Message: NonTimedBarRequest

File: WebAPI/historical_2.proto

Description

Historical data request for non-time based bars with optional subscription.

Prerequisites: client must have permission to specified bar data.

Limits:

1.  The number of simultaneous historical requests in processing is 10 by default (including all types of historical requests).

2.  The number of simultaneous historical requests with a subscription for updates is 50 by default (including all types of historical requests).

3.  3-month history limit.

Responses: NonTimedBarReport.

Used in

ClientMsg

Fields

request_id

Type: uint32

Description: Request ID.

request_type

Type: uint32

Description: Note: REQUEST_TYPE_GET operation is processed by default.

Source: NonTimedBarRequest.RequestType.

continuation_parameters

Type: ContinuationParameters

Description: Continuation parameters.

contract_id

Type: uint32

Description: Contract ID.

Note: Must be specified for REQUEST_TYPE_GET or REQUEST_TYPE_SUBSCRIBE types of request.

Source: metadata_2.ContractMetadata.contract_id.

bar_range

Type: BarRange

Description: Specifies bar range of a request.

Note: Must be specified for REQUEST_TYPE_GET or REQUEST_TYPE_SUBSCRIBE types of request.

tick_types

Type: uint32

Description: List of tick types to be used in bar building.

Note: When the list is empty, commodity default tick types are used. Requests with BAR_BUILDING_TICK_TYPE_SETTLEMENT tick type in a list are rejected.

Source: BarBuildingTickType.

constant_volume_bar_parameters

Type: ConstantVolumeBarParameters

Description: Constant volume bar request parameters.

point_and_figure_parameters

Type: PointAndFigureParameters

Description: P&F request parameters.

renko_bar_parameters

Type: RenkoBarParameters

Description: Renko bar request parameters.

range_bar_parameters

Type: RangeBarParameters

Description: Range bar request parameters.

tick_bar_parameters

Type: TickBarParameters

Description: Tick bar request parameters.

Enum RequestType

Description: Type of request action.

Values

•      REQUEST_TYPE_GET = 1

     Request bars without subscription.

•      REQUEST_TYPE_SUBSCRIBE = 2

     Request bars with subscription for updates.

     Note: Utc_time parameter of BarRange must not be specified to subscribe. Subscription requests for deleted instruments (ContractMetadata.deleted=True) are rejected.

•      REQUEST_TYPE_DROP = 3

     Drop request before server completes it and/or unsubscribe if already subscribed for updates.