public bool GetCurrencyRates(DataTable exchangeRates)
{
int noOfRates;
DataRow dr;
//var binding = new BasicHttpsBinding("PerSecurityHttpsBinding");
var binding = new BasicHttpBinding("PerSecurityHttpBinding");
//var binding = new WSHttpBinding("PerSecurityWSBinding2");
var endpoint = new EndpointAddress(new Uri(endpointurl));
//var channelFactory = new ChannelFactory<PerSecurityWSChannel>(binding, endpoint);
var channelFactory = new ChannelFactory <PerSecurityWS>(binding, endpoint);
channelFactory.Credentials.
ClientCertificate.Certificate = new X509Certificate2(certificatePath);
binding.Security.Transport.ClientCredentialType = HttpClientCredentialType.Certificate;
channelFactory.Open();
//PerSecurityWSChannel ps = channelFactory.CreateChannel();
PerSecurityWS ps = channelFactory.CreateChannel();
//Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders
{
secmaster = true,
secmasterSpecified = true,
closingvalues = true,
closingvaluesSpecified = true
};
// Console.WriteLine("test 1 ");
noOfRates = exchangeRates.Rows.Count;
if (noOfRates < 1)
{
return(true);
}
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest
{
headers = getDataHeaders,
fields = CurrencyTypeToFetch(),
//Old version
instruments = new Instrument[noOfRates] // { ticker1};
};
//sbmtGtDtreq.instruments = new Instruments();
//sbmtGtDtreq.instruments.instrument = new Instrument[noOfRates];
for (int i = 0; i < noOfRates; i++)
{
dr = exchangeRates.Rows[i];
//Old version
sbmtGtDtreq.instruments[i] = new Instrument
{
id = dr.ItemArray[0].ToString(),
yellowkey = MarketSector.Curncy,
yellowkeySpecified = true
};
} // end for
try
{
ServicePointManager.Expect100Continue = true;
ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
submitGetDataRequestRequest sbmtGtDtreq0 = new submitGetDataRequestRequest(sbmtGtDtreq);
SubmitGetDataResponse sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq0).submitGetDataResponse;
}
catch (Exception exx)
{
Console.WriteLine(exx.Message);
return(false);
}
finally
{
((PerSecurityWSChannel)ps).Close();
channelFactory.Close();
}
return(true);
}
public void run(PerSecurityWS ps)
{
try
{
// Setting the instruments for request
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.yellowkeySpecified = false;
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
// Setting request header
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.programflagSpecified = true;
getDataHeaders.programflag = ProgramFlag.daily;
getDataHeaders.rundate = DateTime.Today.ToString("yyyyMMdd");
getDataHeaders.time = "0010";
getDataHeaders.derived = true;
getDataHeaders.specialchar = SpecialChar.fraction;
getDataHeaders.dateformat = DateFormat.ddmmyyyy;
getDataHeaders.dateformatSpecified = true;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { bbUniqueId, ticker };
// Submit getdata request
SubmitGetDataRequest sbmtGtDrReq = new SubmitGetDataRequest();
sbmtGtDrReq.headers = getDataHeaders;
sbmtGtDrReq.fields = new string[] { "ID_BB_UNIQUE", "TICKER", "PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
sbmtGtDrReq.instruments = instrs;
Console.WriteLine("Submit getdata request");
submitGetDataRequestRequest sbmtGtDrReqReq = new submitGetDataRequestRequest(sbmtGtDrReq);
submitGetDataRequestResponse sbmtGetDtReqResp = ps.submitGetDataRequest(sbmtGtDrReqReq);
SubmitGetDataResponse sbmtGetDtResp = sbmtGetDtReqResp.submitGetDataResponse;
System.Console.WriteLine("Submit getdata response Id = " + sbmtGetDtResp.responseId + "\n");
// Submit scheduled request for the getdata request sent above
SubmitScheduledRequest sbmtSchReq = new SubmitScheduledRequest();
Console.WriteLine("Submit scheduled request");
submitScheduledRequestRequest sbmtSchReqReq = new submitScheduledRequestRequest(sbmtSchReq);
submitScheduledRequestResponse sbmtSchReqResp = ps.submitScheduledRequest(sbmtSchReqReq);
SubmitScheduledResponse sbmtSchResp = sbmtSchReqResp.submitScheduledResponse;
Console.WriteLine("Submit Schedule request responseID : " + sbmtSchResp.responseId + "\n");
