ActiveTick Feed C++ API SDK
2.0.0
Main Page
Classes
Files
File List
File Members
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
ActiveTickServerAPI.h
Go to the documentation of this file.
1
#pragma once
2
3
#ifdef _WIN32
4
#include <Windows.h>
5
#endif
6
7
#include <
Shared/ATServerAPIDefines.h
>
8
13
#define DEFAULT_REQUEST_TIMEOUT 30000
14
15
/*----------------------------------------------------------------------------------------------------------------------------------------
16
* Call back functions
17
* ----------------------------------------------------------------------------------------------------------------------------------------
18
*/
19
33
typedef
void (*
ATBarHistoryResponseCallback
)(
34
uint64_t origRequest,
35
ATBarHistoryResponseType
responseType,
36
LPATBARHISTORY_RESPONSE
pResponse);
37
48
typedef
void (*
ATLoginResponseCallback
)(
49
uint64_t session,
50
uint64_t request,
51
LPATLOGIN_RESPONSE
pResponse);
52
65
typedef
void (*
ATMarketMoversDbResponseCallback
)(
66
uint64_t origRequest,
67
ATMarketMoversDbResponseType
responseType,
68
LPATMARKET_MOVERSDB_RESPONSE
pResponse);
69
84
typedef
void (*
ATQuoteDbResponseCallback
)(
85
uint64_t origRequest,
86
ATQuoteDbResponseType
responseType,
87
LPATQUOTEDB_RESPONSE
pResponse,
88
uint32_t responseCount);
89
103
typedef
void (*
ATQuoteStreamResponseCallback
)(
104
uint64_t origRequest,
105
ATStreamResponseType
responseType,
106
LPATQUOTESTREAM_RESPONSE
pResponse,
107
uint32_t responseCount);
108
121
typedef
void (*
ATMarketMoversStreamResponseCallback
)(
122
uint64_t origRequest,
123
ATStreamResponseType
responseType,
124
LPATMARKET_MOVERS_STREAM_RESPONSE
pResponse);
125
132
typedef
void (*
ATStreamUpdateCallback
)(
LPATSTREAM_UPDATE
pUpdate);
133
139
typedef
void (*
ATServerTimeUpdateCallback
)(
LPATTIME
pServerTime);
140
149
typedef
void (*
ATRequestTimeoutCallback
)(uint64_t origRequest);
150
158
typedef
void (*
ATSessionStatusChangeCallback
)(
159
uint64_t session,
160
ATSessionStatusType
statusType);
161
173
typedef
void (*
ATTickHistoryResponseCallback
)(
174
uint64_t origRequest,
175
ATTickHistoryResponseType
responseType,
176
LPATTICKHISTORY_RESPONSE
pResponse);
177
188
typedef
void (*
ATMarketHolidaysResponseCallback
)(
189
uint64_t origRequest,
190
LPATMARKET_HOLIDAYSLIST_ITEM
pItems,
191
uint32_t itemsCount);
192
203
typedef
void (*
ATSectorListResponseCallback
)(
204
uint64_t origRequest,
205
LPATSECTORLIST_RECORD
pRecords,
206
uint32_t recordsCount);
207
219
typedef
void (*
ATConstituentListResponseCallback
)(
220
uint64_t origRequest,
221
LPATSYMBOL
pSymbols,
222
uint32_t symbolsCount);
223
224
/*----------------------------------------------------------------------------------------------------------------------------------------
225
* API and initialization functions
226
* ----------------------------------------------------------------------------------------------------------------------------------------
227
*/
228
235
ACTIVETICKSERVERAPI_API
bool
ATInitAPI
();
236
242
ACTIVETICKSERVERAPI_API
bool
ATShutdownAPI
();
243
248
ACTIVETICKSERVERAPI_API
uint32_t
ATGetAPIVersion
();
249
257
ACTIVETICKSERVERAPI_API
uint32_t
ATGetSessionQueuedStreamUpdates
(uint64_t session);
258
264
ACTIVETICKSERVERAPI_API
uint64_t
ATGetSessionTotalRecvedByteCount
(uint64_t session);
265
271
ACTIVETICKSERVERAPI_API
uint64_t
ATGetSessionTotalRecvedMsgCount
(uint64_t session,
ATSessionTotalRecvedMsgType
type);
272
281
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateSession
();
282
289
ACTIVETICKSERVERAPI_API
void
ATDestroySession
(uint64_t session);
290
301
ACTIVETICKSERVERAPI_API
bool
ATSetAPIUserId
(
302
uint64_t session,
303
LPATGUID
pAPIUserId);
304
312
ACTIVETICKSERVERAPI_API
bool
ATSetServerTimeUpdateCallback
(
313
uint64_t session,
314
ATServerTimeUpdateCallback
pCallback);
315
323
ACTIVETICKSERVERAPI_API
bool
ATSetStreamUpdateCallback
(
324
uint64_t session,
325
ATStreamUpdateCallback
pCallback);
326
346
ACTIVETICKSERVERAPI_API
bool
ATInitSession
(
347
uint64_t session,
348
const
char
* primaryServerHostname,
349
const
char
* backupServerHostname,
350
uint32_t serverPort,
351
ATSessionStatusChangeCallback
pCallback,
352
bool
isUsingInternalQueue =
false
);
353
360
ACTIVETICKSERVERAPI_API
void
ATShutdownSession
(uint64_t session);
361
371
ACTIVETICKSERVERAPI_API
void
ATRedirectPumpMessage
(
372
uint64_t session,
373
uint64_t wParam,
374
uint64_t lParam);
375
376
#ifdef _WIN32
377
395
ACTIVETICKSERVERAPI_API
bool
ATInitSession
(
396
uint64_t session,
397
const
char
* primaryServerHostname,
398
const
char
* backupServerHostname,
399
uint32_t serverPort,
400
ATSessionStatusChangeCallback
pCallback,
401
HWND hwndMessagePumpWindow,
