Description: Bar building tick type enumeration.
•BAR_BUILDING_TICK_TYPE_BID = 1
Bid.
•BAR_BUILDING_TICK_TYPE_ASK = 2
Ask.
•BAR_BUILDING_TICK_TYPE_TRADE = 3
Trade.
•BAR_BUILDING_TICK_TYPE_SETTLEMENT = 4
Settlement.
Description: Bar unit type.
Note: when Spread Bars are requested the history limit of Leg Bar Interval is applied.
•BAR_UNIT_YEAR = 1
yearly bars.
•BAR_UNIT_SEMI_ANNUAL = 2
semi-annual bars.
•BAR_UNIT_QUARTER = 3
quarterly bars.
•BAR_UNIT_MONTH = 4
monthly bars.
•BAR_UNIT_WEEK = 5
weekly bars.
•BAR_UNIT_DAY = 6
daily bars.
•BAR_UNIT_HOUR = 7
hourly bars.
•BAR_UNIT_MIN = 8
minute bars.
Description: Bar report status code enumeration.
•BAR_REPORT_STATUS_CODE_SUCCESS = 0
Request is processed without subscription (subscription was not requested).
•BAR_REPORT_STATUS_CODE_SUBSCRIBED = 1
Request is processed and subscription is established or restored after disconnection.
Note: If the subscription is restored, the following data will be returned to the user:
1. TimeBarRequest-s - all missed bars;
2. NonTimedBarRequest-s - NonTimedBarRequest.bar_range.count last bars.
•BAR_REPORT_STATUS_CODE_DROPPED = 2
The request or subscription is dropped by the client.
•BAR_REPORT_STATUS_CODE_UPDATE = 3
Unsolicited information update because of subscription.
•BAR_REPORT_STATUS_CODE_DISCONNECTED = 4
Subscription or request processing status that indicates that currently processing is impossible because of communication issues.
Note: Clients should not resubscribe or resend requests in this case, the server will restore processing with sending BAR_REPORT_STATUS_CODE_SUCCESS or BAR_REPORT_STATUS_CODE_SUBSCRIBED status once communication issues are resolved. If client is not interested in this request or subscription any longer it should send REQUEST_TYPE_DROP request.
•BAR_REPORT_STATUS_CODE_INVALIDATED = 5
Bars are invalidated for specified time range due to data correction.
Note: Re-request historical bars and/or re-subscribe to bar updates to receive valid bar data. Subscription is not dropped.
•BAR_REPORT_STATUS_CODE_FAILURE = 101
General failure.
•BAR_REPORT_STATUS_CODE_ACCESS_DENIED = 103
The user is not allowed to access this data.
•BAR_REPORT_STATUS_CODE_NOT_FOUND = 104
Requested information is not found.
•BAR_REPORT_STATUS_CODE_OUTSIDE_ALLOWED_RANGE = 105
Requested data is outside of the allowed range.
•BAR_REPORT_STATUS_CODE_INVALID_PARAMS = 106
Parameters of a bar request are invalid.
•BAR_REPORT_STATUS_CODE_ACTIVE_REQUESTS_LIMIT_VIOLATION = 107
The limit of active requests has been violated.
•BAR_REPORT_STATUS_CODE_SUBSCRIPTION_LIMIT_VIOLATION = 108
The limit of simultaneous historical subscriptions has been violated.
•BAR_REPORT_STATUS_CODE_REQUEST_RATE_LIMIT_VIOLATION = 109
The request rate limit has been violated.
•BAR_REPORT_STATUS_CODE_NOT_SUPPORTED = 110
Bar request without subscription on updates is not supported for specified contract.
•BAR_REPORT_STATUS_CODE_UPDATE_INTERVAL_OUTSIDE_ALLOWED_RANGE = 111
Requested time bar update interval is outside of the allowed range.