The highest and lowest price an instrument may trade at today. More...

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

Collaboration diagram for algotradelib::PriceLimits:

Public Attributes
std::optional< Decimal64 >	upper_
	The highest price allowed today.
std::optional< Decimal64 >	lower_
	The lowest price allowed today; empty means the same as for upper_.
Currency	currency_
	The currency of the bounds.
std::optional< std::chrono::system_clock::time_point >	exchange_time_
	When the exchange set the bounds, if the broker gave a time.

Detailed Description

The highest and lowest price an instrument may trade at today.

Definition at line 301 of file market_data.hpp.

Member Data Documentation

◆ currency_

Currency algotradelib::PriceLimits::currency_

The currency of the bounds.

Definition at line 313 of file market_data.hpp.

◆ exchange_time_

std::optional<std::chrono::system_clock::time_point> algotradelib::PriceLimits::exchange_time_

When the exchange set the bounds, if the broker gave a time.

Definition at line 315 of file market_data.hpp.

◆ lower_

std::optional<Decimal64> algotradelib::PriceLimits::lower_

The lowest price allowed today; empty means the same as for upper_.

Definition at line 311 of file market_data.hpp.

◆ upper_

std::optional<Decimal64> algotradelib::PriceLimits::upper_

The highest price allowed today.

Empty does not mean unlimited: it is empty for a market with no limit (US equities), but also when KIS sent a blank or zero figure for a KRX stock, which always has a limit. Never a bound of zero.

Definition at line 309 of file market_data.hpp.

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

algotradelib/src/core/market_data.hpp