def main():
"""Main function"""
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = prepareZfpSessionOptions(options) \
if options.remote \
else prepareStandardSessionOptions(options)
sessionOptions.setAuthenticationOptions(options.auth['option'])
sessionOptions.setAutoRestartOnDisconnection(True)
session = blpapi.Session(sessionOptions)
if not session.start():
print("Failed to start session.")
return
subscriptionIdentity = session.createIdentity()
if options.auth['option']:
isAuthorized = False
authServiceName = "//blp/apiauth"
if session.openService(authServiceName):
authService = session.getService(authServiceName)
isAuthorized = authorize(
authService, subscriptionIdentity, session,
blpapi.CorrelationId("auth"),
options.auth.get('manual'))
if not isAuthorized:
print("No authorization")
return
subscriptions = blpapi.SubscriptionList()
for t in options.topics:
topic = options.service + t
subscriptions.add(topic,
options.fields,
options.options,
blpapi.CorrelationId(topic))
session.subscribe(subscriptions, subscriptionIdentity)
try:
eventCount = 0
while True:
# Specify timeout to give a chance for Ctrl-C
event = session.nextEvent(1000)
for msg in event:
if event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS or \
event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
print("%s - %s" % (msg.correlationIds()[0].value(), msg))
else:
print(msg)
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
session.stop()
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
print("Connecting to %s:%d" % (options.host, options.port))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
print("Failed to start session.")
return
if not session.openService("//blp/mktdata"):
print("Failed to open //blp/mktdata")
return
security1 = "IBM US Equity"
security2 = "/cusip/912828GM6@BGN"
subscriptions = blpapi.SubscriptionList()
subscriptions.add(security1,
"LAST_PRICE,BID,ASK",
"",
blpapi.CorrelationId(security1))
subscriptions.add(security2,
"LAST_PRICE,BID,ASK,BID_YIELD,ASK_YIELD",
"",
blpapi.CorrelationId(security2))
session.subscribe(subscriptions)
try:
# Process received events
eventCount = 0
while(True):
# We provide timeout to give the chance to Ctrl+C handling:
event = session.nextEvent(500)
for msg in event:
if event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS or \
event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
print("%s - %s" % (msg.correlationIds()[0].value(), msg))
else:
print(msg)
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
# Stop the session
session.stop()
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
for idx, host in enumerate(options.hosts):
sessionOptions.setServerAddress(host, options.port, idx)
sessionOptions.setSessionIdentityOptions(options.auth['option'])
sessionOptions.setAutoRestartOnDisconnection(True)
# NOTE: If running without a backup server, make many attempts to
# connect/reconnect to give that host a chance to come back up (the
# larger the number, the longer it will take for SessionStartupFailure
# to come on startup, or SessionTerminated due to inability to fail
# over). We don't have to do that in a redundant configuration - it's
# expected at least one server is up and reachable at any given time,
# so only try to connect to each server once.
sessionOptions.setNumStartAttempts(1 if len(options.hosts) > 1 else 1000)
print("Connecting to port %d on %s" %
(options.port, ", ".join(options.hosts)))
session = blpapi.Session(sessionOptions)
if not session.start():
print("Failed to start session.")
return
topic = options.service + "/1245/4/5"
topic2 = options.service + "/330/1/1"
subscriptions = blpapi.SubscriptionList()
subscriptions.add(topic, correlationId=blpapi.CorrelationId(topic))
subscriptions.add(topic2, correlationId=blpapi.CorrelationId(topic2))
session.subscribe(subscriptions)
try:
eventCount = 0
while True:
# Specify timeout to give a chance for Ctrl-C
event = session.nextEvent(1000)
for msg in event:
if event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS or \
event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
print("%s - %s" % (msg.correlationIds()[0].value(), msg))
else:
print(msg)
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
session.stop()
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("SellSideAck")
#request.set("EMSX_REQUEST_SEQ", 1)
request.setElement("EMSX_SEQUENCE", 1234567)
# If performing the ack on an order owned by another team member, provide owner's UUID
#request.set("EMSX_TRADER_UUID", 7654321)
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def main():
"""Main function"""
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = prepareZfpSessionOptions(options) \
if options.remote \
else prepareStandardSessionOptions(options)
sessionOptions.setSessionIdentityOptions(options.auth['option'])
session = blpapi.Session(sessionOptions)
try:
if not session.start():
checkFailures(session)
print("Failed to start session.")
