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ActiveTickServerAPI.h
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1 #pragma once
2 
3 #ifdef _WIN32
4 #include <Windows.h>
5 #endif
6 
8 
13 #define DEFAULT_REQUEST_TIMEOUT 30000
14 
15 /*----------------------------------------------------------------------------------------------------------------------------------------
16 * Call back functions
17 * ----------------------------------------------------------------------------------------------------------------------------------------
18 */
19 
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 
66  uint64_t origRequest,
67  ATMarketMoversDbResponseType responseType,
69 
84 typedef void (*ATQuoteDbResponseCallback)(
85  uint64_t origRequest,
86  ATQuoteDbResponseType responseType,
87  LPATQUOTEDB_RESPONSE pResponse,
88  uint32_t responseCount);
89 
104  uint64_t origRequest,
105  ATStreamResponseType responseType,
106  LPATQUOTESTREAM_RESPONSE pResponse,
107  uint32_t responseCount);
108 
122  uint64_t origRequest,
123  ATStreamResponseType responseType,
125 
132 typedef void (*ATStreamUpdateCallback)(LPATSTREAM_UPDATE pUpdate);
133 
139 typedef void (*ATServerTimeUpdateCallback)(LPATTIME pServerTime);
140 
149 typedef void (*ATRequestTimeoutCallback)(uint64_t origRequest);
150 
159  uint64_t session,
160  ATSessionStatusType statusType);
161 
174  uint64_t origRequest,
175  ATTickHistoryResponseType responseType,
176  LPATTICKHISTORY_RESPONSE pResponse);
177 
189  uint64_t origRequest,
191  uint32_t itemsCount);
192 
204  uint64_t origRequest,
205  LPATSECTORLIST_RECORD pRecords,
206  uint32_t recordsCount);
207 
220  uint64_t origRequest,
221  LPATSYMBOL pSymbols,
222  uint32_t symbolsCount);
223 
224 /*----------------------------------------------------------------------------------------------------------------------------------------
225 * API and initialization functions
226 * ----------------------------------------------------------------------------------------------------------------------------------------
227 */
228 
236 
243 
249 
258 
265 
272 
282 
289 ACTIVETICKSERVERAPI_API void ATDestroySession(uint64_t session);
290 
302  uint64_t session,
303  LPATGUID pAPIUserId);
304 
313  uint64_t session,
314  ATServerTimeUpdateCallback pCallback);
315 
324  uint64_t session,
325  ATStreamUpdateCallback pCallback);
326 
347  uint64_t session,
348  const char* primaryServerHostname,
349  const char* backupServerHostname,
350  uint32_t serverPort,
352  bool isUsingInternalQueue = false);
353 
360 ACTIVETICKSERVERAPI_API void ATShutdownSession(uint64_t session);
361 
372  uint64_t session,
373  uint64_t wParam,
374  uint64_t lParam);
375 
376 #ifdef _WIN32
377 
396  uint64_t session,
397  const char* primaryServerHostname,
398  const char* backupServerHostname,
399  uint32_t serverPort,
401  HWND hwndMessagePumpWindow,
402  uint32_t messageId);
403 
404 #endif
405 
406 
407 
408 
409 /*----------------------------------------------------------------------------------------------------------------------------------------
410 * Request functions
411 * ----------------------------------------------------------------------------------------------------------------------------------------
412 */
413 
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 
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 
488  uint64_t session,
489  const ATSYMBOL& symbol,
490  ATBarHistoryType barHistoryType,
491  uint8_t intradayMinuteCompression,
492  uint32_t recordsWanted,
493  ATBarHistoryResponseCallback pCallback);
494 
508  uint64_t session,
509  const wchar16_t* userid,
510  const wchar16_t* password,
511  ATLoginResponseCallback pCallback);
512 
531  uint64_t session,
532  const ATSYMBOL& symbol,
533  bool selectTrades,
534  bool selectQuotes,
535  const ATTIME& beginDateTime,
536  const ATTIME& endDateTime,
538 
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,
566 
584  uint64_t session,
585  const ATSYMBOL& symbol,
586  bool selectTrades,
587  bool selectQuotes,
588  uint32_t recordsWanted,
590 
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,
620 
636  uint64_t session,
637  uint8_t yearsGoingBack,
638  uint8_t yearsGoingForward,
639  ATExchangeType exchangeType,
640  ATCountryType countryType,
642 
665  uint64_t session,
666  const LPATSYMBOL symbols,
667  uint16_t symbolCount,
669 
692  uint64_t session,
693  const ATSYMBOL& symbol,
694  ATStreamRequestType requestType,
696 
713  uint64_t session,
714  const LPATSYMBOL symbols,
715  uint16_t symbolCount,
716  const ATQuoteFieldType* fields,
717  uint16_t fieldCount,
718  ATQuoteDbResponseCallback pCallback);
719 
735  uint64_t session,
736  const LPATSYMBOL symbols,
737  uint16_t symbolCount,
738  ATStreamRequestType requestType,
740 
753  uint64_t session,
754  ATSectorListResponseCallback pCallback);
755 
773  session,
774  ATConstituentListType constituentListType,
775  const wchar16_t* key,
777 
785  uint64_t session,
786  uint64_t request);
787 
797  uint64_t session,
798  uint64_t request,
799  uint32_t timeout,
800  ATRequestTimeoutCallback pCallback);