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Purpose |
Provide data necessary to place a bar history request to an Aspen Server, and store the bars returned by the Server. |
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Structure |
typedef struct { ASPEN_INUM inum; ASPEN_BAR *bars; ASPEN_TIME start_time; ASPEN_TIME end_time; int max_bars; int bar_width; }ASPEN_GETBARS_INPUT; |
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Fields |
inum inum is the instrument number (ASPEN_INUM) of the financial instrument whose bars are being requested.
*bars *bars is an array of ASPEN_BAR structures that will receive the instrument's bar information.
start_time The start time from which to obtain bars.
end_time The end time of the period being requested.
max_bars The maximum number of bars that can be received by this request. If the number of bars in the time period is greater than the number of bars that will fit in the bars array, then the next_time field in the output structure contains the time of the first bar that should be requested in a subsequent request. max_bars must be less than or equal to ASPEN_MAX_BARS.
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 |
©2006 Aspen Research Group, Ltd. All rights reserved. Terms of Use.
