QBbgLib::QBbgIntradayTickRequest Class Reference

Enables retrieval of tick-by-tick history. More...

#include <QBbgIntradayTickRequest.h>

Inheritance diagram for QBbgLib::QBbgIntradayTickRequest:

Public Member Functions
	QBbgIntradayTickRequest ()
	Creates an empty intraday tick request. More...
	QBbgIntradayTickRequest (const QBbgIntradayTickRequest &a)
	Creates a copy of a intraday tick request. More...
virtual	~QBbgIntradayTickRequest ()
	Destructor. More...
bool	includeBicMicCodes () const
bool	includeBrokerCodes () const
bool	includeConditionCodes () const
bool	includeExchangeCodes () const
bool	includeNonPlottable () const
bool	includeRpsCodes () const
virtual QBbgIntradayTickRequest &	operator= (const QBbgIntradayTickRequest &a)
	Copies another intraday tick request. More...
virtual bool	operator== (const QBbgIntradayTickRequest &a) const
	Checks if two requests are identical. More...
void	setIncludeBicMicCodes (bool val)
void	setIncludeBrokerCodes (bool val)
void	setIncludeConditionCodes (bool val)
void	setIncludeExchangeCodes (bool val)
void	setIncludeNonPlottable (bool val)
void	setIncludeRpsCodes (bool val)
Public Member Functions inherited from QBbgLib::QBbgAbstractIntradayRequest
virtual	~QBbgAbstractIntradayRequest ()=0
	Destructor. More...
virtual const QDateTime &	endDateTime () const
	The last date/time of the period to retrieve data. More...
virtual EventType	eventType () const
	Returns the type of event to retrieve. More...
virtual bool	isValidReq () const override
	Reimplemented from QBbgAbstractRequest::isValidReq() More...
virtual QBbgAbstractIntradayRequest &	operator= (const QBbgAbstractIntradayRequest &a)
	Copies another tick data request. More...
virtual bool	operator== (const QBbgAbstractIntradayRequest &other) const
	Checks if two requests are identical. More...
virtual void	setDateTimeRange (QDateTime startDt, QDateTime endDt)
	Set the period range to retrieve. More...
virtual void	setEndDateTime (const QDateTime &val)
	Set the last date/time of the period to retrieve data. More...
virtual void	setEventType (EventType val)
	Set the type of event to retrieve. More...
virtual void	setSecurity (const QBbgSecurity &val) override
	Reimplemented from QBbgAbstractRequest::setSecurity() More...
virtual void	setStartDateTime (const QDateTime &val)
	Set the first date/time of the period to retrieve data. More...
virtual const QDateTime &	startDateTime () const
	The first date/time of the period to retrieve data. 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	includeBicMicCodes
	Include bank or market identifier code. More...
bool	includeBrokerCodes
	Include the broker codes of the trade. More...
bool	includeConditionCodes
	Include any condition codes that may be associated to a tick, which identifies extraordinary trading and quoting circumstances. More...
bool	includeExchangeCodes
	Include the exchange code of the trade. More...
bool	includeNonPlottable
	Include ticks in the response that have condition codes. More...
bool	includeRpsCodes
	Include transaction codes. More...
Properties inherited from QBbgLib::QBbgAbstractIntradayRequest
QDateTime	endDateTime
	The last date/time of the period to retrieve data. More...
EventType	eventType
	The type of event to retrieve. More...
QDateTime	startDateTime
	The first date/time of the period to retrieve data. 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
Public Types inherited from QBbgLib::QBbgAbstractIntradayRequest
enum	EventType : qint8 {   EventType::Invalid, EventType::TRADE, EventType::BID, EventType::ASK,   EventType::BID_BEST, EventType::ASK_BEST, EventType::MID_PRICE, EventType::AT_TRADE,   EventType::BEST_BID, EventType::BEST_ASK }
	Type of event to capture. 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...
Static Public Member Functions inherited from QBbgLib::QBbgAbstractIntradayRequest
static QString	eventTypeString (const EventType &val)
	Converts EventType to its string representation. More...
static EventType	stringEventType (QString val)
	Converts a string to the corresponding EventType. More...
Related Functions inherited from QBbgLib::QBbgAbstractIntradayRequest
uint	qHash (QBbgLib::QBbgAbstractIntradayRequest::EventType key, uint seed)
	Allows EventType to be used as a key of a QHash. More...
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

Enables retrieval of tick-by-tick history.