return
if not session.openService(options.service):
checkFailures(session)
return
subscriptions = blpapi.SubscriptionList()
for t in options.topics:
topic = options.service + t
subscriptions.add(topic, options.fields, options.options,
blpapi.CorrelationId(topic))
session.subscribe(subscriptions)
processSubscriptionEvents(session, options.maxEvents)
finally:
session.stop()
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("SellSideAck")
#request.set("EMSX_REQUEST_SEQ", 1)
request.append("EMSX_SEQUENCE", 1234567)
# The following Element is currently not being used in this request.
#request.set("EMSX_TRADER_UUID", 7654321)
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def processServiceStatusEvent(self, event, session):
print "Processing SERVICE_STATUS event"
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print "Service opened..."
service = session.getService(d_service)
request = service.createRequest("AssignTrader")
request.append("EMSX_SEQUENCE", 3744303)
request.append("EMSX_SEQUENCE", 3744341)
request.set("EMSX_ASSIGNEE_TRADER_UUID", 12109783)
print "Request: %s" % request.toString()
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, "Error: Service failed to open"
def processServiceStatusEvent(self, event, session):
print "Processing SERVICE_STATUS event"
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print "Service opened..."
service = session.getService(d_service)
request = service.createRequest("CancelRoute")
#request.set("EMSX_REQUEST_SEQ", 1)
#request.set("EMSX_TRADER_UUID", 1234567) # UUID of trader who owns the order
routes = request.getElement("ROUTES")
route = routes.appendElement()
route.getElement("EMSX_SEQUENCE").setValue(3744354)
route.getElement("EMSX_ROUTE_ID").setValue(1)
print "Request: %s" % request.toString()
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, "Error: Service failed to open"
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("AssignTrader")
request.append(
"EMSX_SEQUENCE", 5062768
) #This is the EMSX_SEQUENCE or Order# from EMSX blotter
#request.append("EMSX_SEQUENCE", 5062767)
request.set("EMSX_ASSIGNEE_TRADER_UUID",
7569479) #This is the new UUID
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def _beqs(self, screen_name, screen_type, group, language_id, asof_date):
# flush event queue in case previous call errored out
while (self.session.tryNextEvent()):
pass
request = self._beqs_create_req(screen_name, screen_type, group,
language_id)
cid = None
if asof_date is not None:
overrides = request.getElement("overrides")
ovrd = overrides.appendElement()
ovrd.setElement("fieldId", "PiTDate")
ovrd.setElement("value", asof_date.strftime('%Y%m%d'))
cid = blpapi.CorrelationId(asof_date)
logging.debug("Sending Request:\n %s" % request)
# Send the request
self.session.sendRequest(request, correlationId=cid)
data = []
# Process received events
while (True):
# We provide timeout to give the chance for Ctrl+C handling:
ev = self.session.nextEvent(500)
data = self._beqs_parse_event(data, ev)
if ev.eventType() == blpapi.Event.RESPONSE:
# Response completely received, so we could exit
break
return data
def __init__(self, host_ip=None, host_port=None, uuid=None, local_ip=None):
if host_ip is not None:
host_port = int(host_port) # needs to be an int
uuid = int(uuid) # needs to be an int
opt = blpapi.SessionOptions()
opt.setClientMode(2)
opt.setServerHost(host_ip)
opt.setServerPort(host_port)
blpapi.Session.__init__(self, opt)
self.start()
identity = self.createIdentity()
self.openService('//blp/apiauth')
apiAuthSvc = self.getService('//blp/apiauth')
auth_req = apiAuthSvc.createAuthorizationRequest()
auth_req.set('uuid', uuid)
auth_req.set('ipAddress', local_ip)
corr = blpapi.CorrelationId(uuid)
self.sendAuthorizationRequest(auth_req, identity, corr)
while True:
event = self.nextEvent()
if event.eventType() == blpapi.event.Event.RESPONSE:
break
msg_iter = blpapi.event.MessageIterator(event)
auth_msg = msg_iter.next().toString()[0:20]
if auth_msg == 'AuthorizationSuccess':
print(str(uuid) + ' authorized and connected.')
