/// <summary>
/// Get override field informations
/// </summary>
/// <param name="ids"></param>
private void getFieldInformation(List <string> ids)
{
// get auth service
if (d_service == null)
{
if (d_session.OpenService(@"//blp/apiflds"))
{
d_service = d_session.GetService(@"//blp/apiflds");
}
}
Request request = d_service.CreateRequest("FieldInfoRequest");
request.Set("returnFieldDocumentation", true);
foreach (string id in ids)
{
request.Append("id", id);
}
// set field info request correlationID to 3000
CorrelationID cId = new CorrelationID(3000);
// cancel previous pending request
d_session.Cancel(cId);
d_session.SendRequest(request, cId);
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("CreateBasket");
// define the basket name
request.Set("EMSX_BASKET_NAME", "TestBasket");
// add any number of orders
request.Append("EMSX_SEQUENCE", 4313227);
request.Append("EMSX_SEQUENCE", 4313228);
//request.Append("EMSX_SEQUENCE", 1234567)
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("AssignTrader");
//request.Set("EMSX_REQUEST_SEQ", 1);
request.Append("EMSX_SEQUENCE", 3657359);
request.Append("EMSX_SEQUENCE", 3657360);
request.Set("EMSX_ASSIGNEE_TRADER_UUID", 12109783);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("SellSideAck");
//request.set("EMSX_REQUEST_SEQ", 1);
// Append is used as any number of orders can be ack'ed in a single request
request.Append("EMSX_SEQUENCE", 3852531);
// If performing the ack on an order owned by another team member, provide owner's UUID
//request.Set("EMSX_TRADER_UUID", 7654321);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("GroupRouteEx");
// Multiple order numbers can be added
request.Append("EMSX_SEQUENCE", 3663923);
request.Append("EMSX_SEQUENCE", 3663924);
request.Append("EMSX_SEQUENCE", 3663925);
// The fields below are mandatory
request.Set("EMSX_AMOUNT_PERCENT", 100); // Note the amount here is %age of order amount
request.Set("EMSX_BROKER", "BMTB");
// For GroupRoute, the below values need to be added, but are taken
// from the original order when the route is created.
request.Set("EMSX_HAND_INSTRUCTION", "ANY");
request.Set("EMSX_ORDER_TYPE", "MKT");
request.Set("EMSX_TICKER", "IBM US Equity");
request.Set("EMSX_TIF", "DAY");
// The fields below are optional
//request.Set("EMSX_ACCOUNT","TestAccount");
//request.Set("EMSX_BOOKNAME","BookName");
//request.Set("EMSX_CFD_FLAG", "1");
//request.Set("EMSX_CLEARING_ACCOUNT", "ClrAccName");
//request.Set("EMSX_CLEARING_FIRM", "FirmName");
//request.Set("EMSX_EXEC_INSTRUCTION", "Drop down values from EMSX Ticket");
//request.Set("EMSX_GET_WARNINGS", "0");
//request.Set("EMSX_GTD_DATE", "20170105");
//request.Set("EMSX_LIMIT_PRICE", 123.45);
//request.Set("EMSX_LOCATE_BROKER", "BMTB");
//request.Set("EMSX_LOCATE_ID", "SomeID");
//request.Set("EMSX_LOCATE_REQ", "Y");
//request.Set("EMSX_NOTES", "Some notes");
//request.Set("EMSX_ODD_LOT", "0");
//request.Set("EMSX_P_A", "P");
//request.Set("EMSX_RELEASE_TIME", 34341);
//request.Set("EMSX_REQUEST_SEQ", 1001);
//request.Set("EMSX_STOP_PRICE", 123.5);
//request.Set("EMSX_TRADER_UUID", 1234567);
// Set the Request Type if this is for multi-leg orders
// only valid for options
/*
* Element requestType = request.GetElement("EMSX_REQUEST_TYPE");
* requestType.SetChoice("Multileg");
* Element multileg = requestType.GetElement("Multileg");
* multileg.SetElement("EMSX_AMOUNT",10);
* multileg.GetElement("EMSX_ML_RATIO").AppendValue(2);
* multileg.GetElement("EMSX_ML_RATIO").AppendValue(3);
*/
// Add the Route Ref ID values
Element routeRefIDPairs = request.GetElement("EMSX_ROUTE_REF_ID_PAIRS");
Element route1 = routeRefIDPairs.AppendElement();
route1.SetElement("EMSX_ROUTE_REF_ID", "MyRouteRef1");
route1.SetElement("EMSX_SEQUENCE", 3663923);
Element route2 = routeRefIDPairs.AppendElement();
route2.SetElement("EMSX_ROUTE_REF_ID", "MyRouteRef2");
route2.SetElement("EMSX_SEQUENCE", 3663924);
Element route3 = routeRefIDPairs.AppendElement();
route3.SetElement("EMSX_ROUTE_REF_ID", "MyRouteRef3");
route3.SetElement("EMSX_SEQUENCE", 3663925);
// Below we establish the strategy details. Strategy details
// are common across all orders in a GroupRoute operation.
