How to use Price History API in Your C++ Application?

The article provides general steps on how to use the Price History API.

Details

In order to use the Price History API, you need to perform the following steps:

• Create the ForexConnect trading session.

• Before logging in, create an instance of IPriceHistoryCommunicator using PriceHistoryCommunicatorFactory::createCommunicator().

Keep the instance of the price history communicator for as long as the instance of the trading session is in use.

• Attach the instance of the class that implements the IPriceHistoryCommunicatorListener interface to the communicator using the IPriceHistoryCommunicator::addListener() method.

In that class, implement the following methods. Follow these links for details on the implementation of each method.

• onRequestCompleted()

• onRequestFailed()

• onRequestCancelled()

• Log in to ForexConnect and wait until the communicator signals that it is ready (IPriceHistoryCommunicator::isReady()). You can also implement the IPriceHistoryCommunicatorStatusListener interface, subscribe it for the status events using the IPriceHistoryCommunicator::addStatusListener() method and then watch for the status changes using this interface.

• Create an instance of the price history request using IPriceHistoryCommunicator::createRequest().

• Send the request using IPriceHistoryCommunicator::sendRequest().

• When the request is completed, the onRequestCompleted() method will be called. In the implementation of this method:

• Create an instance of the IO2GMarketDataSnapshotResponseReader using IPriceHistoryCommunicator::createResponseReader.

• Use IO2GMarketDataSnapshotResponseReader to extract price data from the response object passed to the onRequestCompleted() method.

• Do not release the instance of the price history communicator until:

• The trading session is logged off.

• All listeners are unsubscribed.

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