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Purpose |
Defines the instrument, bar, and database for the ASPEN_ApplyBar service. |
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Structure |
typedef struct { ASPEN_INUM inum; ASPEN_BAR bar; short bar_width; |
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Fields |
inum inum is the instrument number (ASPEN_INUM) of the financial instrument whose bars are being requested.
bar bars is an array of ASPEN_BAR structures that will receive the instrument's bar information.
bar_width The width of the bars in minutes. The Aspen Server stores both daily and intra-day bars.
Daily bar values may be obtained by setting bar_width to ASPEN_DAY. Daily bars reflect the trading values for a given day. Hour and minute time inputs are ignored.
Intra-day bars must match the width of the bars as they are stored in the Aspen Server's intraday bar database. For most Aspen Servers, this value is 15 minutes. Input times are rounded down to the nearest bar time that is an exact multiple of bar_width relative to the beginning of the calendar day.
To identify the intraday barwidth on your server, call AspenRequest() with the ASPEN_GetServerInfo service.
If you do not specify a bar width, the server returns daily bars. |
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See Also |
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