@glue42/bbg-market-data
Version:
A high-level API that wraps existing Glue42 Bloomberg Bridge Market Data interop methods. The API is based on the jBloomberg open source wrapper.
95 lines (94 loc) • 3.21 kB
TypeScript
/**
* The event type of the requested data.
*/
export declare enum IntraDayEventType {
/**
* Corresponds to `LAST_PRICE`.
*/
TRADE = "TRADE",
/**
* Depending on the Exchange, BID ticks returned as `BID`, `BID_BEST` or `BEST_BID`.
*/
BID = "BID",
/**
* Depending on the Exchange, ASK ticks returned as `ASK`, `ASK_BEST` or `BEST_ASK`.
*/
ASK = "ASK",
/**
* Depending on the Exchange, BID ticks returned as `BID`, `BID_BEST` or `BEST_BID`.
*/
BID_BEST = "BID_BEST",
/**
* Depending on the Exchange, ASK ticks returned as `ASK`, `ASK_BEST` or `BEST_ASK`.
*/
ASK_BEST = "ASK_BEST",
/**
* Depending on the Exchange, BID ticks returned as `BID`, `BID_BEST` or `BEST_BID`.
*/
BEST_BID = "BEST_BID",
/**
* Depending on the Exchange, ASK ticks returned as `ASK`, `ASK_BEST` or `BEST_ASK`.
*/
BEST_ASK = "BEST_ASK"
}
/**
* Arguments object for an `IntraDayBarRequest`.
*/
export interface IntraDayBarRequestArguments {
/**
* Security for which to fetch the corresponding fields.
*/
security: string;
/**
* Start date and time of the period for which to retrieve data.
* Format: "yyyy-mm-ddThh:mm:ss" (e.g., "2019-04-27T15:55:00").
*/
startDateTime: string;
/**
* End date and time of the period for which to retrieve data.
* Format: "yyyy-mm-ddThh:mm:ss" (e.g., "2019-04-27T15:55:00").
*/
endDateTime: string;
/**
* The event type of the requested data.
*/
eventType: IntraDayEventType;
/**
* Length of each returned bar.
*/
interval?: number;
/**
* Whether to populate an empty bar with the previous value.
*/
gapFillInitialBar?: boolean;
/**
* Whether to return the entitlement identifiers associated with security.
*/
returnEids?: boolean;
/**
* Adjusts 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.
*/
adjustmentNormal?: boolean;
/**
* 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.
*/
adjustmentAbnormal?: boolean;
/**
* Capital changes defaults.
* Adjust historical pricing and/or volume to reflect: Spin-Offs, Stock Splits/Consolidations,
* Stock Dividend/Bonus, Rights Offerings/Entitlement.
*/
adjustmentSplit?: boolean;
/**
* Follow the Bloomberg Professional service function `DPDF <GO>`.
* Setting this to `true` follows the `DPDF <GO>` BloombergProfessional service function.
* @default true
*/
adjustmentFollowDPDF?: boolean;
}