Function BulkDataResponseToDF

src/bds.cpp:218–248

}

Rcpp::List BulkDataResponseToDF(Event& event, std::string& requested_field, std::string response_type, bool verbose) {
    MessageIterator msgIter(event);
    if(!msgIter.next()) {
        throw std::logic_error("Not a valid MessageIterator.");
    }

    Message msg = msgIter.message();
    Element response = msg.asElement();
    if (verbose) response.print(Rcpp::Rcout);
    if(std::strcmp(response.name().string(),response_type.c_str())) {
        throw std::logic_error("Not a valid " + response_type + ".");
    }
    Element securityData = response.getElement("securityData");

    Rcpp::List ans(securityData.numValues());
    std::vector<std::string> ans_names(securityData.numValues());

    for(size_t i = 0; i < securityData.numValues(); ++i) {
        Element this_security = securityData.getValueAsElement(i);
        ans_names[i] = this_security.getElementAsString("security");
        Element fieldData = this_security.getElement("fieldData");
        if(!fieldData.hasElement(requested_field.c_str())) {
            ans[i] = R_NilValue;
        } else {
            Element e = fieldData.getElement(requested_field.c_str());
            ans[i] = bulkArrayToDf(e);
        }
    }
    ans.attr("names") = ans_names;
    return ans;
}

// only allow one field for bds in contrast to bdp
// [[Rcpp::export]]