An historical request. More...

#include <QBbgHistoricalDataRequest.h>

Inheritance diagram for QBbgLib::QBbgHistoricalDataRequest:

Public Types
enum	NonTradingDayFill { NON_TRADING_WEEKDAYS, ALL_CALENDAR_DAYS, ACTIVE_DAYS_ONLY }
	Policy to handle non-trading days. More...

enum	PeriodAdjustment { ACTUAL, CALENDAR, FISCAL }
	Determine the frequency and calendar type of the output. More...

enum	PeriodSelection { DAILY, WEEKLY, MONTHLY, QUARTERLY, SEMI_ANNUALLY, YEARLY }
	Frequency of historical data. More...

Public Types inherited from QBbgLib::QBbgAbstractRequest
enum	RequestType : qint32 { RequestType::Invalid = -1, RequestType::Beqs, RequestType::HistoricalData = FirstFielded, RequestType::ReferenceData, RequestType::PortfolioData, RequestType::IntraDayTick = FirstIntraday, RequestType::IntraDayBar }
	Type of Request. More...

enum	SpecialIDs { InvalidID = -1024 }
	Special requestID codes. More...

Public Member Functions
	QBbgHistoricalDataRequest ()
	Creates an empty historical data request. More...

	QBbgHistoricalDataRequest (const QBbgHistoricalDataRequest &a)
	Creates a copy of another historical data request. More...

virtual	~QBbgHistoricalDataRequest ()
	Destructor. More...

virtual bool	adjustmentAbnormal () const

virtual bool	adjustmentFollowDPDF () const

virtual bool	adjustmentNormal () const

virtual bool	adjustmentSplit () const

virtual QString	calendarCode () const

virtual QString	currency () const

virtual const QDate &	endDate () const
	The last date of the period to retrieve data. More...

virtual bool	fillWithNull () const

virtual bool	isValidReq () const
	Reimplemented from QBbgAbstractRequest::isValidReq() More...

virtual qint32	maxDataPoints () const

virtual NonTradingDayFill	nonTradingDayFill () const

virtual QBbgHistoricalDataRequest &	operator= (const QBbgHistoricalDataRequest &a)
	Copies another historical data request. More...

virtual bool	operator== (const QBbgHistoricalDataRequest &a) const
	Checks if two requests are identical. More...

virtual PeriodAdjustment	periodicityAdjustment () const

virtual PeriodSelection	periodicitySelection () const

virtual void	setAdjustmentAbnormal (bool val)

virtual void	setAdjustmentFollowDPDF (bool val)

virtual void	setAdjustmentNormal (bool val)

virtual void	setAdjustmentSplit (bool val)

virtual void	setCalendarCode (QString val)

virtual void	setCurrency (QString val)

virtual void	setEndDate (const QDate &val)
	Set the last date of the period to retrieve data. More...

virtual void	setFillWithNull (bool val)

virtual void	setMaxDataPoints (qint32 val)

virtual void	setNonTradingDayFill (NonTradingDayFill val)

virtual void	setPeriodicityAdjustment (PeriodAdjustment val)

virtual void	setPeriodicitySelection (QBbgHistoricalDataRequest::PeriodSelection val)

virtual void	setSecurity (const QBbgSecurity &val)
	Reimplemented from QBbgAbstractRequest::setSecurity() More...

virtual void	setStartDate (const QDate &val)
	Set the first date of the period to retrieve data. More...

virtual void	setUseClosePrice (bool val)

virtual void	setUsePriceForPricing (bool val)

virtual void	setUseRelativeDate (bool val)

virtual const QDate &	startDate () const
	The first date of the period to retrieve data. More...

virtual bool	useClosePrice () const

virtual bool	usePriceForPricing () const

virtual bool	useRelativeDate () const

Public Member Functions inherited from QBbgLib::QBbgAbstractFieldRequest
virtual	~QBbgAbstractFieldRequest ()=0
	Destructor. More...

virtual void	clearOverrides ()
	Remove all overrides from a request. More...

virtual const QString &	field () const
	The field related to the request. More...

virtual QBbgAbstractFieldRequest &	operator= (const QBbgAbstractFieldRequest &a)
	Copies another request. More...

virtual bool	operator== (const QBbgAbstractFieldRequest &a) const
	Checks if two requests are identical. More...

virtual const QBbgOverride &	overrides () const
	Returns the set of overrides applied to the request. More...

virtual void	setField (const QString &val)
	Sets the field for the request. More...

virtual void	setOverrides (const QBbgOverride &Overr)
	Sets the overrides to apply to the request. More...

