当前位置： 文江博客话题详情

处理bloomberg blpapi元素，该元素返回haselement（）为true但原因找不到例外

发布于 2025-02-09 22:44:09 字数 7451 浏览 1 评论 0原文

我正在用c＃中的blpapi使用贸易并引用数据。当我处理last_trade_price_time_tipay_rt使用// blp/mktdata服务和处理subcription_data事件罚款，除此之外，除了此消息元素外，

{MarketDataEvents = {
    RT_TIME_OF_TRADE = 2022-06-23
    INDICATIVE_NEAR = 
    IMBALANCE_BUY = 
    IMBALANCE_SELL = 
    ORDER_IMB_BUY_VOLUME = 
    ORDER_IMB_SELL_VOLUME = 
    THEO_PRICE = 
    IMBALANCE_INDIC_RT = 
    PREV_CLOSE_VALUE_REALTIME = 11737.5
    TRADING_DT_REALTIME = 2022-06-24
    PREV_TRADING_DT_REALTIME = 2022-06-23
    PX_ASK_LME_OFFICIAL_RT = 
    NUM_TRADES_RT = 0
    PX_OFFICIAL_AUCTION_RT = 
    LAST_UPDATE_BID_RT = 2022-06-23
    LAST_UPDATE_ASK_RT = 2022-06-23
    OFFICIAL_AUCTION_VOLUME_RT = 
    IN_AUCTION_RT = 
    TURNOVER_TODAY_REALTIME = 
    OFFICIAL_OPEN_AUCTION_PRICE_RT = 
    OFFICIAL_OPEN_AUCTION_VOLUME_RT = 
    OFFICIAL_CLOSE_AUCTION_PRICE_RT = 
    OFFICIAL_CLOSE_AUCTION_VOLUME_RT = 
    AUCTION_EXTENSION_RT = 
    BLOCK_TRADE_ACCUM_VOLUME_RT = 
    TOTAL_MSG_SCRAPED_OFFERS_RT = 
    EVENT_TIME = 22:30:00.000
    VOLUME_THEO = 
    OPEN_YLD_TDY_RT = 
    HIGH_YLD_TDY_RT = 
    LOW_YLD_TDY_RT = 
    LAST_YLD_TDY = 
    MID_TDY = 
    SIZE_LAST_TRADE_TDY = 
    RT_PX_CHG_NET_1D = 171.75
    RT_PX_CHG_PCT_1D = 1.485
    OPEN_TDY = 
    ASK_SIZE_TDY = 
    BID_SIZE_TDY = 
    VOLUME_TDY = 
    LAST_PRICE_TDY = 
    BID_TDY = 
    ASK_TDY = 
    HIGH_TDY = 
    LOW_TDY = 
    BID_YLD_TDY = 
    ASK_YLD_TDY = 
    TIME = 2022-06-23
    LAST_UPDATE_ALL_SESSIONS_RT = 
    PX_OPEN_ALL_WITH_SWITCHOVER_RT = 
    BID_ALL_SESSION_TDY_RT = 
    ASK_ALL_SESSION_TDY_RT = 
    CONTINUOUS_TRAD_CLOS_BID_PX_RT = 
    CONTINUOUS_TRAD_CLOS_ASK_PX_RT = 
    POST_CLOSING_AUCTION_BID_PX_RT = 
    POST_CLOSING_AUCTION_ASK_PX_RT = 
    LAST_TRADE_RECEIVED_TIME_RT = 
    PRICE_CHANGE_ON_DAY_RT = 171.75
    PRICE_LAST_ASK_RT = 
    PRICE_LAST_BID_RT = 
    PRICE_HIGH_RT = 
    PRICE_LOW_RT = 
    PRICE_OPEN_RT = 
    LAST_TRADE_PRICE_TODAY_RT = 
    PREVIOUS_TOTAL_VOLUME_RT = 622197
    PREVIOUS_CLOSE_ADJ_BY_GR_DVD_RT = 
    TIME_AUCTION_CALL_CONCLUSION_RT = 
    PER_TRADE_VWAP_REALTIME = 
    PER_TRADE_VWAP_TURNOVER_RT = 
