algotradelib::strategy::QuoteEvent Struct Reference

A quote the runner has just read, delivered to on_quote. More...

#include <algotradelib/src/strategy/event.hpp>

Collaboration diagram for algotradelib::strategy::QuoteEvent:

Public Attributes
QuoteSnapshot	quote_
	The quote, as the broker reported it.

Detailed Description

A quote the runner has just read, delivered to on_quote.

Definition at line 390 of file event.hpp.

Member Data Documentation

quote_

QuoteSnapshot algotradelib::strategy::QuoteEvent::quote_

The quote, as the broker reported it.

Definition at line 392 of file event.hpp.

Referenced by algotradelib::backtest::Backtester< Strategy, CapsType >::feed(), and algotradelib::runner::Runner< Strategy, CapsType, Tag, Executor >::feed().

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

• algotradelib/src/strategy/event.hpp