Public Member Functions inherited from QBbgLib::QBbgAbstractRequest
virtual	~QBbgAbstractRequest ()=0
	Destructor. More...

virtual qint64	getID () const
	Returns the current ID for the request. More...

virtual QBbgAbstractRequest &	operator= (const QBbgAbstractRequest &other)
	Copies another request. More...

virtual bool	operator== (const QBbgAbstractRequest &other) const
	Checks if two requests are identical. More...

virtual RequestType	requestType () const
	Returns the type of request. More...

virtual const QBbgSecurity &	security () const
	Returns the security associated with the request. More...

virtual void	setID (qint64 val)
	Set the ID associated to the current request. More...

virtual void	setSecurity (const QString &SecName, QBbgSecurity::YellowKeys SecKey)
	Overloaded from setSecurity. More...

Properties
bool	adjustmentAbnormal
	Adjusts for Abnormal Cash Dividends. More...

bool	adjustmentFollowDPDF
	Adjustments based on DPDF. More...

bool	adjustmentNormal
	Adjust for "change on day". More...

bool	adjustmentSplit
	Adjustments based on Capital Changes. More...

QString	calendarCode
	Returns the data based on the calendar of the specified country, exchange, or religion. More...

QString	currency
	Amends the value from local to desired currency. More...

QDate	endDate
	The end date of the period to retrieve data. More...

bool	fillWithNull
	If data is to be displayed for non trading days what is the data to be returned. More...

qint32	maxDataPoints
	Maximum number of data points to return. More...

NonTradingDayFill	nonTradingDayFill
	Sets to include/exclude non trading days where no data was generated. More...

PeriodAdjustment	periodicityAdjustment
	Determine the frequency and calendar type of the output. To be used in conjunction with periodicitySelection. More...

PeriodSelection	periodicitySelection
	Determine the frequency of the output. To be used in conjunction with periodicityAdjustment. More...

QDate	startDate
	The first date of the period to retrieve data. More...

bool	useClosePrice
	Indicates whether to use the average or the closing price in quote calculation. More...

bool	usePriceForPricing
	Sets quote to Price or Yield for a debt instrument whose default value is quoted in yield. More...

bool	useRelativeDate
	Returns data with a relative date. More...

Properties inherited from QBbgLib::QBbgAbstractFieldRequest
QString	field
	The field associated with the request. More...

QBbgOverride	overrides
	The overrides applied to the request. More...

Properties inherited from QBbgLib::QBbgAbstractRequest
bool	isValidReq
	Checks if the request is valid. More...

qint64	requestID
	The request unique identifier. More...

RequestType	requestType
	The type of the request. More...

QBbgSecurity	security
	The security associated with the request. More...

Additional Inherited Members
Related Functions inherited from QBbgLib::QBbgAbstractRequest
uint	qHash (QBbgLib::QBbgAbstractRequest::RequestType key, uint seed=0)
	Allows QBbgAbstractRequest::RequestType to be used as a key of a QHash. More...

Detailed Description

An historical request.

This class can be used to query historical data from Bloomberg.
This is equivalent to BDH() Bloomberg function in excel.

Member Enumeration Documentation

enum QBbgLib::QBbgHistoricalDataRequest::NonTradingDayFill

Policy to handle non-trading days.

Enumerator
NON_TRADING_WEEKDAYS	Show only weekdays
ALL_CALENDAR_DAYS	Show all days
ACTIVE_DAYS_ONLY	Show only trading days

enum QBbgLib::QBbgHistoricalDataRequest::PeriodAdjustment

Determine the frequency and calendar type of the output.

Enumerator
ACTUAL	These revert to the actual date from today (if the end date is left blank) or from the End Date
CALENDAR	For pricing fields, these revert to the last business day of the specified calendar period.
FISCAL	These periods revert to the fiscal period end for the company

enum QBbgLib::QBbgHistoricalDataRequest::PeriodSelection

Frequency of historical data.

Enumerator
DAILY	Daily frequency
WEEKLY	Weekly frequency
MONTHLY	Monthly frequency
QUARTERLY	Quarterly (3 months) frequency
SEMI_ANNUALLY	Semi-Annual (6 months) frequency
YEARLY	Yearly frequency

Constructor & Destructor Documentation

virtual QBbgLib::QBbgHistoricalDataRequest::~QBbgHistoricalDataRequest ( )

virtual

Destructor.

