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 create_subscription(
self, corr_id: blpapi.CorrelationId) -> blpapi.SubscriptionList:
subscription = blpapi.SubscriptionList()
for security in self.securities:
subscription.add(security, self._fields, correlationId=corr_id)
return subscription
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 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 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 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 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():
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 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 __init__(self, handler=None):
self.correlation_ids = defaultdict(dict)
if handler is None:
handler = br.processEvent
self.event_handler = handler
self.dispatcher = bb.EventDispatcher(10)
super(Session, self).__init__(SESSION_OPTIONS,
self.event_handler, self.dispatcher)
self.dispatcher.start()
self.started = False
self.queue = Queue()
self.subscription_list = bb.SubscriptionList()
self.start_session()
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()
def createIOISubscription(self, session):
print("Create IOI subscription")
#Create the topic string for the ioi subscription.
ioiTopic = d_ioi + "/ioi"
subscriptions = blpapi.SubscriptionList()
subscriptions.add(topic=ioiTopic, correlationId=ioiSubscriptionID)
print("Sending subscription: " + ioiTopic)
session.subscribe(subscriptions)
def add_subscription(self, security):
try:
self.next_cor_id+=1
c_id = blpapi.CorrelationId(self.next_cor_id)
subscriptions = blpapi.SubscriptionList()
flds = ""
for s in self.subscription_fields:
flds += s + ","
subscriptions.add(security.name, flds[:-1], "", c_id)
self.session.subscribe(subscriptions)
self.subscription_message_handlers[c_id.value()] = security.process_message
print("Request submitted (" + str(c_id.value()) + "): " + security.name + "/" +str(flds[:-1])+"\n")
except Exception as err:
print("EasyIOI >> Error subscribing to topic: " + str(err))
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))
eventHandler = SubscriptionEventHandler()
# Create a Session
session = blpapi.Session(sessionOptions, eventHandler.processEvent)
# Start a Session
if not session.start():
print("Failed to start session.")
return
print("Connected successfully")
service = "//blp/mktdata"
if not session.openService(service):
print("Failed to open %s service" % service)
return
subscriptions = blpapi.SubscriptionList()
for t in options.topics:
topic = service
if not t.startswith("/"):
topic += "/"
topic += t
subscriptions.add(topic, options.fields, options.options,
blpapi.CorrelationId(t))
print("Subscribing...")
session.subscribe(subscriptions)
# timer
timer_func()
while 1:
now = getCurrentDateTime()
# force to exit the program including all sub-thread
if now.time() > dt.time(16, 10):
_thread.interrupt_main()
continue
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))
eventHandler = SubscriptionEventHandler()
# Create a Session
session = blpapi.Session(sessionOptions, eventHandler.processEvent)
# Start a Session
if not session.start():
print("Failed to start session.")
return
print("Connected successfully")
service = "//blp/mktdata"
if not session.openService(service):
print("Failed to open %s service" % service)
return
subscriptions = blpapi.SubscriptionList()
for t in options.topics:
topic = service
if not t.startswith("/"):
topic += "/"
topic += t
subscriptions.add(topic, options.fields, options.options,
blpapi.CorrelationId(t))
print("Subscribing...")
session.subscribe(subscriptions)
try:
# Wait for enter key to exit application
print("Press ENTER to quit")
input()
finally:
# Stop the session
session.stop()
def unsubscribe(self,securities,fields,options=[]):
subscriptions = blpapi.SubscriptionList()
try:
service = "//blp/mktdata"
id=[]
for t in securities:
topic = service
if not t.startswith("/"):
topic += "/"
topic += t
id.append(blpapi.CorrelationId(t)) #blpapi.CorrelationId(t)
subscriptions.add(topic, fields, options,
id[-1])
print("UnSubscribing...")
