GetTickerHistory
Last updated
Last updated
Category: User Permissions: Public Call Type: Synchronous
Requests a ticker history (high, low, open, close, volume, bid, ask, ID) of a specific instrument from a given date to the present. You will need to format the returned data per your requirements.
Because permission is Public, any user can retrieve the ticker history for any instrument on the OMS.
Key | Value |
---|---|
The response returns an array of arrays dating from the FromDate value of the request to the ToDate. The data are returned oldest-date first. The data returned in the arrays are not labeled.
The response is an array of arrays of comma-separated, but unlabeled, numbers. This sample shows comments applied to identify the data being returned (comments are not part of the response; the second array shows how the data actually is reported):
InstrumentId
integer. The ID of a specific instrument. The current Order Management System is assumed.
Interval
integer. The time between ticks, in seconds. For example, a value of 60 returns ticker array elements between FromDate to ToDate in 60-second increments.
FromDate
string. Oldest date from which the ticker history will start, in Micrisoft Ticks format. The report moves toward ToDate from this point.
ToDate
string. Most recent date, at which the ticker history will end, in Microsoft Ticks format.
OMSId
integer. The ID of the Order Management System where the ticker history comes from.