Market:QueryTrades

Retrieves historical trades for a symbol.

This query is only available for symbols that offer Trades in their SubscriptionData.

Controller: Market
Topic: QueryTrades
Action: Publish
Permissions: Zenith/Market

Request

Name	Type	Expect	Description
Market	String	Always	The code for the Market the symbol belongs to. Can be a Mixed Market code
Code	String	Always	The symbol code to retrieve trades for
Count	Integer	Optional	The number of trades to retrieve. If omitted, retrieves all trades for the day.
FirstTradeID	Integer	Optional	The oldest Trade ID to retrieve.If supplied, the query returns Count trades after this Trade.
LastTradeID	Integer	Optional	The newest Trade ID to retrieve. If supplied, the query returns Count trades before and including this Trade. If omitted, retrieves Count trades up to the most recent known. If supplied along with FirstTradeID, retrieves all trades within the range (up to Count if supplied, starting from the oldest)
TradingDate	Date	Optional	The date to retrieve trades for. If omitted, defaults to the most recent trading date

Response

An ordered array of zero or more Trade Change objects, to be applied in sequence. See the Trades subscription for more information

Example

Send:

{"Controller":"Market","Topic":"QueryTrades","TransactionID":1,"Data":{"Market":"ASX","Code":"BHP"}}

Receive:

{
  "Controller":"Market",
  "Topic":"QueryTrades",
  "TransactionID":1,
  "Data":
  [
    {"O":"A","Trade":{"ID":"10001","Price":42.05,"Quantity":5000,"Time":"2014-03-20T10:00:01+10:00","Side":"B"}},
    ...
    {"O":"A","Trade":{"ID":"10002","Price":42.06,"Quantity":400,"Time":"2014-03-20T10:00:05+10:00","Affects":"Volume,VWAP","Codes":"CX XT"}}
  ]
}