// Submit retrieve scheduled request to display all the scheduled files and check to see
// if the daily job requested was addeds
Console.WriteLine("Retrieve scheduled request");
RetrieveScheduledRequest rtrvSchReq = new RetrieveScheduledRequest();
rtrvSchReq.responseId = sbmtSchResp.responseId;
retrieveScheduledResponseRequest rtrvSchRespReq = new retrieveScheduledResponseRequest(rtrvSchReq);
retrieveScheduledResponseResponse rtrvSchRespResp;
RetrieveScheduledResponse rtrvSchResp;
// Keep sending the request until the entire response is received
do
{
Console.WriteLine("Polling for scheduled request");
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtrvSchRespResp = ps.retrieveScheduledResponse(rtrvSchRespReq);
rtrvSchResp = rtrvSchRespResp.retrieveScheduledResponse;
}while (rtrvSchResp.statusCode.code == PerSecurity.DataNotAvailable);
Console.WriteLine(rtrvSchResp.responseId);
for (int i = 0; i < rtrvSchResp.fileDatas.Length; i++)
{
if (rtrvSchResp.fileDatas[i].responseId == sbmtGetDtResp.responseId)
{
Console.WriteLine("Response ID requested by submit getdata request: " +
rtrvSchResp.fileDatas[i].responseId);
}
else
{
Console.WriteLine("Response ID: " + rtrvSchResp.fileDatas[i].responseId + "\n");
}
Console.WriteLine("Response Header for retrieve schedule request");
Dictionary <string, dynamic> headerRef = new Dictionary <string, dynamic>();
headerRef.Add("getdata", rtrvSchResp.fileDatas[i].headers.getdataHeaders);
headerRef.Add("gethistory", rtrvSchResp.fileDatas[i].headers.gethistoryHeaders);
headerRef.Add("getquotes", rtrvSchResp.fileDatas[i].headers.getquotesHeaders);
headerRef.Add("getallquotes", rtrvSchResp.fileDatas[i].headers.getallquotesHeaders);
headerRef.Add("getactions", rtrvSchResp.fileDatas[i].headers.getactionsHeaders);
headerRef.Add("getcompany", rtrvSchResp.fileDatas[i].headers.getcompanyHeaders);
headerRef.Add("getfundamentals", rtrvSchResp.fileDatas[i].headers.getfundamentalsHeaders);
foreach (KeyValuePair <string, dynamic> header in headerRef)
{
if (header.Value != null)
{
Console.WriteLine("ProgramName: " + header.Key);
Console.WriteLine("Date: " + header.Value.rundate +
" Time: " + header.Value.time + " Scheduled: " +
header.Value.programflag);
if (rtrvSchResp.fileDatas[i].fields != null)
{
Console.WriteLine("Fields");
for (int j = 0; j < rtrvSchResp.fileDatas[i].fields.Length; j++)
{
Console.WriteLine(rtrvSchResp.fileDatas[i].fields[j]);
}
}
if (rtrvSchResp.fileDatas[i].instruments != null)
{
Console.WriteLine("Instruments");
for (int j = 0; j < rtrvSchResp.fileDatas[i].instruments.instrument.Length; j++)
{
Console.WriteLine("ID: " + rtrvSchResp.fileDatas[i].instruments.instrument[j].id +
" Type: " + rtrvSchResp.fileDatas[i].instruments.instrument[j].type);
}
}
}
}
}
// Sending a request to cancel the request for the daily job
CancelHeaders cancelHeaders = new CancelHeaders();
cancelHeaders.programflag = ProgramFlag.daily;
SubmitCancelRequest sbCancelReq = new SubmitCancelRequest();
// use the responce id of the original multiday request submitted above.
sbCancelReq.responseId = new string[] { sbmtGetDtResp.responseId };
sbCancelReq.headers = cancelHeaders;
Console.WriteLine("Submit Cancel request");
submitCancelRequestRequest sbCancelReqReq = new submitCancelRequestRequest(sbCancelReq);
submitCancelRequestResponse sbCancelReqResp = ps.submitCancelRequest(sbCancelReqReq);
SubmitCancelResponse sbCancelResp = sbCancelReqResp.submitCancelResponse;
if (sbCancelResp.statusCode.code == 0)
{
Console.WriteLine("Submit Cancel request response ID: " + sbCancelResp.responseId);
}
// Checked the scheduled request to check if the daily job has been removed
SubmitScheduledRequest sbmtSchReqCheck = new SubmitScheduledRequest();
Console.WriteLine("Submit scheduled request");
submitScheduledRequestRequest sbmtSchReqReqCheck = new submitScheduledRequestRequest(sbmtSchReqCheck);
submitScheduledRequestResponse sbmtSchReqRespCheck = ps.submitScheduledRequest(sbmtSchReqReqCheck);