    PER_TRADE_VWAP_VOLUME_RT = 
    OPEN_HIGH_PRICE_REALTIME = 
    OPEN_LOW_PRICE_REALTIME = 
    CLOSE_HIGH_PRICE_REALTIME = 
    CLOSE_LOW_PRICE_REALTIME = 
    EXCHANGE_FOR_PHYSICAL_VOLUME_RT = 
    EXCHANGE_FOR_SWAP_VOLUME_RT = 
    LAST_BID_TIME_TODAY_REALTIME = 
    LAST_ASK_TIME_TODAY_REALTIME = 
    LAST_MID_TIME_TODAY_REALTIME = 
    LAST_PRICE_TIME_TODAY_REALTIME = 
    LAST_TRADE_PRICE_TIME_TODAY_RT = 
    MINIMUM_ORDER_LIMIT_PRICE_RT = 
    MAXIMUM_ORDER_LIMIT_PRICE_RT = 
    MIN_DYNAMIC_TRADING_LIMIT_PX_RT = 
    MAX_DYNAMIC_TRADING_LIMIT_PX_RT = 
    15_SECOND_PRICE_CHANGE_RT = 
    1_MINUTE_PRICE_CHANGE_RT = 
    5_MINUTE_PRICE_CHANGE_RT = 
    15_MINUTE_PRICE_CHANGE_RT = 
    1_HOUR_PRICE_CHANGE_RT = 
    CIRCUIT_BREAKER_TRIG_SIGNAL_RT = 
    LAST_CONTINUOUS_TRADE_PRICE_RT = 
    DYNAMIC_TRADING_LIMITS_REF_PX_RT = 
    LAST_OFF_BOOK_TRADE_PRICE_RT = 
    CB_TRIGGER_SIGNAL_START_TIME_RT = 
    CB_TRIGGER_SIGNAL_END_TIME_RT = 
    EFFECTIVE_DATE_RT = 
    OPEN_TRADE_PRICE_TODAY_RT = 
    HIGH_TRADE_PRICE_TODAY_RT = 
    LOW_TRADE_PRICE_TODAY_RT = 
    EXCHANGE_FOR_RISK_VOLUME_RT = 
    BLOOMBERG_CLOSE_PRICE_TODAY_RT = 
    PRICE_CLOSE_CC_TODAY_RT = 
    SUB_SEC_TM_AUCT_CALL_CNCLSN_RT = 
    THEORETICAL_TIME_TODAY_RT = 
    ON_EXCHANGE_VOLUME_TODAY_RT = 
    ON_BOOK_VOLUME_TODAY_RT = 
    LIT_BOOK_VOLUME_TODAY_RT = 
    CONTINUOUS_VOLUME_TODAY_RT = 
    AUCTION_VOLUME_TODAY_RT = 
    SCHEDULED_AUCT_VOLUME_TODAY_RT = 
    OPENING_AUCTION_VOLUME_RT = 
    CLOSING_AUCTION_VOLUME_RT = 
    INTRADAY_AUCTION_VOLUME_TODAY_RT = 
    UNSCHEDULED_AUCT_VOLUME_TODAY_RT = 
    TRADE_LAST_CLOSE_VOLUME_TODAY_RT = 
    PRE_POST_AUTO_EXECTN_VOL_TDY_RT = 
    DARK_BOOK_VOLUME_TODAY_RT = 
    ON_BK_NEG_BTF_OR_CC_VOL_TDY_RT = 
    ODD_LOT_BOOK_VOLUME_TODAY_RT = 
    OFF_BOOK_VOLUME_TODAY_RT = 
    NEGOTIATED_VOLUME_TODAY_RT = 
    OFF_BK_BLOCK_OR_CC_VOLUME_TDY_RT = 
    OFF_BOOK_ODD_LOT_VOLUME_TODAY_RT = 
    OTC_VOLUME_TODAY_RT = 
    SYSTEMATIC_INTERNAL_VOL_TDY_RT = 
    REPORTED_DARK_VOLUME_TODAY_RT = 
    PERCENT_CHANGE_ON_DAY_TODAY_RT = 
    NET_CHANGE_ON_DAY_TODAY_RT = 
    LAST_TRADE_AM_SESSION_TODAY_RT = 
    OPEN_PRICE_AM_SESSION_TODAY_RT = 
