Single OHLCV bar tick from the market data feed. More...

#include <tick.hpp>

Public Attributes
double	open {0.0}
	Opening price of the bar.

double	high {0.0}
	Highest price of the bar.

double	low {0.0}
	Lowest price of the bar.

double	close {0.0}
	Closing price of the bar.

double	volume {0.0}
	Traded volume over the bar.

std::int64_t	timestamp_ns {0}
	Bar timestamp, nanoseconds since epoch.

Detailed Description

Single OHLCV bar tick from the market data feed.

All price fields are in quote-currency units (e.g., USD). Volume is in base-currency units (e.g., contracts or shares). timestamp_ns is nanoseconds since Unix epoch (UTC).

Invariants (enforced by tick_is_valid()):

open, high, low, close > 0 and finite
high >= low
high >= open, high >= close
low <= open, low <= close
volume >= 0 and finite
timestamp_ns > 0

Definition at line 50 of file tick.hpp.

Member Data Documentation

◆ close

double srfm::stream::OHLCVTick::close {0.0}

Closing price of the bar.

Definition at line 54 of file tick.hpp.

◆ high

double srfm::stream::OHLCVTick::high {0.0}

Highest price of the bar.

Definition at line 52 of file tick.hpp.

◆ low

double srfm::stream::OHLCVTick::low {0.0}

Lowest price of the bar.

Definition at line 53 of file tick.hpp.

◆ open

double srfm::stream::OHLCVTick::open {0.0}

Opening price of the bar.

Definition at line 51 of file tick.hpp.

◆ timestamp_ns

std::int64_t srfm::stream::OHLCVTick::timestamp_ns {0}

Bar timestamp, nanoseconds since epoch.

Definition at line 56 of file tick.hpp.

◆ volume

double srfm::stream::OHLCVTick::volume {0.0}

Traded volume over the bar.

Definition at line 55 of file tick.hpp.

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

include/srfm/stream/tick.hpp

Public Attributes