pyRT.gatea.MktData.Calc Namespace Reference

Common market data calculations: More...

Classes
class	CandleBar
	Trade-driven calc( Open, High, Low, Close, Volume ) per interval. More...
class	OpnHiLoCls
	Trade-driven calcs : ( Open, High, Low, Close ) More...
class	TWAP
	Time-Weighted Average Price Calculator : BID or ASK. More...

Detailed Description

Common market data calculations:

Calc	Description
OHLC	Open / High / Low / Close)
CandleBar	OHLC + Volume
TWAP	Time Weighted Bid/Ask