TimeSeriesRequest

The parameters every stock time series request carries: which endpoint to call, which ticker to call it for, and the format the API should answer in.

Seven subclasses extend it, and they do not all return series data. Four sample a ticker's price history at a fixed cadence — IntraDayRequest, DailyRequest, WeeklyRequest and MonthlyRequest — while QuoteRequest and RealtimeBulkQuoteRequest ask for a single current snapshot, for one ticker and for many respectively. What they share is this class's three parameters, which is why they share a base type at all.

Unlike its sibling request hierarchies, this one lets the subclass choose the endpoint at build time rather than pinning it in a field: function stays writable so that adjusted and its counterparts can swap in the split and dividend adjusted variant of a cadence part-way through a chain.

Inheritors