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.

CQGTimedBarsRequest Interface  | CQGTimedBarsRequest Members