self.auth_success = True
else:
print(str(uuid) + ' failed to connect.')
self.auth_success = False
else:
blpapi.Session.__init__(self)
self.start()
def processTokenStatus(event):
global g_identity
print("processTokenEvents")
# Handle response to token generation request
for msg in event:
if msg.messageType() == TOKEN_SUCCESS:
print(msg)
# Authentication phase has passed; send authorization request
authService = g_session.getService("//blp/apiauth")
authRequest = authService.createAuthorizationRequest()
authRequest.set("token",
msg.getElementAsString("token"))
g_identity = g_session.createIdentity()
g_session.sendAuthorizationRequest(
authRequest,
g_identity,
blpapi.CorrelationId(1))
elif msg.messageType() == TOKEN_FAILURE:
# Token generation failure
print(msg)
return False
return True
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("CancelOrderEx")
#request.set("EMSX_REQUEST_SEQ", 1)
#request.set("EMSX_TRADER_UUID", 1234567) # UUID of trader who owns the order
request.getElement("EMSX_SEQUENCE").appendValue(55783249)
#request.getElement("EMSX_SEQUENCE").appendValue(1234567)
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest(
"GetBrokerStrategyInfoWithAssetClass")
request.set("EMSX_REQUEST_SEQ", 1)
request.set("EMSX_ASSET_CLASS",
"EQTY") # one of EQTY, OPT, FUT or MULTILEG_OPT
request.set("EMSX_BROKER", "BMTB")
request.set("EMSX_STRATEGY", "VWAP")
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def testSuccessfulResolution(self):
""" Test the creation of a successful permission response. """
mockSession = Mock()
service = getService()
cid = blpapi.CorrelationId(1)
permissionEvent = createPermissionEvent(cid, ALLOWED_APP_ID)
permissionRequest = getFirstMessage(permissionEvent)
handlePermissionRequest(mockSession, service, permissionRequest)
mockSession.sendResponse.assert_called_once()
response = mockSession.sendResponse.call_args[0][0]
self.assertEqual(blpapi.Event.RESPONSE, response.eventType())
permissionResponse = getFirstMessage(response)
self.assertEqual(cid, permissionResponse.correlationIds()[0])
self.assertEqual(PERMISSION_RESPONSE, permissionResponse.messageType())
self.assertTrue(permissionResponse.hasElement(TOPIC_PERMISSIONS))
topicPermissions = permissionResponse.getElement(TOPIC_PERMISSIONS)
topicCount = 2
self.assertEqual(topicCount, topicPermissions.numValues())
for i in range(topicCount):
topicPermission = topicPermissions.getValueAsElement(i)
self.assertTrue(topicPermission.hasElement(RESULT))
self.assertEqual(0, topicPermission.getElementAsInteger(RESULT))
def processServiceStatusEvent(self, event, session):
print "Processing SERVICE_STATUS event"
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print "Service opened..."
service = session.getService(d_service)
request = service.createRequest("DeleteOrder")
#request.set("EMSX_REQUEST_SEQ", 1)
request.getElement("EMSX_SEQUENCE").appendValue(3744363)
request.getElement("EMSX_SEQUENCE").appendValue(3744364)
print "Request: %s" % request.toString()
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, "Error: Service failed to open"
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("GetFieldMetaData")
#request.set("EMSX_REQUEST_SEQ", 1)
request.getElement("EMSX_FIELD_NAMES").appendValue(
"EMSX_TICKER")
request.getElement("EMSX_FIELD_NAMES").appendValue("EMSX_P_A")
request.getElement("EMSX_FIELD_NAMES").appendValue(
"EMSX_CLEARING_ACCOUNT")
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def authorizeUsers():
authService = g_session.getService(APIAUTH_SVC)
is_any_user_authorized = False
# Authorize each of the users
for index, token in enumerate(g_tokens):
identity = g_session.createIdentity()
g_identities.append(identity)
authRequest = authService.createAuthorizationRequest()
authRequest.set("token", token)
correlator = blpapi.CorrelationId(token)
eventQueue = blpapi.EventQueue()
g_session.sendAuthorizationRequest(authRequest, identity, correlator,
eventQueue)
event = eventQueue.nextEvent()
if (event.eventType() == blpapi.Event.RESPONSE
or event.eventType() == blpapi.Event.REQUEST_STATUS):
for msg in event:
if msg.messageType() == AUTHORIZATION_SUCCESS:
print("User %s authorization success" % (index + 1))
is_any_user_authorized = True
else:
print("User %s authorization failed" % (index + 1))
printEvent(event)
return is_any_user_authorized
def subscribe(self, topics, fields, options, identity):
"""Subscribes to the provided service/topics."""
