#include <Shared/ATServerAPIDefines.h>

Include dependency graph for ActiveTickServerAPI.h:

This graph shows which files directly or indirectly include this file:

Macros
#define	DEFAULT_REQUEST_TIMEOUT 30000

Typedefs
typedef void(*	ATBarHistoryResponseCallback )(uint64_t origRequest, ATBarHistoryResponseType responseType, LPATBARHISTORY_RESPONSE pResponse)

typedef void(*	ATLoginResponseCallback )(uint64_t session, uint64_t request, LPATLOGIN_RESPONSE pResponse)

typedef void(*	ATMarketMoversDbResponseCallback )(uint64_t origRequest, ATMarketMoversDbResponseType responseType, LPATMARKET_MOVERSDB_RESPONSE pResponse)

typedef void(*	ATQuoteDbResponseCallback )(uint64_t origRequest, ATQuoteDbResponseType responseType, LPATQUOTEDB_RESPONSE pResponse, uint32_t responseCount)

typedef void(*	ATQuoteStreamResponseCallback )(uint64_t origRequest, ATStreamResponseType responseType, LPATQUOTESTREAM_RESPONSE pResponse, uint32_t responseCount)

typedef void(*	ATMarketMoversStreamResponseCallback )(uint64_t origRequest, ATStreamResponseType responseType, LPATMARKET_MOVERS_STREAM_RESPONSE pResponse)

typedef void(*	ATStreamUpdateCallback )(LPATSTREAM_UPDATE pUpdate)

typedef void(*	ATServerTimeUpdateCallback )(LPATTIME pServerTime)

typedef void(*	ATRequestTimeoutCallback )(uint64_t origRequest)

typedef void(*	ATSessionStatusChangeCallback )(uint64_t session, ATSessionStatusType statusType)

typedef void(*	ATTickHistoryResponseCallback )(uint64_t origRequest, ATTickHistoryResponseType responseType, LPATTICKHISTORY_RESPONSE pResponse)

typedef void(*	ATMarketHolidaysResponseCallback )(uint64_t origRequest, LPATMARKET_HOLIDAYSLIST_ITEM pItems, uint32_t itemsCount)

typedef void(*	ATSectorListResponseCallback )(uint64_t origRequest, LPATSECTORLIST_RECORD pRecords, uint32_t recordsCount)

typedef void(*	ATConstituentListResponseCallback )(uint64_t origRequest, LPATSYMBOL pSymbols, uint32_t symbolsCount)

Functions
ACTIVETICKSERVERAPI_API bool	ATInitAPI ()

ACTIVETICKSERVERAPI_API bool	ATShutdownAPI ()

ACTIVETICKSERVERAPI_API uint32_t	ATGetAPIVersion ()

ACTIVETICKSERVERAPI_API uint32_t	ATGetSessionQueuedStreamUpdates (uint64_t session)

ACTIVETICKSERVERAPI_API uint64_t	ATGetSessionTotalRecvedByteCount (uint64_t session)

ACTIVETICKSERVERAPI_API uint64_t	ATGetSessionTotalRecvedMsgCount (uint64_t session, ATSessionTotalRecvedMsgType type)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateSession ()

ACTIVETICKSERVERAPI_API void	ATDestroySession (uint64_t session)

ACTIVETICKSERVERAPI_API bool	ATSetAPIUserId (uint64_t session, LPATGUID pAPIUserId)

ACTIVETICKSERVERAPI_API bool	ATSetServerTimeUpdateCallback (uint64_t session, ATServerTimeUpdateCallback pCallback)

ACTIVETICKSERVERAPI_API bool	ATSetStreamUpdateCallback (uint64_t session, ATStreamUpdateCallback pCallback)

ACTIVETICKSERVERAPI_API bool	ATInitSession (uint64_t session, const char primaryServerHostname, const char backupServerHostname, uint32_t serverPort, ATSessionStatusChangeCallback pCallback, bool isUsingInternalQueue=false)

ACTIVETICKSERVERAPI_API void	ATShutdownSession (uint64_t session)

