public void SendRequestForIntradayTick(ApiTaskHistoricalData argvTask) { //Generate correlation ID long tUniqueId = this.GenerateCorrelationId(); CorrelationID tCorrelationId = new CorrelationID(tUniqueId); mIntradayTickRequestByCorrelationId.Add(tUniqueId, argvTask); //mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "Sending request for intraday tick...")); // Create the Request object to represent the data request Request tRequest = mReferenceService.CreateRequest("IntradayTickRequest"); // Specify the security we are interested in tRequest.Set("security", argvTask.mBbgTicker); // Add fields to request Element eventTypes = tRequest.GetElement("eventTypes"); string[] tFields = argvTask.GetFieldList(); foreach (string tField in tFields) { eventTypes.AppendValue(tField); } tRequest.Set("includeConditionCodes", false); tRequest.Set("includeNonPlottableEvents", true); tRequest.Set("includeExchangeCodes", false); tRequest.Set("returnEids", true); tRequest.Set("includeBrokerCodes", false); tRequest.Set("includeRpsCodes", false); tRequest.Set("includeBicMicCodes", false); tRequest.Set("includeSpreadPrice", false); tRequest.Set("includeYield", false); tRequest.Set("includeActionCodes", false); tRequest.Set("includeIndicatorCodes", false); tRequest.Set("includeTradeTime", false); tRequest.Set("includeUpfrontPrice", false); tRequest.Set("includeTradeId", false); // Set the start and ending dates and the max number of data points tRequest.Set("startDateTime", argvTask.mStartTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss")); tRequest.Set("endDateTime", argvTask.mEndTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss")); tRequest.Set("maxDataPoints", 100000); mLastIntradayTickTicker = argvTask.mBbgTicker; // Submit the request mSession.SendRequest(tRequest, tCorrelationId); mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "IntradayTickRequest: " + argvTask.mTicker + " for fields " + argvTask.mFields + " from " + argvTask.mStartTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss") + " to " + argvTask.mEndTime.ToUniversalTime().ToString("yyyy-MM-ddTHH:mm:ss"))); }
public void SendRequestForHistoricalData(ApiTaskHistoricalData argvTask) { //Generate correlation ID long tUniqueId = this.GenerateCorrelationId(); CorrelationID tCorrelationId = new CorrelationID(tUniqueId); mHistoricalDataRequestByCorrelationId.Add(tUniqueId, argvTask); // Create the Request object to represent the data request Request tRequest = mReferenceService.CreateRequest("HistoricalDataRequest"); // Specify the security we are interested in string[] tBbgTickers = argvTask.GetBbgTickerList(); foreach (string tBbgTicker in tBbgTickers) { tRequest.Append("securities", tBbgTicker); } // Specify the fields we are interested in string[] tFields = argvTask.GetFieldList(); foreach (string tField in tFields) { tRequest.Append("fields", tField); } // Set the start and ending dates and the max number of data points tRequest.Set("startDate", argvTask.mStartTime.ToString("yyyyMMdd")); tRequest.Set("endDate", argvTask.mEndTime.ToString("yyyyMMdd")); tRequest.Set("periodicitySelection", "DAILY"); tRequest.Set("periodicityAdjustment", "ACTUAL"); tRequest.Set("nonTradingDayFillOption", "ACTIVE_DAYS_ONLY"); tRequest.Set("nonTradingDayFillMethod", "PREVIOUS_VALUE"); tRequest.Set("pricingOption", "PRICING_OPTION_PRICE"); tRequest.Set("overrideOption", "OVERRIDE_OPTION_CLOSE"); tRequest.Set("maxDataPoints", Convert.ToInt32((argvTask.mEndTime - argvTask.mStartTime).TotalDays) + 1); tRequest.Set("adjustmentNormal", false); tRequest.Set("adjustmentAbnormal", false); tRequest.Set("adjustmentSplit", false); tRequest.Set("adjustmentFollowDPDF", true); // Submit the request mSession.SendRequest(tRequest, tCorrelationId); //mBbgMsgEvent(this, new InterfaceEventArgs(InterfaceEventArgs.xBbgMsgType.Print, "HistoricalDataRequest: " + argvTask.mTicker + " for fields " + argvTask.mFields // + " from " + argvTask.mStartTime.ToString("yyyyMMdd") + " to " + argvTask.mEndTime.ToString("yyyyMMdd"))); }