private void GetData(BloombergDataInstrument instrument, BB.Element fields, BB.Element secData)
{
#region security errors
if (secData.HasElement(SECURITY_ERROR))
{
instrument.IsSecurityValid = false;
BB.Element error = secData.GetElement(SECURITY_ERROR);
UpdateStatus(string.Format("Security error for ticker {0} : {1}", instrument.Ticker, error.GetElementAsString(MESSAGE)));
instrument.SecurityErrors += (error.GetElementAsString(MESSAGE) + "; ");
}
#endregion
#region field errors
if (secData.HasElement(FIELD_EXCEPTIONS))
{
instrument.HasFieldErrors = true;
// process error
BB.Element error = secData.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
BB.Element errorException = error.GetValueAsElement(errorIndex);
BB.Element errorInfo = errorException.GetElement(ERROR_INFO);
instrument.BBFields[errorException.GetElementAsString(FIELD_ID)].Error = errorInfo.GetElementAsString(MESSAGE);
instrument.HasFieldErrors = true;
string msg = string.Format("Field error for ticker {0} : Field {1}: {2}",
instrument.Ticker,
errorException.GetElementAsString(FIELD_ID),
errorInfo.GetElementAsString(MESSAGE));
UpdateStatus(msg);
}
}
#endregion
#region get the data
if (instrument.BBFields != null)
{
lock (lockObject) {
foreach (string bbField in instrument.BBFields.Keys.ToList())
{
if (fields.HasElement(bbField))
{
BB.Element item = fields.GetElement(bbField);
if (item.IsArray)
{
instrument.BBFields[bbField].Value = processBulkData(item);
}
else
{
// set the value in the instrument field item
instrument.BBFields[bbField].Value = item.GetValue();
}
}
}
}
}
#endregion
}
public System.Data.DataTable ExtractValueByName(Bloomberglp.Blpapi.Element argvElement, string[] argvNames)
{
System.Data.DataTable tReturnValue = new System.Data.DataTable();
string[] tUpperCaseNames = new string[argvNames.Length];
for (int i = 0; i < argvNames.Length; i++)
{
tUpperCaseNames[i] = argvNames[i].ToUpper();
tReturnValue.Columns.Add(tUpperCaseNames[i]);
}
if (argvElement.Datatype == Schema.Datatype.CHOICE || argvElement.Datatype == Schema.Datatype.SEQUENCE)
{
List <Bloomberglp.Blpapi.Element> tSubElementArray = new List <Element>();
if (argvElement.IsArray)
{
for (int i = 0; i < argvElement.NumValues; i++)
{
tSubElementArray.Add((Bloomberglp.Blpapi.Element)argvElement.GetValue(i));
}
}
else
{
foreach (Bloomberglp.Blpapi.Element tSubElement in argvElement.Elements)
{
tSubElementArray.Add(tSubElement);
}
}
bool tRowIsAdded = false;
foreach (Bloomberglp.Blpapi.Element tSubElement in tSubElementArray)
{
//Console.WriteLine(temp_sub_element.Name.ToString() + " type is " + temp_sub_element.Datatype.ToString());
if (tSubElement.Datatype == Schema.Datatype.CHOICE || tSubElement.Datatype == Schema.Datatype.SEQUENCE)
{
System.Data.DataTable tLowerLevelValueTable = this.ExtractValueByName(tSubElement, tUpperCaseNames);
foreach (System.Data.DataRow tLowerLevelValueRow in tLowerLevelValueTable.Rows)
{
System.Data.DataRow tNewRow = tReturnValue.NewRow();
foreach (System.Data.DataColumn tColumn in tLowerLevelValueTable.Columns)
{
tNewRow[tColumn.ColumnName] = tLowerLevelValueRow[tColumn.ColumnName];
}
tReturnValue.Rows.Add(tNewRow);
}
}
else if (tSubElement.NumValues > 0)
{
//Console.WriteLine(temp_sub_element.Name.ToString() + " value is " + temp_sub_element.GetValueAsString(0));
if (tUpperCaseNames.Contains(tSubElement.Name.ToString().ToUpper()))
{
if (!tRowIsAdded)
{
System.Data.DataRow tNewRow = tReturnValue.NewRow();
tReturnValue.Rows.Add(tNewRow);
tRowIsAdded = true;
}
System.Type tValueType = tSubElement.GetValue().GetType();
if (tValueType == typeof(Datetime))
{
tReturnValue.Rows[tReturnValue.Rows.Count - 1][tSubElement.Name.ToString().ToUpper()] = tSubElement.GetValueAsDatetime().ToSystemDateTime().ToString("yyyyMMdd HHmmss.fff");
}
else
{
tReturnValue.Rows[tReturnValue.Rows.Count - 1][tSubElement.Name.ToString().ToUpper()] = tSubElement.GetValueAsString(0);
}
}
}
}
}
return(tReturnValue);
}
