CQG API 4.0 - Revised
CQGTimedBarsRequest Interface Members
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Glossary Item Box

Public Methods

Public Method ExcludeAllOutputs

Excludes all outputs from timed bars request.

Public Method IncludeOutput

Includes or excludes the specified output in the requested timed bars.

Public Method IsOutputIncluded

Returns whether the specified output is currently included or not.

Public Properties

Public Property Continuation

Sets/gets the continuation type, which will be used to formulate the timed bars request.

The default value is tsctNoContinuation.

Public Property DailyBarCloseThe setting configures which price value API shall use to build historical bars.
Public Property DailyBarCloseEx

The setting configures which price value API shall use to build historical bars.

The property operates with a string value that allows configuring multiple options and their priority. Each character of the string defines a single option. Allowed options are:

  1. 'L' – Last Quote.
  2. 'S' – Settlement.
  3. 'X' – Exchange Close.

The 'L' option is required if the property value is not an empty string.

The characters' order defines the priority of the options, with the first (most left) character having the highest priority and the last (most right) character having the lowest priority.

API uses the system-default setting from the CQG IC System Preferences if the property value is an empty string.

Possible property value examples:

  • "" – Use the system-default setting from the CQG IC System Preferences.
  • "L" – Use only the Last Quote price to build historical bars.
  • "XL" – Use the Exchange Close price to build historical bars; if the Exchange Close price is unavailable, use the Last Quote price.
  • "XSL" – Use the Exchange Close price to build historical bars; if the Exchange Close price is unavailable, use the Settlement price; if the Settlement price is unavailable, use the Last Quote price.
Public Property DaysBeforeExpiration

Sets/gets the number of days prior to expiration, when the rollover will occur, to be used to formulate the timed bars request.

The default value for this property is 0.

Public Property EqualizeClosesReturns the equalize closes flag which will be used in timed bars request
Public Property HistoricalPeriod

Gets/sets the historical period, which will be used to formulate the timed bars request.

The default value for this property is hpUndefined.

Public Property IgnoreEventsOnHistoricalBarsReturns the flag indicating whether events on historical bars should be ignored or not
Public Property IncludeEnd

Sets/gets the include end flag, which will be used to formulate the timed bars request.

The default value for this property is False.

Public Property IntradayPeriod

Sets/gets the intraday period, which will be used to formulate the timed bars request.

Public Property RangeEnd

Gets/sets the range end, which will be used to formulate the timed bars request (required).

Public Property RangeStart

Gets/sets the range start, which will be used to formulate the timed bars request (required).

Public Property SessionFlags

Sets/gets the session flags, which will be used to formulate the timed bars request.

The default value for this property is sfUndefined.

Public Property SessionsFilter

Sets/gets the sessions filter, which will be used to formulate the timed bars request.

The default value for this property is 0.

Public Property Symbol

Sets/gets the symbol, which will be used to formulate the timed bars request (required).

Public Property TickFilter

Returns the tick filter, which will be used to formulate the timed bars request.

The default value is tfDefault.

Public Property UpdatesEnabled

Gets/sets the updates enabled flag, which will be used to formulate the timed bars request.

The default value for this property is False.

See Also