Class HistoricalBarsClientExtensions
Set of extension methods for the IHistoricalBarsClient<TRequest> interface.
Inheritance
Inherited Members
Namespace: Alpaca.Markets.Extensions
Assembly: Alpaca.Markets.Extensions.dll
Syntax
public static class HistoricalBarsClientExtensions
Methods
| Improve this Doc View SourceGetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, IInclusiveTimeInterval)
Gets the average trade volume for the given symbol
and timeInterval
.
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, IInclusiveTimeInterval timeInterval)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
IInclusiveTimeInterval | timeInterval | Inclusive time interval for the ADTV calculation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, IInclusiveTimeInterval, CancellationToken)
Gets the average trade volume for the given symbol
and timeInterval
.
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, IInclusiveTimeInterval timeInterval, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
IInclusiveTimeInterval | timeInterval | Inclusive time interval for the ADTV calculation. |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, Interval<DateOnly>)
Gets the average trade volume for the given symbol
and timeInterval
.
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, Interval<DateOnly> timeInterval)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
Alpaca.Markets.Interval<DateOnly> | timeInterval | Inclusive time interval for the ADTV calculation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, Interval<DateOnly>, CancellationToken)
Gets the average trade volume for the given symbol
and timeInterval
.
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, Interval<DateOnly> timeInterval, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
Alpaca.Markets.Interval<DateOnly> | timeInterval | Inclusive time interval for the ADTV calculation. |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, DateOnly, DateOnly)
Gets the average trade volume for the given symbol
and time interval
between from
date to the into
date (inclusive).
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, DateOnly from, DateOnly into)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
DateOnly | from | Filter data equal to or after this time. |
DateOnly | into | Filter data equal to or before this time. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, DateOnly, DateOnly, CancellationToken)
Gets the average trade volume for the given symbol
and time interval
between from
date to the into
date (inclusive).
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, DateOnly from, DateOnly into, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
DateOnly | from | Filter data equal to or after this time. |
DateOnly | into | Filter data equal to or before this time. |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, DateTime, DateTime)
Gets the average trade volume for the given symbol
and time interval
between from
date to the into
date (inclusive).
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, DateTime from, DateTime into)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
DateTime | from | Filter data equal to or after this time. |
DateTime | into | Filter data equal to or before this time. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetAverageDailyTradeVolumeAsync<TRequest>(IHistoricalBarsClient<TRequest>, String, DateTime, DateTime, CancellationToken)
Gets the average trade volume for the given symbol
and time interval
between from
date to the into
date (inclusive).
Declaration
public static Task<(Decimal, UInt32)> GetAverageDailyTradeVolumeAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, String symbol, DateTime from, DateTime into, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
String | symbol | Asset name for the data retrieval. |
DateTime | from | Filter data equal to or after this time. |
DateTime | into | Filter data equal to or before this time. |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
Task<System.ValueTuple<Decimal, UInt32>> | The pair of ADTV value and number of processed day bars. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.ListHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of items (in form of await foreach
statement on the caller side.
Declaration
public static IAsyncEnumerable<IBar> GetHistoricalBarsAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IBar> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, CancellationToken)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.ListHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of items (in form of await foreach
statement on the caller side.
Declaration
public static IAsyncEnumerable<IBar> GetHistoricalBarsAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IBar> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsDictionaryOfAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.GetHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of items (in form of dictionary of the await foreach
statement on the caller side.
Declaration
public static IReadOnlyDictionary<String, IAsyncEnumerable<IBar>> GetHistoricalBarsDictionaryOfAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
Returns
Type | Description |
---|---|
IReadOnlyDictionary<String, IAsyncEnumerable<IBar>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsDictionaryOfAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, CancellationToken)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.GetHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of items (in form of dictionary of the await foreach
statement on the caller side.
Declaration
public static IReadOnlyDictionary<String, IAsyncEnumerable<IBar>> GetHistoricalBarsDictionaryOfAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
IReadOnlyDictionary<String, IAsyncEnumerable<IBar>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsMultiPagesAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.GetHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of response pages with items so they can be consumed by the await foreach
statement on the caller side as sequence of 'batches' instead of sequence of items itself.
Declaration
public static IAsyncEnumerable<IReadOnlyDictionary<String, IReadOnlyList<IBar>>> GetHistoricalBarsMultiPagesAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IReadOnlyDictionary<String, IReadOnlyList<IBar>>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsMultiPagesAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, CancellationToken)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.GetHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of response pages with items so they can be consumed by the await foreach
statement on the caller side as sequence of 'batches' instead of sequence of items itself.
Declaration
public static IAsyncEnumerable<IReadOnlyDictionary<String, IReadOnlyList<IBar>>> GetHistoricalBarsMultiPagesAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IReadOnlyDictionary<String, IReadOnlyList<IBar>>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsPagesAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.ListHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of response pages with items so they can be consumed by the await foreach
statement on the caller side as sequence of 'batches' instead of sequence of items itself.
Declaration
public static IAsyncEnumerable<IReadOnlyList<IBar>> GetHistoricalBarsPagesAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IReadOnlyList<IBar>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetHistoricalBarsPagesAsAsyncEnumerable<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, CancellationToken)
Gets all items provided by Alpaca.Markets.IHistoricalBarsClient`1.ListHistoricalBarsAsync(`0,System.Threading.CancellationToken) in pagination
mode as single stream of response pages with items so they can be consumed by the await foreach
statement on the caller side as sequence of 'batches' instead of sequence of items itself.
Declaration
public static IAsyncEnumerable<IReadOnlyList<IBar>> GetHistoricalBarsPagesAsAsyncEnumerable<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical bars request (with empty next page token). |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IReadOnlyList<IBar>> |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |
GetSimpleMovingAverageAsync<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, Int32)
Gets the simple moving average values for the given list of IBar objects.
Declaration
public static IAsyncEnumerable<IBar> GetSimpleMovingAverageAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, Int32 window)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical minute bars request (with empty next page token). |
Int32 | window | Size of the moving average window. |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IBar> | The list of bars with SMA values for all IBar properties. |
Type Parameters
Name | Description |
---|---|
TRequest |
GetSimpleMovingAverageAsync<TRequest>(IHistoricalBarsClient<TRequest>, TRequest, Int32, CancellationToken)
Gets the simple moving average values for the given list of IBar objects.
Declaration
public static IAsyncEnumerable<IBar> GetSimpleMovingAverageAsync<TRequest>(this IHistoricalBarsClient<TRequest> client, TRequest request, Int32 window, CancellationToken cancellationToken)
where TRequest : HistoricalRequestBase, IHistoricalRequest<TRequest, IBar>
Parameters
Type | Name | Description |
---|---|---|
IHistoricalBarsClient<TRequest> | client | Target instance of the IHistoricalBarsClient<TRequest> interface. |
TRequest | request | Original historical minute bars request (with empty next page token). |
Int32 | window | Size of the moving average window. |
CancellationToken | cancellationToken | A cancellation token that can be used by other objects or threads to receive notice of cancellation. |
Returns
Type | Description |
---|---|
IAsyncEnumerable<IBar> | The list of bars with SMA values for all IBar properties. |
Type Parameters
Name | Description |
---|---|
TRequest |
Exceptions
Type | Condition |
---|---|
RequestValidationException | The |
RestClientErrorException | The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch. |