ACTIVETICKSERVERAPI_API void	ATRedirectPumpMessage (uint64_t session, uint64_t wParam, uint64_t lParam)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateBarHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, const ATTIME &beginDateTime, const ATTIME &endDateTime, ATBarHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateBarHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, const ATTIME &beginDateTime, uint32_t recordsWanted, ATCursorType cursorType, ATBarHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateBarHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, ATBarHistoryType barHistoryType, uint8_t intradayMinuteCompression, uint32_t recordsWanted, ATBarHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateLoginRequest (uint64_t session, const wchar16_t userid, const wchar16_t password, ATLoginResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateTickHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, const ATTIME &beginDateTime, const ATTIME &endDateTime, ATTickHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateTickHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, const ATTIME &beginDateTime, uint32_t recordsWanted, ATCursorType cursorType, ATTickHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateTickHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, uint32_t recordsWanted, ATTickHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateTickHistoryDbRequest (uint64_t session, const ATSYMBOL &symbol, bool selectTrades, bool selectQuotes, uint32_t pagesWanted, uint64_t offset, const ATTIME &dbdate, ATTickHistoryResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateMarketHolidaysRequest (uint64_t session, uint8_t yearsGoingBack, uint8_t yearsGoingForward, ATExchangeType exchangeType, ATCountryType countryType, ATMarketHolidaysResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateMarketMoversDbRequest (uint64_t session, const LPATSYMBOL symbols, uint16_t symbolCount, ATMarketMoversDbResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateMarketMoversStreamRequest (uint64_t session, const ATSYMBOL &symbol, ATStreamRequestType requestType, ATMarketMoversStreamResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateQuoteDbRequest (uint64_t session, const LPATSYMBOL symbols, uint16_t symbolCount, const ATQuoteFieldType *fields, uint16_t fieldCount, ATQuoteDbResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateQuoteStreamRequest (uint64_t session, const LPATSYMBOL symbols, uint16_t symbolCount, ATStreamRequestType requestType, ATQuoteStreamResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateSectorListRequest (uint64_t session, ATSectorListResponseCallback pCallback)

ACTIVETICKSERVERAPI_API uint64_t	ATCreateConstituentListRequest (uint64_t session, ATConstituentListType constituentListType, const wchar16_t *key, ATConstituentListResponseCallback pCallback)

ACTIVETICKSERVERAPI_API bool	ATCloseRequest (uint64_t session, uint64_t request)

ACTIVETICKSERVERAPI_API bool	ATSendRequest (uint64_t session, uint64_t request, uint32_t timeout, ATRequestTimeoutCallback pCallback)

Macro Definition Documentation

#define DEFAULT_REQUEST_TIMEOUT 30000

Default timeout value for ATSendRequest function

See Also: ATSendRequest()

Typedef Documentation

typedef void(* ATBarHistoryResponseCallback)(uint64_t origRequest, ATBarHistoryResponseType responseType, LPATBARHISTORY_RESPONSE pResponse)

Callback for all Bar history responses. This function is called asynchronously by ActiveTick API's internal thread in response to ATCreateBarHistoryDbRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request generated by one of the ATCreateBarHistoryDbRequest functions. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATBarHistoryResponseType response type values.
pResponse	Pointer to ATBARHISTORY_RESPONSE structure containing the response payload.

See Also: ATBarHistoryResponseType; LPATBARHISTORY_RESPONSE; ATCreateBarHistoryDbRequest; ATSendRequest; ATCloseRequest

typedef void(* ATConstituentListResponseCallback)(uint64_t origRequest, LPATSYMBOL pSymbols, uint32_t symbolsCount)

Callback for Constituent list response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateConstituentListRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request handle returned by ATCreateConstituentListRequest call.
pRecords	Pointer to LPATSYMBOL containing array of symbols.
symbolsCount	Contains number of record structures.

See Also: ATSYMBOL; ATCreateConstituentListRequest; ATSendRequest

typedef void(* ATLoginResponseCallback)(uint64_t session, uint64_t request, LPATLOGIN_RESPONSE pResponse)

Callback for login response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateLoginRequest/ATSendRequest call sequence.

Parameters

session	Session handle for which the response is intended.
request	Original request generated by ATCreateLoginRequest function. Use ATCloseRequest function to close the request handle inside your callback handler.
pResponse	Pointer to ATLOGIN_RESPONSE structure containing the login response payload.

