itch::analytics::Bar Struct Reference

One OHLCV bar aggregated from the trade tape. More...

#include <bars.hpp>

Public Attributes
std::uint64_t	bucket {0}
	Clock bucket id this bar covers.
std::uint64_t	start_timestamp {0}
	Timestamp of the first trade in the bar.
std::uint64_t	end_timestamp {0}
	Timestamp of the last trade in the bar.
StandardPrice	open {}
	First trade price.
StandardPrice	high {}
	Highest trade price.
StandardPrice	low {}
	Lowest trade price.
StandardPrice	close {}
	Last trade price.
std::uint64_t	volume {0}
	Total shares traded in the bar.
std::uint64_t	trade_count {0}
	Number of trades in the bar.

Detailed Description

One OHLCV bar aggregated from the trade tape.

Definition at line 23 of file bars.hpp.

Member Data Documentation

bucket

std::uint64_t itch::analytics::Bar::bucket {0}

Clock bucket id this bar covers.

Definition at line 24 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

start_timestamp

std::uint64_t itch::analytics::Bar::start_timestamp {0}

Timestamp of the first trade in the bar.

Definition at line 25 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

end_timestamp

std::uint64_t itch::analytics::Bar::end_timestamp {0}

Timestamp of the last trade in the bar.

Definition at line 26 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

open

StandardPrice itch::analytics::Bar::open {}

First trade price.

Definition at line 27 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

high

StandardPrice itch::analytics::Bar::high {}

Highest trade price.

Definition at line 28 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

low

StandardPrice itch::analytics::Bar::low {}

Lowest trade price.

Definition at line 29 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

close

StandardPrice itch::analytics::Bar::close {}

Last trade price.

Definition at line 30 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

volume

std::uint64_t itch::analytics::Bar::volume {0}

Total shares traded in the bar.

Definition at line 31 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

trade_count

std::uint64_t itch::analytics::Bar::trade_count {0}

Number of trades in the bar.

Definition at line 32 of file bars.hpp.

Referenced by itch::analytics::BarBuilder< Clock >::add().

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The documentation for this struct was generated from the following file:

• bars.hpp