    HIGH_PRICE_AM_SESSION_TODAY_RT = 
    LOW_PRICE_AM_SESSION_TODAY_RT = 
    VOLUME_AM_SESSION_TODAY_RT = 
    LAST_TRADE_PM_SESSION_TODAY_RT = 
    OPEN_PRICE_PM_SESSION_TODAY_RT = 
    HIGH_PRICE_PM_SESSION_TODAY_RT = 
    LOW_PRICE_PM_SESSION_TODAY_RT = 
    VOLUME_PM_SESSION_TODAY_RT = 
    EXCHANGE_VWAP_TODAY_RT = 
    SETTLEMENT_PRESENT_VALUE_RT = 
    MATURITY_CALIBRATION_RATE_RT = 
    MATURITY_CALIBRATION_PV_RT = 
    CONTRIBUTED_RECOVERY_RATE_RT = 
    PAR_SPREAD_BID_RT = 
    PAR_SPREAD_ASK_RT = 
    LIQUIDITY_INDICATOR_RT = 
    PRICE_BID_CLOSE_TODAY_RT = 
    PRICE_ASK_CLOSE_TODAY_RT = 
    OFFICIAL_CLOSE_TODAY_RT = 
    PREVIOUS_BLOOMBERG_CLOSE_PX_RT = 11737.5
    PREVIOUS_LAST_TRADE_PRICE_RT = 11688
    BLOOMBERG_SEND_TIME_RT = 2022-06-23T21:31:23.469+00:00
    10_MINUTE_PRICE_CHANGE_RT = 
    30_MINUTE_PRICE_CHANGE_RT = 
    BLOOMBERG_CLOSE_PX_AM_TODAY_RT = 
    PERIODIC_AUCT_ON_DMD_VOL_TDY_RT = 
    PERIODIC_AUCT_ON_DMD_THEO_PX_RT = 
    CHG_NET_REG_SES_PRV_RG_SES_CL_RT = 
    CHG_PCT_REG_SES_PRV_RG_SES_CL_RT = 
    ACTUAL_TRADED_PRICE_RT = 
    MIN_DYNMC_BID_ORDR_LIMT_PX_RT = 
    MAXMM_DYNMC_BID_ORDR_LIMT_PX_RT = 
    MIN_DYNMC_ASK_ORDR_LIMT_PX_RT = 
    MAXMM_DYNMC_ASK_ORDR_LIMT_PX_RT = 
    MKTDATA_EVENT_TYPE = SUMMARY
    MKTDATA_EVENT_SUBTYPE = NEWDAY
    DELTA_AVAT_30_DAY_INTERVAL = 
    DELTA_AVAT_1_DAY_INTERVAL = 
    DELTA_AVAT_5_DAY_INTERVAL = 
    DELTA_AVAT_10_DAY_INTERVAL = 
    DELTA_AVAT_20_DAY_INTERVAL = 
    DELTA_AVAT_100_DAY_INTERVAL = 
    DELTA_AVAT_180_DAY_INTERVAL = 
    DELTA_ATAT_1_DAY_INTERVAL = 
    DELTA_ATAT_5_DAY_INTERVAL = 
    DELTA_ATAT_10_DAY_INTERVAL = 
    DELTA_ATAT_20_DAY_INTERVAL = 
    DELTA_ATAT_30_DAY_INTERVAL = 
    DELTA_ATAT_100_DAY_INTERVAL = 
    DELTA_ATAT_180_DAY_INTERVAL = 
    REALTIME_15_SEC_PRICE_PCT_CHG = 
    REALTIME_ONE_MIN_PRICE_PCT_CHG = 
    REALTIME_FIVE_MIN_PRICE_PCT_CHG = 
    REALTIME_15_MIN_PRICE_PCT_CHG = 
    REALTIME_ONE_HOUR_PRICE_PCT_CHG = 
    REALTIME_VOLUME_5_DAY_INTERVAL = 
    CURRENT_SESSION_RT = 4
    IMPLIED_BID_PRICE_RT = 
    IMPLIED_ASK_PRICE_RT = 
    IMPLIED_BID_SIZE_RT = 
    IMPLIED_ASK_SIZE_RT = 
    IS_DELAYED_STREAM = false
}
}

