ATAS.Indicators.CumulativeTradesRequest Class Reference

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

Public Member Functions
	CumulativeTradesRequest (DateTime beginTime, DateTime endTime, int minVolume, int maxVolume)
	Initializes a new instance of the CumulativeTradesRequest class with the specified time range and volume filters.
	CumulativeTradesRequest (DateTime beginTime, DateTime endTime, CumulativeTradesMode mode)
	Initializes a new instance of the CumulativeTradesRequest class with the specified time range and filtering mode.
	CumulativeTradesRequest (DateTime date)
	Initializes a new instance of the CumulativeTradesRequest class for retrieving data for a particular date.
	CumulativeTradesRequest (DateTime beginTime, DateTime endTime, CumulativeTradesMode mode, int minVolume, int maxVolume)
	Initializes a new instance of the CumulativeTradesRequest class with an explicit mode and volume filter.

Properties
DateTime	BeginTime [get]
	Gets the start time of the requested data.
DateTime	EndTime [get]
	Gets the end time of the requested data.
decimal	MinVolume [get]
	Gets the minimum cumulative volume filter for the requested data.
decimal	MaxVolume [get]
	Gets the maximum cumulative volume filter for the requested data.
int	RequestId [get]
	Gets the unique identifier for the request.
CumulativeTradesMode	Mode [get]
	Gets the mode used to filter cumulative trades by their aggregated volume.
bool	GetDataForParticularDate [get]
	Gets or sets a flag indicating whether to get data for a particular date only.

Detailed Description

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

It mustn't be more than 7 days.

Constructor & Destructor Documentation

CumulativeTradesRequest() [1/4]

ATAS.Indicators.CumulativeTradesRequest.CumulativeTradesRequest	(	DateTime	beginTime,
		DateTime	endTime,
		int	minVolume,
		int	maxVolume
	)

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

Parameters

beginTime	The start time of the requested data.
endTime	The end time of the requested data.
minVolume	The minimum cumulative volume filter for the requested data.
maxVolume	The maximum cumulative volume filter for the requested data.

CumulativeTradesRequest() [2/4]

ATAS.Indicators.CumulativeTradesRequest.CumulativeTradesRequest	(	DateTime	beginTime,
		DateTime	endTime,
		CumulativeTradesMode	mode
	)

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

Parameters

beginTime	The start time of the requested data.
endTime	The end time of the requested data.
mode	The mode used to filter cumulative trades by their aggregated volume.

Exceptions

ArgumentException

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

CumulativeTradesRequest() [3/4]

ATAS.Indicators.CumulativeTradesRequest.CumulativeTradesRequest

(

DateTime

date

)

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

Parameters

date	The date for which to retrieve the data.

CumulativeTradesRequest() [4/4]

ATAS.Indicators.CumulativeTradesRequest.CumulativeTradesRequest	(	DateTime	beginTime,
		DateTime	endTime,
		CumulativeTradesMode	mode,
		int	minVolume,
		int	maxVolume
	)

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

Parameters

beginTime	The start time of the requested data.
endTime	The end time of the requested data.
mode	The mode used to filter cumulative trades by their aggregated volume.
minVolume	The minimum cumulative volume filter (used by CumulativeTradesMode.Filter and CumulativeTradesMode.FilterLimited).
maxVolume	The maximum cumulative volume filter (used by CumulativeTradesMode.Filter and CumulativeTradesMode.FilterLimited).

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

Property Documentation

BeginTime

DateTime ATAS.Indicators.CumulativeTradesRequest.BeginTime

get

Gets the start time of the requested data.

EndTime

DateTime ATAS.Indicators.CumulativeTradesRequest.EndTime

get

Gets the end time of the requested data.

GetDataForParticularDate

bool ATAS.Indicators.CumulativeTradesRequest.GetDataForParticularDate

get

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

MaxVolume

decimal ATAS.Indicators.CumulativeTradesRequest.MaxVolume

get

Gets the maximum cumulative volume filter for the requested data.

MinVolume

decimal ATAS.Indicators.CumulativeTradesRequest.MinVolume

get

Gets the minimum cumulative volume filter for the requested data.

Mode

CumulativeTradesMode ATAS.Indicators.CumulativeTradesRequest.Mode

get

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

RequestId

int ATAS.Indicators.CumulativeTradesRequest.RequestId

get

Gets the unique identifier for the request.

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The documentation for this class was generated from the following file:

• CumulativeTradesRequest.cs