private static void ProcessEvent(Event evt, Session session)
{
switch (evt.Type)
{
case Event.EventType.SESSION_STATUS: //use this to open the service
foreach (Message message in evt.GetMessages())
{
if (message.MessageType.Equals("SessionStarted"))
{
try
{
session.OpenServiceAsync("//blp/mktdata", new CorrelationID(-9999));
}
catch (Exception)
{
System.Console.Error.WriteLine("Could not open //blp/mktdata for async");
}
}
}
break;
case Event.EventType.SERVICE_STATUS: //use this to subscribe to ticker feeds
List<Subscription> slist = new List<Subscription>();
//Conflate the data to show every two seconds.
// Please note that the Bloomberg API Emulator code does not treat this exactly correct: individual subscriptions should each have their own interval setting.
// I have not coded that in the emulator.
List<string> options = new string[] { "interval=2" }.ToList(); //2 seconds. //Comment this line to receive a subscription data event whenever it happens in the market.
//slist.Add(new Subscription("ZYZZ US EQUITY", MarketDataRequest._fields, options)); //the code treats securities that start with a "Z" as non-existent
slist.Add(new Subscription("SPY US EQUITY", MarketDataRequest._fields, options));
slist.Add(new Subscription("AAPL 150117C00600000 EQUITY", MarketDataRequest._fields, options));
session.Subscribe(slist);
break;
case Event.EventType.SUBSCRIPTION_DATA:
case Event.EventType.RESPONSE:
case Event.EventType.PARTIAL_RESPONSE:
MarketDataRequest.ProcessEvent(evt);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
foreach (var msg in evt.GetMessages())
{
bool fieldExceptionsExist = msg.HasElement("exceptions", true);
if (fieldExceptionsExist)
{
Element elmExceptions = msg["exceptions"];
for (int i = 0; i < elmExceptions.NumValues; i++)
{
Element elmException = elmExceptions.GetValueAsElement(i);
string fieldId = elmException.GetElementAsString("fieldId");
Element elmReason = elmException["reason"];
string source = elmReason.GetElementAsString("source");
int errorCode = elmReason.GetElementAsInt32("errorCode");
string category = elmReason.GetElementAsString("category");
string description = elmReason.GetElementAsString("description");
Console.WriteLine("field error: ");
Console.WriteLine(string.Format("\tfieldId = {0}", fieldId));
Console.WriteLine(string.Format("\tsource = {0}", source));
Console.WriteLine(string.Format("\terrorCode = {0}", errorCode));
Console.WriteLine(string.Format("\tcategory = {0}", category));
Console.WriteLine(string.Format("\tdescription = {0}", description));
}
}
}
break;
}
}
private static void ProcessResponse(Event evt, string security)
{
//Note that the IntradayBarResponse does not include the name of the requested security anywhere
Console.WriteLine(security);
foreach (var msg in evt.GetMessages())
{
bool isSecurityError = msg.HasElement("responseError", true);
if (isSecurityError)
{
Element secError = msg["responseError"];
string source = secError.GetElementAsString("source");
int code = secError.GetElementAsInt32("code");
string category = secError.GetElementAsString("category");
string errorMessage = secError.GetElementAsString("message");
string subCategory = secError.GetElementAsString("subcategory");
Console.WriteLine("response error");
Console.WriteLine(string.Format("source = {0}", source));
Console.WriteLine(string.Format("code = {0}", code));
Console.WriteLine(string.Format("category = {0}", category));
Console.WriteLine(string.Format("errorMessage = {0}", errorMessage));
Console.WriteLine(string.Format("subCategory = {0}", subCategory));
}
else
{
Element elmBarTickDataArray = msg["barData"]["barTickData"];
for (int valueIndex = 0; valueIndex < elmBarTickDataArray.NumValues; valueIndex++)
{
Element elmBarTickData = elmBarTickDataArray.GetValueAsElement(valueIndex);
DateTime dtTick = elmBarTickData.GetElementAsDatetime("time").ToSystemDateTime();
double open = elmBarTickData.GetElementAsFloat64("open");
double high = elmBarTickData.GetElementAsFloat64("high");
double low = elmBarTickData.GetElementAsFloat64("low");
double close = elmBarTickData.GetElementAsFloat64("close");
int numEvents = elmBarTickData.GetElementAsInt32("numEvents");
long volume = elmBarTickData.GetElementAsInt64("volume");
double value = elmBarTickData.GetElementAsFloat64("value");
Console.WriteLine(dtTick.ToString("HH:mm:ss"));
Console.WriteLine(string.Format("\t open = {0:c2}", open));
Console.WriteLine(string.Format("\t high = {0:c2}", high));
Console.WriteLine(string.Format("\t low = {0:c2}", low));
Console.WriteLine(string.Format("\t close = {0:c2}", close));
Console.WriteLine(string.Format("\t numEvents = {0:n0}", numEvents));
Console.WriteLine(string.Format("\t volume = {0:n0}", volume));
