private static void ProcessResponseEvent(Event eventObj, SecurityToDateToFldNameToFldVal result)
{
foreach (Message msg in eventObj)
{
Console.WriteLine($"Received response to request {msg.RequestId}");
if (msg.HasElement(ResponseError))
{
PrintErrorInfo(
msg,
"REQUEST FAILED: ",
msg.GetElement(ResponseError));
continue;
}
Element secData = msg.GetElement(SecurityData);
for (int i = 0; i < secData.NumValues; ++i)
{
string ticker = secData.GetElement(Security).GetValueAsString();
Element fieldDataArray = secData.GetElement(FieldData);
if (!result.ContainsKey(ticker))
{
result[ticker] = new DateToFldNameToFldVal();
}
for (int j = 0; j < fieldDataArray.NumValues; ++j)
{
Element field = fieldDataArray.GetValueAsElement(j);
DateTime dt = field.GetElementAsDate(Date).ToSystemDateTime();
string fieldName = field.GetElement(1).ElementDefinition.Name.ToString();
double val = (double)field.GetElement(1).GetValue();
if (!result[ticker].ContainsKey(dt))
{
result[ticker][dt] = new FldNameToFldVal();
}
result[ticker][dt][fieldName] = val;
}
}
}
}
public SecurityToDateToFldNameToFldVal PerformRequest(DateTime fromDate, DateTime toDate, List <string> tickers, List <string> fieldNames, Dictionary <string, string> optionalParams, Dictionary <string, string> overrideParams)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost + ":" + serverPort);
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
CheckFailures(session);
return(null);
}
if (!session.OpenService(BbgStrings.Services.REF_DATA_SERVICE))
{
System.Console.Error.WriteLine("Failed to open " + BbgStrings.Services.REF_DATA_SERVICE);
CheckFailures(session);
return(null);
}
Service refDataService = session.GetService(BbgStrings.Services.REF_DATA_SERVICE);
Request request = refDataService.CreateRequest(BbgStrings.Requests.HISTORICAL_DATA);
Element securities = request.GetElement(BbgStrings.Elements.SECURITIES);
foreach (string s in tickers)
{
securities.AppendValue(s);
}
Element fields = request.GetElement(BbgStrings.Elements.FIELD);
foreach (string f in fieldNames)
{
fields.AppendValue(f);
}
Element overrides = request.GetElement(BbgStrings.Elements.OVERRIDES);
foreach (KeyValuePair <string, string> e in overrideParams)
{
Element o = overrides.AppendElement();
o.SetElement("fieldId", e.Key);
o.SetElement("value", e.Value);
}
foreach (KeyValuePair <string, string> e in optionalParams)
{
request.Set(e.Key, e.Value);
}
request.Set(BbgStrings.QueryParams.START_DATE, fromDate.ToString("yyyyMMdd"));
request.Set(BbgStrings.QueryParams.END_DATE, toDate.ToString("yyyyMMdd"));
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
SecurityToDateToFldNameToFldVal result = new SecurityToDateToFldNameToFldVal();
bool isDone = false;
while (!isDone)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
}
switch (eventObj.Type)
{
case Event.EventType.PARTIAL_RESPONSE:
ProcessResponseEvent(eventObj, result);
break;
case Event.EventType.RESPONSE:
ProcessResponseEvent(eventObj, result);
isDone = true;
break;
default:
ProcessGenericEvent(eventObj);
break;
}
}
session.Stop();
return(result);
}