我使用subcription_data要检查日期时间并发出交易活动：

                    if (message.HasElement(LAST_TIME))
                    {
                        if (message.GetElementAsDatetime(LAST_TIME).IsValid())
                        {
                            DateTime time = message.GetElementAsDatetime(LAST_TIME).ToSystemDateTime();

                            if (message.HasElement(LAST) && message.HasElement(SIZE))
                            {
                                double last = message.GetElementAsFloat64(LAST);
                                int last_size = message.GetElementAsInt32(SIZE);
                                long volume = message.GetElementAsInt64(VOLUME); ...

我收到：

'bloomberglp.blpapi.notfoundexception：last_trade_price_time_time_today_rt在MarketDataupdate中没有价值。'

我已经尝试先转换为字符串，并检查是否为空并检查null。任何想法都会有所帮助...

原文

I am consuming trade and quote data with BLPAPI in C#. When I process a LAST_TRADE_PRICE_TIME_TODAY_RT like this using //blp/mktdata service and processing the SUBCRIPTION_DATA event fine except for this message element:

{MarketDataEvents = {
    RT_TIME_OF_TRADE = 2022-06-23
    INDICATIVE_NEAR = 
    IMBALANCE_BUY = 
    IMBALANCE_SELL = 
    ORDER_IMB_BUY_VOLUME = 
    ORDER_IMB_SELL_VOLUME = 
    THEO_PRICE = 
    IMBALANCE_INDIC_RT = 
    PREV_CLOSE_VALUE_REALTIME = 11737.5
    TRADING_DT_REALTIME = 2022-06-24
    PREV_TRADING_DT_REALTIME = 2022-06-23
    PX_ASK_LME_OFFICIAL_RT = 
    NUM_TRADES_RT = 0
    PX_OFFICIAL_AUCTION_RT = 
    LAST_UPDATE_BID_RT = 2022-06-23
    LAST_UPDATE_ASK_RT = 2022-06-23
    OFFICIAL_AUCTION_VOLUME_RT = 
    IN_AUCTION_RT = 
    TURNOVER_TODAY_REALTIME = 
    OFFICIAL_OPEN_AUCTION_PRICE_RT = 
    OFFICIAL_OPEN_AUCTION_VOLUME_RT = 
    OFFICIAL_CLOSE_AUCTION_PRICE_RT = 
    OFFICIAL_CLOSE_AUCTION_VOLUME_RT = 
    AUCTION_EXTENSION_RT = 
    BLOCK_TRADE_ACCUM_VOLUME_RT = 
    TOTAL_MSG_SCRAPED_OFFERS_RT = 
    EVENT_TIME = 22:30:00.000
    VOLUME_THEO = 
    OPEN_YLD_TDY_RT = 
    HIGH_YLD_TDY_RT = 
    LOW_YLD_TDY_RT = 
    LAST_YLD_TDY = 
    MID_TDY = 
    SIZE_LAST_TRADE_TDY = 
    RT_PX_CHG_NET_1D = 171.75
    RT_PX_CHG_PCT_1D = 1.485
    OPEN_TDY = 
    ASK_SIZE_TDY = 
    BID_SIZE_TDY = 
    VOLUME_TDY = 
    LAST_PRICE_TDY = 
    BID_TDY = 
    ASK_TDY = 
    HIGH_TDY = 
    LOW_TDY = 
    BID_YLD_TDY = 
    ASK_YLD_TDY = 
    TIME = 2022-06-23
    LAST_UPDATE_ALL_SESSIONS_RT = 
    PX_OPEN_ALL_WITH_SWITCHOVER_RT = 
    BID_ALL_SESSION_TDY_RT = 
