/// <remarks/>
public void retrieveGetQuotesResponseAsync(RetrieveGetQuotesRequest retrieveGetQuotesRequest) {
this.retrieveGetQuotesResponseAsync(retrieveGetQuotesRequest, null);
}
/// <remarks/>
public void retrieveGetQuotesResponseAsync(RetrieveGetQuotesRequest retrieveGetQuotesRequest, object userState) {
if ((this.retrieveGetQuotesResponseOperationCompleted == null)) {
this.retrieveGetQuotesResponseOperationCompleted = new System.Threading.SendOrPostCallback(this.OnretrieveGetQuotesResponseOperationCompleted);
}
this.InvokeAsync("retrieveGetQuotesResponse", new object[] {
retrieveGetQuotesRequest}, this.retrieveGetQuotesResponseOperationCompleted, userState);
}
public void run(PerSecurityWS ps)
{
try
{
//Setting headers
QuotesHeaders headers = new QuotesHeaders();
DateRange dr = new DateRange();
DateTime start = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day);
if (new DateTime().DayOfWeek == DayOfWeek.Saturday)
{
TimeSpan ts1 = new TimeSpan(1, 0, 0, 0);
start = start.Subtract(ts1);
}
else if (new DateTime().DayOfWeek == DayOfWeek.Sunday)
{
start.AddDays(-2);
}
// 1 days worth of ticks
Period dRange = new Period();
dRange.start = start;
dRange.end = start;
dr.period = dRange ;
headers.daterange = dr;
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 };
//Sending Request
SubmitGetQuotesRequest req = new SubmitGetQuotesRequest();
req.headers = headers;
req.instruments = instrs;
Console.WriteLine("Sending submit get quotes request");
SubmitGetQuotesResponse resp = ps.submitGetQuotesRequest(req);
String responseId = resp.responseId;
Console.WriteLine("Submit get quotes request status: " + resp.statusCode.description +
" responseId: " + resp.responseId);
RetrieveGetQuotesRequest rreq = new RetrieveGetQuotesRequest();
rreq.responseId = responseId;
RetrieveGetQuotesResponse rresp = ps.retrieveGetQuotesResponse(rreq);
Console.WriteLine("Sending retrieve get quotes request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rresp = ps.retrieveGetQuotesResponse(rreq);
} while (rresp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rresp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get 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++)
{
Console.WriteLine("price = "
+ rresp.instrumentDatas[i].quotes[j].price
+ ", volume = "
+ rresp.instrumentDatas[i].quotes[j].volume);
}
}
}
else if (rresp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}