WU_Trade represents a single trade in the market, including the timestamp, price, volume, and side (buy or sell) of the trade. More...

#include <data.h>

Data Fields
WU_TimeStamp	timestamp
double	price
double	volume
WU_Side	side
WU_DataType	data_type

Detailed Description

WU_Trade represents a single trade in the market, including the timestamp, price, volume, and side (buy or sell) of the trade.

This is a tick-level data point that represents a single transaction in the market. As with WU_Candle, the wu_trade_init function should be used to create a new WU_Trade instance.

Definition at line 32 of file data.h.

Field Documentation

◆ data_type

WU_DataType WU_Trade::data_type

Definition at line 37 of file data.h.

◆ price

double WU_Trade::price

Definition at line 34 of file data.h.

◆ side

WU_Side WU_Trade::side

Definition at line 36 of file data.h.

◆ timestamp

WU_TimeStamp WU_Trade::timestamp

Definition at line 33 of file data.h.

◆ volume

double WU_Trade::volume

Definition at line 35 of file data.h.

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

include/wu/data.h