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POGoing from Observable to Enumerable/Value without Blocking
 

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  1. POGoing from Observable to Enumerable/Value without Blocking
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    <p>I'm having some blocking problems. I am trying to go from push to pull. i.e. I would like to access my data here which in this case is an array after it has been processed through my Observable.</p> <pre class="lang-ml prettyprint-override"><code>type HistoryBar = {Open: decimal; High: decimal; Low: decimal; Close: decimal; Time: DateTime; Volume: int; RequestId: int; Index: int; Total: int} let transformBar = client.HistoricalData |&gt; Observable.map(fun args -&gt; { Open = args.Open High = args.High Low = args.Low Close = args.Close Time = args.Date Volume = args.Volume RequestId = args.RequestId Index = args.RecordNumber Total = args.RecordTotal } ) let groupByRequest (obs:IObservable&lt;HistoryBar&gt;) = let bars = obs.GroupByUntil((fun x -&gt; x.RequestId), (fun x -&gt; x.Where(fun y -&gt; y.Index = y.Total - 1))) bars.SelectMany(fun (x:IGroupedObservable&lt;int, HistoryBar&gt;) -&gt; x.ToArray()) let obs = transformBar |&gt; groupByRequest client.RequestHistoricalData(1, sym, DateTime.Now, TimeSpan.FromDays(10.0), BarSize.OneDay, HistoricalDataType.Midpoint, 0) </code></pre> <p>If I subscribe to obs, than as soon as I make a call to <code>client.RequestHistoricalData</code> everything works fine. What I would like to do is convert obs to the underlying type which in this case is <code>HistoryBar []</code>. I have tried using <code>wait</code>, <code>ToEnumberable</code> with no luck. What is the proper approach here to pull out my last created piece of data?</p> <p>Edit, adding contrived C# example code to show how the library normally works. What I am really trying to understand here is how one can go from observable to a standard list or array. What I am not certain of is if I required a mutable structure in order to do so. If I had to guess I would say no.</p> <pre><code>static void Main(string[] args) { ... client.HistoricalData += client_HistoricalData; client.RequestHistoricalData(1, sym, DateTime.Today, TimeSpan.FromDays(10), BarSize.OneDay, HistoricalDataType.Midpoint, 0); .... } static void client_HistoricalData(object sender, HistoricalDataEventArgs e) { Console.WriteLine("Open: {0}, High: {1}, Low: {2}, Close: {3}, Date: {4}, RecordId: {5}, RecordIndex: {6}", e.Open, e.High, e.Low, e.Close, e.Date, e.RequestId, e.RecordNumber); } </code></pre>
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      1. POGoing from Observable to Enumerable/Value without Blocking
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    1. COWhat does `client.RequestHistoricalData` do? Please elucidate. Calling `ToArray` inside `SelectMany` causes blocking eager evaluation of the whole sequence.
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    2. COAdded more details. `client.RequestHistoricalData` will make a call to perform a data fetch which in term will call the event handler associated with `client.HistoricalData`
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      1. USDave
    3. COThe contrived code in C# remains, well, contrived.
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      1. USAsti
 

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