ActiveTick Feed C++ API SDK
2.0.0
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#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) |
Friends | |
ACTIVETICKSERVERAPI_API bool | ATInitAPI () |
ACTIVETICKSERVERAPI_API bool | ATShutdownAPI () |
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.
ACTIVETICKSERVERAPI_API ActiveTickServerRequestor::ActiveTickServerRequestor | ( | uint64_t | session | ) |
ActiveTickServerRequestor constructor.
session | Session handle created by ATCreateSession function. |
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virtual |
ActiveTickServerRequestor destructor.
ACTIVETICKSERVERAPI_API uint32_t ActiveTickServerRequestor::CloseAllATRequests | ( | ) |
Closes all outstanding requests.
ACTIVETICKSERVERAPI_API bool ActiveTickServerRequestor::CloseATRequest | ( | uint64_t | request | ) |
Close specific request.
request | Request handle for which to close the request. |
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called for response to constituent list request.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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inlineprotectedvirtual |
Virtual override callback that will be called when time out occurs.
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inlineprotectedvirtual |
Virtual override callback that will be called for response to sector list request.
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inlineprotectedvirtual |
Virtual override callback that will be called once response has been received from the server.
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.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATBarHistoryDbRequest | ( | const ATSYMBOL & | symbol, |
ATBarHistoryType | barHistoryType, | ||
uint8_t | intradayMinuteCompression, | ||
uint32_t | recordsWanted, | ||
uint32_t | timeout | ||
) |
Send bar history request.
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.
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.
constituentListType | One of ATConstituentListType types. |
key | Specifies 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. |
timeout | Timeout value in milliseconds |
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATLoginRequest | ( | const wchar16_t * | userid, |
const wchar16_t * | password, | ||
uint32_t | timeout | ||
) |
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketHolidaysRequest | ( | uint8_t | yearsGoingBack, |
uint8_t | yearsGoingForward, | ||
ATExchangeType | exchangeType, | ||
ATCountryType | countryType, | ||
uint32_t | timeout | ||
) |
Send market holidays list request.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketMoversDbRequest | ( | const LPATSYMBOL | symbols, |
uint16_t | symbolCount, | ||
uint32_t | timeout | ||
) |
Send market movers snapshot request.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATMarketMoversStreamRequest | ( | const ATSYMBOL & | symbol, |
ATStreamRequestType | requestType, | ||
uint32_t | timeout | ||
) |
Send market movers stream request.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATQuoteDbRequest | ( | const LPATSYMBOL | symbols, |
uint16_t | symbolCount, | ||
const ATQuoteFieldType * | fields, | ||
uint16_t | fieldCount, | ||
uint32_t | timeout | ||
) |
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATQuoteStreamRequest | ( | const LPATSYMBOL | symbols, |
uint16_t | symbolCount, | ||
ATStreamRequestType | requestType, | ||
uint32_t | timeout | ||
) |
Send quote stream request.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATSectorListRequest | ( | uint32_t | timeout | ) |
Send sector list request. The response will contain sector/industry pairs for all defined sectors.
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.
ACTIVETICKSERVERAPI_API uint64_t ActiveTickServerRequestor::SendATTickHistoryDbRequest | ( | const ATSYMBOL & | symbol, |
bool | selectTrades, | ||
bool | selectQuotes, | ||
uint32_t | recordsWanted, | ||
uint32_t | timeout | ||
) |
Send tick history data request.
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.
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.
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friend |
Initialize ActiveTick's API. This function must be called before any other can be function called.
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friend |
Shut down ActiveTick's API and releases all resources.