Table of Contents

Class CumulativeTradesRequest

Namespace
ATAS.Indicators
Assembly
ATAS.Indicators.dll

Represents a request to retrieve cumulative trade data within a specified time range or for a particular date.

public class CumulativeTradesRequest
Inheritance
object
CumulativeTradesRequest
Extension Methods

Remarks

It mustn't be more than 7 days.

Constructors

CumulativeTradesRequest(DateTime)

Initializes a new instance of the CumulativeTradesRequest class for retrieving data for a particular date.

public CumulativeTradesRequest(DateTime date)

Parameters

date DateTime

The date for which to retrieve the data.

CumulativeTradesRequest(DateTime, DateTime, CumulativeTradesMode)

Initializes a new instance of the CumulativeTradesRequest class with the specified time range and filtering mode.

Added in ATAS 8.0.15.

public CumulativeTradesRequest(DateTime beginTime, DateTime endTime, CumulativeTradesMode mode)

Parameters

beginTime DateTime

The start time of the requested data.

endTime DateTime

The end time of the requested data.

mode CumulativeTradesMode

The mode used to filter cumulative trades by their aggregated volume.

Exceptions

ArgumentException

Thrown when mode is FilterLimited, because that mode requires explicit min and max volume values.

CumulativeTradesRequest(DateTime, DateTime, CumulativeTradesMode, int, int)

Initializes a new instance of the CumulativeTradesRequest class with an explicit mode and volume filter.

Added in ATAS 8.0.15.

public CumulativeTradesRequest(DateTime beginTime, DateTime endTime, CumulativeTradesMode mode, int minVolume, int maxVolume)

Parameters

beginTime DateTime

The start time of the requested data.

endTime DateTime

The end time of the requested data.

mode CumulativeTradesMode

The mode used to filter cumulative trades by their aggregated volume.

minVolume int

The minimum cumulative volume filter (used by Filter and FilterLimited).

maxVolume int

The maximum cumulative volume filter (used by Filter and FilterLimited).

Remarks

Use Filter to retrieve all trades in the range that match the volume filter without a server-side per-session count cap. Use FilterLimited when a count cap is acceptable (or desired) to bound payload size.

CumulativeTradesRequest(DateTime, DateTime, int, int)

Initializes a new instance of the CumulativeTradesRequest class with the specified time range and volume filters.

public CumulativeTradesRequest(DateTime beginTime, DateTime endTime, int minVolume, int maxVolume)

Parameters

beginTime DateTime

The start time of the requested data.

endTime DateTime

The end time of the requested data.

minVolume int

The minimum cumulative volume filter for the requested data.

maxVolume int

The maximum cumulative volume filter for the requested data.

Properties

BeginTime

Gets the start time of the requested data.

public DateTime BeginTime { get; }

Property Value

DateTime

EndTime

Gets the end time of the requested data.

public DateTime EndTime { get; }

Property Value

DateTime

GetDataForParticularDate

Gets or sets a flag indicating whether to get data for a particular date only.

public bool GetDataForParticularDate { get; }

Property Value

bool

MaxVolume

Gets the maximum cumulative volume filter for the requested data.

public decimal MaxVolume { get; }

Property Value

decimal

MinVolume

Gets the minimum cumulative volume filter for the requested data.

public decimal MinVolume { get; }

Property Value

decimal

Mode

Gets the mode used to filter cumulative trades by their aggregated volume.

Added in ATAS 8.0.15.

public CumulativeTradesMode Mode { get; }

Property Value

CumulativeTradesMode

RequestId

Gets the unique identifier for the request.

public int RequestId { get; }

Property Value

int