com.lmax.api.marketdata
Class AggregateHistoricMarketDataRequest

java.lang.Object
  extended by com.lmax.api.marketdata.AggregateHistoricMarketDataRequest
All Implemented Interfaces:
com.lmax.api.internal.Request, HistoricMarketDataRequest

public class AggregateHistoricMarketDataRequest
extends java.lang.Object
implements HistoricMarketDataRequest

Request aggregate historic prices and quantities.


Nested Class Summary
static class AggregateHistoricMarketDataRequest.Option
          Defines the different types of data that can be returned.
 
Nested classes/interfaces inherited from interface com.lmax.api.marketdata.HistoricMarketDataRequest
HistoricMarketDataRequest.Format, HistoricMarketDataRequest.Resolution
 
Constructor Summary
AggregateHistoricMarketDataRequest(java.lang.String instructionId, long instrumentId, java.util.Date from, java.util.Date to, HistoricMarketDataRequest.Format format, HistoricMarketDataRequest.Resolution resolution, AggregateHistoricMarketDataRequest.Option... options)
          Request historic prices and quantities for the given order book.
 
Method Summary
 java.lang.String getUri()
          Get the URI for the request.
 void writeTo(com.lmax.api.internal.xml.StructuredWriter writer)
          Internal: Output this request.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

AggregateHistoricMarketDataRequest

public AggregateHistoricMarketDataRequest(java.lang.String instructionId,
                                          long instrumentId,
                                          java.util.Date from,
                                          java.util.Date to,
                                          HistoricMarketDataRequest.Format format,
                                          HistoricMarketDataRequest.Resolution resolution,
                                          AggregateHistoricMarketDataRequest.Option... options)
Request historic prices and quantities for the given order book.

Parameters:
instructionId - Unique ID for this request
instrumentId - The ID of the instrument to return the data for
from - The date and time of the start of the range
to - The date and time of the end of the range
format - Protocol e.g CSV
resolution - Granularity - e.g. minute/day
options - The type of prices to be returned - e.g. BID/ASK/TRADE
Method Detail

getUri

public java.lang.String getUri()
Get the URI for the request.

Specified by:
getUri in interface com.lmax.api.internal.Request
Returns:
the URI.

writeTo

public void writeTo(com.lmax.api.internal.xml.StructuredWriter writer)
Internal: Output this request.

Specified by:
writeTo in interface com.lmax.api.internal.Request
Parameters:
writer - The destination for the content of this request