Expand description
Bar aggregation machinery.
Structs§
- Provides a means of aggregating specified bar types and sending to a registered handler.
- Provides a generic bar builder for aggregation.
- Provides a means of building tick bars aggregated from quote and trade ticks.
- Provides a means of building time bars aggregated from quote and trade ticks.
- Provides a means of building value bars aggregated from quote and trade ticks.
- Provides a means of building volume bars aggregated from quote and trade ticks.