See Also: LPATBARHISTORY_RESPONSE; ATCreateLoginRequest; ATSendRequest; ATCloseRequest

typedef void(* ATMarketHolidaysResponseCallback)(uint64_t origRequest, LPATMARKET_HOLIDAYSLIST_ITEM pItems, uint32_t itemsCount)

Callback for market holidays response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateMarketHolidaysRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request handle returned by ATCreateMarketHolidaysRequest call.
pItems	Pointer to ATMARKET_HOLIDAYSLIST_ITEM containing first holiday.
itemsCount	Contains number of ATMARKET_HOLIDAYSLIST_ITEM structures inside pItems pointer.

See Also: ATMARKET_HOLIDAYSLIST_ITEM; ATCreateMarketHolidaysRequest; ATSendRequest

typedef void(* ATMarketMoversDbResponseCallback)(uint64_t origRequest, ATMarketMoversDbResponseType responseType, LPATMARKET_MOVERSDB_RESPONSE pResponse)

Callback for market movers database snapshot response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateMarketMoversDbRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request generated by ATCreateMarketMoversDbRequest function. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATMarketMoversDbResponseType enum items.
pResponse	Pointer to ATMARKET_MOVERSDB_RESPONSE structure containing the market movers database snapshot response payload.

See Also: ATMarketMoversDbResponseType; LPATLOGIN_RESPONSE; ATCreateMarketMoversDbRequest; ATSendRequest; ATCloseRequest

typedef void(* ATMarketMoversStreamResponseCallback)(uint64_t origRequest, ATStreamResponseType responseType, LPATMARKET_MOVERS_STREAM_RESPONSE pResponse)

Callback for market movers stream response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateMarketMoversStreamRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request generated by ATCreateMarketMoversStreamRequest function. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATStreamResponseType enum items.
pResponse	Pointer to ATMARKET_MOVERS_STREAM_RESPONSE structure containing the market movers stream response payload.

See Also: ATStreamResponseType; LPATQUOTESTREAM_RESPONSE; ATCreateMarketMoversStreamRequest; ATSendRequest; ATCloseRequest

typedef void(* ATQuoteDbResponseCallback)(uint64_t origRequest, ATQuoteDbResponseType responseType, LPATQUOTEDB_RESPONSE pResponse, uint32_t responseCount)

Callback for quote database snapshot response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateQuoteDbRequest/ATSendRequest call sequence.

Parameters

hOrigRequest	Original request generated by ATCreateQuoteDbRequest function. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATQuoteDbResponseType enum items.
pResponse	Pointer to ATQUOTEDB_RESPONSE structure containing the quote database snapshot response payload. The pointer points to the first location of quote database response. Use responseCount to determine how many structures are present.
responseCount	Count of how many ATQUOTEDB_RESPONSE structures are present in current response.

See Also: ATQuoteDbResponseType; LPATMARKET_MOVERSDB_RESPONSE; ATCreateQuoteDbRequest; ATSendRequest; ATCloseRequest

typedef void(* ATQuoteStreamResponseCallback)(uint64_t origRequest, ATStreamResponseType responseType, LPATQUOTESTREAM_RESPONSE pResponse, uint32_t responseCount)

Callback for quote stream response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateQuoteStreamRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request generated by ATCreateQuoteStreamRequest function. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATStreamResponseType enum items.
pResponse	Pointer to ATQUOTESTREAM_RESPONSE structure containing the quote stream response payload. The pointer points to the first location of quote stream response. Use responseCount to determine how many structures are present.
responseCount	Count of how many ATQUOTESTREAM_RESPONSE structures are present in current response.

See Also: ATQuoteStreamResponseType; LPATQUOTEDB_RESPONSE; ATCreateQuoteStreamRequest; ATSendRequest; ATCloseRequest

typedef void(* ATRequestTimeoutCallback)(uint64_t origRequest)

Callback for any time out. This function is called asynchronously by the ActiveTick API's internal thread when a time out occurs for any request initiated via ATSendRequest function.

Parameters

origRequest Original request generated by one of the ATCreate* functions. ActiveTick API guarantees either a valid response callback or timeout callback for any request sent using ATSEndRequest function.

Note: The handle needs to be closed during processing of the callback by using ATCloseRequest function.

