retrieve data at a specific snap time (follow up)

mohammedamrani

Hi,

I need to save live RIC values at a very specific snap time. I've got
a list of RICs on different feeds, I realized (am I right ?) that the
best solution is to group these RICs by feed and setup a data request
for each feed.

Here is the code I'm using: (repoDico is my RICs/Fields/Feeds Dictionary)

I'm using ThomsonReuters.Desktop.SDK.DataAccess.Realtime

Can you please have a look and correct what seems wrong to you.

public void Flash(Dictionary<string, ReutersFlashObject> repoDico)
        {
            _flashed = new Dictionary<string, double>();

            List<string> feeds;
            List<string> fields;
            List<string> rics;

            var realtime = services.Realtime;
            feeds = repoDico.Values.Select(x => x.source).Distinct().ToList();

            for (int i = 0; i < feeds.Count; i++)
            {
                fields = repoDico.Values.Where(x => x.source == feeds[i]).Select(x => x.field).Distinct().ToList();
                rics = repoDico.Values.Where(x => x.source == feeds[i]).Select(x => x.ric).Distinct().ToList();

                request = realtime.SetupDataRequest()
                            .WithRics(rics)
                            .WithFields(fields)
                            .WithFeed((feeds[i] == "IDN") ? "" : feeds[i])
                            .OnError(RealTimeDataError)
                            .OnDataReceived(update => DataReceivedCallback(feeds[i], update))
                            .OnStatusReceived(StatusReceived)
                            .CreateAndSend();

                subscription = realtime.SetupDataSubscription()
                            .WithRics(rics)
                            .WithFields(fields)
                            .WithFeed((feeds[i] == "IDN") ? "" : feeds[i])
                            .OnError(RealTimeDataError)
                            .OnDataUpdated(update => DataReceivedCallback(feeds[i], update))
                            .OnStatusUpdated(StatusReceived)
                            .CreateAndStart();
                PushFrame();
            }

        }

private void DataReceivedCallback(string feed, IRealtimeUpdateDictionary updates)
        {
            string ric = "", field = "";
            for (int i = 0; i < updates.Keys.Count; i++)
            {
                ric = updates.Keys.ElementAt(i);
                for (int j = 0; j < updates[ric].Keys.Count; j++)
                {
                    //Save the data somewhere
                }
            }
            Dispatcher.CurrentDispatcher.BeginInvoke(new DispatcherOperationCallback(StopFrame), DispatcherPriority.Background, frame);
        }

private static void PushFrame()
        {
            Dispatcher.ExitAllFrames();
            frame = new DispatcherFrame();
            Dispatcher.PushFrame(frame);
        }
        private static object StopFrame(object f)
        {
            ((DispatcherFrame)f).Continue = false;

Jirapongse

From the snippet code, the frame has been stopped after the DataReceivedCallback function is called. From my test, the DataReceivedCallback function may be called multiple times for each request. For example, if the application specifies three RICs in the request, the DataReceivedCallback function can be called twice.

The best practice is that the frame shouldn't be stopped. It should be dispatched forever until the application exits.

Can you share the full code so I can modify and test it in my environment?