self.session_live.unsubscribe(subscriptions)
except Exception as e:
print("Error Unsubscribing")
uu.printException(e)
def _init(self):
# init session
opts = blpapi.SessionOptions()
opts.setServerHost(self.host)
opts.setServerPort(self.port)
self.session = session = blpapi.Session(opts)
if not session.start():
raise Exception("failed to start session")
if not session.openService("//blp/mktdata"):
raise Exception("failed to open service")
# init subscriptions
subs = blpapi.SubscriptionList()
flds = ",".join(self.fields)
istr = self.interval and "interval=%.1f" % self.interval or ""
for ticker in self.tickers:
subs.add(ticker, flds, istr, blpapi.CorrelationId(ticker))
session.subscribe(subs)
def subscribe(self, securities, fields, options=[]):
try:
subscriptions = blpapi.SubscriptionList()
service = "//blp/mktdata"
id = []
for t in securities:
topic = service
if not t.startswith("/"):
topic += "/"
topic += t
id.append(blpapi.CorrelationId(t)) #blpapi.CorrelationId(t)
subscriptions.add(topic, fields, options, id[-1])
print("Subscribing...")
self.session_live.subscribe(subscriptions)
except Exception as ex:
print("Subscription Failed")
uu.printException(ex)
return None
return id
def main():
global options
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options.host)
sessionOptions.setServerPort(options.port)
print "Connecting to %s:%d" % (options.host, options.port)
myEventHandler = MyEventHandler()
# Create a Session
session = blpapi.Session(sessionOptions, myEventHandler.processEvent)
# 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
if not session.openService("//blp/refdata"):
print "Failed to open //blp/refdata"
return
print "Subscribing to IBM US Equity"
cid = blpapi.CorrelationId(1)
subscriptions = blpapi.SubscriptionList()
subscriptions.add("IBM US Equity", "LAST_PRICE", "", cid)
session.subscribe(subscriptions)
print "Requesting reference data IBM US Equity"
refDataService = session.getService("//blp/refdata")
request = refDataService.createRequest("ReferenceDataRequest")
request.append("securities", "IBM US Equity")
request.append("fields", "DS002")
cid2 = blpapi.CorrelationId(2)
eventQueue = blpapi.EventQueue()
session.sendRequest(request, correlationId=cid2, eventQueue=eventQueue)
try:
# Process received events
while (True):
# We provide timeout to give the chance to Ctrl+C handling:
ev = eventQueue.nextEvent(500)
for msg in ev:
print msg
# Response completly received, so we could exit
if ev.eventType() == blpapi.Event.RESPONSE:
break
# Wait for enter key to exit application
print "Press ENTER to quit"
raw_input()
finally:
# Stop the session
session.stop()
# Step though and delete broken connections
for failed in xList:
if failed == self.socket:
logging.error("Socket broke")
for fileno, conn in self.connections:
conn.close()
self.running = False
############# BLOOMBERG ##################
import blpapi
## List of monitored Stocks
STOCKS = []
LIST_OF_STOCKWATCH = []
SUBSCRIPTIONS = blpapi.SubscriptionList()
SESSION = None
SUBSCRIBED = False
KEY_CONN_DICT = {}
# key to connections[]
class StockWatch:
def __init__(self, key, stock_name, above_or_below, price):
self.key = key
self.stock_name = stock_name
self.above_or_below = above_or_below
self.price = price
self.triggered = False
self.myId = stock_name + str(above_or_below) + str(int(price * 100))
print(self.myId)
def main():
global options
options = parseCmdLine()
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
for idx, host in enumerate(options.hosts):
sessionOptions.setServerAddress(host, options.port, idx)
sessionOptions.setAuthenticationOptions(options.auth)
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
subscriptionIdentity = session.createIdentity()
if options.auth:
isAuthorized = False
authServiceName = "//blp/apiauth"
if session.openService(authServiceName):
authService = session.getService(authServiceName)
isAuthorized = authorize(authService, subscriptionIdentity,
session, blpapi.CorrelationId("auth"))
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 bloomberg_subscribe():
# Bloomberg API runs on localhost:8194
options = {'host': 'localhost', 'port': 8194}
# securities you want data of
securities = [
"XAU Curncy", "COA Comdty", "GI1 Index", "SPX INDEX",
"FSSTI Index", "HSI Index", "BDIY Index"
]
# fields which you want to get the data of
fields = ["LAST_PRICE", "RT_PX_CHG_NET_1D", "RT_PX_CHG_PCT_1D"]
# Fill SessionOptions
sessionOptions = blpapi.SessionOptions()
sessionOptions.setServerHost(options['host'])
sessionOptions.setServerPort(options['port'])
self.logger.info("Bloomberg API - Connecting to %s:%d" %
(options['host'], options['port']))
# Create a Session
session = blpapi.Session(sessionOptions)
# Start a Session
if not session.start():
event = session.nextEvent()
for msg in event:
self.logger.error(msg)
self.logger.error("Failed to start session.")