402
uint32_t messageId);
403
404
#endif
405
406
407
408
409
/*----------------------------------------------------------------------------------------------------------------------------------------
410
* Request functions
411
* ----------------------------------------------------------------------------------------------------------------------------------------
412
*/
413
432
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateBarHistoryDbRequest
(
433
uint64_t session,
434
const
ATSYMBOL
& symbol,
435
ATBarHistoryType
barHistoryType,
436
uint8_t intradayMinuteCompression,
437
const
ATTIME
& beginDateTime,
438
const
ATTIME
& endDateTime,
439
ATBarHistoryResponseCallback
pCallback);
440
460
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateBarHistoryDbRequest
(
461
uint64_t session,
462
const
ATSYMBOL
& symbol,
463
ATBarHistoryType
barHistoryType,
464
uint8_t intradayMinuteCompression,
465
const
ATTIME
& beginDateTime,
466
uint32_t recordsWanted,
467
ATCursorType
cursorType,
468
ATBarHistoryResponseCallback
pCallback);
469
487
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateBarHistoryDbRequest
(
488
uint64_t session,
489
const
ATSYMBOL
& symbol,
490
ATBarHistoryType
barHistoryType,
491
uint8_t intradayMinuteCompression,
492
uint32_t recordsWanted,
493
ATBarHistoryResponseCallback
pCallback);
494
507
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateLoginRequest
(
508
uint64_t session,
509
const
wchar16_t
* userid,
510
const
wchar16_t
* password,
511
ATLoginResponseCallback
pCallback);
512
530
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateTickHistoryDbRequest
(
531
uint64_t session,
532
const
ATSYMBOL
& symbol,
533
bool
selectTrades,
534
bool
selectQuotes,
535
const
ATTIME
& beginDateTime,
536
const
ATTIME
& endDateTime,
537
ATTickHistoryResponseCallback
pCallback);
538
557
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateTickHistoryDbRequest
(
558
uint64_t session,
559
const
ATSYMBOL
& symbol,
560
bool
selectTrades,
561
bool
selectQuotes,
562
const
ATTIME
& beginDateTime,
563
uint32_t recordsWanted,
564
ATCursorType
cursorType,
565
ATTickHistoryResponseCallback
pCallback);
566
583
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateTickHistoryDbRequest
(
584
uint64_t session,
585
const
ATSYMBOL
& symbol,
586
bool
selectTrades,
587
bool
selectQuotes,
588
uint32_t recordsWanted,
589
ATTickHistoryResponseCallback
pCallback);
590
611
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateTickHistoryDbRequest
(
612
uint64_t session,
613
const
ATSYMBOL
& symbol,
614
bool
selectTrades,
615
bool
selectQuotes,
616
uint32_t pagesWanted,
617
uint64_t offset,
618
const
ATTIME
& dbdate,
619
ATTickHistoryResponseCallback
pCallback);
620
635
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateMarketHolidaysRequest
(
636
uint64_t session,
637
uint8_t yearsGoingBack,
638
uint8_t yearsGoingForward,
639
ATExchangeType
exchangeType,
640
ATCountryType
countryType,
641
ATMarketHolidaysResponseCallback
pCallback);
642
664
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateMarketMoversDbRequest
(
665
uint64_t session,
666
const
LPATSYMBOL
symbols,
667
uint16_t symbolCount,
668
ATMarketMoversDbResponseCallback
pCallback);
669
691
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateMarketMoversStreamRequest
(
692
uint64_t session,
693
const
ATSYMBOL
& symbol,
694
ATStreamRequestType
requestType,
695
ATMarketMoversStreamResponseCallback
pCallback);
696
712
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateQuoteDbRequest
(
713
uint64_t session,
714
const
LPATSYMBOL
symbols,
715
uint16_t symbolCount,
716
const
ATQuoteFieldType
* fields,
717
uint16_t fieldCount,
718
ATQuoteDbResponseCallback
pCallback);
719
734
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateQuoteStreamRequest
(
735
uint64_t session,
736
const
LPATSYMBOL
symbols,
737
uint16_t symbolCount,
738
ATStreamRequestType
requestType,
739
ATQuoteStreamResponseCallback
pCallback);
740
752
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateSectorListRequest
(
753
uint64_t session,
754
ATSectorListResponseCallback
pCallback);
755
772
ACTIVETICKSERVERAPI_API
uint64_t
ATCreateConstituentListRequest
(uint64_t
773
session,
774
ATConstituentListType
constituentListType,
775
const
wchar16_t
* key,
776
ATConstituentListResponseCallback
pCallback);
777
784
ACTIVETICKSERVERAPI_API
bool
ATCloseRequest
(
785
uint64_t session,
786
uint64_t request);
787
796
ACTIVETICKSERVERAPI_API
bool
ATSendRequest
(
797
uint64_t session,
798
uint64_t request,
799
uint32_t timeout,
800
ATRequestTimeoutCallback
pCallback);
ActiveTickServerAPI.h
Generated on Thu Mar 7 2013 11:32:11 for ActiveTick Feed C++ API SDK by
1.8.3.1