- Introduction
- Concepts and Design
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SESSION LAYER
- About the Session Layer
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Session
- Session object
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Session object methods
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Session.Platform
- Definition object
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Definition methods
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Session.Desktop
- Definition object
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Definition methods
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Session.Container
- Definition object
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Definition methods
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Functions
- Session events
- Session event codes
- Session states
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental and Reference
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Definition
- Definition object
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition object
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Definition methods
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Summaries
- About Summaries
- Definition object
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Definition methods
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TimeSeries
- Definition object
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Definition methods
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Stream
- Stream object
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Stream methods
- StreamEvents
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Historical Pricing Metadata
- About Historical Pricing Metadata
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Metadata Global
- Definition object
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Definition methods
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Metadata Instrument
- Definition object
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Definition methods
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Metadata Partialbar
- Definition object
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Definition methods
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Metadata Viewlist
- Definition object
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Definition methods
- Event Types
- Adjustments
- Market Sessions
- Timestamp Labels
- Time Series Types
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News
- About News
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News Headlines
- Definition object
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Definition methods
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News Story
- Definition object
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Definition methods
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Pricing
- About Pricing
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Pricing.Definition
- Definition object
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Definition methods
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Pricing.Stream
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Pricing.Chain
- About Pricing.Chain
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Pricing.Chain.Definition
- Definition object
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Definition methods
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Pricing.Chain.Stream
- Stream object
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Stream methods
- Pricing.Chain.Events
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Search
- About Search
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Search.Definition
- Definition object
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Definition methods
- Search View
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SymbolConversion
- About SymbolConversion
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Definition
- Definition object
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Definition methods
- Asset Class
- Asset State
- Country Code
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IPA
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FinancialContracts
- About FinancialContracts
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Definition
- Definition object
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Definition methods
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Bond
- Bond.Definition object
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Bond.Definition methods
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Interfaces & Enumerations
- PricingParameters
- CreditSpreadType
- InflationMode
- QuotationMode
- QuoteFallbackLogic
- VolatilityTermStructureType
- VolatilityType
- ProjectedIndexCalculationMethod
- RedemptionDateType
- BenchmarkYieldSelectionMode
- Rounding
- AmortizationFrequency
- AmortizationItemDefinition
- AmortizationType
- IndexAverageMethod
- IndexCompoundingMethod
- IndexObservationMethod
- RoundingType
- YieldType
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BondFuture
- BondFuture.Definition object
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BondFuture.Definition methods
- BondFuture.UnderlyingContract
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CapFloor
- CapFloor.Definition object
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CapFloor.Definition methods
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Interfaces & Enumerations
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CDS
- CDS.Definition object
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CDS.Definition methods
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Interfaces & Enumerations
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FxCross
- FxCross.Definition object
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FxCross.Definition methods
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Interfaces & Enumerations
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IRSwap
- IRSwap.Definition object
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IRSwap.Definition methods
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Interfaces & Enumerations
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Option
- Option.Definition object
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Option.Definition methods
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Interfaces & Enumerations
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Repo
- Repo.Definition object
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Repo.Definition methods
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Interfaces & Enumerations
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
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Interfaces & Enumerations
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TermDeposit
- TermDeposit.Definition object
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TermDeposit.Definition methods
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Interfaces & Enumerations
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Curves
- About Curves
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ForwardCurve
- ForwardCurve.Definition object
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ForwardCurve.Definition methods
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Interfaces & Enumerations
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ForwardCurves
- ForwardCurves.Definition object
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ForwardCurves.Definition methods
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ZcCurve
- ZcCurve.Definition object
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ZcCurve.Definition methods
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Interfaces & Enumerations
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ZcCurves
- ZcCurves.Definition object
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ZcCurves.Definition methods
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ZcCurveDefinition
- ZcCurveDefinition.Definition object
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ZcCurveDefinition.Definition methods
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ZcCurveDefinitions
- ZcCurveDefinitions.Definition object
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ZcCurveDefinitions.Definition methods
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Interfaces & Enumerations
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Surfaces
- About Surfaces
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Surfaces.Definition
- Surfaces.Definition object
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Surfaces.Definition methods
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Cap
- Cap.Definition object
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Cap.Definition methods
- CalculationParams
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Eti
- Eti.Definition object
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Eti.Definition methods
- CalculationParams
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Fx
- Fx.Definition object
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Fx.Definition methods
- CalculationParams
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Swaption
- Swaption.Definition object
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Swaption.Definition methods
- CalculationParams
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Interfaces & Enumerations
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DatesAndCalendars
- About Dates And Calendars
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AddPeriods
- AddPeriods.Definition object
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AddPeriods.Definition methods
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AddPeriods.Definitions
- Definitions object
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Definitions methods
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CountPeriods
- CountPeriods.Definition object
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CountPeriods.Definition methods
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CountPeriods.Definitions
- Definitions object
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Definitions methods
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DateSchedule
- About DateSchedule
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DateSchedule.Definition
- Definition object
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Definition methods
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Holidays
- Holidays.Definition object
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Holidays.Definition methods
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Holidays.Definitions
- Definitions object
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Definitions methods
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IsWorkingDay
- IsWorkingDay.Definition object
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IsWorkingDay.Definition methods
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IsWorkingDay.Definitions
- Definitions object
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Definitions methods
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Interfaces & Enumerations
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- Content Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint Request
- About EndpointRequest
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EndpointRequest.Definition
- Definition object
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Definition methods
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OMM streams
- About OMM streams
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OMMStream.Definition
- Definition object
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Definition methods
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OMMStream
- OmmStream object
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OMMStream methods
- OMMStream events
- OMMStream states
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RDP streams
- About RDP streams
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RDPStream.Definition
- Definition object
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Definition methods
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RDPStream
- RDPStream object
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RDPStream methods
- RDPStream events
- RDPStream response state
- RDPStream states
Built with Pandora
HistoricalPricing.TimeSeries.StreamEvent
HistoricalPricing.TimeSeries.StreamEvent provides a set of events described below that can be emitted by the HistoricalPricing.TimeSeries.Stream.
These events are similar and behave similarly to the events provided by the Pricing.StreamEvent.
Apart from these events HistoricalPricing.TimeSeries streams provide another event
HistoricalPricing.TimeSeries.StreamEvent.Insert
Insert events are emitted for the requested instrument when time series data is being received and added to the table.
HistoricalPricing.TimeSeries.StreamInsert Callback Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| event | HistoricalPricing.TimeSeries.TimeSeriesFacadeInsertEvent | object[] | No | - |
70 words (0:22 mins)