    ASK_ALL_SESSION_TDY_RT = 
    CONTINUOUS_TRAD_CLOS_BID_PX_RT = 
    CONTINUOUS_TRAD_CLOS_ASK_PX_RT = 
    POST_CLOSING_AUCTION_BID_PX_RT = 
    POST_CLOSING_AUCTION_ASK_PX_RT = 
    LAST_TRADE_RECEIVED_TIME_RT = 
    PRICE_CHANGE_ON_DAY_RT = 171.75
    PRICE_LAST_ASK_RT = 
    PRICE_LAST_BID_RT = 
    PRICE_HIGH_RT = 
    PRICE_LOW_RT = 
    PRICE_OPEN_RT = 
    LAST_TRADE_PRICE_TODAY_RT = 
    PREVIOUS_TOTAL_VOLUME_RT = 622197
    PREVIOUS_CLOSE_ADJ_BY_GR_DVD_RT = 
    TIME_AUCTION_CALL_CONCLUSION_RT = 
    PER_TRADE_VWAP_REALTIME = 
    PER_TRADE_VWAP_TURNOVER_RT = 
    PER_TRADE_VWAP_VOLUME_RT = 
    OPEN_HIGH_PRICE_REALTIME = 
    OPEN_LOW_PRICE_REALTIME = 
    CLOSE_HIGH_PRICE_REALTIME = 
    CLOSE_LOW_PRICE_REALTIME = 
    EXCHANGE_FOR_PHYSICAL_VOLUME_RT = 
    EXCHANGE_FOR_SWAP_VOLUME_RT = 
    LAST_BID_TIME_TODAY_REALTIME = 
    LAST_ASK_TIME_TODAY_REALTIME = 
    LAST_MID_TIME_TODAY_REALTIME = 
    LAST_PRICE_TIME_TODAY_REALTIME = 
    LAST_TRADE_PRICE_TIME_TODAY_RT = 
    MINIMUM_ORDER_LIMIT_PRICE_RT = 
    MAXIMUM_ORDER_LIMIT_PRICE_RT = 
    MIN_DYNAMIC_TRADING_LIMIT_PX_RT = 
    MAX_DYNAMIC_TRADING_LIMIT_PX_RT = 
    15_SECOND_PRICE_CHANGE_RT = 
    1_MINUTE_PRICE_CHANGE_RT = 
    5_MINUTE_PRICE_CHANGE_RT = 
    15_MINUTE_PRICE_CHANGE_RT = 
    1_HOUR_PRICE_CHANGE_RT = 
    CIRCUIT_BREAKER_TRIG_SIGNAL_RT = 
    LAST_CONTINUOUS_TRADE_PRICE_RT = 
    DYNAMIC_TRADING_LIMITS_REF_PX_RT = 
    LAST_OFF_BOOK_TRADE_PRICE_RT = 
    CB_TRIGGER_SIGNAL_START_TIME_RT = 
    CB_TRIGGER_SIGNAL_END_TIME_RT = 
    EFFECTIVE_DATE_RT = 
    OPEN_TRADE_PRICE_TODAY_RT = 
    HIGH_TRADE_PRICE_TODAY_RT = 
    LOW_TRADE_PRICE_TODAY_RT = 
    EXCHANGE_FOR_RISK_VOLUME_RT = 
    BLOOMBERG_CLOSE_PRICE_TODAY_RT = 
    PRICE_CLOSE_CC_TODAY_RT = 
    SUB_SEC_TM_AUCT_CALL_CNCLSN_RT = 
    THEORETICAL_TIME_TODAY_RT = 
    ON_EXCHANGE_VOLUME_TODAY_RT = 
    ON_BOOK_VOLUME_TODAY_RT = 
    LIT_BOOK_VOLUME_TODAY_RT = 
    CONTINUOUS_VOLUME_TODAY_RT = 
    AUCTION_VOLUME_TODAY_RT = 
    SCHEDULED_AUCT_VOLUME_TODAY_RT = 
    OPENING_AUCTION_VOLUME_RT = 
    CLOSING_AUCTION_VOLUME_RT = 
    INTRADAY_AUCTION_VOLUME_TODAY_RT = 
    UNSCHEDULED_AUCT_VOLUME_TODAY_RT = 
    TRADE_LAST_CLOSE_VOLUME_TODAY_RT = 
    PRE_POST_AUTO_EXECTN_VOL_TDY_RT = 
    DARK_BOOK_VOLUME_TODAY_RT = 
    ON_BK_NEG_BTF_OR_CC_VOL_TDY_RT = 
    ODD_LOT_BOOK_VOLUME_TODAY_RT = 
    OFF_BOOK_VOLUME_TODAY_RT = 
    NEGOTIATED_VOLUME_TODAY_RT = 
    OFF_BK_BLOCK_OR_CC_VOLUME_TDY_RT = 
