public void run(PerSecurityWS ps)
{
//Setting request headers
GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
DateRange dtRange = new DateRange();
dtRange.period = new Period();
dtRange.period.start = DateTime.Today.Subtract(TimeSpan.FromDays(7));
dtRange.period.end = DateTime.Today;
getHistHeaders.daterange = dtRange;
getHistHeaders.version = SecMasterDataRetrieveHeavy.BbgDlwsHeavyWS.Version.@new;
//Setting instruments
Instrument ticker = new Instrument();
ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkey = MarketSector.Equity;
ticker.yellowkeySpecified = true;
Instrument bbUniqueId = new Instrument();
bbUniqueId.id = "EQ0086119600001000";
bbUniqueId.yellowkeySpecified = true;
bbUniqueId.yellowkey = MarketSector.Equity;
bbUniqueId.type = InstrumentType.BB_UNIQUE;
bbUniqueId.typeSpecified = true;
Instrument[] instr = new Instrument[]{ticker, bbUniqueId};
Instruments instrs = new Instruments();
instrs.instrument = instr;
//Setting get history request parameters
string[] fields = new string[] {"PX_LAST","PX_HIGH","PX_LOW" };
SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();
sbmtGtHistReq.headers = getHistHeaders;
sbmtGtHistReq.instruments = instrs;
sbmtGtHistReq.fields = fields;
try
{
Console.WriteLine("Submit Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps.submitGetHistoryRequest(sbmtGtHistReq);
System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtHistResp.responseId);
Console.WriteLine("Retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
}
while (rtrvGtHistResp.statusCode.code== PerSecurity.DATA_NOT_AVAILABLE );
//Displaying data
if (rtrvGtHistResp.statusCode.code == PerSecurity.SUCCESS)
{
for (int i = 0; i < rtrvGtHistResp.instrumentDatas.Length; i++)
{
System.Console.WriteLine("Data for :" + rtrvGtHistResp.instrumentDatas[i].instrument.id +
" " + rtrvGtHistResp.instrumentDatas[i].instrument.yellowkey);
Console.WriteLine(rtrvGtHistResp.instrumentDatas[i].date.ToString());
for (int j = 0; j < rtrvGtHistResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(sbmtGtHistReq.fields[j] + " : " + rtrvGtHistResp.
instrumentDatas[i].data[j].value);
}
}
}
else if (rtrvGtHistResp.statusCode.code == PerSecurity.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
//Setting request headers
GetHistoryHeaders getHistHeaders = new GetHistoryHeaders();
DateRange dtRange = new DateRange();
Duration duration = new Duration();
duration.days = 3;
dtRange.duration = duration;
getHistHeaders.daterange = dtRange;
//Setting instruments
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 = "CONVERTS";
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.TICKER;
instrs.macro[0].secondaryQualifier[0].secondaryQualifierValue = "F";
//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 = "converts_err";
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.TICKER;
instrs.macro[1].secondaryQualifier[0].secondaryQualifierValue = "F";
//Setting get history request parameters
string[] fields = new string[] {"PX_LAST"};
SubmitGetHistoryRequest sbmtGtHistReq = new SubmitGetHistoryRequest();
sbmtGtHistReq.headers = getHistHeaders;
sbmtGtHistReq.instruments = instrs;
sbmtGtHistReq.fields = fields;
try
{
Console.WriteLine("Submit Get History request");
SubmitGetHistoryResponse sbmtGtHistResp = ps.submitGetHistoryRequest(sbmtGtHistReq);
System.Console.WriteLine("status " + sbmtGtHistResp.statusCode.description);
System.Console.WriteLine("Submit Get Data request - response ID = " + sbmtGtHistResp.responseId);
Console.WriteLine("Retrieve data request");
RetrieveGetHistoryRequest rtrvGtHistReq = new RetrieveGetHistoryRequest();
rtrvGtHistReq.responseId = sbmtGtHistResp.responseId;
RetrieveGetHistoryResponse rtrvGtHistResp = new RetrieveGetHistoryResponse();
//Keep sending the request until status code is "0"(success)
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rtrvGtHistResp = ps.retrieveGetHistoryResponse(rtrvGtHistReq);
}
while (rtrvGtHistResp.statusCode.code== PerSecurity.DATA_NOT_AVAILABLE );
//Displaying data
if (rtrvGtHistResp.statusCode.code == PerSecurity.SUCCESS)
{
for (int i = 0; i < rtrvGtHistResp.instrumentDatas.Length; i++)
{
if(rtrvGtHistResp.instrumentDatas[i].code.Equals("0"))
{
System.Console.WriteLine("Data for :" + rtrvGtHistResp.instrumentDatas[i].instrument.id +
" " + rtrvGtHistResp.instrumentDatas[i].instrument.yellowkey);
Console.WriteLine(rtrvGtHistResp.instrumentDatas[i].date.ToString());
for (int j = 0; j < rtrvGtHistResp.instrumentDatas[i].data.Length; j++)
{
Console.WriteLine(sbmtGtHistReq.fields[j] + " : " + rtrvGtHistResp.
