Package com.lmax.api.marketdata

Interface Summary
HistoricMarketDataRequest Marker interface for the different types of requests for historic market data.
 

Class Summary
AggregateHistoricMarketDataRequest Request aggregate historic prices and quantities.
HistoricMarketDataSubscriptionRequest Subscription request for historic market data events.
TopOfBookHistoricMarketDataRequest Request historic order book prices and quantities.
 

Enum Summary
AggregateHistoricMarketDataRequest.Option Defines the different types of data that can be returned.
HistoricMarketDataRequest.Format The format the historic market data is returned in.
HistoricMarketDataRequest.Resolution The time period the data will be aggregated over.