return 1
else:
self.logger.info("Bloomberg session started")
if not session.openService("//blp/mktdata"):
self.logger.error("Failed to open //blp/mktdata")
return 1
else:
self.logger.info("Opening service to //blp/mktdata")
# Creating subscriptions to required Bloomberg data
subscriptions = blpapi.SubscriptionList()
for sec in securities:
subscriptions.add(sec, fields, "", blpapi.CorrelationId(sec))
session.subscribe(subscriptions)
try:
# Handle received events in an event loop
eventCount = 4950
self.logger.info("Subscription begins")
while (True):
event = session.nextEvent(500)
eventCount = (eventCount + 1) % 5001
# self.market_data.append({"TIME_RETRIEVED": str(datetime.now())})
for msg in event:
# NOTE: To print the entire message for debugging:
# print("%s - %s" % (msg.correlationIds()[0].value(), msg))
if event.eventType(
) == blpapi.Event.SUBSCRIPTION_DATA and msg.hasElement(
fields[0]):
d = {}
d["TITLE"] = msg.correlationIds()[0].value()
d['TIME_RETRIEVED'] = str(datetime.now())
for field_name in fields:
if (msg.asElement().hasElement(field_name)):
field_value = msg.asElement(
).getElementAsString(field_name)
else:
field_value = 0
if field_name == "LAST_PRICE":
d['LAST_PRICE'] = field_value
elif field_name == "RT_PX_CHG_NET_1D":
d['NET_CHANGE'] = field_value
elif field_name == "RT_PX_CHG_PCT_1D":
d['PCT_CHANGE'] = field_value
else:
d[field_name] = field_value
self.market_data[msg.correlationIds()
[0].value()] = d
# roughly every 10 minutes, otherwise we'll be logging too much
if eventCount == 5000:
self.logger.info("Data From Bloomberg: " +
str(self.market_data))
except Exception as e:
self.logger.error(e)
finally:
# Stop the session
self.logger.info("Terminating Bloomberg session")
session.stop()
return 1
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
### Use this list for writing the equity names manually
#equityNames = ["CVE CN Equity", "N CN Equity", "IBM US Equity", "CM CN Equity", "CM CT Equity"]# take name of the equities from a file as strings
#equityNames = ["XLY CN Equity"]
### Use this function for pulling the equity names from the input file
with open('input.txt') as f:
equityNames2 = f.readlines()
equityNames = [x.strip() for x in equityNames2]
equity = {}
###
subscriptions = blpapi.SubscriptionList()
for i in range(len(equityNames)):
equity[equityNames[i]] = {'BID': "0.0", 'ASK': "0.0", 'VWAP': "0.0", 'TIME': "0.0" }
subscriptions.add(equityNames[i],
"BID,ASK, VWAP, TIME",
"",
blpapi.CorrelationId(equityNames[i]))
session.subscribe(subscriptions)
errors = {}
try:
# Process received events
eventCount = 0
while(True):
# We provide timeout to give the chance to Ctrl+C handling:
event = session.nextEvent(15000)
for msg in event:
if (event.eventType() == blpapi.Event.SUBSCRIPTION_STATUS
and msg.messageType() == "SubscriptionFailure"):
#msg.correlationIds()[0].value().find("Failure")!=-1
f = open("BadSubscription.txt", "a+")
s = ""
if msg.getElement("reason").getElement("errorCode").getValueAsInteger() !=12:
s = msg.toString()
f.write(s)
f.write(msg.timeReceived().strftime("%H:%M:%S"))
elif event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
print("--------- UPDATE ----------\n")
# Get the equity name
oneEquity = msg.correlationIds()[0].value()
