Module bar

Source
Expand description

Bar aggregate structures, data types and functionality.

Structs§

Bar
Represents an aggregated bar.
BarSpecification
Represents a bar aggregation specification including a step, aggregation method/rule and price type.
BarSpecificationBuilder
Builder for BarSpecification.
BarTypeParseError

Enums§

BarSpecificationBuilderError
Error type for BarSpecificationBuilder
BarType
Represents a bar type including the instrument ID, bar specification and aggregation source.

Constants§

BAR_SPEC_1_DAY_LAST
BAR_SPEC_1_HOUR_LAST
BAR_SPEC_1_MINUTE_LAST
BAR_SPEC_1_MONTH_LAST
BAR_SPEC_1_SECOND_LAST
BAR_SPEC_1_WEEK_LAST
BAR_SPEC_2_DAY_LAST
BAR_SPEC_2_HOUR_LAST
BAR_SPEC_3_DAY_LAST
BAR_SPEC_3_MINUTE_LAST
BAR_SPEC_3_MONTH_LAST
BAR_SPEC_4_HOUR_LAST
BAR_SPEC_5_DAY_LAST
BAR_SPEC_5_MINUTE_LAST
BAR_SPEC_6_HOUR_LAST
BAR_SPEC_6_MONTH_LAST
BAR_SPEC_12_HOUR_LAST
BAR_SPEC_12_MONTH_LAST
BAR_SPEC_15_MINUTE_LAST
BAR_SPEC_30_MINUTE_LAST

Functions§

get_bar_interval
Returns the bar interval as a TimeDelta.
get_bar_interval_ns
Returns the bar interval as UnixNanos.
get_time_bar_start
Returns the time bar start as a timezone-aware DateTime<Utc>.