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PerInstrumentHistoricalDataInfo

Package: velox.api.layer1.data

Type: Class

Inheritance: java.lang.Object → PerInstrumentHistoricalDataInfo

All Implemented Interfaces: HistoricalDataInfo

Description​

Allows historical data info to be different for each instrument

Fields​

instrumentToHistoricalDataInfo​

public final Function<SubscribeInfo, HistoricalDataInfo> instrumentToHistoricalDataInfo

A mapping from SubscribeInfo to the HistoricalDataInfo. Currently multiple levels of PerInstrumentHistoricalDataInfo are not supported.

Constructors​

PerInstrumentHistoricalDataInfo​

public PerInstrumentHistoricalDataInfo(Function<SubscribeInfo, HistoricalDataInfo> instrumentToHistoricalDataInfo)