    OFF_BOOK_ODD_LOT_VOLUME_TODAY_RT = 
    OTC_VOLUME_TODAY_RT = 
    SYSTEMATIC_INTERNAL_VOL_TDY_RT = 
    REPORTED_DARK_VOLUME_TODAY_RT = 
    PERCENT_CHANGE_ON_DAY_TODAY_RT = 
    NET_CHANGE_ON_DAY_TODAY_RT = 
    LAST_TRADE_AM_SESSION_TODAY_RT = 
    OPEN_PRICE_AM_SESSION_TODAY_RT = 
    HIGH_PRICE_AM_SESSION_TODAY_RT = 
    LOW_PRICE_AM_SESSION_TODAY_RT = 
    VOLUME_AM_SESSION_TODAY_RT = 
    LAST_TRADE_PM_SESSION_TODAY_RT = 
    OPEN_PRICE_PM_SESSION_TODAY_RT = 
    HIGH_PRICE_PM_SESSION_TODAY_RT = 
    LOW_PRICE_PM_SESSION_TODAY_RT = 
    VOLUME_PM_SESSION_TODAY_RT = 
    EXCHANGE_VWAP_TODAY_RT = 
    SETTLEMENT_PRESENT_VALUE_RT = 
    MATURITY_CALIBRATION_RATE_RT = 
    MATURITY_CALIBRATION_PV_RT = 
    CONTRIBUTED_RECOVERY_RATE_RT = 
    PAR_SPREAD_BID_RT = 
    PAR_SPREAD_ASK_RT = 
    LIQUIDITY_INDICATOR_RT = 
    PRICE_BID_CLOSE_TODAY_RT = 
    PRICE_ASK_CLOSE_TODAY_RT = 
    OFFICIAL_CLOSE_TODAY_RT = 
    PREVIOUS_BLOOMBERG_CLOSE_PX_RT = 11737.5
    PREVIOUS_LAST_TRADE_PRICE_RT = 11688
    BLOOMBERG_SEND_TIME_RT = 2022-06-23T21:31:23.469+00:00
    10_MINUTE_PRICE_CHANGE_RT = 
    30_MINUTE_PRICE_CHANGE_RT = 
    BLOOMBERG_CLOSE_PX_AM_TODAY_RT = 
    PERIODIC_AUCT_ON_DMD_VOL_TDY_RT = 
    PERIODIC_AUCT_ON_DMD_THEO_PX_RT = 
    CHG_NET_REG_SES_PRV_RG_SES_CL_RT = 
    CHG_PCT_REG_SES_PRV_RG_SES_CL_RT = 
    ACTUAL_TRADED_PRICE_RT = 
    MIN_DYNMC_BID_ORDR_LIMT_PX_RT = 
    MAXMM_DYNMC_BID_ORDR_LIMT_PX_RT = 
    MIN_DYNMC_ASK_ORDR_LIMT_PX_RT = 
    MAXMM_DYNMC_ASK_ORDR_LIMT_PX_RT = 
    MKTDATA_EVENT_TYPE = SUMMARY
    MKTDATA_EVENT_SUBTYPE = NEWDAY
    DELTA_AVAT_30_DAY_INTERVAL = 
    DELTA_AVAT_1_DAY_INTERVAL = 
    DELTA_AVAT_5_DAY_INTERVAL = 
    DELTA_AVAT_10_DAY_INTERVAL = 
    DELTA_AVAT_20_DAY_INTERVAL = 
    DELTA_AVAT_100_DAY_INTERVAL = 
    DELTA_AVAT_180_DAY_INTERVAL = 
    DELTA_ATAT_1_DAY_INTERVAL = 
    DELTA_ATAT_5_DAY_INTERVAL = 
    DELTA_ATAT_10_DAY_INTERVAL = 
    DELTA_ATAT_20_DAY_INTERVAL = 
    DELTA_ATAT_30_DAY_INTERVAL = 
    DELTA_ATAT_100_DAY_INTERVAL = 
    DELTA_ATAT_180_DAY_INTERVAL = 
    REALTIME_15_SEC_PRICE_PCT_CHG = 
    REALTIME_ONE_MIN_PRICE_PCT_CHG = 
    REALTIME_FIVE_MIN_PRICE_PCT_CHG = 
    REALTIME_15_MIN_PRICE_PCT_CHG = 
    REALTIME_ONE_HOUR_PRICE_PCT_CHG = 
    REALTIME_VOLUME_5_DAY_INTERVAL = 
    CURRENT_SESSION_RT = 4
    IMPLIED_BID_PRICE_RT = 
    IMPLIED_ASK_PRICE_RT = 
    IMPLIED_BID_SIZE_RT = 
    IMPLIED_ASK_SIZE_RT = 
    IS_DELAYED_STREAM = false
}
}

