C# 使用彭博API的棒材数据(即OHLCV)
我试图终止旧的数据源流程(在一张工作表上使用Excel BDH公式),而是尝试将一个非常简单的C#console应用程序编码到Bloomberg C#Desktop API 我所需要的就是复制这个BDH公式——它基本上返回给定时间间隔的条形图数据: =BDH(安全性、字段、startdatetime、enddatetime,“BarTp=T”、“BarSz=1”) 我尽了最大努力复制彭博文档中的示例,但无法处理下面提到的错误 我查看了openbloomberg.com,当然还有stackoverflow问题,查找相关示例,但简单地说,最接近的示例是我在复制代码时发现的返回错误 以下代码是我迄今为止完成的总体结构:C# 使用彭博API的棒材数据(即OHLCV),c#,api,bloomberg,C#,Api,Bloomberg,我试图终止旧的数据源流程(在一张工作表上使用Excel BDH公式),而是尝试将一个非常简单的C#console应用程序编码到Bloomberg C#Desktop API 我所需要的就是复制这个BDH公式——它基本上返回给定时间间隔的条形图数据: =BDH(安全性、字段、startdatetime、enddatetime,“BarTp=T”、“BarSz=1”) 我尽了最大努力复制彭博文档中的示例,但无法处理下面提到的错误 我查看了openbloomberg.com,当然还有stackover
using System;
using System.Collections.Generic;
using System.Text;
using CorrelationID = Bloomberglp.Blpapi.CorrelationID;
using Element = Bloomberglp.Blpapi.Element;
using Event = Bloomberglp.Blpapi.Event;
using Message = Bloomberglp.Blpapi.Message;
using Request = Bloomberglp.Blpapi.Request;
using Service = Bloomberglp.Blpapi.Service;
using Session = Bloomberglp.Blpapi.Session;
using SessionOptions = Bloomberglp.Blpapi.SessionOptions;
using BDateTime = Bloomberglp.Blpapi.Datetime;
namespace RequestResponseMultiple
{
class RequestResponseMultiple
{
public static Request request;
public static Session session;
static void Main(string[] args)
{
open_one_bb_session();
// Add securities
request.Set("security", "GARAN TI Equity");
request.Set("eventType", "TRADE");
request.Set("interval", 1); // bar interval in minutes
request.Set("startDateTime", new BDateTime(2014, 03, 21, 13, 30, 0, 0));
request.Set("endDateTime", new BDateTime(2014, 03, 21, 15, 30, 0, 0));
// send request and handle response!
while (true)
{
//... SEND THE REQUEST...
session.SendRequest(request, new CorrelationID(1));
//... AND, HANDLE THE RESPONSE!
bool continueToLoop = true;
while (continueToLoop)
{
Event eventObj = session.NextEvent();
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
continueToLoop = false;
handleResponseEvent(eventObj);
break;
case Event.EventType.PARTIAL_RESPONSE:
handleResponseEvent(eventObj);
break;
default:
handleOtherEvent(eventObj);
break;
}
} // each eventobj
Console.ReadKey();
} // time
} // void
private static void open_one_bb_session()
{
// open session
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
session = new Session(sessionOptions);
if (!session.Start())
{
System.Console.WriteLine("Could not start session.");
System.Environment.Exit(1);
}
// open server from the session
if (!session.OpenService("//blp/refdata"))
{
System.Console.WriteLine("Could not open service " + "//blp/refdata");
System.Environment.Exit(1);
}
// get server from the session
Service refDataSvc = session.GetService("//blp/refdata");
// Create request from this server
// request = refDataSvc.CreateRequest("ReferenceDataRequest");
request = refDataSvc.CreateRequest("IntradayBarRequest");
// create intraday bar request
// request = refDataSvc.CreateRequest("IntradayBarRequest");
}
private static void handleResponseEvent(Event eventObj)
{
foreach (Message message in eventObj.GetMessages())
{
Element ReferenceDataResponse = message.AsElement;
if (ReferenceDataResponse.HasElement("responseError"))
{System.Environment.Exit(1);}
Element securityDataArray =ReferenceDataResponse.GetElement("security");
int numItems = securityDataArray.NumValues;
for (int i = 0; i < numItems; ++i)
{
Element securityData =securityDataArray.GetValueAsElement(i);
String security =securityData.GetElementAsString("security");
int sequenceNumber =securityData.GetElementAsInt32("sequenceNumber");
if (securityData.HasElement("securityError"))
{
Element securityError =securityData.GetElement("securityError");
