Having set up a ReferenceDataRequest I send it along to an EventQueue
Service refdata = _session.GetService("//blp/refdata");
Request request = refdata.CreateRequest("ReferenceDataRequest");
/* append the appropriate symbol and field data to the request
*/
EventQueue eventQueue = new EventQueue();
Guid guid = Guid.NewGuid();
CorrelationID id = new CorrelationID(guid);
_session.SendRequest(request, eventQueue, id);
long _eventWaitTimeout = 60000;
myEvent = eventQueue.NextEvent(_eventWaitTimeout);
Normally I can grab the message from the queue, but I'm hitting the situation now that if I'm making a number of requests in the same run of the app (normally around the tenth), I see a TIMEOUT
EventType
if (myEvent.Type == Event.EventType.TIMEOUT)
throw new Exception("Timed Out - need to rethink this strategy");
else
msg = myEvent.GetMessages().First();
These are being made on the same thread, but I'm assuming that there's something somewhere along the line that I'm consuming and not releasing.
Anyone have any clues or advice?
There aren't many references on SO to BLP's API, but hopefully we can start to rectify that situation.