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); } }
/// <remarks/> public void retrieveGetDataResponseAsync(RetrieveGetDataRequest retrieveGetDataRequest) { this.retrieveGetDataResponseAsync(retrieveGetDataRequest, null); }
/// <remarks/> public void retrieveGetDataResponseAsync(RetrieveGetDataRequest retrieveGetDataRequest, object userState) { if ((this.retrieveGetDataResponseOperationCompleted == null)) { this.retrieveGetDataResponseOperationCompleted = new System.Threading.SendOrPostCallback(this.OnretrieveGetDataResponseOperationCompleted); } this.InvokeAsync("retrieveGetDataResponse", new object[] { retrieveGetDataRequest}, this.retrieveGetDataResponseOperationCompleted, userState); }
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) { //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 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) { 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); } }