private void processMessage(Message msg)
{
Element data = msg.GetElement(BAR_DATA).GetElement(BAR_TICK_DATA);
int numBars = data.NumValues;
System.Console.WriteLine("Response contains " + numBars + " bars");
System.Console.WriteLine("Datetime\t\tOpen\t\tHigh\t\tLow\t\tClose" +
"\t\tNumEvents\tVolume");
for (int i = 0; i < numBars; ++i)
{
Element bar = data.GetValueAsElement(i);
Datetime time = bar.GetElementAsDate(TIME);
double open = bar.GetElementAsFloat64(OPEN);
double high = bar.GetElementAsFloat64(HIGH);
double low = bar.GetElementAsFloat64(LOW);
double close = bar.GetElementAsFloat64(CLOSE);
int numEvents = bar.GetElementAsInt32(NUM_EVENTS);
long volume = bar.GetElementAsInt64(VOLUME);
System.DateTime sysDatetime = time.ToSystemDateTime();
System.Console.WriteLine(
sysDatetime.ToString("s") + "\t" +
open.ToString("C") + "\t\t" +
high.ToString("C") + "\t\t" +
low.ToString("C") + "\t\t" +
close.ToString("C") + "\t\t" +
numEvents + "\t\t" +
volume);
}
}
private void processMessage(Message msg)
{
Element data = msg.GetElement(TICK_DATA).GetElement(TICK_DATA);;
int numItems = data.NumValues;
System.Console.WriteLine("TIME\t\t\tTYPE\tVALUE\t\tSIZE\tCC");
System.Console.WriteLine("----\t\t\t----\t-----\t\t----\t--");
for (int i = 0; i < numItems; ++i)
{
Element item = data.GetValueAsElement(i);
Datetime time = item.GetElementAsDate(TIME);
string type = item.GetElementAsString(TYPE);
double value = item.GetElementAsFloat64(VALUE);
int size = item.GetElementAsInt32(SIZE);
string cc = "";
if (item.HasElement(COND_CODE))
{
cc = item.GetElementAsString(COND_CODE);
}
System.DateTime sysDatetime =
new System.DateTime(time.Year, time.Month, time.DayOfMonth,
time.Hour, time.Minute, time.Second, time.MilliSecond);
System.Console.WriteLine(
sysDatetime.ToString("s") + "\t" +
type + "\t" +
value.ToString("C") + "\t\t" +
size + "\t" +
cc);
}
}
void ProcessFields(Message msg)
{
String delimiter = "\t";
//Print out the date column header
System.Console.Write("DATE" + delimiter + delimiter);
// Print out the field column headers
for (int k = 0; k < d_fields.Count; k++)
{
System.Console.Write(d_fields[k].ToString() + delimiter);
}
System.Console.Write("\n\n");
Element securityData = msg.GetElement(SECURITY_DATA);
Element fieldData = securityData.GetElement(FIELD_DATA);
//Iterate through all field values returned in the message
if (fieldData.NumValues > 0)
{
for (int j = 0; j < fieldData.NumValues; j++)
{
Element element = fieldData.GetValueAsElement(j);
//Print out the date
Datetime date = element.GetElementAsDatetime(DATE);
System.Console.Write(date.DayOfMonth + "/" + date.Month + "/" + date.Year + delimiter);
//Check for the presence of all the fields requested
for (int k = 0; k < d_fields.Count; k++)
{
String temp_field_str = d_fields[k].ToString();
if (element.HasElement(temp_field_str))
{
Element temp_field = element.GetElement(temp_field_str);
Name TEMP_FIELD_STR = new Name(temp_field_str);
int datatype = temp_field.Datatype.GetHashCode();
//Extract the value dependent on the dataype and print to the console
switch (datatype)
{
case (int)DataType.BOOL: //Bool
{
bool field1;
field1 = element.GetElementAsBool(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.CHAR: //Char
{
char field1;
field1 = element.GetElementAsChar(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.INT32: //Int32
{
Int32 field1;
field1 = element.GetElementAsInt32(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.INT64: //Int64
{
Int64 field1;
field1 = element.GetElementAsInt64(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.FLOAT32: //Float32
{
float field1;
field1 = element.GetElementAsFloat32(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.FLOAT64: //Float64
{
double field1;
field1 = element.GetElementAsFloat64(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.STRING: //String
{
String field1;
field1 = element.GetElementAsString(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
case (int)DataType.DATE: //Date
{
Datetime field1;
field1 = element.GetElementAsDatetime(TEMP_FIELD_STR);
System.Console.Write(field1.Year + '/' + field1.Month + '/' + field1.DayOfMonth + delimiter);
break;
}
case (int)DataType.TIME: //Time
{
Datetime field1;
field1 = element.GetElementAsDatetime(TEMP_FIELD_STR);
System.Console.Write(field1.Hour + '/' + field1.Minute + '/' + field1.Second + delimiter);
break;
}
case (int)DataType.DATETIME: //Datetime
{
Datetime field1;
field1 = element.GetElementAsDatetime(TEMP_FIELD_STR);
System.Console.Write(field1.Year + '/' + field1.Month + '/' + field1.DayOfMonth + '/');
System.Console.Write(field1.Hour + '/' + field1.Minute + '/' + field1.Second + delimiter);
break;
}
default:
{
String field1;
field1 = element.GetElementAsString(TEMP_FIELD_STR);
System.Console.Write(field1 + delimiter);
break;
}
} //end of switch
} //end of if
System.Console.WriteLine("");
} //end of for
} //end of for
} //end of if
} //end of method