SubmitScheduledResponse sbmtSchRespCheck = sbmtSchReqRespCheck.submitScheduledResponse;
Console.WriteLine("Submit Schedule request responseID : " + sbmtSchRespCheck.responseId + "\n");
Console.WriteLine("Retrieve scheduled request");
RetrieveScheduledRequest schReqCheck = new RetrieveScheduledRequest();
schReqCheck.responseId = sbmtSchRespCheck.responseId;
retrieveScheduledResponseRequest schRespReqCheck = new retrieveScheduledResponseRequest(schReqCheck);
retrieveScheduledResponseResponse schRespRespCheck;
RetrieveScheduledResponse schRespCheck;
int pollCnt = 0;
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
schRespRespCheck = ps.retrieveScheduledResponse(schRespReqCheck);
schRespCheck = schRespRespCheck.retrieveScheduledResponse;
pollCnt++;
}while (schRespCheck.fileDatas == null && pollCnt < 5); // Keep polling for few times
Console.WriteLine("response ID for retrieveSchedule respone: " + schRespCheck.responseId);
bool flag = false;
string dispRespId = null;
if (schRespCheck.fileDatas != null)
{
for (int i = 0; i < schRespCheck.fileDatas.Length; i++)
{
if (schRespCheck.fileDatas[i].responseId == sbmtGetDtResp.responseId)
{
flag = true;
dispRespId = schRespCheck.fileDatas[i].responseId;
break;
}
}
}
if (flag)
{
Console.WriteLine("The daily job with response ID: " + dispRespId +
" was not cancelled successfully");
}
else
{
Console.WriteLine("The daily job was cancelled successfully");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + e.StackTrace);
}
}
public bool GetCurrencyRates1(DataTable exchangeRates)
{
DataRow dr;
int noOfRates;
PerSecurityWSClient ps = new PerSecurityWSClient("PerSecurityHttpPort");
//PerSecurityWSClient ps = new PerSecurityWSClient("PerSecurityHttpsPort");
// PerSecurityWSClient ps = new PerSecurityWSClient("PerSecurityWSPort");
//X509Certificate2 clientCert = new X509Certificate2(certificatePath);
X509Certificate2 clientCert = GetBloomBergCertificate();
ps.ClientCredentials.ClientCertificate.Certificate = clientCert;
//Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders
{
secmaster = true,
secmasterSpecified = true,
closingvalues = true,
closingvaluesSpecified = true
};
// Console.WriteLine("test 1 ");
noOfRates = exchangeRates.Rows.Count;
if (noOfRates < 1)
{
return(true);
}
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest
{
headers = getDataHeaders,
fields = CurrencyTypeToFetch(),
//Old version
instruments = new Instrument[noOfRates] // { ticker1};
};
//sbmtGtDtreq.instruments = new Instruments();
//sbmtGtDtreq.instruments.instrument = new Instrument[noOfRates];
for (int i = 0; i < noOfRates; i++)
{
dr = exchangeRates.Rows[i];
//Old version
sbmtGtDtreq.instruments[i] = new Instrument
{
id = dr.ItemArray[0].ToString(),
yellowkey = MarketSector.Curncy,
yellowkeySpecified = true
};
//sbmtGtDtreq.instruments.instrument[i] = new Instrument();
//sbmtGtDtreq.instruments.instrument[i].id = dr.ItemArray[0].ToString();
//sbmtGtDtreq.instruments.instrument[i].yellowkey = MarketSector.Curncy;
//sbmtGtDtreq.instruments.instrument[i].yellowkeySpecified = true;
} // end for
try
{
ServicePointManager.Expect100Continue = true;
ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
SubmitGetDataResponse sbmtGtDtresp = new SubmitGetDataResponse();
sbmtGtDtresp = ps.submitGetDataRequest(sbmtGtDtreq);
}
catch (Exception exx)
{
Console.WriteLine(exx.Message);
return(false);
}
return(true);
}
public void run(PerSecurityWSDL.PerSecurityWS ps)
{
// Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
// Setting Instrument information
Instrument bbUniqueId1 = new Instrument();
bbUniqueId1.id = "EQ0010174300001000";
bbUniqueId1.type = InstrumentType.BB_UNIQUE;
bbUniqueId1.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.typeSpecified = true;
Instrument bbUniqueId2 = new Instrument();
bbUniqueId2.id = "US0231351067";
bbUniqueId2.type = InstrumentType.ISIN;
bbUniqueId2.typeSpecified = true;
// group all instrument into a single instance of type Instruments.
