@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.
53 lines (52 loc) • 1.68 kB
TypeScript
import { IntraDayEventType } from "../intraday-bar-request/request-args";
/**
* Arguments object for an `IntraDayTickRequest`.
*/
export interface IntraDayTickRequestArguments {
/**
* 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.
*/
eventTypes: IntraDayEventType[];
/**
* A comma delimited list of exchange condition codes associated with the event
*/
includeConditionCodes?: boolean;
/**
* Returns all ticks, including those with condition codes.
*/
includeNonPlottableEvents?: boolean;
/**
* The exchange code where this tick originated.
*/
includeExchangeCodes?: boolean;
/**
* Option on whether to return EIDs for the security.
*/
returnEids?: boolean;
/**
* The broker code for Canadian, Finnish, Mexican, Philippine, and Swedish equities only.
*/
includeBrokerCodes?: boolean;
/**
* The Reporting Party Side.
*/
includeRpsCodes?: boolean;
/**
* 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
*/
includeBicMicCodes?: boolean;
}