private List <T> ParseEvent_OLD(BbergAPI.Event response, List <T> outputContainer)
{
foreach (BbergAPI.Message message in response.GetMessages())
{
// Extract security
BbergAPI.Element security = message.GetElement(SECURITY_DATA);
string currentSec = (string)security.GetElementAsString(TICKER);
// Extract fields
BbergAPI.Element fields = security.GetElement(FIELD_DATA);
int sequenceNumber = security.GetElementAsInt32(SEQUENCE_NUMBER);
Dictionary <string, int> skipFields = this.initializeSkipFields();
// Loop through all observation dates
for (int i = 0; i < fields.NumValues; i++)
{
// Determine type of <T> and create instance
var Ttype = typeof(T);
var thisLine = (T)Activator.CreateInstance(Ttype);
// extract all field data for a single observation date
BbergAPI.Element observationDateFields = fields.GetValueAsElement(i);
string currentStringDate = observationDateFields.GetElementAsString(DATE);
DateTime currentDate = DateTime.ParseExact(currentStringDate, "yyyy-MM-dd", CultureInfo.CurrentCulture);
// Determine type of <T> and create instance
thisLine.SetDate(currentDate);
thisLine.SetDBID(dbid);
// Fill the line
skipFields = thisLine.SetFromBloomberg(ref observationDateFields, skipFields);
// Add to output container
outputContainer.Add(thisLine);
}
}
// This kills the data inside the response object...
this.CloseConnection();
return(outputContainer);
}
private List <T> ParseEvent(BbergAPI.Event response, List <T> outputContainer)
{
foreach (BbergAPI.Message message in response.GetMessages())
{
// Extract security
BbergAPI.Element security = message.GetElement(SECURITY_DATA);
string currentSec = (string)security.GetElementAsString(TICKER);
// Extract fields
BbergAPI.Element fields = security.GetElement(FIELD_DATA);
int sequenceNumber = security.GetElementAsInt32(SEQUENCE_NUMBER);
// Loop through all observation dates
for (int i = 0; i < fields.NumValues; i++)
{
// Determine type of <T> and create instance
var Ttype = typeof(T);
var thisLine = (T)Activator.CreateInstance(Ttype);
// extract all field data for a single observation date
BbergAPI.Element observationDateFields = fields.GetValueAsElement(i);
string currentStringDate = observationDateFields.GetElementAsString(DATE);
DateTime currentDate = DateTime.ParseExact(currentStringDate, "yyyy-MM-dd", CultureInfo.CurrentCulture);
// Set the date and DBID to identify the line
thisLine.SetDate(currentDate);
thisLine.SetDBID(dbid);
// Fill the line with data
foreach (string localKey in this.fieldNames.Keys)
{
if (skip[localKey] < 10000)
{
try
{
// Warning : Bloomberg displays interest rates in percentage terms
thisLine[localKey] = scaling[localKey] * (double)observationDateFields.GetElementAsFloat64(fieldNames[localKey]);
}
catch
{
// Some log ?
skip[localKey] += 1;
// thisLine[localKey] = System.DBNull.Value;
thisLine[localKey] = null;
//thisLine[localKey] = 0.0;
}
}
}
// Add to output container
outputContainer.Add(thisLine);
}
}
// This kills the data inside the response object...
this.CloseConnection();
return(outputContainer);
}
