secondaryQualifier.Length; l++)
{
Console.WriteLine("Secondary Qualifier type :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierType);
Console.WriteLine("Secondary Qualifier Value :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierValue);
Console.WriteLine("Secondary Qualifier Operator :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierOperator);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in the submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurityWS ps)
{
try{
// Setting headers for the request
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.derived = true;
// Setting list of instruments for data request
Instrument ticker = new Instrument();
ticker = new Instrument();
ticker.id = "IBM US";
ticker.type= InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument[] instr = new Instrument[] { ticker };
String[] field = new String[] { "ID_BB_UNIQUE", "TICKER",
"PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
BvalFieldSet fieldset = new BvalFieldSet();
fieldset.fieldmacro = BvalFieldMacro.BVAL_BOND;
// Submit get data request
SubmitGetDataRequest sbmtGetDtReq = new SubmitGetDataRequest();
sbmtGetDtReq.headers = getDataHeaders;
sbmtGetDtReq.fields = field;
sbmtGetDtReq.fieldsets = new BvalFieldSet[] { fieldset };
Instruments instrmnts = new Instruments();
instrmnts.instrument = instr;
sbmtGetDtReq.instruments = instrmnts ;
Console.WriteLine("Sending submit get data request");
SubmitGetDataResponse sbmtGetDtResp = ps
.submitGetDataRequest(sbmtGetDtReq);
Console.WriteLine("Submit get data request status: " + sbmtGetDtResp.statusCode.description +
" responseId: " + sbmtGetDtResp.responseId);
// Submit retrieve data
RetrieveGetDataRequest rtvGetDtReq = new RetrieveGetDataRequest();
rtvGetDtReq.responseId = sbmtGetDtResp.responseId;
RetrieveGetDataResponse rtvGetDtResp = new RetrieveGetDataResponse();
Console.WriteLine("Sending retrieve get data request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtvGetDtResp = ps.retrieveGetDataResponse(rtvGetDtReq);
} while (rtvGetDtResp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rtvGetDtResp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get data request successful. Response ID:" + rtvGetDtResp.responseId);
for (int i = 0; i < rtvGetDtResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rtvGetDtResp.instrumentDatas[i].instrument.id + " "
+ rtvGetDtResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtvGetDtResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(" "
+ rtvGetDtResp.fields[j]
+ ": "
+ rtvGetDtResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtvGetDtResp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}