subscription_list = blpapi.SubscriptionList()
for topic in topics:
subscription_list.add(topic, fields, options,
blpapi.CorrelationId(topic))
self._session.subscribe(subscription_list, identity)
def subscribe(session, options, identity=None):
sl = blpapi.SubscriptionList()
for s in options.securities:
topic = topicName(s)
cid = blpapi.CorrelationId(s)
print("Subscribing {0} => {1}".format(cid, topic))
sl.add(topic, options.fields, correlationId=cid)
session.subscribe(sl, identity)
def authorize(self, identity, queue=None):
"""Authorize the provided identity.
Return True on success and False on failure.
"""
if self._session.openService("//blp/apiauth"):
service = self._session.getService("//blp/apiauth")
cid = blpapi.CorrelationId("auth")
return self._authorize(service, identity, cid, queue)
return False
def subscribe():
# Create a SubscriptionList and populate it with securities, fields etc
subscriptions = blpapi.SubscriptionList()
for i, security in enumerate(g_securities):
subscriptions.add(security, g_fields, g_options,
blpapi.CorrelationId(i))
print("Subscribing...")
g_session.subscribe(subscriptions, g_identity)
def main():
global g_session, g_securities, g_fields
print("GenerateTokenSubscriptionExample")
options = parseCmdLine()
# Create SessionOptions object and populate it with data
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
authOptions = "AuthenticationType=OS_LOGON"
if options.dirSvcProperty:
authOptions = "AuthenticationType=DIRECTORY_SERVICE;" + \
"DirSvcPropertyName=" + options.dirSvcProperty
print("authOptions = %s" % authOptions)
sessionOptions.setAuthenticationOptions(authOptions)
g_securities = options.securities
g_fields = options.fields
print("Connecting to %s:%s" % (options.host, options.port))
g_session = blpapi.Session(sessionOptions)
if not g_session.start():
print("Failed to start session.")
return
# Open market data service
if not g_session.openService("//blp/mktdata"):
print("Failed to open //blp/mktdata")
return
# Open authorization service
if not g_session.openService("//blp/apiauth"):
print("Failed to open //blp/apiauth")
return
# Submit a token generation request
tokenReqId = blpapi.CorrelationId(99)
g_session.generateToken(tokenReqId)
# Handle and respond to incoming events
while True:
# nextEvent() method below is called with a timeout to let
# the program catch Ctrl-C between arrivals of new events
event = g_session.nextEvent(1000)
if event.eventType() != blpapi.Event.TIMEOUT:
if event.eventType() == blpapi.Event.TOKEN_STATUS:
# Handle response to token generation request
if not processTokenStatus(event):
break
else:
# Handle all other events
if not processEvent(event):
break
def subscribe(self, topic, message_handler):
try:
self.next_cor_id+=1
c_id = blpapi.CorrelationId(self.next_cor_id)
subscriptions = blpapi.SubscriptionList()
subscriptions.add(topic=topic, correlationId=c_id)
self.session.subscribe(subscriptions)
self.subscription_message_handlers[c_id.value()] = message_handler
# print("Request submitted (" + str(cID) + "): \n" + str(topic))
except Exception as err:
print("EasyMSX >> Error subscribing to topic: " + str(err))
def get_ref_data(identifier, identifier_value, fields_map):
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerAddress('localhost', 8194, 0)
sessionOptions.setNumStartAttempts(1)
sessionOptions.setAutoRestartOnDisconnection(True)
session = blpapi.Session(sessionOptions)
if not session.start():
print("Failed to start session.")