Constructor & Destructor Documentation

virtual QBbgLib::QBbgIntradayTickRequest::~QBbgIntradayTickRequest ( )

virtual

Destructor.

QBbgLib::QBbgIntradayTickRequest::QBbgIntradayTickRequest

(

)

Creates an empty intraday tick request.

QBbgLib::QBbgIntradayTickRequest::QBbgIntradayTickRequest

(

const QBbgIntradayTickRequest &

a

)

Creates a copy of a intraday tick request.

Member Function Documentation

bool QBbgLib::QBbgIntradayTickRequest::includeBicMicCodes

(

)

const

See also

includeBicMicCodes

bool QBbgLib::QBbgIntradayTickRequest::includeBrokerCodes

(

)

const

See also

includeBrokerCodes

bool QBbgLib::QBbgIntradayTickRequest::includeConditionCodes

(

)

const

See also

includeConditionCodes

bool QBbgLib::QBbgIntradayTickRequest::includeExchangeCodes

(

)

const

See also

includeExchangeCodes

bool QBbgLib::QBbgIntradayTickRequest::includeNonPlottable

(

)

const

See also

includeNonPlottable

bool QBbgLib::QBbgIntradayTickRequest::includeRpsCodes

(

)

const

See also

includeRpsCodes

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

virtual

Copies another intraday tick request.

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

virtual

Checks if two requests are identical.

void QBbgLib::QBbgIntradayTickRequest::setIncludeBicMicCodes

(

bool

val

)

See also

includeBicMicCodes

void QBbgLib::QBbgIntradayTickRequest::setIncludeBrokerCodes

(

bool

val

)

See also

includeBrokerCodes

void QBbgLib::QBbgIntradayTickRequest::setIncludeConditionCodes

(

bool

val

)

See also

includeConditionCodes

void QBbgLib::QBbgIntradayTickRequest::setIncludeExchangeCodes

(

bool

val

)

See also

includeExchangeCodes

void QBbgLib::QBbgIntradayTickRequest::setIncludeNonPlottable

(

bool

val

)

See also

includeNonPlottable

void QBbgLib::QBbgIntradayTickRequest::setIncludeRpsCodes

(

bool

val

)

See also

includeRpsCodes

Property Documentation

bool QBbgLib::QBbgIntradayTickRequest::includeBicMicCodes

readwrite

Include bank or market identifier code.

The BIC, or Bank Identifier Code, as a 4-character unique identifier for each bank that executed and reported the OTC trade, as required by MiFID.
BICs are assigned and maintained by SWIFT (Society for Worldwide Interbank Financial Telecommunication).
The MIC is the Market Identifier Code, and this indicates the venue on which the trade was executed.

Read

includeBicMicCodes()

Write

setIncludeBicMicCodes()

bool QBbgLib::QBbgIntradayTickRequest::includeBrokerCodes

readwrite

Include the broker codes of the trade.

The broker code for Canadian, Finnish, Mexican, Philippine, and Swedish equities only.
The Market Maker Lookup screen, MMTK<GO>, displays further information on market makers and their corresponding codes.

Read

includeBrokerCodes()

Write

setIncludeBrokerCodes()

bool QBbgLib::QBbgIntradayTickRequest::includeConditionCodes

readwrite

Include any condition codes that may be associated to a tick, which identifies extraordinary trading and quoting circumstances.

A comma delimited list of exchange condition codes associated with the event.
Review QR<GO> for more information on each code eturned.

Read

includeConditionCodes()

Write

setIncludeConditionCodes()

bool QBbgLib::QBbgIntradayTickRequest::includeExchangeCodes

readwrite

Include the exchange code of the trade.

The exchange code where this tick originated.
Review QR<GO> for more information.

Read

includeExchangeCodes()

Write

setIncludeExchangeCodes()

bool QBbgLib::QBbgIntradayTickRequest::includeNonPlottable

readwrite

Include ticks in the response that have condition codes.

Read

includeNonPlottable()

Write

setIncludeNonPlottable()

bool QBbgLib::QBbgIntradayTickRequest::includeRpsCodes

readwrite

Include transaction codes.

The Reporting Party Side. The following values appear:
-B: A customer transaction where the dealer purchases securities from the customer.
-S: A customer transaction where the dealer sells securities to the customer.
-D: An inter-dealer transaction (always from the sell side).

Read

includeRpsCodes()

Write

setIncludeRpsCodes()

---

The documentation for this class was generated from the following file:

• C:/Visual Studio Projects/QBbgLib/QBbgLib/QBbgIntradayTickRequest.h