Console.WriteLine(string.Format("\t value = {0:n0}", value));
Console.WriteLine();
}
}
}
}
private static void ProcessEvent(Event evt)
{
const bool excludeNullElements = true;
foreach (Message message in evt.GetMessages())
{
string security = message.TopicName;
foreach (var field in MarketDataRequest._fields)
{
//This ignores the extraneous fields in the response
if (message.HasElement(field, excludeNullElements)) //be careful, excludeNullElements is false by default
{
Element elmField = message[field];
Console.WriteLine(string.Format("{0:HH:mm:ss}: {1}, {2}",
DateTime.Now,
security,
elmField.ToString().Trim()));
}
}
}
Console.WriteLine();
}
private static void handleOtherEvent(Event eventObj)
{
Console.WriteLine("EventType=" + eventObj.Type);
foreach (Message message in eventObj.GetMessages())
{
Console.WriteLine("correlationID=" + message.CorrelationID);
Console.WriteLine("messageType=" + message.MessageType);
Console.WriteLine(message.ToString());
if (Event.EventType.SESSION_STATUS == eventObj.Type && message.MessageType.Equals("SessionTerminated"))
{
Console.WriteLine("Terminating: " + message.MessageType);
}
}
}
private static void handleResponseEvent(Event eventObj)
{
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("EventType =" + eventObj.Type);
foreach (Message message in eventObj.GetMessages())
{
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("correlationID=" + message.CorrelationID);
Console.WriteLine("messageType =" + message.MessageType);
Element elmSecurityDataArray = message["securityData"];
for (int valueIndex = 0; valueIndex < elmSecurityDataArray.NumValues; valueIndex++)
{
Element elmSecurityData = elmSecurityDataArray.GetValueAsElement(valueIndex);
string security = elmSecurityData.GetElementAsString("security");
Console.WriteLine(security);
bool hasFieldErrors = elmSecurityData.HasElement("fieldExceptions", true);
if (hasFieldErrors)
{
Element elmFieldErrors = elmSecurityData["fieldExceptions"];
for (int errorIndex = 0; errorIndex < elmFieldErrors.NumValues; errorIndex++)
{
Element fieldError = elmFieldErrors.GetValueAsElement(errorIndex);
string fieldId = fieldError.GetElementAsString("fieldId");
Element errorInfo = fieldError["errorInfo"];
string source = errorInfo.GetElementAsString("source");
int code = errorInfo.GetElementAsInt32("code");
string category = errorInfo.GetElementAsString("category");
string strMessage = errorInfo.GetElementAsString("message");
string subCategory = errorInfo.GetElementAsString("subcategory");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("\tfield error");
Console.WriteLine(string.Format("\tfieldId = {0}", fieldId));
Console.WriteLine(string.Format("\tsource = {0}", source));
Console.WriteLine(string.Format("\tcode = {0}", code));
Console.WriteLine(string.Format("\tcategory = {0}", category));
Console.WriteLine(string.Format("\terrorMessage = {0}", strMessage));
Console.WriteLine(string.Format("\tsubCategory = {0}", subCategory));
}
}
bool isSecurityError = elmSecurityData.HasElement("securityError", true);
if (isSecurityError)
{
Element secError = elmSecurityData["securityError"];
string source = secError.GetElementAsString("source");
int code = secError.GetElementAsInt32("code");
string category = secError.GetElementAsString("category");
string errorMessage = secError.GetElementAsString("message");
string subCategory = secError.GetElementAsString("subcategory");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("\tsecurity error");
Console.WriteLine(string.Format("\tsource = {0}", source));
Console.WriteLine(string.Format("\tcode = {0}", code));
Console.WriteLine(string.Format("\tcategory = {0}", category));
Console.WriteLine(string.Format("\terrorMessage = {0}", errorMessage));
Console.WriteLine(string.Format("\tsubCategory = {0}", subCategory));
}
else
{
Element elmFieldData = elmSecurityData["fieldData"];
double pxLast = elmFieldData.GetElementAsFloat64("PX_LAST");
double bid = elmFieldData.GetElementAsFloat64("BID");
double ask = elmFieldData.GetElementAsFloat64("ASK");
string ticker = elmFieldData.GetElementAsString("TICKER");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("\tPX_LAST = " + pxLast.ToString());
Console.WriteLine("\tBID = " + bid.ToString());
Console.WriteLine("\tASK = " + ask.ToString());
Console.WriteLine("\tTICKER = " + ticker.ToString());
bool excludeNullElements = true;
if (elmFieldData.HasElement("CHAIN_TICKERS", excludeNullElements)) //be careful, excludeNullElements is false by default
{
Element chainTickers = elmFieldData["CHAIN_TICKERS"];
for (int chainTickerValueIndex = 0; chainTickerValueIndex < chainTickers.NumValues; chainTickerValueIndex++)
{
Element chainTicker = chainTickers.GetValueAsElement(chainTickerValueIndex);
