class DataStream::Api

Attributes

session[R]

Public Class Methods

new() click to toggle source
# File lib/data_stream_api.rb, line 81
def initialize
  @session = Session.new
end

Public Instance Methods

isin_stream(isin, date_start, date_end, options={}) click to toggle source
# File lib/data_stream_api.rb, line 114
def isin_stream(isin, date_start, date_end, options={})
  stream isin, date_start, date_end, options
end
ric_stream(ric, date_start, date_end, options={}) click to toggle source
# File lib/data_stream_api.rb, line 110
def ric_stream(ric, date_start, date_end, options={})
  stream "<#{ric}>", date_start, date_end, options
end
stream(value, date_start, date_end, options={}) click to toggle source
# File lib/data_stream_api.rb, line 85
def stream(value, date_start, date_end, options={})
  date = {
    "End" => date_end,
    "Frequency" => "",
    "Kind" => 1,
    "Start" => date_start
  }

  instrument = {
    "Properties" => [
      {
        "Key" => "IsSymbolSet",
        "Value" => true
      }
    ],
    "Value" => value
  }
  stream = Stream.new @session, instrument, date
  stream.result["DataResponse"]["Dates"].each_with_index.map do |date, i|
    { date: parseDate(date, options),
      value: stream.result["DataResponse"]["DataTypeValues"][0]["SymbolValues"][0]["Value"][i]
    }
  end
end