GlobalView COM SDK

GlobalView COM SDK provides an easy way to get GlobalView historic data and quotes from dynamic languages such as VBA, VBS, JScript or Python.

Examples in this code will be given in Visual Basic for Automation, you'll need to adjust the syntax for other languages.

The main object needed to establish a connection to the server has a Program ID GvIpc.Com.ServerConnection. After it's created you need to call its Connect method and pass it your usenrname and password:

Set con = CreateObject("GvIpc.Com.ServerConnection")

con.Connect username, password

Once you have this object, you can call a plethora of methods on it. The methods retreive either last N data points of daily/weekly/monthly/quarterly/yearly data or a specific data range:

Array GetDailyTail(string symbol, int days, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetWeeklyTail(string symbol, int weeks, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetMonthlyTail(string symbol, int months, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetQuarterlyTail(string symbol, int quarters, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetYearlyTail(string symbol, int years, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetDailyRange(string symbol, DateTime from, DateTime to, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetWeeklyRange(string symbol, DateTime from, DateTime to, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetMonthlyRange(string symbol, DateTime from, DateTime to, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetQuarterlyRange(string symbol, DateTime from, DateTime to, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

Array GetYearlyRange(string symbol, DateTime from, DateTime to, LeadLagOptions leadLagOptions = null, string currency = null, string currencySource = null, UnitConversion unit = null)

These methods return an array of TimeSeriesElement objects, each of which contains the following properties:

DateTime

Open

High

Low

Close

Volume

OpenInterest

Here's a VBA example of a call:

array = con.GetDailyRange(Symbol:="/GCL", from:=DateSerial(2011, 5, 1), to:=DateSerial(2011, 5, 10))

Then, for each element of the array you can ask for the DateTime, Open, High, Low, Volume and OpenInterest properties.

If you need to do various conversions on the time series data, use the leadLagOptions, currencySource, currency and unit parameters:

con.GetDailyTail(Symbol:="/GCL", days:=5, leadLagOptions:=con.CalendarDays(5))

con.GetDailyTail(Symbol:="/GCL", days:=5, Currency:="EUR", currencySource:="USF")

con.GetDailyTail(Symbol:="/GCL", days:=5, unit:=con.Barrels)

The available unit conversions are Barrels, Liters, Kiloliters, CubicMeters, Gallons, ThouStdCubicFt, MetricTons, ShortTons, MMBTUs, Therms, Gigajoules, GigawattHours, KilowattHours and MegawattHours.

You can also get the current quote for a symbol:

Set quote = con.GetQuote("/GCL")

The returned quote object has the following properties:

Last

NetChange

PercentChange

High

Low

Open

Close

Settle

Bid

Ask

TradeSize

OpenInterest

TradeDateTimeUtc

Volume

PrevPrice

TickCount

ContractDate

ExpirationDate

MidPoint

CloseDate

Currency

LotUnit

PutCall

Strike

SettleDate

Underlier

BidDateTimeUtc

BidSize

AskDateTimeUtc

AskSize

PrevHigh

PrevLow

PrevOpen

PrevClose

PrevVol

MostRecentValue

MostRecentValueDate

Finally, when you are done with the connection object and don't want to retreive any more data, call its Dispose method:

con.Dispose

That's it!