File: WebAPI/historical_2.proto
VolumeProfile snapshot response.
Requests: VolumeProfileRequest.
Type: uint32
Description: ID of the volume profile request.
Type: uint32
Description: Source: VolumeProfileReport.ResultCode.
Type: VolumeProfileItem
Description: Volume profile snapshot items.
last_quotes_cumulative_statistics
Type: VolumeProfileLastQuotesCumulativeStatistics
Description: Volume profile cumulative statistics for the last quotes.
Note: This field is filled only for the first chunk of the report.
Type: int64
Description: Time up to which the quotes were included into this report.
Note: If there were several with the same time-stamp equal to this time then all are included into the report (UTC). This time is set only for requests with unspecified ‘end_utc_time’ parameter of message VolumeProfileParameters.
Type: string
Description: Optional failure details.
Type: shared_1.Text
Description: Optional failure details.
Type: bool
Description: Request contains dates partially outside of allowed historical data depth.
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.
•RESULT_CODE_SUCCESS = 0
Request is processed successfully.
•RESULT_CODE_DROPPED = 2
The request is dropped by the client.
•RESULT_CODE_DISCONNECTED = 4
Request processing status that indicates that currently processing is impossible because of communication issues.
Note: Clients should not resend requests in this case, the server will restore processing with sending RESULT_CODE_SUCCESS status once communication issues are resolved. If client is not interested in this request any longer it should send REQUEST_TYPE_DROP request.
•RESULT_CODE_FAILURE = 101
General failure.
•RESULT_CODE_ACCESS_DENIED = 103
The user is not allowed to access this instrument data.
•RESULT_CODE_NOT_FOUND = 104
Requested information is not found.
•RESULT_CODE_OUTSIDE_ALLOWED_RANGE = 105
Requested data is outside of the allowed range.
•RESULT_CODE_ACTIVE_REQUESTS_LIMIT_VIOLATION = 106
The limit of the active historical requests has been violated.
•RESULT_CODE_NOT_SUPPORTED = 110
VolumeProfile request is not supported for specified contract.
•RESULT_CODE_INVALID_PARAMS = 111
Parameters of a VolumeProfile request are invalid.