Bar

struct Bar

Represents a single bar of a time-series.

Public Members

std::chrono::seconds begin_time_utc = {}

Begin-of-period time-stamp (UTC)

bool confirmed = false

Confirmed?

double open_price = roq::NaN

Open price.

double high_price = roq::NaN

High price.

double low_price = roq::NaN

Low price.

double close_price = roq::NaN

Close price.

double quantity = roq::NaN

Total quantity (contracts or base currency)

double base_amount = roq::NaN

Total amount (base currency)

double quote_amount = roq::NaN

Total amount (quote currency)

uint32_t number_of_trades = {}

Number of trades (count)

double vwap = roq::NaN

VWAP.