Expand description
Bar aggregation machinery.
Structs§
- BarAggregator
Core - Provides a means of aggregating specified bar types and sending to a registered handler.
- BarBuilder
- Provides a generic bar builder for aggregation.
- NewBar
Callback - Tick
BarAggregator - Provides a means of building tick bars aggregated from quote and trades.
- Time
BarAggregator - Provides a means of building time bars aggregated from quote and trades.
- Value
BarAggregator - Provides a means of building value bars aggregated from quote and trades.
- Volume
BarAggregator - Provides a means of building volume bars aggregated from quote and trades.