// The following segment can be removed if no broker strategies are used
Element strategy = request.GetElement("EMSX_STRATEGY_PARAMS");
strategy.SetElement("EMSX_STRATEGY_NAME", "VWAP");
Element indicator = strategy.GetElement("EMSX_STRATEGY_FIELD_INDICATORS");
Element data = strategy.GetElement("EMSX_STRATEGY_FIELDS");
// Strategy parameters must be appended in the correct order. See the output
// of GetBrokerStrategyInfo request for the order. The indicator value is 0 for
// a field that carries a value, and 1 where the field should be ignored
data.AppendElement().SetElement("EMSX_FIELD_DATA", "09:30:00"); // StartTime
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 0);
data.AppendElement().SetElement("EMSX_FIELD_DATA", "10:30:00"); // EndTime
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 0);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // Max%Volume
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // %AMSession
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // OPG
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // MOC
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // CompletePX
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // TriggerPX
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // DarkComplete
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // DarkCompPX
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // RefIndex
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
data.AppendElement().SetElement("EMSX_FIELD_DATA", ""); // Discretion
indicator.AppendElement().SetElement("EMSX_FIELD_INDICATOR", 1);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void run(String[] args)
{
d_port = 8194;
d_hosts = new List <string>();
if (!parseCommandLine(args))
{
return;
}
// create session
if (!createSession())
{
System.Console.Error.WriteLine("Failed to open session");
return;
}
if (d_authOption != "NONE")
{
// Authenticate user using Generate Token Request
if (!GenerateToken(out d_token))
{
return;
}
//Authorization : pass Token into authorization request. Returns User handle with user's entitlements info set by server.
if (!IsBPipeAuthorized(d_token, out d_identity))
{
return;
}
}
if (!d_session.OpenService(APIFLDS_SVC))
{
System.Console.Error.WriteLine("Failed to open " + APIFLDS_SVC);
return;
}
Service fieldInfoService = d_session.GetService(APIFLDS_SVC);
Request request = fieldInfoService.CreateRequest(
"FieldInfoRequest");
Element idList = request.GetElement("id");
request.Append("id", "LAST_PRICE");
request.Append("id", "pq005");
request.Append("id", "zz0002");
request.Set("returnFieldDocumentation", false);
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption == "NONE")
{
d_session.SendRequest(request, null);
}
else
{
// request data with identity object
d_session.SendRequest(request, d_identity, null);
}
while (true)
{
try
{
Event eventObj = d_session.NextEvent();
foreach (Message msg in eventObj)
{
if (eventObj.Type != Event.EventType.RESPONSE &&
eventObj.Type != Event.EventType.PARTIAL_RESPONSE)
{
continue;
}
Element fields = msg.GetElement(FIELD_DATA);
int numElements = fields.NumValues;
printHeader();
for (int i = 0; i < numElements; i++)
{
printField(fields.GetValueAsElement(i));
}
System.Console.WriteLine();
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
catch (Exception ex)
{
System.Console.WriteLine("Got Exception:" + ex);
}
}
}
public Dictionary <string, string> DownloadFieldInfo(string securityName, IEnumerable <IField> fields)
{
var outDict = new Dictionary <string, string>();
Request request = refDataService.CreateRequest("FieldInfoRequest");
if (fields == null || fields.Count() == 0)
{
return(null);
}
foreach (var item in fields)
{
request.Append("id", item.FieldName);
}
request.Set("returnFieldDocumentation", true);
session.SendRequest(request, null);
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.RESPONSE || eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
foreach (var msg in eventObj)
{
if (msg.AsElement.HasElement("responseError"))
{
