/// <summary>
/// Send a request to the BLP API. Called by Query().
/// </summary>
/// <param name="session"></param>
/// <param name="identity"></param>
private void SendRequest(Session session, Identity identity)
{
Console.WriteLine("Sending Request: {0}", d_requestType.ToString());
Service instrumentService = session.GetService(INSTRUMENT_SERVICE);
Request request;
try
{
request = instrumentService.CreateRequest(d_requestType.ToString());
}
catch (NotFoundException e)
{
throw new Exception(
string.Format("Request Type not found: {0}", d_requestType),
e);
}
request.Set(QUERY_ELEMENT, d_queryString);
request.Set(MAX_RESULTS_ELEMENT, d_maxResults);
foreach (KeyValuePair <string, string> entry in d_filters)
{
try
{
request.Set(entry.Key, entry.Value);
}
catch (NotFoundException e)
{
throw new Exception(string.Format("Filter not found: {0}", entry.Key), e);
}
catch (InvalidConversionException e)
{
throw new Exception(
string.Format(
"Invalid value: {0} for filter: {1}",
entry.Value,
entry.Key),
e);
}
}
request.Print(Console.Out);
Console.WriteLine();
session.SendRequest(request, identity, null);
}
public void Connect()
{
string serverHost = "api.bloomberg.com";
int serverPort = 0;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
Log("Connecting to " + serverHost + ":" + serverPort);
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
throw new Exception("Failed to start Bloomberg API session.");
}
if (!session.OpenService("//blp/refdata"))
{
throw new Exception("Failed to open //blp/refdata");
}
this.service = session.GetService("//blp/refdata");
}
/// <summary>
/// Gets the Bloomberg data via the specified request type
/// </summary>
/// <param name="instruments">The list of instruments to retrieve data for</param>
/// <param name="dataFromDate">The start date of the data being requested</param>
/// <param name="dataToDate">The end date of the data being requested</param>
/// <param name="requestType">The type of request i.e. Reference/Historical</param>
private void GetBloombergData(List <BloombergDataInstrument> instruments, DateTime dataFromDate, DateTime dataToDate, string requestType)
{
try {
sentLimitEmail = false;
Initialise(BLP_REF, instruments.Count);
BB.Service service = session.GetService(BLP_REF);
guids = new List <Guid>();
sentToBB = instruments; // new List<BloombergDataInstrument>();
ShowCompletionPercentage(0, instruments.Count);
foreach (BloombergDataInstrument bbdi in instruments)
{
BB.Request request = service.CreateRequest(requestType);
if (requestType == BLP_HISTORICAL_REQUEST)
{
request.Set("startDate", dataFromDate.ToString("yyyyMMdd"));
request.Set("endDate", dataToDate.ToString("yyyyMMdd"));
}
BB.Element securities = request.GetElement(BLP_SECURITIES);
// check for sedol ticker which must be in the correct format
string ticker = bbdi.Ticker;
if (ticker.EndsWith("SEDOL1"))
{
ticker = @"/SEDOL1/" + ticker.Replace(" SEDOL1", string.Empty);
}
// set all the securities to fetch
securities.AppendValue(ticker);
// set all the fields
BB.Element fields = request.GetElement(BLP_FIELDS);
foreach (string field in bbdi.BBFields.Keys)
{
fields.AppendValue(field);
// now do the overrides - if they exist
if (bbdi.BBFields[field].FieldOverrides != null)
{
BB.Element requestOverrides = request.GetElement(BLP_OVERRIDES);
foreach (string oField in bbdi.BBFields[field].FieldOverrides.Keys)
{
object oValue = bbdi.BBFields[field].FieldOverrides[oField];
// now add in the override oField and oValue
BB.Element ovr = requestOverrides.AppendElement();
ovr.SetElement(FIELD_ID, oField);
ovr.SetElement(VALUE, oValue.ToString());
}
}
}
session.SendRequest(request, new BB.CorrelationID(bbdi.GUID));
}
UpdateStatus(string.Format("Sent {0} instruments\\requests to Bloomberg", sentToBB.Count));
} catch (Exception ex) {
UpdateStatus(ex.Message);
throw new Exception("An error occurred whilst sending requests to Bloomberg - " + ex.Message, ex);
}
}
/// <summary>
/// Authorize should be called before any requests are sent. Called by init.
/// </summary>
/// <param name="identity"></param>
/// <param name="session"></param>
private static void Authorize(out Identity identity, Session session)
{
identity = session.CreateIdentity();
if (!session.OpenService(AUTH_SERVICE))
{
throw new Exception(
string.Format("Failed to open auth service: {0}",
AUTH_SERVICE));
}
Service authService = session.GetService(AUTH_SERVICE);
EventQueue tokenEventQueue = new EventQueue();
session.GenerateToken(new CorrelationID(tokenEventQueue), tokenEventQueue);
string token = null;
// Generate token responses will come on the dedicated queue. There would be no other
// messages on that queue.
Event eventObj = tokenEventQueue.NextEvent(
Convert.ToInt32(WAIT_TIME.TotalMilliseconds));
if (eventObj.Type == Event.EventType.TOKEN_STATUS ||
eventObj.Type == Event.EventType.REQUEST_STATUS)
{
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
if (msg.MessageType == TOKEN_SUCCESS)
{
token = msg.GetElementAsString(TOKEN_ELEMENT);
}
}
}
if (token == null)
{
throw new Exception("Failed to get token");
}
Request authRequest = authService.CreateAuthorizationRequest();
authRequest.Set(TOKEN_ELEMENT, token);
session.SendAuthorizationRequest(authRequest, identity, null);
TimeSpan ts = WAIT_TIME;
for (DateTime startTime = DateTime.UtcNow;
ts.TotalMilliseconds > 0;
ts = ts - (DateTime.UtcNow - startTime))
{
eventObj = session.NextEvent(Convert.ToInt32(ts.TotalMilliseconds));
// Since no other requests were sent using the session queue, the response can
// only be for the Authorization request
if (eventObj.Type != Event.EventType.RESPONSE &&
eventObj.Type != Event.EventType.PARTIAL_RESPONSE &&
eventObj.Type != Event.EventType.REQUEST_STATUS)
{
continue;
}
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
if (msg.MessageType != AUTHORIZATION_SUCCESS)
{
throw new Exception("Authorization Failed");
}
}
return;
}
throw new Exception("Authorization Failed");
}