As part of my project for loading volatility for many parameters, my previous code saves CHAIN_TICKERS for a given equity in a text file (BB.txt) in the following format:
MSFT US 01/20/17 C23
MSFT US 01/20/17 C25
MSFT US 01/20/17 C30
MSFT US 01/20/17 C33
MSFT US 01/20/17 C35
MSFT US 01/20/17 C38
MSFT US 01/20/17 C40
MSFT US 01/20/17 C43
MSFT US 01/20/17 C45
MSFT US 01/20/17 C47
MSFT US 01/20/17 C50
MSFT US 01/20/17 C52.5
MSFT US 01/20/17 C55
MSFT US 01/20/17 C57.5
MSFT US 01/20/17 C60
MSFT US 01/20/17 C65
MSFT US 01/20/17 C70
First, I defined a structure for storing the corresponding data for different parameters:
struct option{
string ticker;
char date;
double strike;
double vol;
} options [1000];
Now, for my further analysis, I want to download the volatility for these parameters. Currently, I just read the text file line by line, and then pass the ticker to the load function inside the loop.
std::fstream myfile("BB.txt");
int linenumber = 0;
string linetext;
string ticker;
while (std::getline(myfile, linetext))
{
options[linenumber].ticker = linetext;
linenumber++;
}
for (int i = 0; i < linenumber; i++)
{
std::cout << options[i].ticker << endl;
ticker = options[i].ticker;
try
{
example.run2(ticker);
}
catch (Exception &e)
{
std::cerr << "Library Exception!!!" << e.description() << std::endl;
}
}
The code for my run2 is as follows:
public void run2(string ticker)
{ ...
request.append("securities", ticker);
request.append("fields", "IVOL_MID");
CorrelationId cid(this);
session.sendRequest(request, cid);
(followed by the eventhandler processMessage taken from the SimpleRefDataOverrideExample.cpp of the Bloomberg API)
Now the problem is in the line:
request.append("securities", ticker);
C2664: 2 'std::string' 'bool', , , bool? , , , "MSFT US EQUITY", .
, run2, ?
( , CHAIN_TICKERS ?)