Package com.bloomberglp.blpapi

Examples of com.bloomberglp.blpapi.Request

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  }

  private UserHandle getUserHandle(UserPrincipal user) {
    net.sf.ehcache.Element cachedUserHandle = _userHandleCache.get(user);
    if (cachedUserHandle == null) {
      Request authorizationRequest = getService().createAuthorizationRequest();
     
      Integer uuid;
      try {
        uuid = Integer.parseInt(user.getUserName());
      } catch (NumberFormatException e) {
        s_logger.info("Bloomberg user IDs are integers - so " + user.getUserName() + " cannot be entitled to anything");       
        return null;
      }
     
      authorizationRequest.set("uuid", uuid);
      authorizationRequest.set("ipAddress", user.getIpAddress());
      UserHandle userHandle = getSession().createUserHandle();
     
      CorrelationID cid = submitBloombergAuthorizationRequest(authorizationRequest, userHandle);
      BlockingQueue<Element> resultElements = getResultElement(cid);
      if (resultElements == null || resultElements.isEmpty()) {
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      validateFields(dataFields);
     
      ensureStarted();
      s_logger.debug("Getting reference data for {}, fields {}", identifiers, dataFields);
     
      Request bbgRequest = createRequest(identifiers, dataFields);
      _statistics.recordStatistics(identifiers, dataFields);
      BlockingQueue<Element> resultElements = callBloomberg(bbgRequest);
      if (resultElements == null || resultElements.isEmpty()) {
        throw new OpenGammaRuntimeException("Unable to get a Bloomberg response for " + dataFields + " fields for " + identifiers);
      }
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    /**
     * Creates the Bloomberg request.
     */
    private Request createRequest(Set<String> identifiers, Set<String> dataFields) {
      // create request
      Request request = getService().createRequest(BLOOMBERG_REFERENCE_DATA_REQUEST);
      Element securitiesElem = request.getElement(BLOOMBERG_SECURITIES_REQUEST);
     
      // identifiers
      for (String identifier : identifiers) {
        if (StringUtils.isEmpty(identifier)) {
          throw new IllegalArgumentException("Must not have any null or empty securities");
        }
        securitiesElem.appendValue(identifier);
      }
     
      // fields
      Element fieldElem = request.getElement(BLOOMBERG_FIELDS_REQUEST);
      for (String dataField : dataFields) {
        if (StringUtils.isEmpty(dataField)) {
          throw new IllegalArgumentException("Must not have any null or empty fields");
        }
        if (dataField.equals(BloombergConstants.FIELD_EID_DATA) == false) {
          fieldElem.appendValue(dataField);
        }
      }
      if (dataFields.contains(BloombergConstants.FIELD_EID_DATA)) {
        request.set("returnEids", true);
      }
      return request;
    }
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        s_logger.info("Historical data request for empty identifier set");
        return Collections.emptyMap();
      }

      Map<String, ExternalIdBundle> reverseBundleMap = Maps.newHashMap();
      Request request = createRequest(externalIdBundle, dataProvider, dataField, dateRange, maxPoints, reverseBundleMap);
      _statistics.recordStatistics(reverseBundleMap.keySet(), Collections.singleton(dataField));
      BlockingQueue<Element> responseElements = callBloomberg(request);
      return extractTimeSeries(externalIdBundle, dataField, reverseBundleMap, responseElements);
    }
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    private Request createRequest(
        Set<ExternalIdBundle> externalIdBundle, String dataProvider, String dataField, LocalDateRange dateRange,
        Integer maxPoints, Map<String, ExternalIdBundle> reverseBundleMap) {

      // create request
      Request request = getService().createRequest(BLOOMBERG_HISTORICAL_DATA_REQUEST);
      Element securitiesElem = request.getElement(BLOOMBERG_SECURITIES_REQUEST);

      // identifiers
      for (ExternalIdBundle identifiers : externalIdBundle) {
        ExternalId preferredId = getPreferredIdentifier(identifiers, dataProvider);
        s_logger.debug("Resolved preferred identifier {} from identifier bundle {}", preferredId, identifiers);
        String bbgKey = BloombergDomainIdentifierResolver.toBloombergKeyWithDataProvider(preferredId, dataProvider);
        securitiesElem.appendValue(bbgKey);
        reverseBundleMap.put(bbgKey, identifiers);
      }

      // field required
      Element fieldElem = request.getElement(BLOOMBERG_FIELDS_REQUEST);
      fieldElem.appendValue(dataField);

      // general settings
      request.set("periodicityAdjustment", "ACTUAL");
      request.set("periodicitySelection", "DAILY");
      request.set("startDate", toBloombergDate(dateRange.getStartDateInclusive()));
      if (!dateRange.isEndDateMaximum()) {
        request.set("endDate", toBloombergDate(dateRange.getEndDateInclusive()));
      }
      request.set("adjustmentSplit", true);
      if (maxPoints != null && maxPoints <= 0) {
        request.set("maxDataPoints", -maxPoints);
      }
      return request;
    }
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Related Classes of com.bloomberglp.blpapi.Request

  • com.opengamma.bbg.historicaltimeseries.BloombergHistoricalTimeSeriesProvider$BloombergHistoricalTimeSeriesProviderImpl
  • com.opengamma.bbg.livedata.BloombergEntitlementChecker
  • com.opengamma.bbg.referencedata.impl.BloombergReferenceDataProvider$BloombergReferenceDataProviderImpl
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