One provider-neutral realtime executed-trade update. More...

#include <pineforge.h>

Data Fields
int64_t	timestamp
	Source event time, Unix milliseconds.

uint64_t	sequence
	Normalized per-stream sequence, or 0.

double	price
	Executed trade price (> 0).

double	quantity
	Traded quantity in symbol volume units (>= 0).

Detailed Description

One provider-neutral realtime executed-trade update.

sequence is optional: pass 0 when the normalized source has no stable ordering key. Non-zero values must increase strictly within a stream. quantity is expressed in the configured symbol's volume units and is accumulated into the input bar's volume. The source adapter owns all provider-specific fields and normalization.

Definition at line 123 of file pineforge.h.

Field Documentation

◆ timestamp

int64_t pf_trade_tick_t::timestamp

Source event time, Unix milliseconds.

Definition at line 124 of file pineforge.h.

◆ sequence

uint64_t pf_trade_tick_t::sequence

Normalized per-stream sequence, or 0.

Definition at line 125 of file pineforge.h.

◆ price

double pf_trade_tick_t::price

Executed trade price (> 0).

Definition at line 126 of file pineforge.h.

◆ quantity

double pf_trade_tick_t::quantity

Traded quantity in symbol volume units (>= 0).

Definition at line 127 of file pineforge.h.

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

pineforge.h