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { bbUniqueId1, ticker, bbUniqueId2 };
System.Collections.Generic.List <Instrument> instrsList = new System.Collections.Generic.List <Instrument>();
// Setting the getdata request parameter
SubmitGetDataRequest sbmtGtDtReq = new SubmitGetDataRequest();
sbmtGtDtReq.headers = getDataHeaders;
sbmtGtDtReq.fields = new string[] { "ID_BB_UNIQUE", "PX_LAST" };
// sbmtGtDtReq.instruments = new Instruments();
sbmtGtDtReq.instruments = instrs;
try
{
Console.WriteLine("Submit getdata Request");
submitGetDataRequestRequest sbmtGtDtReqReq = new submitGetDataRequestRequest(sbmtGtDtReq);
submitGetDataRequestResponse sbmtGtDtReqResp = ps.submitGetDataRequest(sbmtGtDtReqReq);
SubmitGetDataResponse sbmtGtDtResp = sbmtGtDtReqResp.submitGetDataResponse;
System.Console.WriteLine("status " + sbmtGtDtResp.statusCode.description);
System.Console.WriteLine("Submit getdata request - response ID = " + sbmtGtDtResp.responseId);
// retrieve getdata request. The response ID sent for the request is the response ID
// received from SubmitGetDataRequest()
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtResp.responseId;
retrieveGetDataResponseRequest rtrvGtDrRespReq = new retrieveGetDataResponseRequest(rtrvGtDrReq);
retrieveGetDataResponseResponse rtrvGtDrRespResp;
RetrieveGetDataResponse rtrvGtDrResp;
Console.WriteLine("Retrieve getdata request");
// Keep polling until data becomes available
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtrvGtDrRespResp = ps.retrieveGetDataResponse(rtrvGtDrRespReq);
rtrvGtDrResp = rtrvGtDrRespResp.retrieveGetDataResponse;
}while (rtrvGtDrResp.statusCode.code == PerSecurity.DataNotAvailable);
if (rtrvGtDrResp.statusCode.code == PerSecurity.Success)
{
// Displaying the RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
// In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
{
Console.WriteLine(rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
}
else
{
Console.WriteLine(" " + rtrvGtDrResp.fields[j] + " : " + rtrvGtDrResp.
instrumentDatas[i].data[j].value);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurityWSDL.PerSecurityWS ps)
{
// Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
// Setting overrides
Override[] ovride = new Override[4];
ovride[0] = new Override();
ovride[0].field = "VWAP_START_DT";
DateTime start = DateTime.Today;
// Specifying VWAP_START_DT in yyyymmdd format
if (start.Month < 10)
{
ovride[0].value = start.Year.ToString() + "0" + start.Month.ToString() + start.Day.ToString();
}
else
{
ovride[0].value = start.Year.ToString() + start.Month.ToString() + start.Day.ToString();
}
ovride[1] = new Override();
ovride[1].field = "VWAP_END_DT";
DateTime end = DateTime.Today;
// Specifying VWAP_END_DT in yyyymmdd format
if (start.Month < 10)
{
ovride[1].value = end.Year.ToString() + "0" + end.Month.ToString() + end.Day.ToString();
}
else
{
ovride[1].value = end.Year.ToString() + end.Month.ToString() + end.Day.ToString();
}
ovride[2] = new Override();
ovride[2].field = "VWAP_START_TIME";
ovride[2].value = "10:00";
ovride[3] = new Override();
ovride[3].field = "VWAP_END_TIME";
ovride[3].value = "11:00";
// Setting the instruments for request
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.yellowkeySpecified = false;
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
bbUniqueId.overrides = ovride;
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
ticker.overrides = ovride;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker, bbUniqueId };
// Setting the getdata request parameter
SubmitGetDataRequest sbmtGtDtReq = new SubmitGetDataRequest();
sbmtGtDtReq.headers = getDataHeaders;
sbmtGtDtReq.fields = new string[] { "EQY_WEIGHTED_AVG_PX" };
sbmtGtDtReq.instruments = instrs;
try
{
Console.WriteLine("Submit getdata Request");
submitGetDataRequestRequest sbmtGtDtReqReq = new submitGetDataRequestRequest(sbmtGtDtReq);
submitGetDataRequestResponse sbmtGtDtReqResp = ps.submitGetDataRequest(sbmtGtDtReqReq);
SubmitGetDataResponse sbmtGtDtResp = sbmtGtDtReqResp.submitGetDataResponse;
System.Console.WriteLine("status " + sbmtGtDtResp.statusCode.description);
System.Console.WriteLine("Submit getdata request - response ID = " + sbmtGtDtResp.responseId);
// retrieve getdata request. The response ID sent for the request is the response ID
// received from SubmitGetDataRequest()
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtResp.responseId;
retrieveGetDataResponseRequest rtrvGtDrRespReq = new retrieveGetDataResponseRequest(rtrvGtDrReq);
retrieveGetDataResponseResponse rtrvGtDrRespResp;
RetrieveGetDataResponse rtrvGtDrResp;
Console.WriteLine("Retrieve getdata request");
// Keep polling until data becomes available
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtrvGtDrRespResp = ps.retrieveGetDataResponse(rtrvGtDrRespReq);
rtrvGtDrResp = rtrvGtDrRespResp.retrieveGetDataResponse;
}while (rtrvGtDrResp.statusCode.code == PerSecurity.DataNotAvailable);
if (rtrvGtDrResp.statusCode.code == PerSecurity.Success)
{
// Displaying the RetrieveGetDataResponse
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
// In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
{
Console.WriteLine(rtrvGtDrResp.
instrumentDatas[i].data[j].bulkarray[k].data[l].value);
}
}
}
else
{
Console.WriteLine(" " + rtrvGtDrResp.fields[j] + " : " + rtrvGtDrResp.
