TimeSeriesUpdate

struct TimeSeriesUpdate

Update relating to time-series.

Public Members

uint16_t stream_id = {}

Stream identifier.

std::string_view exchange

Exchange.

std::string_view symbol

Symbol.

roq::DataSource data_source = {}

Data source.

roq::Interval interval = {}

Update frequency.

roq::Origin origin = {}

Origin of time-series.

std::span<roq::Bar const> bars

List of updated bars.

roq::UpdateType update_type = {}

Update type.

std::chrono::nanoseconds exchange_time_utc = {}

Exchange timestamp, possibly from matching engine (UTC)