QBbgLib::QBbgHistoricalDataRequest::QBbgHistoricalDataRequest ( )

Creates an empty historical data request.

QBbgLib::QBbgHistoricalDataRequest::QBbgHistoricalDataRequest ( const QBbgHistoricalDataRequest & a )

Creates a copy of another historical data request.

Member Function Documentation

virtual bool QBbgLib::QBbgHistoricalDataRequest::adjustmentAbnormal ( ) const

virtual

See also: adjustmentAbnormal

virtual bool QBbgLib::QBbgHistoricalDataRequest::adjustmentFollowDPDF ( ) const

virtual

See also: adjustmentFollowDPDF

virtual bool QBbgLib::QBbgHistoricalDataRequest::adjustmentNormal ( ) const

virtual

See also: adjustmentNormal

virtual bool QBbgLib::QBbgHistoricalDataRequest::adjustmentSplit ( ) const

virtual

See also: adjustmentSplit

virtual QString QBbgLib::QBbgHistoricalDataRequest::calendarCode ( ) const

virtual

See also: calendarCode

virtual QString QBbgLib::QBbgHistoricalDataRequest::currency ( ) const

virtual

See also: currency

virtual const QDate& QBbgLib::QBbgHistoricalDataRequest::endDate ( ) const

virtual

The last date of the period to retrieve data.

virtual bool QBbgLib::QBbgHistoricalDataRequest::fillWithNull ( ) const

virtual

See also: fillWithNull

virtual bool QBbgLib::QBbgHistoricalDataRequest::isValidReq ( ) const

virtual

Reimplemented from QBbgAbstractRequest::isValidReq()

Reimplemented from QBbgLib::QBbgAbstractFieldRequest.

virtual qint32 QBbgLib::QBbgHistoricalDataRequest::maxDataPoints ( ) const

virtual

See also: maxDataPoints

virtual NonTradingDayFill QBbgLib::QBbgHistoricalDataRequest::nonTradingDayFill ( ) const

virtual

See also: nonTradingDayFill

virtual QBbgHistoricalDataRequest& QBbgLib::QBbgHistoricalDataRequest::operator= ( const QBbgHistoricalDataRequest & a )

virtual

Copies another historical data request.

virtual bool QBbgLib::QBbgHistoricalDataRequest::operator== ( const QBbgHistoricalDataRequest & a ) const

virtual

Checks if two requests are identical.

virtual PeriodAdjustment QBbgLib::QBbgHistoricalDataRequest::periodicityAdjustment ( ) const

virtual

See also: periodicityAdjustment

virtual PeriodSelection QBbgLib::QBbgHistoricalDataRequest::periodicitySelection ( ) const

virtual

See also: periodicitySelection

virtual void QBbgLib::QBbgHistoricalDataRequest::setAdjustmentAbnormal ( bool val )

virtual

See also: adjustmentAbnormal

virtual void QBbgLib::QBbgHistoricalDataRequest::setAdjustmentFollowDPDF ( bool val )

virtual

See also: adjustmentFollowDPDF

virtual void QBbgLib::QBbgHistoricalDataRequest::setAdjustmentNormal ( bool val )

virtual

See also: adjustmentNormal

virtual void QBbgLib::QBbgHistoricalDataRequest::setAdjustmentSplit ( bool val )

virtual

See also: adjustmentSplit

virtual void QBbgLib::QBbgHistoricalDataRequest::setCalendarCode ( QString val )

virtual

See also: calendarCode

virtual void QBbgLib::QBbgHistoricalDataRequest::setCurrency ( QString val )

virtual

See also: currency

virtual void QBbgLib::QBbgHistoricalDataRequest::setEndDate ( const QDate & val )

virtual

Set the last date of the period to retrieve data.

virtual void QBbgLib::QBbgHistoricalDataRequest::setFillWithNull ( bool val )

virtual

See also: fillWithNull

virtual void QBbgLib::QBbgHistoricalDataRequest::setMaxDataPoints ( qint32 val )

virtual

See also: maxDataPoints

virtual void QBbgLib::QBbgHistoricalDataRequest::setNonTradingDayFill ( NonTradingDayFill val )

virtual

See also: nonTradingDayFill

virtual void QBbgLib::QBbgHistoricalDataRequest::setPeriodicityAdjustment ( PeriodAdjustment val )

virtual

See also: periodicityAdjustment

virtual void QBbgLib::QBbgHistoricalDataRequest::setPeriodicitySelection ( QBbgHistoricalDataRequest::PeriodSelection val )

virtual

See also: periodicitySelection

virtual void QBbgLib::QBbgHistoricalDataRequest::setSecurity ( const QBbgSecurity & val )

virtual

Reimplemented from QBbgAbstractRequest::setSecurity()