instrumentDatas[i].data[j].value);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurity_Dotnet.PerSecurityWSDL.PerSecurityWS ps)
{
try
{
// Setting request header information
GetDataHeaders getDataHdrs = new GetDataHeaders();
getDataHdrs.secmasterSpecified = true;
getDataHdrs.secmaster = true;
// Setting instruments for request
Instruments instrs = new Instruments();
instrs.macro = new Macro[2];
instrs.macro[0] = new Macro();
instrs.macro[0].primaryQualifier = new PrimaryQualifier();
instrs.macro[0].primaryQualifier.primaryQualifierType = MacroType.SECTYP;
instrs.macro[0].primaryQualifier.primaryQualifierValue = "OPT_CHAIN";
instrs.macro[0].secondaryQualifier = new SecondaryQualifier[1];
instrs.macro[0].secondaryQualifier[0] = new SecondaryQualifier();
instrs.macro[0].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierType = SecondaryQualifierType.SECURITY_DES;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierValue = "AMZN US Equity";
instrs.macro[0].overrides = new Override[1];
// A sample of incorrect macro
instrs.macro[1] = new Macro();
instrs.macro[1].primaryQualifier = new PrimaryQualifier();
instrs.macro[1].primaryQualifier.primaryQualifierType = MacroType.SECTYP;
instrs.macro[1].primaryQualifier.primaryQualifierValue = "OPTCHAIN";
instrs.macro[1].secondaryQualifier = new SecondaryQualifier[1];
instrs.macro[1].secondaryQualifier[0] = new SecondaryQualifier();
instrs.macro[1].secondaryQualifier[0].secondaryQualifierOperator = SecondaryQualifierOperator.Equals;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierType = SecondaryQualifierType.SECURITY_DES;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierValue = "AMZN US Equity";
// Setting fields for the request
string[] field = new string[] { "NAME", "TICKER", "PX_LAST" };
// Submit getdata request
Console.WriteLine("Sending submit getdata request");
SubmitGetDataRequest sbmtGtDtReq = new SubmitGetDataRequest();
sbmtGtDtReq.headers = getDataHdrs;
sbmtGtDtReq.fields = field;
sbmtGtDtReq.instruments = instrs;
submitGetDataRequestRequest sbmtGtDtReqReq = new submitGetDataRequestRequest(sbmtGtDtReq);
submitGetDataRequestResponse sbmtGtDtReqResp = ps.submitGetDataRequest(sbmtGtDtReqReq);
SubmitGetDataResponse sbmtGtDtResp = sbmtGtDtReqResp.submitGetDataResponse;
System.Console.WriteLine("status " + sbmtGtDtResp.statusCode.description);
System.Console.WriteLine("Submit getdata request - response ID = " + sbmtGtDtResp.responseId);
// retrieve getdata request. The response ID sent for the request is the response ID
// received from SubmitGetDataRequest()
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtResp.responseId;
retrieveGetDataResponseRequest rtrvGtDrRespReq = new retrieveGetDataResponseRequest(rtrvGtDrReq);
retrieveGetDataResponseResponse rtrvGtDrRespResp;
RetrieveGetDataResponse rtrvGtDrResp;
Console.WriteLine("Retrieve getdata request");
// Keep polling until data becomes available
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtrvGtDrRespResp = ps.retrieveGetDataResponse(rtrvGtDrRespReq);
rtrvGtDrResp = rtrvGtDrRespResp.retrieveGetDataResponse;
}while (rtrvGtDrResp.statusCode.code == PerSecurity.DataNotAvailable);
if (rtrvGtDrResp.statusCode.code == PerSecurity.Success)
{
Console.WriteLine("Retrieve getdata request successful");
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
if (rtrvGtDrResp.instrumentDatas[i].code.Equals("0"))
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray == true)
{
// In case this is a bulk field request
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
{
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].data[j]
.bulkarray[k].data[l].value);
}
}
}
else
{
System.Console.WriteLine(" "+ rtrvGtDrResp.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
}
// If an incorrect macro was passed in the request, display the error code and the incorrect macro
else
{
System.Console.WriteLine("\n Error Code " + rtrvGtDrResp.instrumentDatas[i].code +
": incorrect macro. The Macro object is as follows:");
Console.WriteLine("Primary Qualifier -");
Console.WriteLine("Primary Qualifier type:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierType);
Console.WriteLine("Primary Qualifier value:" + rtrvGtDrResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierValue);
Console.WriteLine("Secondary Qualifier -");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].macro.secondaryQualifier.Length; l++)
{
Console.WriteLine("Secondary Qualifier type :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierType);
Console.WriteLine("Secondary Qualifier Value :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierValue);
Console.WriteLine("Secondary Qualifier Operator :" + rtrvGtDrResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierOperator);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
