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Purpose |
Provide data necessary to place a tick history request to an Aspen Server, and store the ticks returned by the Server. |
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Structure |
typedef struct { ASPEN_INUM inum; ASPEN_PRICE *prices; ASPEN_VOLUME *volumes; ASPEN_TIME *times; ASPEN_BATE *bates; ASPEN_TIME start_time; ASPEN_TIME end_time; int max_ticks; }ASPEN_GETTICKS_INPUT; |
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Fields |
inum inum is the instrument number of the financial instrument whose tick information is being requested. For more information about the ASPEN_INUM type see page 188.
*prices *prices is an array of ASPEN_PRICE variables that will receive the prices of the tick information. If this value is set to NULL, prices will not be returned.
*volumes *volumes is an array of ASPEN_VOLUME variables that will receive the volumes of the tick information. If this value is set to NULL, volumes will not be returned.
*times *times is a pointer to an array of ASPEN_TIME variables that will receive the times the ticks occurred. If this value is set to NULL, times will not be returned.
*bates *bates is a pointer to an array of ASPEN_BATE items that will receive the bate codes for each tick. If this value is set to NULL, bates will not be returned.
start_time start_time is the start time from which to obtain ticks. The field is formatted in the ASPEN_TIME format. To obtain ticks from as far back in time as the Server has them, pass a value of zero for start_time.
end_time end_time the end time of the period for which to obtain tick information. The field is formatted in the ASPEN_TIME format. In order to obtain ticks from a certain start time until the current time, applications can put ASPEN_MAX_TIME in this field.
max_ticks max_ticks is the maximum number of ticks that can be received by this service request. If the number of tick elements in the time period is greater than the number of tick elements that will fit in the output arrays, then the next_time field in the output structure contains the time of the first tick after the tick information returned from the current iteration of this service call. |
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See Also |
©2006 Aspen Research Group, Ltd. All rights reserved. Terms of Use.