/// <summary>
/// Create the BB connection and populate field data
/// </summary>
/// <param name="Instruments"></param>
private void GetBBData(List <BloombergDataInstrument> Instruments, DateTime valuationDate)
{
// Update instruments depending on what date we need the data for
BloombergDataInstrument.eRequestType requestType = BloombergDataInstrument.eRequestType.Historical;
if (valuationdate == DateTime.Today.Date || useHistoricalRequests == false)
{
requestType = BloombergDataInstrument.eRequestType.Reference;
}
foreach (BloombergDataInstrument ins in Instruments)
{
ins.RequestType = requestType;
if (requestType == BloombergDataInstrument.eRequestType.Historical)
{
ins.DateFrom = valuationdate;
}
}
int reference = BERG_from_C_sharp.RequestBBdataVertically(Instruments, "OptionValueManager");
SaveTickerDataAndNotifyComplete(Instruments, reference);
}
public List <BloombergDataInstrument> ComposeBBobjects(List <RequestItem> requestItems)
{
List <BloombergDataInstrument> tickerList = new List <BloombergDataInstrument>();
int lastId = 0;
string lastTicker = "";
BloombergDataInstrument.eRequestType lastRequestType = BloombergDataInstrument.eRequestType.NotSet;
BloombergDataInstrument bdi = null;
foreach (RequestItem ri in requestItems)
{
if (ri.SendToBloomberg)
{
bool newBdi = false;
// For reference types, we can place the fields into the same bdi for speed
if (lastRequestType == ri.RequestType &&
ri.RequestType == BloombergDataInstrument.eRequestType.Reference)
{
if (string.Compare(lastTicker, ri.BBTicker, true) != 0)
{
newBdi = true;
}
}
else
{
if (lastId != ri.ID)
{
newBdi = true;
}
}
lastRequestType = ri.RequestType;
lastTicker = ri.BBTicker;
lastId = ri.ID;
if (newBdi)
{
// Next instrument class
bdi = new BloombergDataInstrument();
bdi.ResponseError = "";
bdi.RequestType = ri.RequestType;
bdi.ID = ri.ID;
bdi.EventType = ri.EventType == null ? null : ri.EventType.ToUpper();
bdi.Ticker = ri.BBTicker;
if (ri.DateFrom > DateTime.MinValue)
{
bdi.DateFrom = ri.DateFrom;
}
if (ri.DateTo > DateTime.MinValue)
{
bdi.DateTo = ri.DateTo;
}
else
{
// Just one day
bdi.DateTo = bdi.DateFrom;
}
bdi.Periodicity = ri.Periodicity;
}
foreach (RequestItemField field in ri.riFields.Values)
{
AddBBfield(bdi, field, ri.ID);
}
if (newBdi)
{
tickerList.Add(bdi);
}
}
}
return(tickerList);
}
