Reputation: 1
As I am migrating Bloomberg COM based dll to Bloomberg API v3 in .Net, I am facing some issue in matching up the Equivalent method.
I tried fetching using ReferenceDataRequest
for the security LMCADP 20150819 COMDTY, but prices are not matching.
Please suggest which type request should be used.
private void sendRefDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
and added securities
if (d_securities.Count == 0)
{
d_securities.Add("IBM US Equity");
d_securities.Add("LMCADP 20150819 COMDTY");
}
Upvotes: 0
Views: 240
Reputation: 288
BLPSubscribe in Bloomberg's old ActiveX control made either a synchronous subscription or static request depending on the fields you passed in. If you were requesting static fields like PX_LAST then a ReferenceDataRequest would be the appropriate way to obtain the data.
If you were looking at the realtime field LAST_PRICE, however, you would want to make a subscription (build a SubscriptionList out of Subscription objects and then use Session.Subscribe(..)).
Upvotes: 0