private void ShowCompletedInstrument(BloombergDataInstrument instr)
{
if (InstrumentCompleteChanged != null)
{
InstrumentCompleteChanged(instr);
}
}
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
}
/// <summary>
/// Finds the sent instrument by GUID.
/// </summary>
/// <param name="guid">The GUID.</param>
/// <returns></returns>
private BloombergDataInstrument FindSentInstrumentByGuid(Guid guid)
{
BloombergDataInstrument instr = null;
foreach (BloombergDataInstrument bbdi in sentToBB)
{
if (bbdi.GUID == guid)
{
instr = bbdi;
break;
}
}
return(instr);
}
public void TestForReference()
{
List <BloombergDataInstrument> bbdis = new List <BloombergDataInstrument>();
BloombergDataInstrument bbdi = new BloombergDataInstrument();
bbdi.ID = 0;
bbdi.Ticker = "VOD LN Equity";
//bbdi.Ticker = "BBG002626686 BUID";
//bbdi.SecurityType = "Equity";
bbdi.Type = BloombergDataInstrumentType.Security;
bbdi.BBFields = new Dictionary <string, BloombergDataInstrumentField>();
bbdi.BBFields.Add("PX_LAST", new BloombergDataInstrumentField("PX_LAST"));
bbdis.Add(bbdi);
/*
* bbdi.ID = 0;
* bbdi.Ticker = "US0200021014 EQUITY";
* bbdi.SecurityType = "EQUITY";
* bbdi.Type = BloombergDataInstrumentType.Security;
* bbdi.BBFields = new Dictionary<string, object>();
* bbdi.BBFields.Add("ID_ISIN", null);
* bbdi.BBFields.Add("BID", null);
* bbdi.BBFields.Add("ASK", null);
* bbdi.BBFields.Add("PX_CLOSE_DT", null);
* bbdis.Add(bbdi);
*
* bbdi = new BloombergDataInstrument();
* bbdi.ID = 1;
* bbdi.Ticker = "RBS LN EQUITY";
* bbdi.SecurityType = "EQUITY";
* bbdi.Type = BloombergDataInstrumentType.Security;
* bbdi.BBFields = new Dictionary<string, object>();
* bbdi.BBFields.Add("ID_GAVIN", null);
* bbdi.BBFields.Add("PX_LAST", null);
* bbdis.Add(bbdi);
*/
// BloombergData bbd = new BloombergData(new System.Collections.Specialized.StringCollection(), "*****@*****.**", "testing Bloomberg v3 api", ";");
// OR
BloombergData bbd = new BloombergData();
bbd.InstrumentCompleteChanged += new BloombergData.InstrumentComplete(bbd_InstrumentCompleteChanged);
bbd.PercentCompleteChanged += new BloombergData.PercentComplete(bbd_PercentCompleteChanged);
bbd.ProcessCompleted += new BloombergData.ProcessStatus(bbd_ProcessCompleted);
bbd.StatusChanged += new BloombergData.StatusUpdate(bbd_StatusChanged);
bbd.GetBloombergData(bbdis);
}
/// <summary>
/// Gets the field value from the BloombergData BBField collection.
/// </summary>
/// <param name="instrument">The instrument.</param>
/// <param name="fieldName">Name of the field.</param>
/// <returns></returns>
private static object GetFieldValue(BloombergDataInstrument instrument, string fieldName)
{
object fieldValue = null;
try {
if (instrument.BBFields != null)
{
if (instrument.BBFields.ContainsKey(fieldName))
{
fieldValue = instrument.BBFields[fieldName].Value;
}
}
} catch {
fieldValue = null;
}
return(fieldValue);
}
static void bbd_InstrumentCompleteChanged(BloombergDataInstrument instr)
{
string ticker = instr.Ticker;
string value = string.Empty;
string error = string.Empty;
Console.WriteLine("BloombergDataInstrument completed " + ticker);
foreach (string key in instr.BBFields.Keys)
{
if (instr.BBFields[key].Value == null)
{
value = "[NULL]";
}
else
{
value = instr.BBFields[key].Value.ToString();
}
error = instr.BBFields[key].Error;
Console.WriteLine(string.Format("Ticker - {0} : Key - {1} : Value - {2} : Error - {3}", ticker, key, value));
}
}
public void TestForHistory()
{
List <BloombergDataInstrument> bbdis = new List <BloombergDataInstrument>();
BloombergDataInstrument bbdi = new BloombergDataInstrument();
bbdi.ID = 0;
bbdi.Ticker = "EUR001M INDEX";
bbdi.SecurityType = "INDEX";
bbdi.BBFields = new Dictionary <string, BloombergDataInstrumentField>();
bbdi.BBFields.Add("PX_LAST", new BloombergDataInstrumentField("PX_LAST"));
bbdis.Add(bbdi);
BloombergData bbd = new BloombergData(new System.Collections.Specialized.StringCollection(), "*****@*****.**", "testing Bloomberg v3 api", ";");
bbd.InstrumentCompleteChanged += new BloombergData.InstrumentComplete(bbd_InstrumentCompleteChanged);
bbd.PercentCompleteChanged += new BloombergData.PercentComplete(bbd_PercentCompleteChanged);
bbd.ProcessCompleted += new BloombergData.ProcessStatus(bbd_ProcessCompleted);
bbd.StatusChanged += new BloombergData.StatusUpdate(bbd_StatusChanged);
bbd.GetBloombergData(bbdis, DateTime.Today.AddDays(-1));
}
/// <summary>
/// Processes the Bloomberg subscription data event.
