public static SObjectDTO GetIntradayHistData(string moniker_)
{
SObjectDTO ret = new SObjectDTO()
{
Moniker = moniker_
};
try
{
var moniker = GetHistDataMoniker.FromMoniker(moniker_);
if(!moniker.IsComplete())
{
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("given moniker was not complete");
return ret;
}
var staticF = StaticFutureHelpers.GetStaticFuturesForBbgStart(moniker.BbgTicker);
if (staticF == null || staticF.Count()==0)
{
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage(string.Format("cannot locate static info for bbg ticker = {0}. Consider using symFindFutures to ensure we have future first", moniker.BbgTicker));
return ret;
}
var tz = (IntradayData.TZ)Enum.Parse(typeof(IntradayData.TZ), moniker.Timezone.ToUpper());
var dfT = (IntradayData.DataFrequencyType)Enum.Parse(typeof(IntradayData.DataFrequencyType),moniker.FrequencyPeriodType.ToUpper());
ret.Xml = IntradayDataHelpers.GetDataAsXml(staticF.First(), moniker.StartDateTime.Value, moniker.EndDateTime.Value, tz, moniker.FrequencyNumPeriods.Value, dfT);
if (ret.Xml == null) ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("No data found");
}
catch (Exception ex_)
{
SLog.log.Error(string.Format("Error getting intraday hist data for moniker: {0}", moniker_), ex_);
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("Internal server error");
}
return ret;
}
public static SObjectDTO GetEventDates(string moniker_)
{
var ret = new SObjectDTO()
{
Moniker = moniker_
};
try
{
var moniker = GetEventDatesMoniker.FromMoniker(moniker_);
if (!moniker.IsComplete())
{
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("given moniker was not complete");
return ret;
}
var eventGroup = EventGroupHelpers.GetEventGroupWithCode(moniker.EventCode);
if (eventGroup == null)
{
ret.Xml = EventGroupHelpers.GetAllEventGroupsAsXml();
return ret;
}
TZ tz = (TZ)Enum.Parse(typeof(TZ), moniker.TimeZone);
ret.Xml = IntradayDataHelpers.GetEventDatesAsXml(eventGroup, tz, moniker.StartDate.Value, moniker.EndDate.Value);
if (ret.Xml == null) ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("No data found");
}
catch(Exception ex_)
{
SLog.log.Error(string.Format("Error getting event dates for moniker: {0}", moniker_), ex_);
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("Internal server error");
}
return ret;
}
public static SObjectDTO FindFutures(string moniker_)
{
SObjectDTO ret = new SObjectDTO()
{
Moniker=moniker_
};
try
{
var m = FindFuturesMoniker.FromMoniker(moniker_);
var list = IntradayData.StaticFutureHelpers.GetStaticFuturesForBbgStart(bbgStart_: m.BbgCodeStartWith.ToUpper(), liveDate_: m.LiveDate);
if (list != null)
ret.Xml = list.Select(x => new { SymmetryCode = x.BbgTicker, FirstTrade = x.FirstTrade, LastTrade = x.LastTrade, Description = x.Description })
.ToGenericTableXml();
else
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage(string.Format("'{0}' @ '{1}' -> No matching futures found.", m.BbgCodeStartWith, m.LiveDate.ToString("dd-MMM-yyyy")));
}
catch (Exception ex_)
{
SLog.log.Error("Error Finding Futures", ex_);
ret.Xml = IntradayDataHelpers.XmlStringForGenericTableErrorMessage("Internal server error");
}
return ret;
}