System.Console.WriteLine("* security =" + security);
securityError =securityData.GetElement("securityError");
securityError.Print(System.Console.Out);
return;
}
else
{
Element Bars = message.GetElement("barData").GetElement("barTickData");
int nBars = Bars.NumValues;
for (int nB = 0; nB < nBars; ++nB)
{
Element Bar = Bars.GetValueAsElement(nB);
BDateTime time = Bar.GetElementAsDate("time");
double open = Bar.GetElementAsFloat64("open");
double high = Bar.GetElementAsFloat64("high");
double low = Bar.GetElementAsFloat64("low");
double close = Bar.GetElementAsFloat64("close");
int numEvents = Bar.GetElementAsInt32("numEvents");
long volume = Bar.GetElementAsInt64("volume");
// Individually output each value
System.Console.WriteLine(
"security =" +security
+ " sequenceNumber =" +sequenceNumber
+ ", " + time
+ ", " + open
+ ", " + high
+ ", " + low
+ ", " + close
+ ", " + volume);
} // each Bar
}
} // num msg items
} // msg
} // void
private static void handleOtherEvent(Event eventObj)
{
System.Console.WriteLine("EventType=" + eventObj.Type);
foreach (Message message in eventObj.GetMessages())
{
System.Console.WriteLine("correlationID=" +message.CorrelationID);
System.Console.WriteLine("messageType=" +message.MessageType);
message.Print(System.Console.Out);
if (Event.EventType.SESSION_STATUS == eventObj.Type && message.MessageType.Equals("SessionTerminated"))
{
System.Console.WriteLine("Terminating: " + message.MessageType);
System.Environment.Exit(1);
}
} // each msg
} // void
} // class
}// n
使用系统;
使用System.Collections.Generic;
使用系统文本;
使用CorrelationID=bloombergglp.Blpapi.CorrelationID;
使用元素=bloombergglp.Blpapi.Element;
使用Event=bloombergglp.Blpapi.Event;
使用Message=bloombergglp.Blpapi.Message;
使用Request=bloombergglp.Blpapi.Request;
使用服务=bloombergglp.Blpapi.Service;
使用Session=bloombergglp.Blpapi.Session;
使用SessionOptions=bloombergglp.Blpapi.SessionOptions;
使用BDateTime=bloombergglp.Blpapi.Datetime;
命名空间RequestResponseMultiple
{
类RequestResponseMultiple
{
公共静态请求;
公开静态会议;
静态void Main(字符串[]参数)
{
打开_one_bb_会话();
//添加证券
请求。集合(“担保”、“GARAN TI股权”);
请求集(“事件类型”、“交易”);
request.Set(“interval”,1);//以分钟为单位的bar interval
请求设置(“startDateTime”,新的BDateTime(2014,03,21,13,30,0,0));
请求.Set(“endDateTime”,新的BDateTime(2014,03,21,15,30,0,0));
//发送请求并处理响应!
while(true)
{
//…发送请求。。。
SendRequest(请求,新的CorrelationID(1));
//…还有,处理好回应!
bool continueToLoop=true;
while(continueToLoop)
{
Event eventObj=session.NextEvent();
开关(事件对象类型)
{
case Event.EventType.RESPONSE:
continueToLoop=false;
HandlerResponseEvent(eventObj);
打破
case Event.EventType.PARTIAL_响应:
HandlerResponseEvent(eventObj);
打破
违约:
handleOtherEvent(eventObj);
打破
}
}//每个eventobj
Console.ReadKey();
}//时间
}//无效
私有静态无效打开\u one\u bb\u会话()
{
//公开会议
SessionOptions SessionOptions=新SessionOptions();
sessionOptions.ServerHost=“localhost”;
sessionOptions.ServerPort=8194;
会话=新会话(会话选项);
如果(!session.Start())
{
System.Console.WriteLine(“无法启动会话”);
系统、环境、出口(1);
}
//从会话中打开服务器
if(!session.OpenService(“//blp/refdata”))
{
System.Console.WriteLine(“无法打开服务”+“//blp/refdata”);
系统、环境、出口(1);
}
//从会话中获取服务器
Service refDataSvc=session.GetService(“//blp/refdata”);
//从此服务器创建请求
//request=refDataSvc.CreateRequest(“ReferenceDataRequest”);
request=refDataSvc.CreateRequest(“IntradayBarRequest”);
//创建日内酒吧请求
//request=refDataSvc.CreateRequest(“IntradayBarRequest”);
}
私有静态无效句柄响应事件(Event eventObj)
{
foreach(eventObj.GetMessages()中的消息)
{
元素ReferenceDataResponse=message.AsElement;
if(ReferenceDataResponse.HasElement(“responseError”))
{System.Environment.Exit(1);}
Element securityDataArray=ReferenceDataResponse.GetElement(“安全”);
int numItems=securityDataArray.NumValues;
对于(int i=0;i