在 Bloomberg/.NET API 中,可以使用 BloombergDataRetriever
类的 GetBfxForward()
方法来获取 BFxForward 数据。以下是一个使用代码示例:
using Bloomberglp.Blpapi;
public class BloombergDataRetriever
{
private Session session;
public BloombergDataRetriever()
{
// 初始化 Bloomberg session
session = new Session();
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
session.Start(sessionOptions);
session.OpenService("//blp/refdata");
}
public void GetBfxForward(string currencyPair)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue(currencyPair + " BFX Curncy"); // 添加货币对
Element fields = request.GetElement("fields");
fields.AppendValue("PX_MID"); // 添加要请求的字段
session.SendRequest(request, null);
bool continueToLoop = true;
while (continueToLoop)
{
Event eventObj = session.NextEvent();
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
foreach (Message message in eventObj.GetMessages())
{
Element securityData = message.GetElement("securityData");
if (securityData.HasElement("fieldData"))
{
Element fieldData = securityData.GetElement("fieldData");
double bfxForward = fieldData.GetElementAsFloat64("PX_MID");
Console.WriteLine("BFxForward for {0}: {1}", currencyPair, bfxForward);
}
}
continueToLoop = false;
break;
case Event.EventType.PARTIAL_RESPONSE:
// 处理部分响应
break;
default:
// 处理其他事件类型
break;
}
}
}
}
使用上述类的示例代码:
BloombergDataRetriever dataRetriever = new BloombergDataRetriever();
dataRetriever.GetBfxForward("EURUSD");
这将打印出 EURUSD 的 BFxForward 数据。请注意,此示例假设已正确设置 Bloomberg session,并且在 localhost 上运行 Bloomberg 数据服务。