I use this to check the datetime and emit a trade event:

                    if (message.HasElement(LAST_TIME))
                    {
                        if (message.GetElementAsDatetime(LAST_TIME).IsValid())
                        {
                            DateTime time = message.GetElementAsDatetime(LAST_TIME).ToSystemDateTime();

                            if (message.HasElement(LAST) && message.HasElement(SIZE))
                            {
                                double last = message.GetElementAsFloat64(LAST);
                                int last_size = message.GetElementAsInt32(SIZE);
                                long volume = message.GetElementAsInt64(VOLUME); ...

I receive:

'Bloomberglp.Blpapi.NotFoundException: LAST_TRADE_PRICE_TIME_TODAY_RT has no value in MarketDataUpdate.'

I have tried converting to string first and checking if empty and checking null. Any ideas would be helpful...

如果你对这篇内容有疑问，欢迎到本站社区发帖提问 参与讨论，获取更多帮助，或者扫码二维码加入 Web 技术交流群。

扫码二维码加入Web技术交流群

发布评论

需要 登录 才能够评论， 你可以免费 注册 一个本站的账号。

评论（2）

层林尽染 2025-02-16 22:44:09

我认为检查数据类型不是您想要的。这
数据类型是模式的一部分。即使没有价值，也应该始终设置它。如果似乎正在工作，则可能是因为该元素的数据类型不是datetime。例如，如果它是类型date或time，getAsdateTime仍然可以使用，但是 datatype 将切勿dateTime - 要求代码路径永远不会被击中。您要检查的是它是否具有值。

haselement说该架构包含这样的元素，但是如果模式定义允许零值（可选），则可能没有值。 getValueasDateTime（）确实是getValueasDateTime（0），这意味着可能不存在的0个值。注意具有多个值的数组类型项目可以使用相同的功能。我认为正确检查的正确方法是：

Element lastTime = message.GetElement(LAST_TIME);
if (lastTime.NumValues > 0) {
  DateTime dt = lastTime.GetValueAsDatetime();

I don't think checking the DataType is what you want. The
DataType is part of the schema. It should always be set even when there is no value. If it seems to be working, it is possibly because the element's data type is not DATETIME. For instance, if it is of type DATE, or TIME, GetAsDateTime would still work, but the DataType will never be DATETIME—meaning the code path will never get hit. What you want to check is if it has a value.

HasElement is saying that the schema contains such an element, but if the schema definition allows for there to be zero values (optional), it might not have a value. GetValueAsDatetime() is really GetValueAsDatetime(0), meaning the 0th value which may not exist. Note the same function can be used for array type items that have more than one value. I think the correct way to check this would be:

Element lastTime = message.GetElement(LAST_TIME);
if (lastTime.NumValues > 0) {
  DateTime dt = lastTime.GetValueAsDatetime();
回复 原文
你另情深 2025-02-16 22:44:09

我怀疑

if (message.HasElement(LAST_TIME))

返回true是因为该字段在那里（但是空）。但是，当您致电时：

if (message.GetElementAsDatetime(LAST_TIME).IsValid())

getElementAsdateTime引发异常，因为值（为空）不是有效的日期。

我认为这样的事情可能会起作用：

Element lastTime = message.GetElement(LAST_TIME);
if (lastTime.Datatype() == Schema.Datatype.DATETIME) {
  DateTime dt = lastTime.GetValueAsDatetime();

I suspect that

if (message.HasElement(LAST_TIME))

returns true because the field is there (but empty). However when you call:

if (message.GetElementAsDatetime(LAST_TIME).IsValid())

GetElementAsDatetime throws an exception because the value (which is empty) is not a valid datetime.

I think something like this may work:

Element lastTime = message.GetElement(LAST_TIME);
if (lastTime.Datatype() == Schema.Datatype.DATETIME) {
  DateTime dt = lastTime.GetValueAsDatetime();
回复 原文
~没有更多了~

关于作者

绝情姑娘

暂无简介

文章
评论
673 人气
发私信

相关话题

更多

热门标签

操作系统 程序设计 IT运维 Linux系统管理 JavaScript 服务器应用 solaris C/C++ PHP Shell BSD Vue.js aix Oracle Python HTML 系统管理 HTML5 CSS 前端
更多

推荐作者

十二

文章 0 评论 0

飞烟轻若梦

文章 0 评论 0

OPleyuhuo

文章 0 评论 0

wxb0109

文章 0 评论 0

旧城空念

文章 0 评论 0

-小熊_

文章 0 评论 0

更多

友情链接

文江博客
    我们使用 Cookies 和其他技术来定制您的体验包括您的登录状态等。通过阅读我们的 隐私政策 了解更多相关信息。 单击 接受 或继续使用网站，即表示您同意使用 Cookies 和您的相关数据。
    原文