Bar

Bar represents OHLCV price and volume data for a specific BarType. A venue or data provider can supply bars, or NautilusTrader can aggregate them from quote ticks, trade ticks, or smaller bars.

Fields

Field	Rust type	Python type	Required/default	Notes
`bar_type`	`BarType`	`BarType`	Required	Instrument, aggregation, price type, and source.
`open`	`Price`	`Price`	Required	First price in the bar interval.
`high`	`Price`	`Price`	Required	Highest price in the bar interval.
`low`	`Price`	`Price`	Required	Lowest price in the bar interval.
`close`	`Price`	`Price`	Required	Last price in the bar interval.
`volume`	`Quantity`	`Quantity`	Required	Traded volume or tick‑volume proxy.
`ts_event`	`UnixNanos`	`int`	Required	Bar event timestamp in nanoseconds.
`ts_init`	`UnixNanos`	`int`	Required	Initialization timestamp in nanoseconds.

Behavior

high must be greater than or equal to open, low, and close.
low must be less than or equal to open and close.
bar_type determines whether a bar is internal or external.
Composite bar types use @ syntax to identify the source bar type.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    data::{Bar, BarType},
    types::{Price, Quantity},
};

let bar = Bar::new(
    BarType::from("AUD/USD.SIM-1-MINUTE-LAST-EXTERNAL"),
    Price::from("0.65000"),
    Price::from("0.65010"),
    Price::from("0.64990"),
    Price::from("0.65005"),
    Quantity::from("1000000"),
    UnixNanos::from(1_000_000_000),
    UnixNanos::from(1_000_000_100),
);

Bars and aggregation covers aggregation methods.
Bar types explains BarType string syntax.
Python API reference lists Python members.

Bar

Fields

Behavior

Example

Related guides

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