I am trying to setup a TimeSeries.SetupDataRequest() where I can add in some type of custom information (like an ID) so when my callback is called from OnDataReceived() I would know exactly which request I am getting data for.
The ONLY information I can seem to grab is the Ric code for the query...
My situation is this: I have 2 (or more) requests which are querying the same Ric code, so when I hit the callback and check the "DataChunk", the only information I have is the Ric... how am I supposed to distinguish between different requests?
I realize this may not be the most common way to query data, but I have a very specific reason for doing this.. with Bloomberg, they would allow you to pass something like a CorrelationID with every request; so that you can reference back exactly to a key for which you created the query.
Does any such ability exist? Can I override the interface in any way to allow a seperate ID to also be passed with OnDataReceived() instead of just the data chunk?