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ActiveTickServerRequestor Class Reference

#include <ActiveTickServerRequestor.h>

Public Member Functions

ACTIVETICKSERVERAPI_API ActiveTickServerRequestor (uint64_t session)
 
virtual ACTIVETICKSERVERAPI_API ~ActiveTickServerRequestor (void)
 
ACTIVETICKSERVERAPI_API uint32_t CloseAllATRequests ()
 
ACTIVETICKSERVERAPI_API bool CloseATRequest (uint64_t request)
 
ACTIVETICKSERVERAPI_API uint64_t SendATBarHistoryDbRequest (const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, const ATTIME &beginDateTime, const ATTIME &endDateTime, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATBarHistoryDbRequest (const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, uint32_t recordsWanted, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATBarHistoryDbRequest (const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, const ATTIME &beginDateTime, uint32_t recordsWanted, ATCursorType cursorType, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATLoginRequest (const wchar16_t *userid, const wchar16_t *password, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATMarketHolidaysRequest (uint8_t yearsGoingBack, uint8_t yearsGoingForward, ATExchangeType exchangeType, ATCountryType countryType, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATMarketMoversDbRequest (const LPATSYMBOL symbols, uint16_t symbolCount, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATMarketMoversStreamRequest (const ATSYMBOL &symbol, ATStreamRequestType requestType, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATQuoteDbRequest (const LPATSYMBOL symbols, uint16_t symbolCount, const ATQuoteFieldType *fields, uint16_t fieldCount, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATQuoteStreamRequest (const LPATSYMBOL symbols, uint16_t symbolCount, ATStreamRequestType requestType, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATTickHistoryDbRequest (const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, const ATTIME &beginDateTime, const ATTIME &endDateTime, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATTickHistoryDbRequest (const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, uint32_t recordsWanted, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATTickHistoryDbRequest (const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, const ATTIME &beginDateTime, uint32_t recordsWanted, ATCursorType cursorType, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATTickHistoryDbRequest (const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, uint32_t pagesWanted, uint64_t offset, const ATTIME &dbdate, uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATSectorListRequest (uint32_t timeout)
 
ACTIVETICKSERVERAPI_API uint64_t SendATConstituentListRequest (ATConstituentListType constituentListType, const wchar16_t *key, uint32_t timeout)
 

Protected Member Functions

virtual
ACTIVETICKSERVERAPI_API void 
OnATBarHistoryDbResponse (uint64_t origRequest, ATBarHistoryResponseType responseType, LPATBARHISTORY_RESPONSE pResponse)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATLoginResponse (uint64_t origRequest, LPATLOGIN_RESPONSE pResponse)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnAtMarketHolidaysResponse (uint64_t origRequest, LPATMARKET_HOLIDAYSLIST_ITEM pItems, uint32_t itemsCount)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATMarketMoversDbResponse (uint64_t origRequest, ATMarketMoversDbResponseType responseType, LPATMARKET_MOVERSDB_RESPONSE pResponse)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATMarketMoversStreamResponse (uint64_t origRequest, ATStreamResponseType responseType, LPATMARKET_MOVERS_STREAM_RESPONSE pResponse)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATQuoteDbResponse (uint64_t origRequest, ATQuoteDbResponseType responseType, LPATQUOTEDB_RESPONSE pResponse, uint32_t responseCount)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATQuoteStreamResponse (uint64_t origRequest, ATStreamResponseType responseType, LPATQUOTESTREAM_RESPONSE pResponse, uint32_t responseCount)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATRequestTimeout (uint64_t origRequest)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATTickHistoryDbResponse (uint64_t origRequest, ATTickHistoryResponseType responseType, LPATTICKHISTORY_RESPONSE pResponse)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATSectorListResponse (uint64_t origRequest, LPATSECTORLIST_RECORD pRecords, uint32_t recordsCount)
 
virtual
ACTIVETICKSERVERAPI_API void 
OnATConstituentListResponse (uint64_t origRequest, LPATSYMBOL pSymbols, uint32_t symbolsCount)
 

Friends

ACTIVETICKSERVERAPI_API bool ATInitAPI ()
 
ACTIVETICKSERVERAPI_API bool ATShutdownAPI ()
 

Detailed Description

ActiveTickServerRequestor class. This is used as generic requestor for all ActiveTick's API requests. Extend this class and override its virtual functions to easily receive various notifications.