public void run(PerSecurityWSDL.PerSecurityWS ps)
{
try
{
// Setting headers
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.programflagSpecified = true;
getDataHeaders.programflag = ProgramFlag.daily;
getDataHeaders.rundate = DateTime.Today.ToString("yyyyMMdd");
getDataHeaders.time = "2200";
getDataHeaders.specialchar = SpecialChar.fraction;
getDataHeaders.dateformat = DateFormat.ddmmyyyy;
getDataHeaders.dateformatSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derived = true;
// Setting Instrument information
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument ticker = new Instrument();
ticker.id = "IBM";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
ticker.type = InstrumentType.TICKER;
ticker.typeSpecified = true;
Instruments instrs1 = new Instruments();
instrs1.instrument = new Instrument[] { ticker };
Instruments instrs2 = new Instruments();
instrs2.instrument = new Instrument[] { bbUniqueId };
SubmitGetDataRequest sbmtGtDtReq1 = new SubmitGetDataRequest();
sbmtGtDtReq1.headers = getDataHeaders;
sbmtGtDtReq1.fields = new string[] { "PX_LAST" };
sbmtGtDtReq1.instruments = instrs1;
SubmitGetDataRequest sbmtGtDtReq2 = new SubmitGetDataRequest();
sbmtGtDtReq2.headers = getDataHeaders;
sbmtGtDtReq2.fields = new string[] { "PX_LAST" };
sbmtGtDtReq2.instruments = instrs2;
submitGetDataRequestRequest sbmtGtDtReqReq1 = new submitGetDataRequestRequest(sbmtGtDtReq1);
submitGetDataRequestRequest sbmtGtDtReqReq2 = new submitGetDataRequestRequest(sbmtGtDtReq2);
submitGetDataRequestResponse sbmtGtDtReqResp1 = new submitGetDataRequestResponse();
submitGetDataRequestResponse sbmtGtDtReqResp2 = new submitGetDataRequestResponse();
sbmtGtDtReqResp1 = ps.submitGetDataRequest(sbmtGtDtReqReq1);
sbmtGtDtReqResp2 = ps.submitGetDataRequest(sbmtGtDtReqReq1);
SubmitGetDataResponse sbmtGtDtResp1 = sbmtGtDtReqResp1.submitGetDataResponse;
SubmitGetDataResponse sbmtGtDtResp2 = sbmtGtDtReqResp2.submitGetDataResponse;
Console.WriteLine("Scheduled Req 1 GetData --> " + sbmtGtDtResp1.responseId);
Console.WriteLine("Scheduled Req 2 GetData --> " + sbmtGtDtResp2.responseId);
System.Threading.Thread.Sleep(30000);
string[] responseIds = { sbmtGtDtResp1.responseId, sbmtGtDtResp2.responseId, "dummy_id.out" };
CancelHeaders cancelHeaders = new CancelHeaders();
cancelHeaders.programflag = ProgramFlag.monthly;
SubmitCancelRequest submitCancelReq = new SubmitCancelRequest();
submitCancelReq.headers = cancelHeaders;
submitCancelReq.responseId = responseIds;
submitCancelRequestRequest submitCancelReqReq = new submitCancelRequestRequest(submitCancelReq);
submitCancelRequestResponse submitCancelReqResp = new submitCancelRequestResponse();
SubmitCancelResponse submitCancelResp;
Console.WriteLine("Sending submit cancel request");
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
submitCancelReqResp = ps.submitCancelRequest(submitCancelReqReq);
submitCancelResp = submitCancelReqResp.submitCancelResponse;
Console.WriteLine("Submit cancel request status: " + submitCancelResp.statusCode.description +
" responseId: " + submitCancelResp.responseId);
} while (submitCancelResp.statusCode.code == PerSecurity.DataNotAvailable);
RetrieveCancelRequest retrieveCancelReq = new RetrieveCancelRequest();
retrieveCancelReq.responseId = submitCancelResp.responseId;
retrieveCancelResponseRequest retrieveCancelRespReq = new retrieveCancelResponseRequest(retrieveCancelReq);
retrieveCancelResponseResponse retrieveCancelRespResp;
RetrieveCancelResponse retrieveCancelResp;
Console.WriteLine("Sending retrieve cancel request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
retrieveCancelRespResp = ps.retrieveCancelResponse(retrieveCancelRespReq);
retrieveCancelResp = retrieveCancelRespResp.retrieveCancelResponse;
} while (retrieveCancelResp.statusCode.code == PerSecurity.DataNotAvailable);
// Display data
if (retrieveCancelResp.statusCode.code == PerSecurity.Success)
{
Console.WriteLine("Retrieve cancel request successful.");
CancelResponseStatus[] ls = retrieveCancelResp.cancelResponseStatus;
for (int i = 0; i < ls.Length; i++)
{
Console.WriteLine("The cancel status for response id :"
+ ls[i].responseId + " is " + ls[i].cancelStatus.ToString());
}
}
else if (retrieveCancelResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWSDL.PerSecurityWS ps)
{
try
{
// Setting headers for the request
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.closingvaluesSpecified = true;
getDataHeaders.closingvalues = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.secmaster = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.derived = true;
// Setting list of instruments for data request
