ASPEN_GetTickHistory

Purpose

Get historical ticks for a financial instrument.

Call Syntax

#include <aspen.h>

…

AspenRequest(GLOBAL_session, ASPEN_GetTickHistory, &tick_input,

&tick_output);

…

Parameters

Input

The input parameter for this service is a pointer to a ASPEN_GETTICKS_INPUT tick.

Output

The output parameter for this service is a pointer to a ASPEN_GETTICKS_OUTPUT.

Structures

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;

typedef struct

{

   int          num_ticks;

   ASPEN_TIME   next_time;

}ASPEN_GETTICKS_OUTPUT;

Remarks

This service request does not return ticks that have been marked as “bad” in the Server's database.

No tick flags (ASPEN_TICK_FLAGS) are available for historical ticks.

Return Value

See Also

ASPEN_GetInstrumentNumber

AspenRequest()

ASPEN_GETTICKS_INPUT

ASPEN_GETTICKS_OUTPUT

ASPEN_PRICE

ASPEN_BATE

ASPEN_TIME

ASPEN_TICK_FLAGS

Example

int CAspenRequestDlg::DoASPEN_GetTickHistory()

{

   ASPEN_GETINSTRUMENT_INPUT  input;

   ASPEN_INSTRUMENT           contract;

   ASPEN_GETTICKS_INPUT       tick_input;

   ASPEN_GETTICKS_OUTPUT      tick_output;

   int                        retval,i;

   char                       symbol_xlat[256],tickTimeStr[80];

   server_list                *slp = list;

   CString                    strText;

   CString                    bateStr;

   char                       priceStr[16];

   strcpy(symbol_xlat,strSymb);

   retval = AspenRequest(slp->server_session, ASPEN_GetInstrumentNumber, symbol_xlat, &inum);

   if (ASPEN_OK == retval)

   {        

      input.want_updates = ASPEN_NO;

      input.inum = inum;

      retval = AspenRequest(slp->server_session, ASPEN_GetInstrumentInfo, &input, &contract);

   }

   time_of_day = time(NULL);

   localTime = gmtime(&time_of_day);

   localTime->tm_hour   = start_hour;

   localTime->tm_min = start_minute;

   localTime->tm_sec = 0;

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

   time_of_day = time(NULL);

   localTime = gmtime(&time_of_day);

   localTime->tm_hour   = end_hour;

   localTime->tm_min = end_minute;

   localTime->tm_sec = 0;

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

   tick_input.bates = bates;

   tick_input.prices = prices;

   tick_input.volumes = volumes;

   tick_input.times = times;

   tick_input.inum = input.inum;

   tick_input.max_ticks = ASPEN_MAX_TICKS;

   retval = AspenRequest(slp->server_session, ASPEN_GetTickHistory, &tick_input, &tick_output);

   while (tick_output.next_time != 0)

   {

      for (i = 0; i < tick_output.num_ticks; i++)

      {

         struct tm         localTime;

         ASPEN_QUANTUM     q;

         q.base = contract.quantum.base;  

         q.exponent = contract.quantum.exponent;

         AspenTimeToANSITime(tick_input.times[i], 0, 0, &localTime, NULL);

         strftime(

            tickTimeStr,

            sizeof(tickTimeStr),

            "%A, %B %d, %Y %H:%M",

            &localTime);

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

         m_HistoryEdit.AppendString(strText);

         AspenDecodePrice(tick_input.prices[i], q, ASPEN_YES, priceStr, NULL, NULL, NULL);

         switch (*tick_input.bates)

         {

            case ASPEN_BATE_REFRESH:

               bateStr = "Refresh";

               break;

            case ASPEN_BATE_TRADE:

               bateStr = "Trade";

               break;

            case ASPEN_BATE_BID:

               bateStr = "Bid";

               break;

            case ASPEN_BATE_ASK:

               bateStr = "Ask";

               break;

            case ASPEN_BATE_SETTLE:

               bateStr = "Settle";

               break;

            case ASPEN_BATE_OPEN:

               bateStr = "Open";

               break;

            case ASPEN_BATE_CLOSE:

               bateStr = "Close";

               break;

            case ASPEN_BATE_UNKNOWN:

               bateStr = "Unknown";

               break;

         } // end switch

         strText.Format("TPVB: %d, %s, %d, %s", tick_input.times, priceStr, tick_input.volumes, bateStr);

         m_HistoryEdit.AppendString(strText);

      } // end for

      tick_input.start_time=tick_output.next_time;

      retval = AspenRequest(slp->server_session, ASPEN_GetTickHistory, &tick_input, &tick_output);

   } // end while

   return retval;

}