Tick

time

price

volume

<p><code>true</code> ignore all except <code>time</code> and <code>id</code> value, default is <code>false</code></p>

system

Download and organize historical market data from multiple sources like Yahoo (<https://finance.yahoo.com>), Google (<https://www.google.com/finance>), Finam (<https://www.finam.ru/profile/moex-akcii/sberbank/export/>), MOEX (<https://www.moex.com/en/derivatives/contracts.aspx>) and IQFeed (<https://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup>). Code your trading algorithms in modern C++11 with powerful event driven tick processing API including trading costs and exchange communication latency and transform detailed data seamlessly into R. In just few lines of code you will be able to visualize every step of your trading model from tick data to multi dimensional heat maps.

Stanislav Kovalevsky

QuantTools

Enhanced Quantitative Trading Modelling

Tick function

<p><code>Tick{ int id, double time, double price, int volume, double bid, double ask, bool system }</code></p>

Usage

C++ Tick class — Tick

C++ Tick class

Tick: C++ Tick class

Description

Arguments

Usage

See Also