#include "RobotHelperInterfaces.h"#include <assert.h>#include "RobotHelperInterfaces.h"#include <exch_lib/OrderEntry.h>#include <string>#include <queue>#include <list>#include "RTExchangeType.h"#include "RTOrder.h"#include <map>#include <stdexcept>#include <corelib/md_carrier.h>Go to the source code of this file.
Classes | |
| struct | RT::OHLC |
| Represents bar data. More... | |
| class | RT::IMarketDataConsumer |
| Abstract class, defines interface for market data call back retrieval. More... | |
| class | RT::IMarketDataHelper |
| Abstract class, defines market data request interface. More... | |
| class | RT::IMDSourceState |
| Provides basic statistics and state info from market data source. More... | |
Typedefs | |
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typedef std::map< std::string, IMDSourceState * > | RT::MDSourceStateMap |
| Latency Statistics Map. | |
| typedef std::multimap < std::string, RTInstrument > | RT::InstrumentList |
Enumerations | |
| enum | TAHistDataType { dt_open = 0, dt_high, dt_low, dt_close, dt_median, RT::dt_typical, RT::dt_weighted, RT::dt_volume, dt_time, dt_last_trade, dt_max } |
1.6.3