private static RequestItemField ProcessOverrides(RequestItem ri, string overrides)
{
// Overrides come in the form "FieldName[fieldName,fieldValue,fieldName,fieldValue]"
// with as many name/value pairs within the brackets as required
int start = overrides.IndexOf("[");
// The last character will be the ]
if (!overrides.EndsWith("]"))
{
throw new Exception("Override fields passed to ProcessOverrides() that didn't end with ]");
}
RequestItemField ret = new RequestItemField(overrides.Substring(0, start));
string[] nameValues = overrides.Substring(start + 1, overrides.Length - start - 2).Split(',');
for (int i = 0; i < nameValues.Length; i += 2)
{
string field = nameValues[i];
string value = nameValues[i + 1];
ret.OverrideFields.Add(new OverrideField(field, value));
}
return(ret);
}
private void AddBBfield(BloombergDataInstrument bdi, RequestItemField Field, int id)
{
// Ignore duplicate field names
if (!bdi.BBFields.ContainsKey(Field.Key))
{
BloombergDataInstrumentField field = new BloombergDataInstrumentField(Field.Key);
field.ID = id;
foreach (OverrideField oField in Field.OverrideFields)
{
field.FieldOverrides.Add(oField.Name, oField.Value);
}
bdi.BBFields.Add(Field.Key, field);
}
}
internal static void AddFieldFromFieldList(RequestItem ri)
{
switch (ri.RequestType)
{
case BloombergDataInstrument.eRequestType.IntraDayBar:
case BloombergDataInstrument.eRequestType.IntraDayTick:
if (_intraDayEventTypeFields.Count == 0)
{
_intraDayEventTypeFields.Add("bid", true);
_intraDayEventTypeFields.Add("ask", true);
_intraDayEventTypeFields.Add("trade", true);
_intraDayEventTypeFields.Add("ask_best", true);
_intraDayEventTypeFields.Add("bid_best", true);
}
break;
}
string fields = ri.BBFieldList;
// Fields may be a single field or may be a comma seperated list
// or they may contains Override fields within square brackets
while (fields != "")
{
RequestItemField fld = null;
int comma = fields.IndexOf(",");
int bracket = fields.IndexOf("[");
if (comma == -1 && bracket == -1)
{
// a lonesome field
fld = new RequestItemField(fields);
fields = "";
}
else if (comma == -1)
{
// Just a bracket found
int end = fields.IndexOf("]");
string overrides = fields.Substring(0, end + 1);
fields = fields.Substring(end + 1);
fld = ProcessOverrides(ri, overrides);
}
else if (bracket == -1)
{
// Just a comma found
fld = new RequestItemField(fields.Substring(0, comma));
fields = fields.Substring(comma + 1);
}
else
{
// Both a bracket and commas, process in order.
if (comma < bracket)
{
fld = new RequestItemField(fields.Substring(0, comma));
fields = fields.Substring(comma + 1);
}
else
{
int end = fields.IndexOf("]");
string overrides = fields.Substring(0, end + 1);
fields = fields.Substring(end + 1);
fld = ProcessOverrides(ri, overrides);
}
}
if (ri.RequestType == BloombergDataInstrument.eRequestType.IntraDayBar &&
_intraDayEventTypeFields.ContainsKey(fld.Key))
{
ri.EventType = fld.Key;
}
else
{
ri.riFields.Add(fld.Key, fld);
}
}
}