See Also: ATSendRequest; ATCloseRequest

typedef void(* ATSectorListResponseCallback)(uint64_t origRequest, LPATSECTORLIST_RECORD pRecords, uint32_t recordsCount)

Callback for Sector list response. This function is called asynchronously by the ActiveTick API's internal thread in response to ATCreateSectorListRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request handle returned by ATCreateSectorListRequest call.
pRecords	Pointer to LPATSECTORLIST_RECORD containing array of sectors, comprised of sector/industry pairs.
recordsCount	Contains number of record structures.

See Also: ATSECTORLIST_RECORD; ATCreateSectorListRequest; ATSendRequest

typedef void(* ATServerTimeUpdateCallback)(LPATTIME pServerTime)

Callback for server time update. This function is called asynchronously by the ActiveTick API's internal thread.

Parameters

pServerTime Period timestamp sent from the ActiveTick server. Time is in Eastern Standard time zone.

See Also: LPSTREAM_UPDATE

typedef void(* ATSessionStatusChangeCallback)(uint64_t session, ATSessionStatusType statusType)

Callback for session status change. This function is called asynchronously by the ActiveTick API's internal thread when there is a change in the session, such as Connect or Disconnect event.

Parameters

session	Session handle which caused the callback notification.
statusType	One of the ATSessionStatusType enum status types.

See Also: ATSessionStatusType

typedef void(* ATStreamUpdateCallback)(LPATSTREAM_UPDATE pUpdate)

Callback for all streaming updates. This function is called asynchronously by the ActiveTick API's internal thread.

Parameters

pUdpate Pointer to ATSTREAM_UDPATE structure containing information about current stream update.

Note: Use this callback to process all streaming updates from ActiveTick data feed.

See Also: LPATSTREAM_UPDATE

typedef void(* ATTickHistoryResponseCallback)(uint64_t origRequest, ATTickHistoryResponseType responseType, LPATTICKHISTORY_RESPONSE pResponse)

Callback for all Tick history responses. This function is called asynchronously by ActiveTick API's internal thread in response to ATCreateTickHistoryDbRequest/ATSendRequest call sequence.

Parameters

origRequest	Original request generated by one of the ATCreateTickHistoryDbRequest functions. Use ATCloseRequest function to close the request handle inside your callback handler.
responseType	One of the ATTickHistoryResponseType enum response type values.
pResponse	Pointer to ATTICKHISTORY_RESPONSE structure containing the response payload.

See Also: ATTickHistoryResponseType; LPATTICKHISTORY_RESPONSE; ATCreateTickHistoryDbRequest; ATSendRequest; ATCloseRequest

Function Documentation

ACTIVETICKSERVERAPI_API bool ATCloseRequest	(	uint64_t	session,
		uint64_t	request
	)

Close request handle generated by one of the ATCreate* request functions.

Parameters

session	Session handle which initiated original request.
request	Request handle to close.

Returns: true if successful or false otherwise.

ACTIVETICKSERVERAPI_API uint64_t ATCreateBarHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		ATBarHistoryType	barHistoryType,
		uint8_t	intradayMinuteCompression,
		const ATTIME &	beginDateTime,
		const ATTIME &	endDateTime,
		ATBarHistoryResponseCallback	pCallback
	)

Create request for history bars. This function selects bars between two specific times.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
barHistoryType	One of ATBarHistoryType enum types.
intradayMinuteCompression	If barHistoryType is BarHistoryIntraday, then this parameter specifies a range of 1-60 minutes bar compression, otherwise it should be 0.
beginDateTime	Beginning of the date+time range.
endDateTime	Ending of the date+time range.
pCallback	Pointer to ATBarHistoryResponseCallback callback notification function. This function will be called upon successful receipt of bar history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATBarHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATBarHistoryType; ATBarHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateBarHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		ATBarHistoryType	barHistoryType,
		uint8_t	intradayMinuteCompression,
		const ATTIME &	beginDateTime,
		uint32_t	recordsWanted,
		ATCursorType	cursorType,
		ATBarHistoryResponseCallback	pCallback
	)

