private void ProcessReferenceDataResponse(Bloomberglp.Blpapi.Message argvMessage)
{
Bloomberglp.Blpapi.Element tElementMsg = argvMessage.AsElement;
string[] tTargetAttributes = mOtherRequestByCorrelationId[argvMessage.CorrelationID.Value].GetFieldList();
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, tTargetAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = mOtherRequestByCorrelationId[argvMessage.CorrelationID.Value].mTicker;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
InterfaceEventArgs tRetData = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.ReferenceDataResponse);
tRetData.mData = tExtractedValues;
mBbgMsgEvent(this, tRetData);
}
private void ProcessSubscriptionData(Bloomberglp.Blpapi.Event argEvent)
{
foreach (Bloomberglp.Blpapi.Message tMsg in argEvent)
{
Bloomberglp.Blpapi.Element tElementMsg = tMsg.AsElement;
string[] tTargetAttributes = mSubscriptionByCorrelationId[tMsg.CorrelationID.Value].GetFieldList();
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, tTargetAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = tMsg.TopicName;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
//mOutput.PrintDataTable(tExtractedValues);
if (tExtractedValues.Rows.Count == 1)
{
mMarketData[tMsg.CorrelationID.Value].UpdateMarketData(tExtractedValues);
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.SubscriptionResponse);
tArgs.mCorrelationId = tMsg.CorrelationID.Value;
tArgs.mData = tExtractedValues;
mBbgMsgEvent(this, tArgs);
}
}
}
private void ProcessIntradayBarResponse(Bloomberglp.Blpapi.Message argvMessage)
{
if (mIntradayBarRequestByCorrelationId.ContainsKey(argvMessage.CorrelationID.Value))
{
string tTicker = mIntradayBarRequestByCorrelationId[argvMessage.CorrelationID.Value].mTicker;
Bloomberglp.Blpapi.Element tElementMsg = argvMessage.AsElement;
System.Data.DataTable tExtractedValues = this.ExtractValueByName(tElementMsg, mIntradayBarResponseDefaultAttributes);
System.Data.DataColumn tNewColumn = new System.Data.DataColumn("SECURITY");
tNewColumn.DefaultValue = tTicker;
tExtractedValues.Columns.Add(tNewColumn);
tNewColumn.SetOrdinal(0);
mOutput.PrintDataTable(tExtractedValues);
InterfaceEventArgs tEventArgvs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.IntradayBarResponse);
tEventArgvs.mData = tExtractedValues;
mBbgMsgEvent(this, tEventArgvs);
}
else
{
InterfaceEventArgs tArgs = new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Error);
tArgs.mMsg = "Unknown intraday bar response. Correlation ID: " + argvMessage.CorrelationID.Value + ". Won't parse the message.";
mBbgMsgEvent(this, tArgs);
}
}