algotradelib::TradePrint Struct Reference

One executed trade, as the broker reported it. More...

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

Collaboration diagram for algotradelib::TradePrint:

Public Attributes
Decimal64	price_
	The trade price.
Decimal64	quantity_
	The quantity traded.
Currency	currency_
	The currency of price_.
std::optional< std::chrono::system_clock::time_point >	exchange_time_
	When the exchange says it executed, if the broker gave a time.

Detailed Description

One executed trade, as the broker reported it.

No broker publishes which side was the aggressor, so there is no such field.

Definition at line 289 of file market_data.hpp.

Member Data Documentation

currency_

Currency algotradelib::TradePrint::currency_

The currency of price_.

Definition at line 295 of file market_data.hpp.

exchange_time_

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

When the exchange says it executed, if the broker gave a time.

Definition at line 297 of file market_data.hpp.

price_

Decimal64 algotradelib::TradePrint::price_

The trade price.

Definition at line 291 of file market_data.hpp.

quantity_

Decimal64 algotradelib::TradePrint::quantity_

The quantity traded.

Definition at line 293 of file market_data.hpp.

---

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

• algotradelib/src/core/market_data.hpp