Note
In order to receive stream notifications, derived class must also extend from ActiveTickStreamListener class.
See Also
ActiveTickStreamListener

Constructor & Destructor Documentation

ACTIVETICKSERVERAPI_API ActiveTickServerRequestor::ActiveTickServerRequestor ( uint64_t  session)

ActiveTickServerRequestor constructor.

Parameters
sessionSession handle created by ATCreateSession function.
See Also
ATCreateSession
virtual ACTIVETICKSERVERAPI_API ActiveTickServerRequestor::~ActiveTickServerRequestor ( void  )
virtual

Member Function Documentation

ACTIVETICKSERVERAPI_API uint32_t ActiveTickServerRequestor::CloseAllATRequests ( )

Closes all outstanding requests.

Returns
uint32_t Number of requests closed.
ACTIVETICKSERVERAPI_API bool ActiveTickServerRequestor::CloseATRequest ( uint64_t  request)

Close specific request.

Parameters
requestRequest handle for which to close the request.
Returns
true if successfully closed the request, false otherwise.
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATBarHistoryDbResponse ( uint64_t  origRequest,
ATBarHistoryResponseType  responseType,
LPATBARHISTORY_RESPONSE  pResponse 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATBarHistoryResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATConstituentListResponse ( uint64_t  origRequest,
LPATSYMBOL  pSymbols,
uint32_t  symbolsCount 
)
inlineprotectedvirtual

Virtual override callback that will be called for response to constituent list request.

virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATLoginResponse ( uint64_t  origRequest,
LPATLOGIN_RESPONSE  pResponse 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATLoginResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnAtMarketHolidaysResponse ( uint64_t  origRequest,
LPATMARKET_HOLIDAYSLIST_ITEM  pItems,
uint32_t  itemsCount 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATMarketHolidaysResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATMarketMoversDbResponse ( uint64_t  origRequest,
ATMarketMoversDbResponseType  responseType,
LPATMARKET_MOVERSDB_RESPONSE  pResponse 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATMarketMoversDbResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATMarketMoversStreamResponse ( uint64_t  origRequest,
ATStreamResponseType  responseType,
LPATMARKET_MOVERS_STREAM_RESPONSE  pResponse 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATMarketMoversStreamResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATQuoteDbResponse ( uint64_t  origRequest,
ATQuoteDbResponseType  responseType,
LPATQUOTEDB_RESPONSE  pResponse,
uint32_t  responseCount 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATQuoteDbResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATQuoteStreamResponse ( uint64_t  origRequest,
ATStreamResponseType  responseType,
LPATQUOTESTREAM_RESPONSE  pResponse,
uint32_t  responseCount 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATQuoteStreamResponseCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATRequestTimeout ( uint64_t  origRequest)
inlineprotectedvirtual

Virtual override callback that will be called when time out occurs.

See Also
ATRequestTimeoutCallback
virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATSectorListResponse ( uint64_t  origRequest,
LPATSECTORLIST_RECORD  pRecords,
uint32_t  recordsCount 
)
inlineprotectedvirtual

Virtual override callback that will be called for response to sector list request.

virtual ACTIVETICKSERVERAPI_API void ActiveTickServerRequestor::OnATTickHistoryDbResponse ( uint64_t  origRequest,
ATTickHistoryResponseType  responseType,
LPATTICKHISTORY_RESPONSE  pResponse 
)
inlineprotectedvirtual

Virtual override callback that will be called once response has been received from the server.

See Also
ATTickHistoryResponseCallback
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATBarHistoryDbRequest ( const ATSYMBOL symbol,
ATBarHistoryType  barHistoryType,
uint8_t  intradayMinuteCompression,
const ATTIME beginDateTime,
const ATTIME endDateTime,
uint32_t  timeout 
)

Send bar history request.

Returns
Handle to newly created request.
See Also
ATCreateBarHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATBarHistoryDbRequest ( const ATSYMBOL symbol,
ATBarHistoryType  barHistoryType,
uint8_t  intradayMinuteCompression,
uint32_t  recordsWanted,
uint32_t  timeout 
)

Send bar history request.

Returns
Handle to newly created request.
See Also
ATCreateBarHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATBarHistoryDbRequest ( const ATSYMBOL symbol,
ATBarHistoryType  barHistoryType,
uint8_t  intradayMinuteCompression,
const ATTIME beginDateTime,
uint32_t  recordsWanted,
ATCursorType  cursorType,
uint32_t  timeout 
)

Send bar history request.

Returns
Handle to newly created request.
See Also
ATCreateBarHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATConstituentListRequest ( ATConstituentListType  constituentListType,
const wchar16_t key,
uint32_t  timeout 
)

Send constituent list request. The response will contain a list of symbols for key.