# Check and update if the newly arrived message has any updates
# for the following fields. Update the value if it does.
if msg.hasElement("BID"):
equity[oneEquity]['BID'] = msg.getElementAsFloat("BID")
if msg.hasElement("ASK"):
equity[oneEquity]['ASK'] = msg.getElementAsFloat("ASK")
if msg.hasElement("VWAP"):
equity[oneEquity]['VWAP'] = msg.getElementAsFloat("VWAP")
if msg.hasElement("TIME"):
equity[oneEquity]['TIME'] = msg.getElementAsDatetime("TIME")
timeString = equity[oneEquity]['TIME'].strftime("%H:%M:%S")
# Print the updated Equity with all fields
print(" Security: " + oneEquity +
"\n Bid: " + str(equity[oneEquity]['BID']) +
"\n Ask: " + str(equity[oneEquity]['ASK']))
diff = float(equity[oneEquity]['ASK']) - float(equity[oneEquity]['BID'])
print(" Diff: %.5f" % diff)
# If Ask-Bid difference is normal (0 or positive), print OK
if(diff >= 0):
print(" OK \n")
# If Ask-Bid difference is negative, print BAD and write the necessary info to a file
else:
print(" BAD")
errors[oneEquity] = equity[oneEquity]
errors[oneEquity]['Bid'] = equity[oneEquity]['BID']
errors[oneEquity]['Ask'] = equity[oneEquity]['ASK']
errors[oneEquity]['Diff'] = diff
# These 2 lines are for debugging purposes
# print("Error Array:")
# print("Bid %.5f - Ask %.5f = Diff: %.5f" % (errors[oneEquity]['Bid'], errors[oneEquity]['Ask'],errors[oneEquity]['Diff']) )
if ('StartTime' not in errors[oneEquity]) and msg.hasElement("TIME"):
errors[oneEquity]['StartTime'] = equity[oneEquity]['TIME']
# These 2 lines are for debugging purposes
# print("Start Time:")
# print(errors[oneEquity]['StartTime'])
if ('LastTime' not in errors[oneEquity]):
errors[oneEquity]['LastTime'] = equity[oneEquity]['TIME']
# These 2 lines are for debugging purposes
# print("Last Time:")
# print(errors[oneEquity]['LastTime'])
elif 'LastTime' in errors[oneEquity] and (errors[oneEquity]['LastTime'] != equity[oneEquity]['TIME']):
errors[oneEquity]['LastTime'] = equity[oneEquity]['TIME']
# These 2 lines are for debugging purposes
# print("Last Time:")
# print(errors[oneEquity]['LastTime'])
#if errors[oneEquity]['LastTime'] - errors[oneEquity]['StartTime'] > timedelta(seconds=45):
if minute_interval(errors[oneEquity]['LastTime'],errors[oneEquity]['StartTime']) > 5:
print("ALERT")
print("Start Time:")
print(errors[oneEquity]['StartTime'])
print("Last Time:")
print(errors[oneEquity]['LastTime'])
# f = open("BadBidAsk.txt", "a+")
# f.write("\n\n Security: " + oneEquity +
# "\n Bid: %.3f" % equity[oneEquity]['BID'] +
# "\n Ask: %.3f" % equity[oneEquity]['ASK'] +
# "\n Diff: %.5f " % diff +
# "\n Time: " + datetime.datetime.now().strftime('%H:%M:%S'))
print("\n Vwap: " + str(equity[oneEquity]['VWAP']))
print(" Time: "+ timeString)
# If there is a date instead of time stamp
# print BAD and write the necessary info to a file
# If there is a slash (/) in the string,
# then it is a date M/D/Y instead of H:M:S
if(timeString.find('/')!=-1):
print(" BAD")
# f = open("BadVwapTime.txt", "a+")
# f.write("\n\n Security: " + oneEquity +
# "\n Time: "+ equity[oneEquity]['TIME'])
else:
print(" OK \n")
else:
print(msg)
print(msg.messageType())
if event.eventType() == blpapi.Event.SUBSCRIPTION_DATA:
eventCount += 1
if eventCount >= options.maxEvents:
break
finally:
# Stop the session
session.stop()
# -*- coding: utf-8 -*-
"""
Created on Thu Feb 16 17:14:49 2017
@author: pmonnot
"""
import blpapi
session = blpapi.Session()
session.start()
session.openService("//blp/pagedata")
service = session.getService("//blp/pagedata")
string = "0708/012/0001"
fields = ["15-18"]
subscriptions = blpapi.SubscriptionList()
subscriptions.add("//blp/pagedata/" + string, fields, None,
blpapi.CorrelationId(string))
session.subscribe(subscriptions)
endReached = False
while not endReached:
ev = session.nextEvent()
for msg in ev:
print msg
