HistoryEndpoint Struct Reference

Represents an endpoint for accessing historical data, supporting configurable parameters such as compression and data format. More...

#include <HistoryEndpoint.hpp>

Inheritance diagram for HistoryEndpoint:

Classes
class	Builder
	Builder is a static inner class that provides a flexible and readable way to construct instances of the HistoryEndpoint class. More...

Public Types
enum class	Compression
	The Compression enum represents different compression algorithms that can be applied to data during transmission or storage. More...
enum class	Format
	The Format enum represents different formats that can be used to handle data. More...
using	Ptr = std::shared_ptr<HistoryEndpoint>
	The alias to a type of shared pointer to the HistoryEndpoint object.
using	Unique = std::unique_ptr<HistoryEndpoint>
	The alias to a type of unique pointer to the HistoryEndpoint object.
Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Member Functions
template<Derived< TimeSeriesEvent > E>
std::vector< std::shared_ptr< E > >	getTimeSeries (const SymbolWrapper &symbol, std::int64_t from, std::int64_t to)
	Retrieves a list of time series events for a specific type of event and symbol within the given time range.
Public Member Functions inherited from SharedEntity
template<typename T>
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.
template<typename T>
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.
template<typename T>
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.
virtual std::string	toString () const
	Returns a string representation of the current object.
Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static std::shared_ptr< Builder >	newBuilder ()
	Creates a new instance of HistoryEndpoint::Builder with default configurations.
Static Public Member Functions inherited from RequireMakeShared< HistoryEndpoint >
static auto	createShared (Args &&...args)
	Creates smart pointer to object.

Detailed Description

Represents an endpoint for accessing historical data, supporting configurable parameters such as compression and data format.

This class provides functionality to retrieve and process time-series data using a flexible API.

const auto candleDataUrl = "https://tools.dxfeed.com/candledata";
const auto user = "*****";
const auto password = "*****";
const auto start = TimeFormat::DEFAULT.parse("20221201-000000");
const auto stop = TimeFormat::DEFAULT.parse("20230101-000000");
const auto builder = HistoryEndpoint::newBuilder()
        ->withAddress(candleDataUrl)
        ->withUserName(user)
        ->withPassword(password);
const auto endpoint = builder->build();
auto res = endpoint->getTimeSeries<Candle>("AAPL{=d}", start, stop);
 
std::cout << "Received candle count: " << res.size() << std::endl;
const auto resTns= builder->build()->getTimeSeries<TimeAndSale>(
        "AAPL&Q",
        TimeFormat::DEFAULT.parse("20250818-120000"),
        TimeFormat::DEFAULT.parse("20250819-130000"));
 
std::cout << "Received tns count: " << resTns.size() << std::endl;

Member Enumeration Documentation

Compression

enum class HistoryEndpoint::Compression

strong

The Compression enum represents different compression algorithms that can be applied to data during transmission or storage.

It provides three types of compression:

• NONE: No compression is applied.
• ZIP: ZIP compression is applied.
• GZIP: GZIP compression is applied.

This enum is used to dictate the type of compression to be applied in various data handling scenarios.

Format

enum class HistoryEndpoint::Format

strong

The Format enum represents different formats that can be used to handle data.

It provides three types of formats:

It provides three types of compression:

• TEXT: Data is represented as plain text.
• CSV: Data is represented as comma-separated values.
• BINARY: Data is represented in binary format.

This enum is used to specify the format in various data transmission and processing scenarios.

Member Function Documentation

getTimeSeries()

template<Derived< TimeSeriesEvent > E>

std::vector< std::shared_ptr< E > > HistoryEndpoint::getTimeSeries ( const SymbolWrapper & symbol, std::int64_t from, std::int64_t to )

inline

Retrieves a list of time series events for a specific type of event and symbol within the given time range.

Template Parameters

E	The subclass of TimeSeriesEvent that specifies the type of event to retrieve.

Parameters

symbol	The identifier of the symbol for which the time series data is requested.
from	The start timestamp for the time series query, in milliseconds since epoch.
to	The end timestamp for the time series query, in milliseconds since epoch.

Returns

A list of events of the specified type and symbol within the given time range.

newBuilder()

std::shared_ptr< HistoryEndpoint::Builder > HistoryEndpoint::newBuilder ( )

static

Creates a new instance of HistoryEndpoint::Builder with default configurations.

The default settings include:

• Compression::ZIP as the compression type.
• Format::BINARY as the data format.

Returns

A new HistoryEndpoint::Builder instance with preset default values.