Create request for history bars. This function selects bars from a given time point, and using the back or forward cursor, retrieves specified count of bars.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
barHistoryType	One of ATBarHistoryType enum types.
intradayMinuteCompression	If barHistoryType is BarHistoryIntraday, then this parameter specifies a range of 1-60 minutes bar compression, otherwise it should be 0.
beginDateTime	Beginning of the date+time range.
recordsWanted	Bars to retrieve.
cursorType	One of the ATCursorType enum types, specifying which direction to move to.
pCallback	Pointer to ATBarHistoryResponseCallback callback notification function. This function will be called upon successful receipt of bar history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATBarHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATBarHistoryType; ATBarHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateBarHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		ATBarHistoryType	barHistoryType,
		uint8_t	intradayMinuteCompression,
		uint32_t	recordsWanted,
		ATBarHistoryResponseCallback	pCallback
	)

Create request for history bars. This function selects latest bars from present time, going back to specified count of bars.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
barHistoryType	One of ATBarHistoryType enum types.
intradayMinuteCompression	If barHistoryType is BarHistoryIntraday, then this parameter specifies a range of 1-60 minutes bar compression, otherwise it should be 0.
recordsWanted	Bars to retrieve.
pCallback	Pointer to ATBarHistoryResponseCallback callback notification function. This function will be called upon successful receipt of bar history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATBarHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATBarHistoryType; ATBarHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateConstituentListRequest	(	uint64_t	session,
		ATConstituentListType	constituentListType,
		const wchar16_t *	key,
		ATConstituentListResponseCallback	pCallback
	)

Create Constituents list request. This function is used to retrieve a list for a given constituent type.

Parameters

session	Session handle created with prior call to ATCreateSession().
pCallback	Pointer to ATConstituentListResponseCallback callback function. This function will be called when API receives a response from the server.
constituentListType	One of ATConstituentListType types, Sector, Index, or OptionChain
key	Specifies the key.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: If constituent type is Sector, the key should be formatted as follows: sectorname/nindustryname.; If constituent type is Index, the key should containt the full index symbol.; If constituent type is OptionChain, the key should containt the underlying symbol, such as "AAPL.; Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATSectorListResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATSectorListResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateLoginRequest	(	uint64_t	session,
		const wchar16_t *	userid,
		const wchar16_t *	password,
		ATLoginResponseCallback	pCallback
	)

Create ActiveTick user login request.

Parameters

session	Session handle created with prior call to ATCreateSession().
userid	ActiveTick user id.
password	ActiveTick user password.
pCallback	Pointer to ATLoginResponseCallback callback function. This function will be called when API receives a login response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATLoginResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATLoginResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateMarketHolidaysRequest	(	uint64_t	session,
		uint8_t	yearsGoingBack,
		uint8_t	yearsGoingForward,
		ATExchangeType	exchangeType,
		ATCountryType	countryType,
		ATMarketHolidaysResponseCallback	pCallback
	)

Create market holidays list request. This function returns all market holidays for a given year range.

Parameters

session	Session handle created with prior call to ATCreateSession().
yearsGoingBack	Years to go back from current year.
yearsGoingForward	Years to go forward from current year.
exchangeType	Exchange-specific holidays
countryType	Country-specific holidays
pCallback	Pointer to ATMarketHolidaysResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATMarketHolidaysResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATMarketHolidaysResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateMarketMoversDbRequest	(	uint64_t	session,
		const LPATSYMBOL	symbols,
		uint16_t	symbolCount,
		ATMarketMoversDbResponseCallback	pCallback
	)

Create market movers real-time snapshot database request.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbols	Pointer to an array of symbols for which to retrieve market movers records.
symbolCount	Count of symbols inside the symbols array.
pCallback	Pointer to ATMarketMoversDbResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note

The following is an accepted list of symbols:

"VL" Top Volume
"NG" Net Gainers
"NL" Net Losers
"PG" Percent Gainers
"PL" Percent Losers

Desired exchange is specified in ATSYMBOL::exchangeType field. ATSYMBOL::symbolType must be set to ATSymbolType::SymbolTopMarketMovers and ATSYMBOL::countryType must be set to ATCountryType::CountryUnitedStates.

Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATMarketMoversDbResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATMarketMoversDbResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateMarketMoversStreamRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		ATStreamRequestType	requestType,
		ATMarketMoversStreamResponseCallback	pCallback
	)

Create market movers real-time stream request.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	Symbol for which to create the stream request.
requestType	One of the ATStreamRequestType enum types specifying which type of stream operation to perform.
pCallback	Pointer to ATMarketMoversStreamResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note

The following is an accepted list of symbols:

"VL" Top Volume
"NG" Net Gainers
"NL" Net Losers
"PG" Percent Gainers
"PL" Percent Losers

Desired exchange is specified in ATSYMBOL::exchangeType field. ATSYMBOL::symbolType must be set to ATSymbolType::SymbolTopMarketMovers and ATSYMBOL::countryType must be set to ATCountryType::CountryUnitedStates.

Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATMarketMoversStreamResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATMarketMoversStreamResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateQuoteDbRequest	(	uint64_t	session,
		const LPATSYMBOL	symbols,
		uint16_t	symbolCount,
		const ATQuoteFieldType *	fields,
		uint16_t	fieldCount,
		ATQuoteDbResponseCallback	pCallback
	)

Create real-time quote snapshot database request.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbols	Pointer to an array of symbols for which to retrieve quote records.
symbolCount	Count of symbols inside the symbols array.
fields	Pointer to an array of ATQuoteFieldTypes for which to retrieve the values.
fieldCount	Count of fields inside the fields array.
pCallback	Pointer to ATQuoteDbResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATQuoteDbResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATQuoteDbResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateQuoteStreamRequest	(	uint64_t	session,
		const LPATSYMBOL	symbols,
		uint16_t	symbolCount,
		ATStreamRequestType	requestType,
		ATQuoteStreamResponseCallback	pCallback
	)

Create real-time quote stream request.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbols	Pointer to an array of symbols for which to perform the stream request.
symbolCount	Count of symbols inside the symbols array.
requestType	One of the ATStreamRequestType specifying the type of stream operation.
pCallback	Pointer to ATQuoteStreamResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATQuoteStreamResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATQuoteStreamResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateSectorListRequest	(	uint64_t	session,
		ATSectorListResponseCallback	pCallback
	)

Create Sector list request. The list comes back as string pairs of sector/industry.

Parameters

session	Session handle created with prior call to ATCreateSession().
pCallback	Pointer to ATSectorListResponseCallback callback function. This function will be called when API receives a response from the server.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATSectorListResponseCallback upon successful response from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATSectorListResponseCallback; ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATCreateSession ( )

Create ActiveTick session. Each session is represented by a single connection to ActiveTick's servers.

Note: ATInitAPI must be called prior to session creation.; Use ATDestroySession function to close session and release all resources associated with the session.

Returns: HANDLE Session handle.

See Also: ATDestroySession; ATInitAPI

ACTIVETICKSERVERAPI_API uint64_t ATCreateTickHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		bool	selectTrades,
		bool	selectQuotes,
		const ATTIME &	beginDateTime,
		const ATTIME &	endDateTime,
		ATTickHistoryResponseCallback	pCallback
	)

Create request for tick data. This function selects tick data between two specific times.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
selectTrades	If set to true, the server will return TRADE records.
selectQuotes	If set to true, the server will return QUOTE records.
beginDateTime	Beginning of the date+time range.
endDateTime	Ending of the date+time range.
pCallback	Pointer to ATTickHistoryResponseCallback callback notification function. This function will be called upon successful receipt of tick history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATTickHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATTickHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateTickHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		bool	selectTrades,
		bool	selectQuotes,
		const ATTIME &	beginDateTime,
		uint32_t	recordsWanted,
		ATCursorType	cursorType,
		ATTickHistoryResponseCallback	pCallback
	)

Create request for tick data. This function selects tick data from a given time point, and using the back or forward cursor, retrieves specified count of records.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
selectTrades	If set to true, the server will return TRADE records.
selectQuotes	If set to true, the server will return QUOTE records.
beginDateTime	Beginning of the date+time range.
recordsWanted	Records to retrieve.
cursorType	One of the ATCursorType enum types, specifying which direction to move to.
pCallback	Pointer to ATTickHistoryResponseCallback callback notification function. This function will be called upon successful receipt of tick history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATTickHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATTickHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateTickHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		bool	selectTrades,
		bool	selectQuotes,
		uint32_t	recordsWanted,
		ATTickHistoryResponseCallback	pCallback
	)