Reimplemented from QBbgLib::QBbgAbstractRequest.

virtual void QBbgLib::QBbgHistoricalDataRequest::setStartDate ( const QDate & val )

virtual

Set the first date of the period to retrieve data.

virtual void QBbgLib::QBbgHistoricalDataRequest::setUseClosePrice ( bool val )

virtual

See also: useClosePrice

virtual void QBbgLib::QBbgHistoricalDataRequest::setUsePriceForPricing ( bool val )

virtual

See also: usePriceForPricing

virtual void QBbgLib::QBbgHistoricalDataRequest::setUseRelativeDate ( bool val )

virtual

See also: useRelativeDate

virtual const QDate& QBbgLib::QBbgHistoricalDataRequest::startDate ( ) const

virtual

The first date of the period to retrieve data.

virtual bool QBbgLib::QBbgHistoricalDataRequest::useClosePrice ( ) const

virtual

See also: useClosePrice

virtual bool QBbgLib::QBbgHistoricalDataRequest::usePriceForPricing ( ) const

virtual

See also: usePriceForPricing

virtual bool QBbgLib::QBbgHistoricalDataRequest::useRelativeDate ( ) const

virtual

See also: useRelativeDate

Property Documentation

bool QBbgLib::QBbgHistoricalDataRequest::adjustmentAbnormal

readwrite

Adjusts for Abnormal Cash Dividends.

Adjust historical pricing to reflect:

Special Cash
Liquidation, Capital Gains
Long-Term Capital Gains
Short-Term Capital Gains
Memorial, Return of Capital
Rights Redemption
Miscellaneous
Return Premium
Preferred Rights Redemption
Proceeds/Rights
Proceeds/Shares
Proceeds/Warrants

Read: adjustmentAbnormal()

Write: setAdjustmentAbnormal()

bool QBbgLib::QBbgHistoricalDataRequest::adjustmentFollowDPDF

readwrite

Adjustments based on DPDF.

Setting to true will follow the DPDF<GO> Bloomberg function.
True is the default setting for this option.

Read: adjustmentFollowDPDF()

Write: setAdjustmentFollowDPDF()

bool QBbgLib::QBbgHistoricalDataRequest::adjustmentNormal

readwrite

Adjust for "change on day".

Adjust historical pricing to reflect:

Regular Cash
Interim, 1st Interim
2nd Interim, 3rd Interim
4th Interim
5th Interim, Income
Estimated
Partnership Distribution
Final
Interest on Capital
Distribution
Prorated

Read: adjustmentNormal()

Write: setAdjustmentNormal()

bool QBbgLib::QBbgHistoricalDataRequest::adjustmentSplit

readwrite

Adjustments based on Capital Changes.

Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations, Stock Dividend/Bonus, Rights Offerings/Entitlement.

Read: adjustmentSplit()

Write: setAdjustmentSplit()

QString QBbgLib::QBbgHistoricalDataRequest::calendarCode

readwrite

Returns the data based on the calendar of the specified country, exchange, or religion.

Returns the data based on the calendar of the specified country, exchange, or religion from CDR<GO>.
Taking a two character calendar code null terminated string. This will cause the data to be aligned according to the calendar and including calendar holidays.
Only applies only to DAILY requests.

Read: calendarCode()

Write: setCalendarCode()

QString QBbgLib::QBbgHistoricalDataRequest::currency

readwrite

Amends the value from local to desired currency.

Use the 3 letters ISO code for the currency

Read: currency()

Write: setCurrency()

QDate QBbgLib::QBbgHistoricalDataRequest::endDate

readwrite

The end date of the period to retrieve data.

bool QBbgLib::QBbgHistoricalDataRequest::fillWithNull

readwrite

If data is to be displayed for non trading days what is the data to be returned.

If set to true it will return a null QVariant for the non trading days otherwise the previous value will be used

Read: fillWithNull()

Write: setFillWithNull()

qint32 QBbgLib::QBbgHistoricalDataRequest::maxDataPoints

readwrite

Maximum number of data points to return.

The response will contain up to X data points, where X is the integer specified.
If the original data set is larger than X, the response will be a subset, containing the last X data points.
Hence the first range of data points will be removed.