Message: ContinuationParameters

File: WebAPI/historical_2.proto

Description

Continuation parameters for TimeBarRequest.

Used in

NonTimedBarRequest, TimeBarParameters

Fields

continuation_type

Type: uint32

Description: Source: ContinuationParameters.ContinuationType.

equalize

Type: bool

Default: false

Description: Equalize closes (opens for bonds).

Note: Supported for CONTINUATION_TYPE_ACTIVE continuation only.

Enum ContinuationType

Values

•      CONTINUATION_TYPE_ACTIVE = 1

     Rollover with trading activity (corresponds with ContractMetadata.is_most_active).

•      CONTINUATION_TYPE_STANDARD = 2

     Rollover at expiration (non-Delayed and non-EOD contracts only).