instrumentDatas[i].data[j].value);
}
}
else
{
System.Console.WriteLine("\nError Code " + rtrvGtHistResp.instrumentDatas[i].code + ": incorrect macro. The Macro object is as follows:");
Console.WriteLine("Primary Qualifier - ");
Console.WriteLine("Primary Qualifier type:" + rtrvGtHistResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierType);
Console.WriteLine("Primary Qualifier value:" + rtrvGtHistResp.instrumentDatas[i].
macro.primaryQualifier.primaryQualifierValue);
Console.WriteLine("Secondary Qualifier -");
for (int l = 0; l < rtrvGtHistResp.instrumentDatas[i].macro.secondaryQualifier.
Length; l++)
{
Console.WriteLine("Secondary Qualifier type :" + rtrvGtHistResp.instrumentDatas[i].
macro.secondaryQualifier[l].secondaryQualifierType);
Console.WriteLine("Secondary Qualifier Value :" + rtrvGtHistResp.instrumentDatas[i]
.macro.secondaryQualifier[l].secondaryQualifierValue);
Console.WriteLine("Secondary Qualifier Operator :" + rtrvGtHistResp.instrumentDatas[i]
.macro.secondaryQualifier[l].secondaryQualifierOperator);
}
}
}
}
else if (rtrvGtHistResp.statusCode.code == PerSecurity.REQUEST_ERROR)
{
Console.WriteLine("Error in the submitted request");
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
public void run(PerSecurityWS ps)
{
try
{
//Setting headers
QuotesHeaders headers = new QuotesHeaders();
DateRange dr = new DateRange();
DateTime start = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day);
if (new DateTime().DayOfWeek == DayOfWeek.Saturday)
{
TimeSpan ts1 = new TimeSpan(1, 0, 0, 0);
start = start.Subtract(ts1);
}
else if (new DateTime().DayOfWeek == DayOfWeek.Sunday)
{
start.AddDays(-2);
}
// 1 days worth of ticks
Period dRange = new Period();
dRange.start = start;
dRange.end = start;
dr.period = dRange ;
headers.daterange = dr;
Instrument ticker = new Instrument();
ticker.id = "IBM US";
ticker.yellowkeySpecified = true;
ticker.typeSpecified = true;
ticker.yellowkey = MarketSector.Equity;
ticker.type = InstrumentType.TICKER;
Instruments instrs = new Instruments();
instrs.instrument = new Instrument[] { ticker };
//Sending Request
SubmitGetQuotesRequest req = new SubmitGetQuotesRequest();
req.headers = headers;
req.instruments = instrs;
Console.WriteLine("Sending submit get quotes request");
SubmitGetQuotesResponse resp = ps.submitGetQuotesRequest(req);
String responseId = resp.responseId;
Console.WriteLine("Submit get quotes request status: " + resp.statusCode.description +
" responseId: " + resp.responseId);
RetrieveGetQuotesRequest rreq = new RetrieveGetQuotesRequest();
rreq.responseId = responseId;
RetrieveGetQuotesResponse rresp = ps.retrieveGetQuotesResponse(rreq);
Console.WriteLine("Sending retrieve get quotes request");
// Keep polling for response till the data is available
do
{
System.Threading.Thread.Sleep(PerSecurity.POLL_INTERVAL);
rresp = ps.retrieveGetQuotesResponse(rreq);
} while (rresp.statusCode.code == PerSecurity.DATA_NOT_AVAILABLE);
// Display data
if (rresp.statusCode.code == PerSecurity.SUCCESS)
{
Console.WriteLine("Retrieve get quotes request successful. Response ID:" + rresp.responseId);
for (int i = 0; i < rresp.instrumentDatas.Length; i++)
{
Console.WriteLine("Data for :"
+ rresp.instrumentDatas[i].instrument.id + " "
+ rresp.instrumentDatas[i].instrument.yellowkey);
for (int j = 0; j < rresp.instrumentDatas[i].quotes.Length; j++)
{
Console.WriteLine("price = "
+ rresp.instrumentDatas[i].quotes[j].price
+ ", volume = "
+ rresp.instrumentDatas[i].quotes[j].volume);
}
}
}
else if (rresp.statusCode.code == PerSecurity.REQUEST_ERROR)
Console.WriteLine("Error in submitted request");
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