Parameters
constituentListTypeOne of ATConstituentListType types.
keySpecifies the key for which to retrieve the list. If constituentListType is sector, the key should contain SectorName IndustryName with 0x10 character between the names, for example: "Services" 0x10 "Restaurants". If listType is index, then key should contain an index symbol, for example $DJI. For options, the key should be the underlying symbol.
timeoutTimeout value in milliseconds
Returns
Handle to newly created request.
See Also
ATCreateConstituentListRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATLoginRequest ( const wchar16_t userid,
const wchar16_t password,
uint32_t  timeout 
)

Send login request.

Returns
Handle to newly created request.
See Also
ATCreateLoginRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketHolidaysRequest ( uint8_t  yearsGoingBack,
uint8_t  yearsGoingForward,
ATExchangeType  exchangeType,
ATCountryType  countryType,
uint32_t  timeout 
)

Send market holidays list request.

Returns
Handle to newly created request.
See Also
ATCreateMarketHolidaysRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketMoversDbRequest ( const LPATSYMBOL  symbols,
uint16_t  symbolCount,
uint32_t  timeout 
)

Send market movers snapshot request.

Returns
Handle to newly created request.
See Also
ATCreateMarketMoversDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketMoversStreamRequest ( const ATSYMBOL symbol,
ATStreamRequestType  requestType,
uint32_t  timeout 
)

Send market movers stream request.

Note
In order to receive stream notifications, extended derived class from ActiveTickStreamListener, and override necessary virtual methods.
Returns
Handle to newly created request.
See Also
ATCreateMarketMoversStreamRequest
ActiveTickStreamListener
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATQuoteDbRequest ( const LPATSYMBOL  symbols,
uint16_t  symbolCount,
const ATQuoteFieldType fields,
uint16_t  fieldCount,
uint32_t  timeout 
)

Send quote snapshot request.

Returns
Handle to newly created request.
See Also
ATCreateQuoteDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATQuoteStreamRequest ( const LPATSYMBOL  symbols,
uint16_t  symbolCount,
ATStreamRequestType  requestType,
uint32_t  timeout 
)

Send quote stream request.

Returns
Handle to newly created request.
Note
In order to receive stream notifications, extended derived class from ActiveTickStreamListener, and override necessary virtual methods.
See Also
ATCreateQuoteStreamRequest
ActiveTickStreamListener
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATSectorListRequest ( uint32_t  timeout)

Send sector list request. The response will contain sector/industry pairs for all defined sectors.

Returns
Handle to newly created request.
See Also
ATCreateSectorListRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATTickHistoryDbRequest ( const ATSYMBOL symbol,
bool  selectTrades,
bool  selectQuotes,
const ATTIME beginDateTime,
const ATTIME endDateTime,
uint32_t  timeout 
)

Send tick history data request.

Returns
Handle to newly created request.
See Also
ATCreateTickHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATTickHistoryDbRequest ( const ATSYMBOL symbol,
bool  selectTrades,
bool  selectQuotes,
uint32_t  recordsWanted,
uint32_t  timeout 
)

Send tick history data request.

Returns
Handle to newly created request.
See Also
ATCreateTickHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATTickHistoryDbRequest ( const ATSYMBOL symbol,
bool  selectTrades,
bool  selectQuotes,
const ATTIME beginDateTime,
uint32_t  recordsWanted,
ATCursorType  cursorType,
uint32_t  timeout 
)

Send tick history data request.

Returns
Handle to newly created request.
See Also
ATCreateTickHistoryDbRequest
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATTickHistoryDbRequest ( const ATSYMBOL symbol,
bool  selectTrades,
bool  selectQuotes,
uint32_t  pagesWanted,
uint64_t  offset,
const ATTIME dbdate,
uint32_t  timeout 
)

Send tick history data request.

Returns
Handle to newly created request.
See Also
ATCreateTickHistoryDbRequest

Friends And Related Function Documentation

ACTIVETICKSERVERAPI_API bool ATInitAPI ( )
friend

Initialize ActiveTick's API. This function must be called before any other can be function called.

Note
Use ATShutdownAPI function to uninitialize.
Returns
BOOL Returns true if successful, false otherwise.
See Also
ATShutdownAPI
ACTIVETICKSERVERAPI_API bool ATShutdownAPI ( )
friend

Shut down ActiveTick's API and releases all resources.

Returns
true if successful or false otherwise.
See Also
ATInitAPI