com.lmax.api.marketdata
Class AggregateHistoricMarketDataRequest
java.lang.Object
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.
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 |
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 requestinstrumentId
- The ID of the instrument to return the data forfrom
- The date and time of the start of the rangeto
- The date and time of the end of the rangeformat
- Protocol e.g CSVresolution
- Granularity - e.g. minute/dayoptions
- The type of prices to be returned - e.g. BID/ASK/TRADE
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