Instrument ticker = new Instrument();
ticker = new Instrument();
ticker.id = "IBM US";
ticker.type = InstrumentType.TICKER;
ticker.yellowkey = MarketSector.Equity;
Instrument[] instr = new Instrument[] { ticker };
string[] field = new string[] { "ID_BB_UNIQUE", "TICKER",
"PX_LAST", "PX_ASK", "PX_BID", "VWAP_DT" };
BvalFieldSet fieldset = new BvalFieldSet();
fieldset.fieldmacro = BvalFieldMacro.BVAL_BOND;
Instruments instrmnts = new Instruments();
instrmnts.instrument = instr;
// Submit getdata request
SubmitGetDataRequest sbmtGetDtReq = new SubmitGetDataRequest();
sbmtGetDtReq.headers = getDataHeaders;
sbmtGetDtReq.fields = field;
sbmtGetDtReq.fieldsets = new BvalFieldSet[] { fieldset };
sbmtGetDtReq.instruments = instrmnts;
Console.WriteLine("Sending submit getdata request");
submitGetDataRequestRequest sbmtGetDtReqReq = new submitGetDataRequestRequest(sbmtGetDtReq);
submitGetDataRequestResponse sbmtGetDtReqResp = ps.submitGetDataRequest(sbmtGetDtReqReq);
SubmitGetDataResponse sbmtGetDtResp = sbmtGetDtReqResp.submitGetDataResponse;
Console.WriteLine("Submit getdata request status: " + sbmtGetDtResp.statusCode.description +
" responseId: " + sbmtGetDtResp.responseId);
// Submit retrieve data
RetrieveGetDataRequest rtvGetDtReq = new RetrieveGetDataRequest();
rtvGetDtReq.responseId = sbmtGetDtResp.responseId;
retrieveGetDataResponseRequest rtvGetDtRespReq = new retrieveGetDataResponseRequest(rtvGetDtReq);
retrieveGetDataResponseResponse rtvGetDtRespResp;
RetrieveGetDataResponse rtvGetDtResp;
Console.WriteLine("Sending retrieve getdata request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtvGetDtRespResp = ps.retrieveGetDataResponse(rtvGetDtRespReq);
rtvGetDtResp = rtvGetDtRespResp.retrieveGetDataResponse;
} while (rtvGetDtResp.statusCode.code == PerSecurity.DataNotAvailable);
// Display data
if (rtvGetDtResp.statusCode.code == PerSecurity.Success)
{
Console.WriteLine("Retrieve getdata request successful. Response ID:" + rtvGetDtResp.responseId);
for (int i = 0; i < rtvGetDtResp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rtvGetDtResp.instrumentDatas[i].instrument.id + " "
+ rtvGetDtResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtvGetDtResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(" "
+ rtvGetDtResp.fields[j]
+ ": "
+ rtvGetDtResp.instrumentDatas[i].data[j].value);
}
}
}
else if (rtvGetDtResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurity_Dotnet.PerSecurityWSDL.PerSecurityWS ps)
{
// Set request header
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
// Defining the instruments
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.typeSpecified = false;
ticker.type = InstrumentType.TICKER;
Console.WriteLine("Submit getdata request");
SubmitGetDataRequest sbmtGtDtreq = new SubmitGetDataRequest();
sbmtGtDtreq.headers = getDataHeaders;
sbmtGtDtreq.fields = new string[] { "OPT_CHAIN" };
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
sbmtGtDtreq.instruments = instrs;
submitGetDataRequestRequest sbmtGtDtreqReq = new submitGetDataRequestRequest(sbmtGtDtreq);
submitGetDataRequestResponse sbmtGtDtReqResp;
try
{
sbmtGtDtReqResp = ps.submitGetDataRequest(sbmtGtDtreqReq);
SubmitGetDataResponse sbmtGtDtResp = sbmtGtDtReqResp.submitGetDataResponse;
System.Console.WriteLine("Request ID = " + sbmtGtDtResp.requestId + " " + sbmtGtDtResp.responseId);
System.Console.WriteLine("status of getdata request : " + sbmtGtDtResp.statusCode.description);
Console.WriteLine("Retrieve getdata request");
RetrieveGetDataRequest rtrvGtDrReq = new RetrieveGetDataRequest();
rtrvGtDrReq.responseId = sbmtGtDtResp.responseId;
retrieveGetDataResponseRequest rtrvGtDrRespReq = new retrieveGetDataResponseRequest(rtrvGtDrReq);
retrieveGetDataResponseResponse rtrvGtDrRespResp = new retrieveGetDataResponseResponse();
RetrieveGetDataResponse rtrvGtDrResp;
do
{
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
rtrvGtDrRespResp = ps.retrieveGetDataResponse(rtrvGtDrRespReq);
rtrvGtDrResp = rtrvGtDrRespResp.retrieveGetDataResponse;
}while (rtrvGtDrResp.statusCode.code == PerSecurity.DataNotAvailable);
if (rtrvGtDrResp.statusCode.code == PerSecurity.Success)
{
Console.WriteLine("Response ID " + rtrvGtDrResp.responseId);
for (int i = 0; i < rtrvGtDrResp.instrumentDatas.Length; i++)
{
System.Console.WriteLine("Data for :" + rtrvGtDrResp.instrumentDatas[i].instrument.id +
" " + rtrvGtDrResp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rtrvGtDrResp.instrumentDatas[i].data.Length; j++)
{
if (rtrvGtDrResp.instrumentDatas[i].data[j].isArray)
{
for (int k = 0; k < rtrvGtDrResp.instrumentDatas[i].data[j].bulkarray.Length; k++)
{
Console.WriteLine("-------------------------");
for (int l = 0; l < rtrvGtDrResp.instrumentDatas[i].data[j].