Create request for tick data. This function selects latest tick data from present time, going back to specified count of records.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
selectTrades	If set to true, the server will return TRADE records.
selectQuotes	If set to true, the server will return QUOTE records.
recordsWanted	Records to retrieve.
pCallback	Pointer to ATTickHistoryResponseCallback callback notification function. This function will be called upon successful receipt of tick history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATTickHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATTickHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API uint64_t ATCreateTickHistoryDbRequest	(	uint64_t	session,
		const ATSYMBOL &	symbol,
		bool	selectTrades,
		bool	selectQuotes,
		uint32_t	pagesWanted,
		uint64_t	offset,
		const ATTIME &	dbdate,
		ATTickHistoryResponseCallback	pCallback
	)

Create request for tick data. This function uses direct database offset value to retrieve data from data pages.

Parameters

session	Session handle created with prior call to ATCreateSession().
symbol	ATSYMBOL for which to create the request.
selectTrades	If set to true, the server will return TRADE records.
selectQuotes	If set to true, the server will return QUOTE records.
pagesWanted	Pages to retrieve. Each page contains variable number of records.
offset	Offset value to use to look up records. The value must be a valid offset returned from previous calls, or set to -1 to retrieve last record inside the database.
dbdate	Date of the datatabase. ActiveTick ticker plant stores tick records inside daily files, and dbdate param identifies the date of which database to retrieve the records from.
pCallback	Pointer to ATTickHistoryResponseCallback callback notification function. This function will be called upon successful receipt of tick history data.

Returns: uint64_t Returns a handle to the request. This handle must be used with ATSendRequest function.

Note: This function uses offset as an index to look up records for given symbol. Once the callback is called, the callback will be passed an offset for the next lookup, if one is available. If there are no more pages available for the database identified in dbdate, the offset will return with 0xffffffffffffffff value.; Once request handle is created, use SendRequest to send the request to the server. ActiveTick's API guarantees either a notification through ATTickHistoryResponseCallback upon successful data receipt from the server, or a time out notification through ATRequestTimeoutCallback.

See Also: ATSYMBOL; ATTickHistoryResponseCallback; ATCreateSession; ATSendRequest

ACTIVETICKSERVERAPI_API void ATDestroySession ( uint64_t session )

Destroy ActiveTick session by closing underlying server connection, and cleaning up any resources allocated for current session.

Parameters

session Session handle

Note: ATCreateSession must be called prior to session destruction.

See Also: ATCreateSession

ACTIVETICKSERVERAPI_API uint32_t ATGetAPIVersion ( )

Return current API version.

Returns: API version.

ACTIVETICKSERVERAPI_API uint32_t ATGetSessionQueuedStreamUpdates ( uint64_t session )

Return queued streaming updates.

Parameters

session Session handle for which to retrieve the count.

Returns: uint32_t Number of queued streaming updates.

Note: This function returns valid data only if isUsingStreamQueue flag is set to true during the call to ATInitSession

See Also: ATInitSession

ACTIVETICKSERVERAPI_API uint64_t ATGetSessionTotalRecvedByteCount ( uint64_t session )

Return total amount of bytes received for given session.

Parameters

session Session handle for which to retrieve the received bytes count.

Returns: uint64_t Number of bytes received since last session initialization.

ACTIVETICKSERVERAPI_API uint64_t ATGetSessionTotalRecvedMsgCount	(	uint64_t	session,
		ATSessionTotalRecvedMsgType	type
	)

Return total amount of bytes received for given session.

Parameters

session Session handle for which to retrieve the received bytes count.

Returns: uint64_t Number of msgs received since last session initialization.

ACTIVETICKSERVERAPI_API bool ATInitAPI ( )

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 ATInitSession	(	uint64_t	session,
		const char *	primaryServerHostname,
		const char *	backupServerHostname,
		uint32_t	serverPort,
		ATSessionStatusChangeCallback	pCallback,
		bool	isUsingInternalQueue = `false`
	)

Initialize session handle. This function is responsible for spawning a server connection thread, and initialization of various internal data structures.

Parameters

session	Session handle created by ATCreateSession() prior to calling this function.
primaryServerHostname	Hostname of the primary ActiveTick server.
backupServerHostname	Hostname of the backup ActiveTick server.
serverPort	ActiveTick Server's port. This value is typically port 443.
pCallback	Callback function which will be used during various changes to sessions such as connects and disconnects.
isUsingInternalQueue	Flag used to indicate whether the API should use internal queue for calling stream callbacks. Default is false.

