public ReferenceDataRequestInfo(IEnumerable<string> tickers, IEnumerable<string> fields) { Id = new CorrelationID(); Tickers = new List<string>(tickers); Fields = new List<string>(fields); Response = new ReferenceDataResponse(this); }
public void ParseValidRequestTest() { string referenceDataResponse = "ReferenceDataResponse={}"; var handler = new BloombergReferenceDataHandlerMock(referenceDataResponse); handler.AddField("PX_BID"); handler.AddSecurity("DE000CZ36U01@CBED CORP"); var response = new ReferenceDataResponse(handler.RequestInfo); var message = new TweakMessage(); response.SaveMessage(message); Assert.AreEqual(1, handler.Fields.Count); Assert.AreEqual(1, handler.Tickers.Count); Assert.AreEqual(1, response.Fields.Count); Assert.AreEqual(1, response.Securities.Count); }
public SecurityData(ReferenceDataResponse context, Element securityData) : this(context.GetDescription()) { _securityData = securityData; Security = _securityData.GetElementAsString("security"); SequenceNr = _securityData.GetElementAsInt32("sequenceNumber"); if (_securityData.HasElement("securityError")) { _securityError = new SecurityError(_securityData.GetElement("securityError")); } else { if (_securityData.HasElement("fieldData")) { Element _fieldDataArray = _securityData.GetElement("fieldData"); for (int i = 0; i < context.Fields.Count; i++) { if (_fieldDataArray.HasElement(context.Fields[i])) { var field = new FieldData(_fieldDataArray.GetElement(context.Fields[i])); Fields[field.Name] = field; } } } if (_securityData.HasElement("fieldExceptions")) { Element _fieldExceptionsArray = _securityData.GetElement("fieldExceptions"); for (int i = 0; i < _fieldExceptionsArray.NumValues; i++) { FieldExceptions.Add(new FieldException(_fieldExceptionsArray.GetValueAsElement(i))); } } } }
public BidAskResponse(ReferenceDataResponse response) { tickerPriceCollection = new Dictionary<string, PriceInfo>(); this.response = response; ParseResponse(); }
private void HandleReferenceDataResponse(ReferenceDataResponse obj) { throw new NotImplementedException(); }