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 SecurityData GetSecurityData(string issuerTicker) { ReferenceDataResponse response = SessionWrapper.RequestDescriptions.Values.First(info => info.Tickers.Contains(issuerTicker)).Response; SecurityData securityData = response.Securities.Select(kvp => kvp.Value).First(data => data.Security.Equals(issuerTicker)); return(securityData); }
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 BidAskResponse(ReferenceDataResponse response) { tickerPriceCollection = new Dictionary <string, PriceInfo>(); this.response = response; ParseResponse(); }
private void HandleReferenceDataResponse(ReferenceDataResponse obj) { throw new NotImplementedException(); }