void processMessage(Message &msg) {
Element data = msg.getElement(BAR_DATA).getElement(BAR_TICK_DATA);
int numBars = data.numValues();
std::cout <<"Response contains " << numBars << " bars" << std::endl;
std::cout <<"Datetime\t\tOpen\t\tHigh\t\tLow\t\tClose" <<
"\t\tNumEvents\tVolume" << std::endl;
for (int i = 0; i < numBars; ++i) {
Element bar = data.getValueAsElement(i);
Datetime time = bar.getElementAsDatetime(TIME);
assert(time.hasParts(DatetimeParts::DATE
| DatetimeParts::HOURS
| DatetimeParts::MINUTES));
double open = bar.getElementAsFloat64(OPEN);
double high = bar.getElementAsFloat64(HIGH);
double low = bar.getElementAsFloat64(LOW);
double close = bar.getElementAsFloat64(CLOSE);
int numEvents = bar.getElementAsInt32(NUM_EVENTS);
long long volume = bar.getElementAsInt64(VOLUME);
std::cout.setf(std::ios::fixed, std::ios::floatfield);
std::cout << time.month() << '/' << time.day() << '/' << time.year()
<< " " << time.hours() << ":" << time.minutes()
<< "\t\t" << std::showpoint
<< std::setprecision(3) << open << "\t\t"
<< high << "\t\t"
<< low << "\t\t"
<< close << "\t\t"
<< numEvents << "\t\t"
<< std::noshowpoint
<< volume << std::endl;
}
}
const double bbgDatetimeToPOSIX(const Datetime& dt) {
boost::gregorian::date bbg_boost_date(dt.year(),dt.month(),dt.day());
boost::posix_time::time_duration td =
boost::posix_time::hours(dt.hours()) +
boost::posix_time::minutes(dt.minutes()) +
boost::posix_time::seconds(dt.seconds()) +
boost::posix_time::milliseconds(dt.milliseconds());
boost::posix_time::ptime bbg_ptime(bbg_boost_date,td);
struct tm tm_time(to_tm(bbg_ptime));
return static_cast<double>(mktime(&tm_time));
}