Note: Use ATShutdownSession to close server connection and clean up internal data structures.; ATCreateSession must be called prior to calling this function.; For primary and backup server host names, the following host name should be used: activetick1.activetick.com, and activetick2.activetick.com.; All stream handling should be completed quickly to prevent buffering of too much data at the server level. If isUsingInternalQueue flag is set to true, the API will buffer all incoming streaming data into internal queue, and will have an internal thread call into ATStreamUpdateCallback, rather than having internal communication thread call the callback.

Returns: true if successful or false otherwise.

See Also: ATCreateSession; ATShutdownSession; ATSessionStatusChangeCallback

ACTIVETICKSERVERAPI_API void ATRedirectPumpMessage	(	uint64_t	session,
		uint64_t	wParam,
		uint64_t	lParam
	)

Redirect window message from application using ActiveTick's API. ActiveTick's internal thread calls specified HWND with specified message id, and application should use this method to reflect all messages back to ActiveTick's API.

Parameters

session	Session handle for which to redirect the message.
wParam	WPARAM value from WindowProc.
lParam	LPARAM value from WindowProc.

Note: This function should only be used if given session was initialized with using message pumps to synchronize notifications to a given HWND thread context.

See Also: ATInitSession

ACTIVETICKSERVERAPI_API bool ATSendRequest	(	uint64_t	session,
		uint64_t	request,
		uint32_t	timeout,
		ATRequestTimeoutCallback	pCallback
	)

Send request to the server.

Parameters

session	Session handle which initiated original request.
request	Request handle generated by one of the request functions.
timeout	Time out in milliseconds to wait before ATRequestTimeoutCallback callback is called. To use default time out, specify DEFAULT_REQUEST_TIMEOUT constant.
pCallback	Pointer to ATRequestTimeoutCallback callback function. This function will be called if time out is reached.

Returns: true if successful or false otherwise.

ACTIVETICKSERVERAPI_API bool ATSetAPIUserId	(	uint64_t	session,
		LPATGUID	pAPIUserId
	)

Set user id for ActiveTick API identification and usage. This function is typically used by third party developers to validate their credentials with ActiveTick servers.

Parameters

session	Session handle for which to set the user id.
pAPIUserId	Pointer to a ATGUID assigned by ActiveTick support (suppo.nosp@m.rt@a.nosp@m.ctive.nosp@m.tick.nosp@m..com).

Note: This function is used strictly for identifying API users, and is different from ActiveTick Platform's user id.; Call this function after session has been created, but prior to initialization of current session.

Returns: true if successful or false otherwise.

See Also: ATCreateSession; ATInitSession

ACTIVETICKSERVERAPI_API bool ATSetServerTimeUpdateCallback	(	uint64_t	session,
		ATServerTimeUpdateCallback	pCallback
	)

Set the callback for server time updates. This callback will be called every time when ActiveTick's API receives a time synchronization message from the server.

Parameters

session	Session handle for which to set the callback.
pCallback	Pointer to ATServerTimeUpdateCallback function.

Returns: true if successful or false otherwise.

See Also: ATServerTimeUpdateCallback

ACTIVETICKSERVERAPI_API bool ATSetStreamUpdateCallback	(	uint64_t	session,
		ATStreamUpdateCallback	pCallback
	)

Set the callback all stream updates. This callback will be called every time when ActiveTick's API receives a stream update.

Parameters

session	Session handle for which to set the callback.
pCallback	Pointer to ATStreamUpdateCallback function.

Returns: true if successful or false otherwise.

See Also: ATStreamUpdateCallback

ACTIVETICKSERVERAPI_API bool ATShutdownAPI ( )

Shut down ActiveTick's API and releases all resources.

Returns: true if successful or false otherwise.

See Also: ATInitAPI

ACTIVETICKSERVERAPI_API void ATShutdownSession ( uint64_t session )

Close server connection.

Parameters

session Session handle.

Note: ATInitSession must be called prior to session shutdown.

See Also: ATInitSession

Macros

Typedefs

Functions

Macro Definition Documentation

Typedef Documentation

Function Documentation