bulkarray[k].data.Length; l++)
{
Console.WriteLine(rtrvGtDrResp.instrumentDatas[i].
data[j].bulkarray[k].data[l].value);
}
}
}
else
{
System.Console.WriteLine(" "+ sbmtGtDtreq.fields[j] + " : " +
rtrvGtDrResp.instrumentDatas[i].data[j].value);
}
}
}
}
else if (rtrvGtDrResp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWSDL.PerSecurityWS ps)
{
try
{
// Setting request header information
GetDataHeaders getDataHeaders = new GetDataHeaders();
getDataHeaders.secmaster = true;
getDataHeaders.secmasterSpecified = true;
getDataHeaders.derived = true;
getDataHeaders.derivedSpecified = true;
getDataHeaders.bvaltierSpecified = true;
getDataHeaders.bvaltier = 1;
// The bval request will run at a scheduled time but the PortfolioValidation Request will get a response after the req file is copied
getDataHeaders.bvalsnapshot = BvalSnapshot.ny3pm;
getDataHeaders.bvalsnapshotSpecified = true;
// Setting Instrument information
Instrument instr = new Instrument();
instr.id = "BBG0009P1SC8";
instr.type = InstrumentType.BB_GLOBAL;
instr.typeSpecified = true;
// group all instrument into a single instance of type Instruments.
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { instr };
// Setting the getdata request parameter
SubmitGetDataRequest sbmtGtDtReq = new SubmitGetDataRequest();
sbmtGtDtReq.headers = getDataHeaders;
sbmtGtDtReq.fields = new string[] { "BVAL_BEEM", "BVAL_SNAPSHOT" };
// sbmtGtDtReq.instruments = new Instruments();
sbmtGtDtReq.instruments = instrs;
Console.WriteLine("Submit BvalGetData Request");
submitGetDataRequestRequest sbmtGtDtReqReq = new submitGetDataRequestRequest(sbmtGtDtReq);
submitGetDataRequestResponse sbmtGtDtReqResp = ps.submitGetDataRequest(sbmtGtDtReqReq);
SubmitGetDataResponse sbmtGtDtResp = sbmtGtDtReqResp.submitGetDataResponse;
System.Console.WriteLine("status " + sbmtGtDtResp.statusCode.description);
System.Console.WriteLine("Submit BvalGetData request - response ID = " + sbmtGtDtResp.responseId);
GetPortfolioValidationRequest req = new GetPortfolioValidationRequest();
req.responseId = sbmtGtDtResp.responseId;
Console.WriteLine("Sending submit portfolio validation request");
getPortfolioValidationRequest1 req1 = new getPortfolioValidationRequest1(req);
getPortfolioValidationResponse1 resp1;
GetPortfolioValidationResponse resp;
// Keep polling for response till the data is available
do
{
Console.WriteLine("Polling for PortfolioValidation request");
System.Threading.Thread.Sleep(PerSecurity.PollInterval);
resp1 = ps.getPortfolioValidation(req1);
resp = resp1.getPortfolioValidationResponse;
} while (resp.statusCode.code == PerSecurity.DataNotAvailable);
// Display data
if (resp.statusCode.code == PerSecurity.Success)
{
Console.WriteLine("Retrieve get quotes request successful. Response ID:" + resp.responseId);
for (int i = 0; i < resp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ resp.instrumentDatas[i].instrument.id + " "
+ resp.instrumentDatas[i].instrument.yellowkey);
Console.WriteLine("validation code = "
+ resp.instrumentDatas[i].code.ToString());
}
}
else if (resp.statusCode.code == PerSecurity.RequestError)
{
Console.WriteLine("Error in submitted PortfolioValidation request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message + " " + e.StackTrace);
}
}
