GetTickerHistory

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.

Request

{
    "InstrumentId": 1,
    "Interval": 60,
    "FromDate": "2018-07-18",
    "ToDate": "2018-07-19",
    "OMSId":1
}

Key	Value
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.

Response

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):

[
  [
    1501603632000, \\DateTime - UTC - Milliseconds since 1/1/1970 - POSIX format
    2700.33, \\High
    2687.01, \\Low
    2687.01, \\Open
    2687.01, \\Close
    24.86100992,  \\Volume
    0,  \\Inside Bid Price
    2870.95,  \\Inside Ask Price
    1 \\InstrumentId
  ],
  [1501604532000,2792.73,2667.95,2687.01,2700.81,242.61340767,0,2871,0],
]