private static void OnInitialisationStatus(object sender, EventArgs <bool> eventArgs)
{
Console.WriteLine("OnInitialisationStatus: {0}", eventArgs);
if (eventArgs.Args)
{
_bloomberg.ToObservable(new[] { new SubscriptionRequest("VOD LN Equity", new[] { "BID", "ASK" }) })
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(
response =>
{
Console.WriteLine("Subscription Received.");
Console.WriteLine("{0} - [{1}]", response.Ticker, string.Join(",", response.Data.Select(x => string.Format("{0}: {1}", x.Key, x.Value))));
},
error => Console.WriteLine("Subscription Error: {0}", error),
() => Console.WriteLine("Subscription Completed."));
_bloomberg.ToObservable(ReferenceDataRequest.Create(new[] { "VOD LN Equity", "TSCO LN Equity" }, new[] { "PX_LAST" }))
.Subscribe(
response =>
{
Console.WriteLine("Reference Data Received.");
foreach (var item in response)
{
if (item.Value.IsLeft)
{
Console.WriteLine("Ticker={0}, Error={1}", item.Key, item.Value.Left);
}
else
{
Console.WriteLine("{0} - [{1}]", item.Key, string.Join(",", item.Value.Right.Select(x => string.Format("{0}: {1}", x.Key, x.Value))));
}
}
},
error => Console.WriteLine("Reference Data Error: {0}", error),
() => Console.WriteLine("Reference Data Completed."));
_bloomberg.ToObservable(new SecurityEntitlementsRequest(new[] { "VOD LN Equity", "IBM US Equity" }))
.Subscribe(
response =>
{
Console.WriteLine("Security Entitlements Received.");
foreach (var item in response)
{
Console.WriteLine("Ticker={0}, Entitlements=[{1}]", item.Key, string.Join(",", item.Value.EntitlementIds));
}
},
error => Console.WriteLine("Security Entitlements Error={0}", error),
() => Console.WriteLine("Security Entitlements Completed."));
_bloomberg.ToObservable(IntradayTickRequest.Create("VOD LN Equity", new[] { EventType.BID, EventType.ASK, EventType.TRADE }, new DateTime(2015, 10, 16, 9, 0, 0), new DateTime(2015, 10, 16, 9, 10, 0)))
.Subscribe(response =>
{
Console.WriteLine("Intraday Ticks Received.");
Console.WriteLine("Ticker: {0}", response.Ticker);
foreach (var intradayTick in response.IntraDayTicks)
{
Console.WriteLine(" {0:yyyy-MM-dd HH:mm:ss.fff} - {1}: {2}", intradayTick.Time, intradayTick.EventType, intradayTick.Value);
}
},
error => Console.WriteLine("Intraday Tick Error: {0}", error),
() => Console.WriteLine("Intraday Tick Completed."));
_bloomberg.ToObservable(IntradayBarRequest.Create("VOD LN Equity", new DateTime(2015, 10, 16, 9, 0, 0), new DateTime(2015, 10, 16, 12, 00, 0), EventType.BID, 60))
.Subscribe(
intradayBarResponse =>
{
Console.WriteLine("Intraday Bar Received.");
Console.WriteLine("{0}: [{1}]", intradayBarResponse.Ticker, string.Join(",", intradayBarResponse.IntradayBars.Select(intradayBar => string.Format("Open={0}, High={1}, Low={2}, Close={3}, Volume={4}, NumEvents={5}", intradayBar.Open, intradayBar.High, intradayBar.Low, intradayBar.Close, intradayBar.Volume, intradayBar.NumEvents))));
},
error => Console.WriteLine("Intraday Bar Error: {0}", error),
() => Console.WriteLine("Intraday Bars complete"));
_bloomberg.ToObservable(HistoricalDataRequest.Create(new[] { "VOD LN Equity", "TSCO LN Equity" }, new[] { "PX_LAST" }, DateTime.Today.AddMonths(-2), DateTime.Today, PeriodicitySelection.DAILY))
.Subscribe(
response =>
{
Console.WriteLine("Historical Data Received");
foreach (var item in response)
{
if (item.Value.IsLeft)
{
Console.WriteLine("Ticker={0}, SecurityError={1}", item.Key, item.Value.Left);
}
else
{
Console.WriteLine("Ticker={0}", item.Key);
foreach (var dateAndFields in item.Value.Right)
{
Console.WriteLine(" Date: {0}", dateAndFields.Key);
foreach (var nameAndValue in dateAndFields.Value)
{
Console.WriteLine(" {0}: {1}", nameAndValue.Key, nameAndValue.Value);
}
}
}
}
},
error => Console.WriteLine("Historical Data Error: {0}", error),
() => Console.WriteLine("Historical Data Completed."));
_bloomberg.RequestToken().Done(token => Console.WriteLine("Token={0}", token));
Console.WriteLine("It's asynchronous");
}
}
public IObservable <IntradayTickResponse> ToObservable(IntradayTickRequest request)
{
return(_intradayTickManager.ToObservable(request));
}
