algotradelib::BarQuery Struct Reference

What bars to fetch. More...

#include <algotradelib/src/core/market_data.hpp>

Collaboration diagram for algotradelib::BarQuery:

Public Attributes
InstrumentId	instrument_
	The instrument.
BarInterval	interval_ {BarInterval::ONE_DAY}
	The period of each bar; an interval the broker does not publish is refused.
int	count_ {100}
	How many bars to return in total, across pages.
std::optional< std::chrono::system_clock::time_point >	before_
	The newest bar time to return, inclusive; pass the oldest timestamp seen to page backwards.
bool	adjusted_ {true}
	Whether to ask for prices adjusted for corporate actions.

Detailed Description

What bars to fetch.

The client pages until count_ bars are read (brokers cap a page at 30 to 200 bars), within its paging limits.

Definition at line 324 of file market_data.hpp.

Member Data Documentation

adjusted_

bool algotradelib::BarQuery::adjusted_ {true}

Whether to ask for prices adjusted for corporate actions.

Definition at line 334 of file market_data.hpp.

before_

std::optional<std::chrono::system_clock::time_point> algotradelib::BarQuery::before_

The newest bar time to return, inclusive; pass the oldest timestamp seen to page backwards.

Definition at line 332 of file market_data.hpp.

count_

int algotradelib::BarQuery::count_ {100}

How many bars to return in total, across pages.

Definition at line 330 of file market_data.hpp.

instrument_

InstrumentId algotradelib::BarQuery::instrument_

The instrument.

Definition at line 326 of file market_data.hpp.

interval_

BarInterval algotradelib::BarQuery::interval_ {BarInterval::ONE_DAY}

The period of each bar; an interval the broker does not publish is refused.

Definition at line 328 of file market_data.hpp.

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

• algotradelib/src/core/market_data.hpp