Bloomberg API request timing out

Question

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.

Answer 1

Nice to see another person on stackoverflow enjoying the pain of bloomberg API :-)

I'm ashamed to say I use the following pattern (I suspect copied from the example code). It seems to work reasonably robustly, but probably ignores some important messages. But I don't get your time-out problem. It's Java, but all the languages work basically the same.

  cid = session.sendRequest(request, null);
  while (true) {
    Event event = session.nextEvent();
    MessageIterator msgIter = event.messageIterator();
    while (msgIter.hasNext()) {
      Message msg = msgIter.next();
      if (msg.correlationID() == cid) {
        processMessage(msg, fieldStrings, result);
      }
    }
    if (event.eventType() == Event.EventType.RESPONSE) {
      break;
    }
  }

This may work because it consumes all messages off each event.