string strChainTicker = chainTicker.GetElementAsString("Ticker");
Console.WriteLine("\tCHAIN_TICKER = " + strChainTicker.ToString());
}
}
else
{
Console.WriteLine("\tNo CHAIN_TICKER information");
}
}
}
}
}
private static void ProcessResponse(Event evt, string security)
{
//Note that the IntradayTickResponse does not include the name of the requested security anywhere
Console.WriteLine(security);
foreach (var msg in evt.GetMessages())
{
bool isSecurityError = msg.HasElement("responseError", true);
if (isSecurityError)
{
Element secError = msg["responseError"];
string source = secError.GetElementAsString("source");
int code = secError.GetElementAsInt32("code");
string category = secError.GetElementAsString("category");
string errorMessage = secError.GetElementAsString("message");
string subCategory = secError.GetElementAsString("subcategory");
Console.WriteLine("response error");
Console.WriteLine(string.Format("source = {0}", source));
Console.WriteLine(string.Format("code = {0}", code));
Console.WriteLine(string.Format("category = {0}", category));
Console.WriteLine(string.Format("errorMessage = {0}", errorMessage));
Console.WriteLine(string.Format("subCategory = {0}", subCategory));
}
else
{
Element elmTickDataArr = msg["tickData"];
Element elmTickData = elmTickDataArr["tickData"];
for (int valueCount = 0; valueCount < elmTickData.NumValues; valueCount++)
{
Element elmTickDataValue = elmTickData.GetValueAsElement(valueCount);
DateTime time = elmTickDataValue.GetElementAsTime("time").ToSystemDateTime();
string type = elmTickDataValue.GetElementAsString("type");
double value = elmTickDataValue.GetElementAsFloat64("value");
int size = elmTickDataValue.GetElementAsInt32("size");
Console.WriteLine(string.Format("{0:HH:mm:ss}: {1}, {2} @ {3}", time, type, size, value));
}
}
}
}
private static void handleResponseEvent(Event eventObj)
{
Console.WriteLine("EventType = " + eventObj.Type);
foreach (Message message in eventObj.GetMessages())
{
Console.WriteLine();
Console.WriteLine("correlationID= " + message.CorrelationID);
Console.WriteLine("messageType = " + message.MessageType);
Element elmSecurityData = message["securityData"];
Element elmSecurity = elmSecurityData["security"];
string security = elmSecurity.GetValueAsString();
Console.WriteLine(security);
if (elmSecurityData.HasElement("securityError", true))
{
Element elmSecError = elmSecurityData["securityError"];
string source = elmSecError.GetElementAsString("source");
int code = elmSecError.GetElementAsInt32("code");
string category = elmSecError.GetElementAsString("category");
string errorMessage = elmSecError.GetElementAsString("message");
string subCategory = elmSecError.GetElementAsString("subcategory");
Console.WriteLine("security error");
Console.WriteLine(string.Format("source = {0}", source));
Console.WriteLine(string.Format("code = {0}", code));
Console.WriteLine(string.Format("category = {0}", category));
Console.WriteLine(string.Format("errorMessage = {0}", errorMessage));
Console.WriteLine(string.Format("subCategory = {0}", subCategory));
}
else
{
bool hasFieldErrors = elmSecurityData.HasElement("fieldExceptions", true);
if (hasFieldErrors)
{
Element elmFieldErrors = elmSecurityData["fieldExceptions"];
for (int errorIndex = 0; errorIndex < elmFieldErrors.NumValues; errorIndex++)
{
Element fieldError = elmFieldErrors.GetValueAsElement(errorIndex);
string fieldId = fieldError.GetElementAsString("fieldId");
Element errorInfo = fieldError["errorInfo"];
string source = errorInfo.GetElementAsString("source");
int code = errorInfo.GetElementAsInt32("code");
string category = errorInfo.GetElementAsString("category");
string strMessage = errorInfo.GetElementAsString("message");
string subCategory = errorInfo.GetElementAsString("subcategory");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("field error: ");
Console.WriteLine(string.Format("\tfieldId = {0}", fieldId));
Console.WriteLine(string.Format("\tsource = {0}", source));
Console.WriteLine(string.Format("\tcode = {0}", code));
Console.WriteLine(string.Format("\tcategory = {0}", category));
Console.WriteLine(string.Format("\terrorMessage = {0}", strMessage));
Console.WriteLine(string.Format("\tsubCategory = {0}", subCategory));
}
}
Element elmFieldData = elmSecurityData["fieldData"];
for (int valueIndex = 0; valueIndex < elmFieldData.NumValues; valueIndex++)
{
Element elmValues = elmFieldData.GetValueAsElement(valueIndex);
DateTime date = elmValues.GetElementAsDate("date").ToSystemDateTime();
double bid = elmValues.GetElementAsFloat64("BID");
double ask = elmValues.GetElementAsFloat64("ASK");
Console.WriteLine(string.Format("{0:yyyy-MM-dd}: BID = {1}, ASK = {2}", date, bid, ask));
}
}
}
}