return 0
identity = session.createIdentity()
session.openService("//blp/refdata")
service = session.getService("//blp/refdata")
request = service.createRequest("ReferenceDataRequest")
sec = "/%s/%s" % (identifier, identifier_value)
request.append("securities", sec)
all_fields = []
for fields in fields_map.values():
if type(fields) == str:
request.append("fields", fields)
all_fields.append(fields)
else:
for field in fields:
request.append("fields", field)
all_fields.append(field)
eventQueue = blpapi.EventQueue()
session.sendRequest(request, identity, blpapi.CorrelationId("AddRequest"),
eventQueue)
data = pd.DataFrame()
while True:
# Specify timeout to give a chance for Ctrl-C
event = eventQueue.nextEvent(500)
if event.eventType() == blpapi.Event.TIMEOUT:
continue
for msg in event:
securityData = msg.getElement(SECURITY_DATA)
securityDataList = [securityData.getValueAsElement(i) for i in range(securityData.numValues())]
data = pd.DataFrame(index=[0], columns=all_fields)
for sec in securityDataList:
fieldData = sec.getElement(FIELD_DATA)
fieldDataList = [fieldData.getElement(i) for i in range(fieldData.numElements())]
for fld in fieldDataList:
data[str(fld.name())] = fld.getValue()
if event.eventType() == blpapi.Event.RESPONSE:
break
session.stop()
if len(data):
return data
else:
print("No Data found")
def processServiceStatusEvent(self,event,session):
print "Processing SERVICE_STATUS event"
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print "Service opened..."
service = session.getService(d_service)
request = service.createRequest("CreateOrderAndRouteManually")
# The fields below are mandatory
request.set("EMSX_TICKER", "IBM US Equity")
request.set("EMSX_AMOUNT", 1000)
request.set("EMSX_ORDER_TYPE", "MKT")
request.set("EMSX_TIF", "DAY")
request.set("EMSX_HAND_INSTRUCTION", "ANY")
request.set("EMSX_SIDE", "BUY")
request.set("EMSX_BROKER", "BB")
# The fields below are optional
#request.set("EMSX_ACCOUNT","TestAccount")
#request.set("EMSX_CFD_FLAG", "1")
#request.set("EMSX_CLEARING_ACCOUNT", "ClrAccName")
#request.set("EMSX_CLEARING_FIRM", "FirmName")
#request.set("EMSX_EXCHANGE_DESTINATION", "ExchDest")
#request.set("EMSX_EXEC_INSTRUCTIONS", "AnyInst")
#request.set("EMSX_GET_WARNINGS", "0")
#request.set("EMSX_GTD_DATE", "20170105")
#request.set("EMSX_INVESTOR_ID", "InvID")
#request.set("EMSX_LIMIT_PRICE", 123.45)
#request.set("EMSX_LOCATE_BROKER", "BMTB")
#request.set("EMSX_LOCATE_ID", "SomeID")
#request.set("EMSX_LOCATE_REQ", "Y")
#request.set("EMSX_NOTES", "Some notes")
#request.set("EMSX_ODD_LOT", "0")
#request.set("EMSX_ORDER_ORIGIN", "")
#request.set("EMSX_ORDER_REF_ID", "UniqueID")
#request.set("EMSX_P_A", "P")
#request.set("EMSX_RELEASE_TIME", 34341)
#request.set("EMSX_REQUEST_SEQ", 1001)
#request.set("EMSX_SETTLE_DATE", 20170106)
#request.set("EMSX_STOP_PRICE", 123.5)
print "Request: %s" % request.toString()
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID )
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, "Error: Service failed to open"
def processServiceStatusEvent(self, event, session):
print "Processing SERVICE_STATUS event"
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print "Service opened..."
service = session.getService(d_service)
request = service.createRequest("GetFills")
request.set("FromDateTime", "2017-03-30T00:00:00.000+00:00")
request.set("ToDateTime", "2017-03-30T23:59:00.000+00:00")
scope = request.getElement("Scope")
#scope.setChoice("Team")
#scope.setChoice("TradingSystem")
scope.setChoice("Uuids")
#scope.setElement("Team", "SEXEGROUP")
#scope.setElement("TradingSystem",false)
scope.getElement("Uuids").appendValue(8049857)
'''
scope.getElement("Uuids").appendValue(14348220);
scope.getElement("Uuids").appendValue(8639067);
scope.getElement("Uuids").appendValue(4674574);
'''
#filter = request.getElement("FilterBy")
#filter.setChoice("Basket")
#filter.setChoice("Multileg")
#filter.setChoice("OrdersAndRoutes")
#filter.getElement("Basket").appendValue("TESTRJC")
#filter.getElement("Multileg").appendValue("mymlegId")
#newOrder = filter.getElement("OrdersAndRoutes").appendElement()
#newOrder.setElement("OrderId",4292580)
#newOrder.setElement("RouteId",1)
print "Request: %s" % request.toString()
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, "Error: Service failed to open"
def processServiceStatusEvent(self, event, session):
print("Processing SERVICE_STATUS event")
for msg in event:
if msg.messageType() == SERVICE_OPENED:
print("Service opened...")