/// </summary>
/// <param name="eventObj">The event obj.</param>
/// <param name="session">The session.</param>
private void processSubscriptionDataEvent(BB.Event eventObj, BB.Session session)
{
try {
// process message
foreach (BB.Message msg in eventObj.GetMessages())
{
#region find instrument
Guid reqGUID = (Guid)msg.CorrelationID.Object;
// check for duplicate replies just in case
if (guids.Contains(reqGUID))
{
return;
}
else
{
guids.Add(reqGUID);
}
// find the correct instrument
BloombergDataInstrument bbdi = FindSentInstrumentByGuid(reqGUID);
if (bbdi == null)
{
UpdateStatus("Unable to find received instrument by Guid - " + reqGUID.ToString());
continue;
}
#endregion
UpdateStatus(string.Format("Received {0} of {1} requests : {2}", guids.Count, sentToBB.Count, bbdi.Ticker));
if (msg.HasElement("responseError"))
{
BB.Element error = msg.GetElement(RESPONSE_ERROR);
string responseError = error.GetElementAsString(SUBCATEGORY);
UpdateStatus("Response error : " + error.GetElementAsString(MESSAGE));
CheckForLimits(responseError);
bbdi.HasFieldErrors = true;
continue;
}
BB.Element secDataArray = msg.GetElement(SECURITY_DATA);
#region process security data
// process security data
int numberOfSecurities = secDataArray.NumValues;
for (int index = 0; index < numberOfSecurities; index++)
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName(BLP_REFERENCE_RESPONSE)))
{
// just contains the one element, which is actually a sequence
BB.Element secData = secDataArray.GetValueAsElement(index);
BB.Element fields = secData.GetElement(FIELD_DATA);
GetData(bbdi, fields, secData);
}
else if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName(BLP_HISTORICAL_RESPONSE)))
{
// Historical is handled slightly different. Can contain many elements each with possibly multiple values
foreach (BB.Element secData in secDataArray.Elements)
{
if (secData.Name != FIELD_DATA)
{
continue;
}
for (int pointIndex = 0; pointIndex < secData.NumValues; pointIndex++)
{
BB.Element fields = secData.GetValueAsElement(pointIndex);
GetData(bbdi, fields, secData);
}
}
}
}
#endregion
ShowCompletionPercentage(guids.Count, sentToBB.Count);
ShowCompletedInstrument(bbdi);
}
} catch (Exception ex) {
UpdateStatus("Error occurred processing reply : " + ex.Message);
} finally {
if (guids.Count == sentToBB.Count) // we are done
{
ShowCompletionPercentage(1, 1);
ProcessComplete();
}
}
}
/// <summary>
/// Gets the int value from the BloombergData BBField collection.
/// </summary>
/// <param name="instrument">The instrument.</param>
/// <param name="fieldName">Name of the field.</param>
/// <returns></returns>
public static int?GetInt(BloombergDataInstrument instrument, string fieldName)
{
object fieldValue = GetFieldValue(instrument, fieldName);
return(GetInt(fieldValue));
}
/// <summary>
/// Gets the date time value from the BloombergData BBField collection.
/// </summary>
/// <param name="instrument">The instrument.</param>
/// <param name="fieldName">Name of the field.</param>
/// <returns></returns>
public static DateTime?GetDateTime(BloombergDataInstrument instrument, string fieldName)
{
object fieldValue = GetFieldValue(instrument, fieldName);
return(GetDateTime(fieldValue));
}
/// <summary>
/// Gets the decimal value from the BloombergData BBField collection.
/// </summary>
/// <param name="instrument">The instrument.</param>
/// <param name="fieldName">Name of the field.</param>
/// <returns></returns>
public static decimal?GetDecimal(BloombergDataInstrument instrument, string fieldName)
{
object fieldValue = GetFieldValue(instrument, fieldName);
return(GetDecimal(fieldValue));
}
