ASPEN_GetBarHistory

Purpose

Get historical high-low-open-close bars for a financial instrument.

Call Syntax

#include <aspen.h>

…

AspenRequest(GLOBAL_session,ASPEN_GetBarHistory,&input,&output);

…

Parameters

Input

The input parameter for this service is a pointer to a ASPEN_GETBARS_INPUT that indicates which instrument bar information should be returned by the Aspen Server, and receives the bars information from the Server.

Output

The output parameter for this service is a pointer to a ASPEN_GETBARS_OUTPUT structure that identifies how many bars the server provided and indicates the start time, if any, of an additional request necessary to fulfill the current request.

Structures

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;

typedef struct

{

   int         num_bars;

   ASPEN_TIME  next_time;

}ASPEN_GETBARS_OUTPUT;

Remarks

ASPEN_GetBarHistory requires:

• A symbol’s inum (ASPEN_INUM), or instrument number

• A bar structure (ASPEN_BAR) to hold bars returned by the call

• A start date and/or time (ASPEN_TIME)

• A end date and/or time (ASPEN_TIME)

• An integer representing the maximum number of bars to request

• An integer representing whether you want daily bars (ASPEN_DAY) or intraday bars (15 on most data feeds)

• An integer capable of holding the number of bars received by the request

• A number representing the time (ASPEN_TIME) of the next bar to retrieve during any subsequent call(s) necessary to fulfill the request.

Call AspenRequest() with either ASPEN_GetInstrumentNumber or ASPEN_GetInstrumentInfo to get a symbol’s inum.

A single ASPEN_GetBarHistory request is capable of populating an array of 250 bars. If a request asks for more than 250 bars, the output structure indicates the time of the next bar required to fullfill the request—in essence, a new start-time for subsequent calls. By nesting an ASPEN_GetBarHistory in a for loop or a while statement, you can successfully fulfill a lengthy request.

Within the context of an ASPEN_GetBarHistory request, you can limit the number of bars received by specifying a number less than 250 (ASPEN_MAX_BARS).

ASPEN_GetBarHistory allows you to specify whether you want daily or intraday bars. If you do not indicate the type of bar you want, a call will return daily bars.

Return Value

See Also

ASPEN_BAR

AspenRequest()

ASPEN_GETBARS_INPUT

ASPEN_GETBARS_OUTPUT

ASPEN_TIME

ASPEN_INUM

Example

int CAspenRequestDlg::DoASPEN_GetBarHistory()

{

   server_list          *slp = list;

   ASPEN_GETBARS_INPUT  input;

   ASPEN_GETBARS_OUTPUT output;

   int                  service;

   int                  retval;

   int                  i;

   CString              strText;

   char                 openStr[16];

   char                 closeStr[16];

   char                 highStr[16];

   char                 lowStr[16];

   char                 barTimeStr[80];

   service = ASPEN_GetBarHistory;

   // Do StartTime and convert to AspenTime

   time_of_day = time(NULL);

   localTime = gmtime(&time_of_day);

   localTime->tm_mon = start_month - 1;

   localTime->tm_mday = start_day;

   localTime->tm_year = start_year - 1900;

   localTime->tm_hour = 6;

   localTime->tm_min = 0;

   localTime->tm_sec = 0;

   ANSITimeToAspenTime(localTime, localTimeZone, &(input.start_time));

   // Do EndTime and convert to AspenTime

   time_of_day = time(NULL);

   localTime = gmtime(&time_of_day);

   localTime->tm_mon = end_month - 1;

   localTime->tm_mday = end_day;

   localTime->tm_year = end_year - 1900;

   localTime->tm_hour = 18;

   localTime->tm_min = 0;

   localTime->tm_sec = 0;

   ANSITimeToAspenTime(localTime, localTimeZone, &(input.end_time));

   input.inum = a_getins_input.inum;

   input.bars = a_bar;

   input.max_bars = ASPEN_MAX_BARS;

   input.bar_width = barwidth;

   retval = AspenRequest(slp->server_session, service, &input, &output);

   if (!retval)

   {

      strText.Format("Num_bars : %d", output.num_bars);

      m_HistoryEdit.AppendString(strText);

      strText.Format("Next_time : %d", output.next_time);

      m_HistoryEdit.AppendString(strText);

      for (i = 0; i < output.num_bars; i++)

      {

         struct tm         localTime;

         ASPEN_QUANTUM     q;

         q.base = a_inst.quantum.base;

         q.exponent = a_inst.quantum.exponent;

         AspenTimeToANSITime(a_bar[i].time, 0, 0, &localTime, NULL);

         strftime(barTimeStr, sizeof(barTimeStr), "%A, %B %d, %Y %H:%M", &localTime);

         strText.Format("%s", barTimeStr);

         m_HistoryEdit.AppendString(strText);

         AspenDecodePrice(a_bar[i].open, q, ASPEN_YES, openStr, NULL, NULL, NULL);

         AspenDecodePrice(a_bar[i].close, q, ASPEN_YES, closeStr, NULL, NULL, NULL);

         AspenDecodePrice(a_bar[i].high, q, ASPEN_YES, highStr, NULL, NULL, NULL);

         AspenDecodePrice(a_bar[i].low, q, ASPEN_YES, lowStr, NULL, NULL, NULL);

         strText.Format("OHLC: %s, %s, %s, %s",openStr,highStr,lowStr,closeStr);

         m_HistoryEdit.AppendString(strText);

      }

   }

   return retval;

}