service = session.getService(d_service)
request = service.createRequest("GetFills")
request.set("FromDateTime", "2017-11-03T00:00:00.000+00:00")
request.set("ToDateTime", "2017-11-03T23:59:00.000+00:00")
scope = request.getElement("Scope")
#scope.setChoice("Team") # Team Name
#scope.setChoice("TradingSystem") # AIM Px#
scope.setChoice("Uuids") # UUID
#scope.setElement("Team", "MyTeamName")
#scope.setElement("TradingSystem", True) # no need to specify px# this will be picked up based on the login.
scope.getElement("Uuids").appendValue(1234) # User's UUID
#scope.getElement("Uuids").appendValue(12345);
#scope.getElement("Uuids").appendValue(123456);
#scope.getElement("Uuids").appendValue(1234567);
#filter = request.getElement("FilterBy")
#filter.setChoice("Basket")
#filter.setChoice("Multileg")
#filter.setChoice("OrdersAndRoutes")
#filter.getElement("Basket").appendValue("TESTRJC")
#filter.getElement("Multileg").appendValue("mymlegId")
#newOrder = filter.getElement("OrdersAndRoutes").appendElement()
#newOrder.setElement("OrderId",4292580)
#newOrder.setElement("RouteId",1)
print("Request: %s" % request.toString())
self.requestID = blpapi.CorrelationId()
session.sendRequest(request, correlationId=self.requestID)
elif msg.messageType() == SERVICE_OPEN_FAILURE:
print >> sys.stderr, ("Error: Service failed to open")
def clientRun(session, options):
print("Client is starting------")
if not session.start():
print("Failed to start client session.")
return
if not session.openService(options.service):
print("Failed to open", options.service)
return
service = session.getService(options.service)
request = service.createRequest("ReferenceDataRequest")
# append securities to request
# Add securities to request
securities = request.getElement("securities")
for security in options.securities:
securities.appendValue(security)
# Add fields to request
fields = request.getElement("fields")
for field in options.fields:
fields.appendValue(field)
request.set("timestamp", time.time())
print("Sendind Request:", request)
eventQueue = blpapi.EventQueue()
session.sendRequest(
request, None, blpapi.CorrelationId("AddRequest"), eventQueue)
while True:
# Specify timeout to give a chance for Ctrl-C
event = eventQueue.nextEvent(500)
if event.eventType() == blpapi.Event.TIMEOUT:
continue
print("Client received an event")
for msg in event:
with g_mutex:
if event.eventType() == blpapi.Event.RESPONSE:
if msg.hasElement("timestamp"):
responseTime = msg.getElementAsFloat("timestamp")
print("Response latency =", time.time() - responseTime)
print(msg)
if event.eventType() == blpapi.Event.RESPONSE:
break
def main():
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
print("Connecting to %s:%d" % (options.host, options.port))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
print("Failed to start session.")
return
if not session.openService("//blp/mktdata"):
print("Failed to open //blp/mktdata")
return
securities = ["IBM US Equity", "VOD LN Equity"]
gridWindow = GridWindow("SecurityInfo", securities)
subscriptions = blpapi.SubscriptionList()
for i, security in enumerate(securities):
subscriptions.add(security,
"LAST_PRICE",
"",
blpapi.CorrelationId(i))
session.subscribe(subscriptions)
try:
# Process received events
eventCount = 0
while(True):
# We provide timeout to give the chance to Ctrl+C handling:
event = session.nextEvent(500)
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
for msg in event:
row = msg.correlationIds()[0].value()
gridWindow.processSecurityUpdate(msg, row)
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
# Stop the session
session.stop()
