File: WebAPI/historical_2.proto
Time bar data response or update.
Note: Each report contains a set of bars sorted in descending order by bar_utc_time. Reports related to a specific request ordered chronologically from the most recent one to the past. Warning: bar updates are not synchronized with real time data so a real-time quote that is included into a bar might be received either before or after the bar update, use time of a quote for possible real-time bar updates.
Requests: TimeBarRequest.
Type: uint32
Description: ID of a corresponding request or subscription.
Type: uint32
Description: Source: BarReportStatusCode.
Type: TimeBar
Description: List of time bars.
Type: int64
Description: Time up to which the quotes were included into bars,
Note: If there were several with the same time-stamp equal to this time then all are included into the last bar (UTC). This time is set for ‘up-to-current’ bar requests and only if report contains current (incomplete) bar.
Note: This field is not provided for subscriptions to Spread Bars.
Type: bool
Default: true
Description: Note: True means that requested data is complete at the moment, false means more report messages are expected for completeness.
Type: string
Description: Optional failure details.
Type: bool
Description: Request contains dates partially outside of allowed historical data depth.
Type: shared_1.Text
Description: Optional failure details.
Type: bool
Description: Note: True means that we reached start of data that we store for this contract. Earlier data is not available. Can be True only for intra-day bar requests, for daily and multi-day bar requests it’s not provided.