algotradelib::TickBand Struct Reference

One band of a price grid: the tick size from a price upward, until the next band. More...

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

Collaboration diagram for algotradelib::TickBand:

Public Attributes
Decimal64	from_
	The price the band starts at, inclusive.
Decimal64	tick_
	The tick size within the band.

Detailed Description

One band of a price grid: the tick size from a price upward, until the next band.

Definition at line 135 of file instrument.hpp.

Member Data Documentation

from_

Decimal64 algotradelib::TickBand::from_

The price the band starts at, inclusive.

Definition at line 137 of file instrument.hpp.

tick_

Decimal64 algotradelib::TickBand::tick_

The tick size within the band.

Definition at line 139 of file instrument.hpp.

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

• algotradelib/src/core/instrument.hpp