throw new Exception("Response error for fields [" + fields.ToExtendedString() + "]: " + msg.GetElement("responseError").GetElement("message") + "field: ");
}
Element securityDataArray = msg.GetElement("fieldData");
for (int i = 0; i < securityDataArray.NumValues; i++)
{
Element fieldData = securityDataArray.GetValueAsElement(i);
try
{
Element fieldInfo = fieldData.GetElement("fieldInfo");
string fieldName = fieldInfo.GetElementAsString("mnemonic");
string output = fieldInfo.GetElementAsString("documentation");
var fieldNickName = from f in fields
where f.FieldName == fieldName
select f.FieldNickName;
foreach (var f in fieldNickName)
{
if (!outDict.ContainsKey(f))
{
outDict.Add(f, output);
}
}
}
catch
{
Trace.WriteLine("Problem Downloading Field Definition for " + fieldData.GetElement("id"));
}
}
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
done = true;
}
}
return(outDict);
}
public IEnumerable <Tuple <string, SortedList <DateTime, dynamic> > > DownloadData(List <string> securityNames, List <IField> fields, DateTime?startDate = null, DateTime?endDate = null)
{
try
{
Request request = refDataService.CreateRequest(fields[0].requestType);
foreach (var name in securityNames)
{
request.Append("securities", name);
}
foreach (var f in fields)
{
request.Append("fields", f.FieldName);
}
Element overrides = request["overrides"];
foreach (var item in fields[0].Overrides)
{
if (item.Key.Length > 0 && item.Value.Length > 0)
{
dynamic value = ParseBool(item.Value);
if (!IsOverride(item.Key))
{
request.Set(item.Key, value);
}
else
{
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", item.Key);
override1.SetElement("value", value);
}
}
}
if (fields[0].requestType == "HistoricalDataRequest")
{
var d = startDate.Value;
if (startDate != null)
{
request.Set("startDate", startDate.Value.ToString("yyyyMMdd"));
}
if (endDate != null)
{
var nextYear = new DateTime(DateTime.Today.Year + 1, 1, 1);
DateTime upperLimit = endDate.Value > nextYear ? nextYear : endDate.Value;
request.Set("endDate", upperLimit.ToString("yyyyMMdd"));
}
request.Set("maxDataPoints", 10000);
}
session.SendRequest(request, null);
}
catch
{
Trace.WriteLine("\nWrong bloomberg request for " + fields[0].FieldNickName);
yield break;
}
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.RESPONSE || eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
foreach (var msg in eventObj)
{
if (msg.AsElement.HasElement("responseError"))
{
throw new Exception("Response error for fields [" + fields.ToExtendedString() + "]: " + msg.GetElement("responseError").GetElement("message") + "field: ");
}
Element securityData = msg.GetElement("securityData");
foreach (var item in ParseUniversal(securityData, fields))
{
yield return(item);
}
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
done = true;
}
}
}
private void run(String[] args)
{
d_serverHost = "localhost";
d_serverPort = 8194;
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_serverHost;
sessionOptions.ServerPort = d_serverPort;
System.Console.WriteLine("Connecting to " + d_serverHost
+ ":" + d_serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService(APIFLDS_SVC))
{
System.Console.WriteLine("Failed to open service: "
+ APIFLDS_SVC);
return;
}
Service fieldInfoService = session.GetService(APIFLDS_SVC);
Request request = fieldInfoService.CreateRequest(
"FieldInfoRequest");
Element idList = request.GetElement("id");
request.Append("id", "LAST_PRICE");
request.Append("id", "pq005");
request.Append("id", "zz0002");
request.Set("returnFieldDocumentation", false);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
try
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
if (eventObj.Type != Event.EventType.RESPONSE &&
eventObj.Type != Event.EventType.PARTIAL_RESPONSE)
{
continue;
}
Element fields = msg.GetElement(FIELD_DATA);
int numElements = fields.NumValues;
printHeader();
for (int i = 0; i < numElements; i++)
{
printField(fields.GetValueAsElement(i));
}
System.Console.WriteLine();
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
catch (Exception ex)
{
System.Console.WriteLine("Got Exception:" + ex);
}
}
}